CFTC Commitments of Traders (COT) Tracker
Pricing
Pay per usage
CFTC Commitments of Traders (COT) Tracker
Weekly CFTC Commitments of Traders positioning for every US futures market: how commercials, large speculators, managed money, and leveraged funds are long/short in FX, gold, crude, indices, and crypto futures, with net position and week-over-week change. Legacy, disaggregated, and TFF reports.
The weekly Commitments of Traders report, straight from the official CFTC Public Reporting database — no API key, no account. See how the big trader classes are positioned (long vs short) in every US futures market: FX, gold, crude oil, equity indices, Treasuries, and crypto futures. For each market you get open interest, each group's long/short, the net position, and the week-over-week change — the numbers COT traders actually act on.
Who uses it
- FX, futures & commodity traders — the ForexFactory/TradingView crowd who read COT every week to gauge smart-money positioning and crowding.
- Quants & systematic desks — COT is a classic sentiment/positioning factor; pull history for backtests.
- Financial newsletters & analysts — "Managed Money just flipped net short crude" is a recurring story.
Report types
reportType | Trader classes | Best for |
|---|---|---|
legacy (default) | Large Speculators, Commercials, Small Traders | Any market — the classic COT |
disaggregated | Producer/Merchant, Swap Dealers, Managed Money, Other | Commodities |
financial | Dealers, Asset Managers, Leveraged Funds, Other | FX, rates, equity indices |
Input
| Field | Description |
|---|---|
markets | Filter by market-name keyword (e.g. GOLD, EURO FX, BITCOIN, S&P 500). Empty = all markets. |
latestOnly | On: just the newest weekly report. Off: history going back weeksBack. |
weeksBack | Weeks of history per market when latestOnly is off. |
maxRows | Cap on rows per run. |
dedupe | Return only report weeks not seen before — pair with a weekly schedule for a new-report alert. |
Output
One row per market: reportType, reportDate, market, exchange, contractCode, openInterest, openInterestChange, headlineGroup, headlineNet, headlineNetChange, and a groups array where each entry has group, long, short, net, and (Legacy) netChange, pctLong, pctShort.
The COT report is released each Friday at 3:30pm ET, covering positions as of the prior Tuesday. Schedule this actor weekly with dedupe to catch each new release.
Pricing
Pay per event: $0.004 per market row. The first 2 rows of every run are free.
Data source: CFTC Public Reporting Environment, publicreporting.cftc.gov (US government, public domain).
