CFTC Commitment of Traders - Weekly Futures Positioning
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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.
Pricing
Pay per event
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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:
| Market | Open Interest | Speculator Net | Commercial Net | WoW Δ | Signal |
|---|---|---|---|---|---|
| GOLD - COMMODITY EXCHANGE | 550,487 | +153,868 | -192,465 | -6,828 | SPEC_LEANING_SHORT |
| MICRO GOLD | 57,230 | -13,177 | +6,107 | -86 | SPEC_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
- Click Try for free (or Start)
- Set markets as substring matches (e.g.
["GOLD", "WTI", "S&P 500", "BITCOIN"]) - Set sinceDate to control lookback (empty = 90 days)
- Set maxReports (default 100 rows)
- Leave computeDeltas: true to get WoW deltas and signal classifications
- Click Start
Common market substring keywords
| Keyword | What it matches |
|---|---|
GOLD | Gold futures (full-size + micro) |
SILVER | Silver futures |
WTI | West Texas Intermediate crude oil |
BRENT | Brent crude oil |
NATURAL GAS | Natural gas futures |
S&P 500 | S&P 500 E-mini and micro E-mini |
NASDAQ | Nasdaq-100 E-mini and micro |
RUSSELL 2000 | Russell 2000 mini |
DOW | Dow e-mini |
ULTRA T-BOND | Ultra Treasury bond |
10-YEAR | 10-year Treasury note futures |
EURO FX | EUR/USD futures |
JAPANESE YEN | JPY/USD futures |
BRITISH POUND | GBP/USD futures |
BITCOIN | Bitcoin futures (and micro bitcoin) |
ETHER | Ether futures |
WHEAT | Wheat futures (multiple varieties) |
CORN | Corn futures |
SOYBEAN | Soybean futures |
LIVE CATTLE | Live cattle futures |
COFFEE | Coffee 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.