Every Tuesday, the CFTC snapshots how institutional money is positioned in futures markets. This data — published Friday at 3:30 PM ET — reveals whether asset managers, hedge funds, and dealers are net long or net short on everything from the S&P 500 to Bitcoin to crude oil.
How to Read This Dashboard
NET LONG
More contracts betting on price going up than down. Green values = bullish positioning.
NET SHORT
More contracts betting on price going down than up. Red values = bearish positioning.
PERCENTILE
Where current positioning sits vs. the last 52 weeks. 90%+ = crowded long (contrarian sell). 10%- = crowded short (contrarian buy).
OI
Open Interest — total contracts outstanding. Rising OI + rising price = trend confirmation. Falling OI = position unwinding.
Why it matters: Futures positioning is a leading indicator. When asset managers are at a 52-week extreme, the trade is crowded — and crowded trades tend to reverse. The CFTC COT report is the only public window into how institutional capital is actually allocated across macro asset classes.
Contracts Tracked
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Report Date
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Positioning Extremes
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Max Long
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Max Short
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Source: U.S. Commodity Futures Trading Commission (CFTC) — Commitments of Traders reports, published every Friday at 3:30 PM ET with data as of the prior Tuesday close.
Two report types: The Traders in Financial Futures (TFF) report covers equities, rates, currencies, and crypto — breaking positions into Asset Managers (pensions, endowments), Leveraged Money (hedge funds), and Dealers (banks). The Disaggregated report covers physical commodities — showing Managed Money, Producers, and Swap Dealers.
Percentiles: Each trader group’s net position is ranked against its own trailing 52-week range. A reading of 95% means the group is more net long than 95% of the past year. Extremes are flagged at the 90th and 10th percentile.
Limitations: COT data has a 3-day lag (Tuesday snapshot, Friday publication). Positions can shift materially in between. This is a positioning snapshot, not a real-time feed.