Commitments of Traders (CFTC)
InfoTrie's Commitments of Traders dataset carries the positions the U.S. Commodity Futures Trading Commission publishes every week for each futures market, by trader category: the legacy, disaggregated and traders in financial futures (TFF) reports, futures-only and futures and options combined. Each weekly report is one edition. When the CFTC re-issues a report, the new figures are kept as a later vintage beside the old ones, each with the time it became public, so what was known on any day can be replayed.
Status: In rollout — available on request
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Key facts
| Reports | Legacy, disaggregated, and traders in financial futures (TFF) |
|---|---|
| Scope | Futures only, and futures and options combined |
| Trader categories | Commercial and non-commercial (legacy); producer/merchant, swap dealer, managed money (disaggregated); dealer, asset manager, leveraged funds (TFF); plus other reportable, total reportable and non-reportable |
| Measures | Open interest, long, short and spread positions, their weekly changes, shares of open interest and trader counts |
| Frequency | Weekly: one edition per report date (the Tuesday the positions reflect), usually released on the Friday |
| Point in time | Re-issued reports are kept as later vintages, each with its release time |
| Delivery | InfoTrie console datasets and the BI feed, with an API key on a plan that includes market data |
Sources
- U.S. Commodity Futures Trading Commission, Commitments of Traders report
Data dictionary
| Field | Type | Description |
|---|---|---|
report_family | string | legacy, disaggregated or tff |
report_scope | string | futures_only or combined |
contract_market_code | string | The CFTC contract market code |
report_date | date | The day the positions reflect |
trader_category | string | The trader category of the report family |
series_key | string | family:scope:market:category, unique in a report |
released_at / released_at_precision | timestamp / string | When this vintage became public, and how precisely that time is known |
market_and_exchange_names / contract_market_name / commodity_name | string | Descriptive names, as published |
open_interest / change_open_interest / traders_total | number | The market's open interest, its weekly change and trader count |
positions_long / positions_short / positions_spread | number | The category's positions |
change_long / change_short / change_spread | number | Weekly changes in those positions |
pct_oi_long / pct_oi_short / pct_oi_spread | number | Shares of open interest |
traders_long / traders_short / traders_spread | number | Number of traders |
attribution / source_statement | string | The CFTC attribution line and its statement on the reports, carried on every row |
Use cases
- Positioning signals. Follow how managed money, dealers or asset managers are positioned in a futures market week by week.
- Backtests without look-ahead. Use the vintages and release times to see the figures as they were known on each day.
- Macro and commodity research. Compare positioning across commodities, currencies, rates and equity index futures.
Delivery
- InfoTrie console: the dataset's quality status and its rows, one edition per report date, with an API key on a plan that includes market data
- BI feed: OData v4 for Power BI, Excel and Tableau; JSON or CSV pages for Qlik, Google Sheets and Looker Studio
Frequently asked questions
Do you add net positions or a positioning index?
No. The figures are served as the CFTC publishes them; net positions and any index are left to the reader to compute.
How do I credit the source?
Every row carries the line "Source: U.S. Commodity Futures Trading Commission, Commitments of Traders report" and the CFTC's statement that it publishes the reports from data it gets from reporting entities and does not analyse the data or make recommendations on it. Show both with the data. The CFTC does not endorse InfoTrie or anything derived from its reports.