CFTC COT Report Scraper: Net Positions, Percentiles and Extremes

This CFTC Commitments of Traders scraper reads the weekly report that shows how big traders are positioned in US futures markets: crude oil, gold, corn, natural gas, currencies, interest rates, stock indexes and more. It gives you one clean row per market and week, with the long, short and net position of every trader group, and the numbers that traders compute by hand in a spreadsheet.

On top of the raw counts, each trader group gets the weekly change, the percent of open interest, a percentile rank, a COT index from 0 to 100, a z-score and the change over four weeks, all measured against the group's own history (three years by default). The extremes mode skips the browsing: it returns only the markets where managed money or another speculator group sits at an extreme, so the crowded trades come first.

Futures traders, commodity analysts, quant researchers, newsletter writers and risk teams use it as a positioning and sentiment feed.

What can you do with this CFTC COT scraper?

• Get the latest report for every market in one run
• See where managed money is net long or net short, and how fast that changed
• Find markets with the most extreme speculator positions in three years
• Build a positioning history of one market, week by week, for charts and backtests
• Compare producers and swap dealers with hedge funds in crude oil or gold
• Follow leveraged funds and asset managers in currencies, rates and stock indexes
• Watch concentration: how much of the market the top four and top eight traders hold
• Include or leave out options, and switch between three report types
• List all markets with their codes, exchanges and report dates
• Export to CSV or Excel, or send new reports to Slack and your own tools

What data can you extract from the COT report?

Mode	One row is	Highlights
Weekly positions	One market and one week	Report date, expected release date, market, exchange, commodity group, open interest and its change, number of traders, concentration ratios, and for every trader group: long, short, spread, net, net as percent of open interest, change of longs and shorts, net change, percent of open interest, number of traders, net percentile, COT index, z-score, lookback minimum and maximum, change over four weeks
Extremes	One market at an extreme	The same fields plus the list of signals in words and the number of signals, sorted by how extreme the position is
Markets	One market	Name, code, exchange, group, subgroup, contract units, first and last report date, number of reports, active flag, latest open interest

Report types: disaggregated (producers, swap dealers, managed money, other reportables, non-reportable), traders in financial futures (dealers, asset managers, leveraged funds, other reportables, non-reportable) and legacy (non-commercial, commercial, non-reportable).

How to scrape the CFTC COT report

1. Choose Weekly positions, Extremes or Markets.
2. Pick the report type. Disaggregated fits commodities, financial fits currencies, rates and indexes.
3. Type market names such as GOLD, WTI or EURO FX, or leave empty for all markets.
4. For history, set Weeks of history or a start date.
5. Set Max Items and click Start.
6. Export the dataset as CSV, Excel or from the Apify console.

Input example

{
  "mode": "positions",
  "reportType": "disaggregated",
  "markets": ["WTI", "GOLD", "CORN"],
  "weeksBack": 52,
  "maxItems": 500
}

Output example

{
  "reportDate": "2026-10-06",
  "market": "WTI-PHYSICAL - NEW YORK MERCANTILE EXCHANGE",
  "commodityGroup": "Natural Resources",
  "openInterest": 1889422,
  "openInterestChange": 10846,
  "managedMoneyLong": 178353,
  "managedMoneyShort": 124755,
  "managedMoneyNet": 53598,
  "managedMoneyNetChange": -25994,
  "managedMoneyNetPercentile": 17.3,
  "managedMoneyCotIndex": 31.4,
  "managedMoneyNetZScore": -0.84,
  "producerMerchantNet": 335010,
  "swapDealersNet": -461468,
  "top4TradersGrossLongPctOi": 17.5
}

Extremes output example

{
  "reportDate": "2026-10-06",
  "market": "CORN - CHICAGO BOARD OF TRADE",
  "openInterest": 1859993,
  "managedMoneyNet": 329839,
  "managedMoneyNetPercentile": 93.6,
  "extremeSignals": ["Managed money: net position at an extreme high, above 93.6% of the last 156 weeks"]
}

How much does it cost to scrape the COT report?

You pay per result: $21 per 1,000 rows plus a tiny start fee. The free plan returns up to 10 rows per run. The latest report for every market is about 400 rows, a full year of one market is 52 rows.

Tips for better results

• The report is released every Friday afternoon (Eastern time) for positions held on the Tuesday before. The expected release date is in each row, and holidays can delay it.
• Percentile, COT index and z-score compare a group with its own last 156 weeks by default. Raise the lookback to 260 for five years.
• Thin markets can show extreme numbers on tiny positions. Use the minimum open interest filter, for example 20,000 contracts, to hide them.
• Futures only is the classic report. Turn on options to include the futures equivalent of options positions.
• Market names match any part of the text, so GOLD also returns micro gold. Use the contract code from the markets mode for an exact market.
• The net position is long minus short. Spread positions are shown on their own and are not part of the net.
• A schedule every Friday evening with the latest report gives you a weekly positioning table without any manual work.
• Positions are not forecasts. Large speculative positions can grow further before they turn.

Who uses COT data?

• Futures and commodity traders gauge crowding and sentiment.
• Quant researchers use positioning as a factor in backtests.
• Analysts and newsletter writers publish weekly positioning notes.
• Risk teams and producers watch what funds do in their markets.

Automate and connect

Schedule the Actor every Friday and send the table to Google Sheets, Slack, Zapier, Make or n8n, or trigger a webhook when a run ends.

FAQ

Do I need an account or a login? No. The Actor works without any login.

What is the COT index? The position of the net position between the lowest and the highest value of the lookback period, from 0 to 100. A value near 100 means the group is as long as it was in the period.

How is the percentile different? It shows the share of weeks in the lookback period with a net position at or below the current one. A value of 97 means the position is higher than in 97 percent of the weeks.

What is managed money? Hedge funds and commodity trading advisers in the disaggregated report. In the financial report the similar groups are leveraged funds and asset managers.

How far back does the history go? The legacy report starts in 1995 for many markets and the other two reports in 2006. Use the markets mode to see the first report of each market.

Can I get several markets at once? Yes. Type as many names or contract codes as you like.

Is this investment advice? No. The data is public information and not a recommendation.

Legal note

This Actor collects information that is publicly visible on the website. Check the source site's terms and your local rules before using the data. Nothing here is financial advice.

Support

Missing a field or found a bug? Open an issue from the Actor page.