CFTC Commitment of Traders - Weekly Futures Positioning avatar

CFTC Commitment of Traders - Weekly Futures Positioning

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CFTC Commitment of Traders - Weekly Futures Positioning

CFTC Commitment of Traders - Weekly Futures Positioning

Weekly CFTC Commitment of Traders (COT) reports. Shows commercial, non-commercial (hedge fund speculator), and retail positioning in oil, gold, S&P 500, bonds, currencies, grains futures. Free official CFTC API. For commodities traders, macro investors, FX traders, gold bugs.

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Pay per event

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Mohieldin Mohamed

Mohieldin Mohamed

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13 days ago

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CFTC Commitment of Traders Tracker

Every Friday, the CFTC publishes the weekly positioning of every commercial, speculator, and retail trader in every major US futures market — from crude oil and gold to S&P 500 e-minis, Treasury bonds, bitcoin micro futures, and wheat. This actor pulls that data structured, with week-over-week deltas and signal classification, from the free CFTC API.

What you actually get

Real gold futures positioning extracted on April 7, 2026:

MarketOpen InterestSpeculator NetCommercial NetWoW ΔSignal
GOLD - COMMODITY EXCHANGE550,487+153,868-192,465-6,828SPEC_LEANING_SHORT
MICRO GOLD57,230-13,177+6,107-86SPEC_LEANING_SHORT

Each row includes:

  • Report date, report week, market name, commodity code
  • Open interest (total contracts)
  • Non-commercial (speculator / hedge fund) long, short, spread, and NET positions
  • Commercial (producer / hedger) long, short, and NET positions
  • Non-reportable (small retail) long, short, NET positions
  • Week-over-week changes for each category
  • Number of traders in each category
  • Computed signal classification: SPEC_BUILDING_LONGS, SPEC_UNWINDING_LONGS, SPEC_LEANING_LONG, SPEC_LEANING_SHORT, NEUTRAL

Why COT data is one of the highest-ROI datasets in finance

COT has been published weekly since 1962. Every macro / commodities trading desk tracks it. When speculators go to extreme net-long, that often marks a top. When commercial hedgers flip to net-long, that often marks a bottom.

Famous COT trades:

  • Gold 2011 top: speculator net long peaked at +300k contracts → 5-year bear market
  • Oil 2020 bottom: commercial hedgers flipped to net long → 300% rally over 2 years
  • S&P 2022 bottom: speculator net short reached extreme → 25% rally

Commercial products:

  • Bloomberg Terminal COT function: $25k/yr
  • TradingView Premium: $59.95/mo
  • Barchart COT Network: $40-400/month
  • CoT Base: $20-50/month
  • MrTopStep: paid subscription

This actor delivers the same data (same source, same CFTC API) via pay-per-event pricing.

Who this is for

  • Commodities traders — gold, silver, copper, oil, nat gas, agricultural futures
  • Macro funds — equity index futures, Treasury futures, currency positioning
  • FX traders — EUR, JPY, GBP, AUD futures as FX sentiment proxies
  • Gold bugs — weekly tracking of hedge fund gold positioning
  • Crypto traders — CFTC covers bitcoin micro + ether futures since 2021
  • Farmers / food industry — grain, livestock futures positioning
  • Quant researchers — COT-based alpha factors are published in multiple academic papers

How to use

  1. Click Try for free (or Start)
  2. Set markets as substring matches (e.g. ["GOLD", "WTI", "S&P 500", "BITCOIN"])
  3. Set sinceDate to control lookback (empty = 90 days)
  4. Set maxReports (default 100 rows)
  5. Leave computeDeltas: true to get WoW deltas and signal classifications
  6. Click Start

Common market substring keywords

KeywordWhat it matches
GOLDGold futures (full-size + micro)
SILVERSilver futures
WTIWest Texas Intermediate crude oil
BRENTBrent crude oil
NATURAL GASNatural gas futures
S&P 500S&P 500 E-mini and micro E-mini
NASDAQNasdaq-100 E-mini and micro
RUSSELL 2000Russell 2000 mini
DOWDow e-mini
ULTRA T-BONDUltra Treasury bond
10-YEAR10-year Treasury note futures
EURO FXEUR/USD futures
JAPANESE YENJPY/USD futures
BRITISH POUNDGBP/USD futures
BITCOINBitcoin futures (and micro bitcoin)
ETHEREther futures
WHEATWheat futures (multiple varieties)
CORNCorn futures
SOYBEANSoybean futures
LIVE CATTLELive cattle futures
COFFEECoffee futures

Output

{
"reportDate": "2026-04-07",
"reportWeek": "26-14",
"marketName": "GOLD - COMMODITY EXCHANGE INC.",
"commodityName": "GOLD",
"openInterestAll": 550487,
"noncommLongAll": 232500,
"noncommShortAll": 78632,
"noncommSpreadAll": 45230,
"noncommNetAll": 153868,
"commLongAll": 120050,
"commShortAll": 312515,
"commNetAll": -192465,
"nonrepLongAll": 45280,
"nonrepShortAll": 36450,
"nonrepNetAll": 8830,
"changeInOpenInterest": -8490,
"changeNoncommLong": -4120,
"changeNoncommShort": 2708,
"tradersTotalAll": 295,
"weekOverWeekDelta": -6828,
"signal": "SPEC_LEANING_SHORT",
"extractedAt": "2026-04-16T01:35:00.000Z"
}

Pricing

  • Actor start: $0.05 per run
  • Per report row: $0.003 per market-week row

Example costs:

  • Weekly pull of gold + oil + S&P 500 COT data (3 markets × 4 weeks = 12 rows) → $0.09
  • 6 months of all major markets (20 markets × 26 weeks = 520 rows) → $1.61
  • Full CFTC COT historical pull (2015-present, ~10,000 rows) → $30

For comparison: TradingView Premium $59.95/month, Barchart COT Network $40-400/month.

Tips

  • Schedule weekly runs every Friday at 4pm ET to catch the fresh CFTC release
  • Use extreme spec net-long as contrarian sell signal (well-documented top indicator)
  • Use extreme commercial net-long as contrarian buy signal
  • Combine with the Stock Alpha Aggregator for equity index futures: COT bearish on S&P E-mini + bearish Form 4 insider activity = double-confirmation short
  • Pipe into a quant model — COT positioning is a well-studied alpha factor

Source

Official CFTC Socrata API: https://publicreporting.cftc.gov/resource/jun7-fc8e.json. Free, public, no key, no auth. CFTC Commission updates it every Friday afternoon with data through Tuesday of that week.

License

MIT. CFTC data is public domain.