CFTC · Commitments of Traders

Futures Positioning

Every week the CFTC publishes who holds long and short positions across U.S. futures markets — commodities, currencies, interest rates, equity indices and crypto. This tool turns that data into a clean view of how speculators and commercial hedgers are positioned. Informational only — positioning is not a forecast of price.

645

Markets

2026-09-08

Report Date

Since 2010

History

CFTC COT

Source

Net Positioning

Long minus short contracts for each trader group. Shows who is betting which way, and by how much relative to total open interest.

COT Index

Where current net positioning sits within its 3-year range (0 = most net-short, 100 = most net-long). A quick read on how stretched positioning is.

Extremes

Markets where speculators are unusually crowded long or short. Widely watched as potential contrarian turning points — though this is debated.

Popular Markets

Data is from the U.S. Commodity Futures Trading Commission's public Commitments of Traders (COT) reports. This is a data-visualization and educational tool showing historical trader positioning. It is not investment advice and is not a forecast of price. Positioning is not price — COT shows who held positions as of a past date and does not predict market direction; the popular idea of 'trading the COT' is widely debated. Figures reflect the prior Tuesday and are published Friday, so they are several days stale. Trader classifications come from self-reported CFTC Form 40 filings and can shift week to week. Category definitions differ across the Legacy, Disaggregated, and Financial Futures reports and are not directly comparable. A market drops off the report if it has fewer than 20 large traders. Historical values are never revised once published. Not affiliated with, authorized, or endorsed by the CFTC or any government agency.