cftc_contract_market_code large_stringclasses 985
values | report_family stringclasses 3
values | report_basis stringclasses 2
values | market_key large_stringclasses 996
values | report_date date32 | report_weekday stringclasses 5
values | is_standard_tuesday bool 2
classes | open_interest int32 1 35.8M | oi_wow_change float32 -9,683,069 4.95M ⌀ | concentration_gross_4_long float32 0 7.07k | concentration_gross_4_short float32 0 1.58k | concentration_gross_8_long float32 0 7.07k | concentration_gross_8_short float32 0 1.58k | concentration_net_4_long float32 0 7.04k | concentration_net_4_short float32 0 1.56k | concentration_net_8_long float32 0 7.04k | concentration_net_8_short float32 0 1.56k | concentration_source_anomaly bool 2
classes | net_noncommercial float32 -4,051,527 2.54M ⌀ | net_share_oi_noncommercial float32 -1 0.99 ⌀ | net_wow_change_noncommercial float32 -1,296,132 1.03M ⌀ | cot_index_52w_noncommercial float32 0 100 ⌀ | cot_index_156w_noncommercial float32 0 100 ⌀ | net_zscore_156w_noncommercial float32 -10.05 9.71 ⌀ | net_commercial float32 -2,315,935 4.81M ⌀ | net_share_oi_commercial float32 -2.56 55 ⌀ | net_wow_change_commercial float32 -1,034,765 1.31M ⌀ | cot_index_52w_commercial float32 0 100 ⌀ | cot_index_156w_commercial float32 0 100 ⌀ | net_zscore_156w_commercial float32 -9.75 8.79 ⌀ | net_nonreportable float32 -922,533 502k | net_share_oi_nonreportable float32 -54.83 2.42 | net_wow_change_nonreportable float32 -507,900 517k ⌀ | cot_index_52w_nonreportable float32 0 100 ⌀ | cot_index_156w_nonreportable float32 0 100 ⌀ | net_zscore_156w_nonreportable float32 -12.41 12.4 ⌀ | net_producer_merchant_processor_user float32 -2,144,007 3M ⌀ | net_share_oi_producer_merchant_processor_user float32 -0.9 0.96 ⌀ | net_wow_change_producer_merchant_processor_user float32 -1,003,405 940k ⌀ | cot_index_52w_producer_merchant_processor_user float32 0 100 ⌀ | cot_index_156w_producer_merchant_processor_user float32 0 100 ⌀ | net_zscore_156w_producer_merchant_processor_user float32 -8.31 9.84 ⌀ | net_swap_dealers float32 -4,091,077 1.95M ⌀ | net_share_oi_swap_dealers float32 -0.94 0.74 ⌀ | net_wow_change_swap_dealers float32 -939,571 940k ⌀ | cot_index_52w_swap_dealers float32 0 100 ⌀ | cot_index_156w_swap_dealers float32 0 100 ⌀ | net_zscore_156w_swap_dealers float32 -9.04 8.53 ⌀ | net_managed_money float32 -356,415 1.18M ⌀ | net_share_oi_managed_money float32 -0.89 0.87 ⌀ | net_wow_change_managed_money float32 -233,493 260k ⌀ | cot_index_52w_managed_money float32 0 100 ⌀ | cot_index_156w_managed_money float32 0 100 ⌀ | net_zscore_156w_managed_money float32 -12.41 12.4 ⌀ | net_other_reportables float32 -1,265,645 771k ⌀ | net_share_oi_other_reportables float32 -0.93 0.87 ⌀ | net_wow_change_other_reportables float32 -869,928 1.03M ⌀ | cot_index_52w_other_reportables float32 0 100 ⌀ | cot_index_156w_other_reportables float32 0 100 ⌀ | net_zscore_156w_other_reportables float32 -12.41 12.2 ⌀ | net_dealer_intermediary float32 -4,099,099 7.4M ⌀ | net_share_oi_dealer_intermediary float32 -0.97 0.97 ⌀ | net_wow_change_dealer_intermediary float32 -932,183 978k ⌀ | cot_index_52w_dealer_intermediary float32 0 100 ⌀ | cot_index_156w_dealer_intermediary float32 0 100 ⌀ | net_zscore_156w_dealer_intermediary float32 -7.81 8.53 ⌀ | net_asset_manager_institutional float32 -3,322,072 3.84M ⌀ | net_share_oi_asset_manager_institutional float32 -0.86 0.93 ⌀ | net_wow_change_asset_manager_institutional float32 -806,127 598k ⌀ | cot_index_52w_asset_manager_institutional float32 0 100 ⌀ | cot_index_156w_asset_manager_institutional float32 0 100 ⌀ | net_zscore_156w_asset_manager_institutional float32 -6.55 8.78 ⌀ | net_leveraged_funds float32 -4,034,141 2.45M ⌀ | net_share_oi_leveraged_funds float32 -0.98 0.85 ⌀ | net_wow_change_leveraged_funds float32 -1,309,973 909k ⌀ | cot_index_52w_leveraged_funds float32 0 100 ⌀ | cot_index_156w_leveraged_funds float32 0 100 ⌀ | net_zscore_156w_leveraged_funds float32 -9.9 4.55 ⌀ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
001602 | disaggregated | combined | 001602 | 2006-06-13 | tuesday | true | 574,241 | null | 20.5 | 22.9 | 30.799999 | 31.200001 | 20.4 | 18 | 29 | 22.799999 | false | null | null | null | null | null | null | null | null | null | null | null | null | -31,076 | -0.054117 | null | null | null | null | -182,885 | -0.318481 | null | null | null | null | 189,217 | 0.329508 | null | null | null | null | 29,046 | 0.050582 | null | null | null | null | -4,302 | -0.007492 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-06-20 | tuesday | true | 555,313 | -18,928 | 20.700001 | 23.1 | 31.6 | 31.4 | 20.700001 | 16.799999 | 29.5 | 21.200001 | false | null | null | null | null | null | null | null | null | null | null | null | null | -27,989 | -0.050402 | 3,087 | null | null | null | -169,189 | -0.304673 | 13,696 | null | null | null | 184,285 | 0.331858 | -4,932 | null | null | null | 16,445 | 0.029614 | -12,601 | null | null | null | -3,552 | -0.006396 | 750 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-06-27 | tuesday | true | 512,823 | -42,490 | 22.4 | 22 | 32.5 | 29.700001 | 22.299999 | 17.700001 | 31.799999 | 22.4 | false | null | null | null | null | null | null | null | null | null | null | null | null | -29,339 | -0.057211 | -1,350 | null | null | null | -161,775 | -0.31546 | 7,414 | null | null | null | 181,696 | 0.354305 | -2,589 | null | null | null | 12,292 | 0.023969 | -4,153 | null | null | null | -2,874 | -0.005604 | 678 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-07-03 | monday | false | 512,860 | 37 | 22.4 | 21.6 | 32.799999 | 29.200001 | 22.4 | 17.1 | 32.200001 | 21.799999 | false | null | null | null | null | null | null | null | null | null | null | null | null | -27,979 | -0.054555 | 1,360 | null | null | null | -160,008 | -0.311992 | 1,767 | null | null | null | 184,129 | 0.359024 | 2,433 | null | null | null | 8,516 | 0.016605 | -3,776 | null | null | null | -4,658 | -0.009082 | -1,784 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-07-11 | tuesday | true | 527,642 | 14,782 | 21.9 | 22.299999 | 32.400002 | 30.1 | 21.799999 | 17.6 | 31.6 | 22.4 | false | null | null | null | null | null | null | null | null | null | null | null | null | -26,902 | -0.050985 | 1,077 | null | null | null | -173,999 | -0.329767 | -13,991 | null | null | null | 186,386 | 0.353243 | 2,257 | null | null | null | 19,870 | 0.037658 | 11,354 | null | null | null | -5,355 | -0.010149 | -697 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-07-18 | tuesday | true | 530,072 | 2,430 | 21.6 | 22.5 | 32.099998 | 30 | 21.6 | 17.700001 | 31.4 | 22.6 | false | null | null | null | null | null | null | null | null | null | null | null | null | -26,149 | -0.049331 | 753 | null | null | null | -177,898 | -0.335611 | -3,899 | null | null | null | 184,717 | 0.348475 | -1,669 | null | null | null | 28,927 | 0.054572 | 9,057 | null | null | null | -9,597 | -0.018105 | -4,242 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-07-25 | tuesday | true | 536,928 | 6,856 | 21.200001 | 21.6 | 31.799999 | 28.9 | 21.200001 | 16.6 | 30.700001 | 21.6 | false | null | null | null | null | null | null | null | null | null | null | null | null | -27,672 | -0.051538 | -1,523 | null | null | null | -178,415 | -0.332289 | -517 | null | null | null | 182,263 | 0.339455 | -2,454 | null | null | null | 31,636 | 0.05892 | 2,709 | null | null | null | -7,813 | -0.014551 | 1,784 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-08-01 | tuesday | true | 540,095 | 3,167 | 21.299999 | 20.5 | 32.299999 | 28 | 21.299999 | 15.9 | 30.9 | 20.6 | false | null | null | null | null | null | null | null | null | null | null | null | null | -29,736 | -0.055057 | -2,064 | null | null | null | -168,471 | -0.311928 | 9,944 | null | null | null | 184,148 | 0.340955 | 1,885 | null | null | null | 22,970 | 0.04253 | -8,666 | null | null | null | -8,911 | -0.016499 | -1,098 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-08-08 | tuesday | true | 525,146 | -14,949 | 21.9 | 20.9 | 33.200001 | 28.6 | 21.799999 | 16.200001 | 31.700001 | 21.200001 | false | null | null | null | null | null | null | null | null | null | null | null | null | -28,811 | -0.054863 | 925 | null | null | null | -165,872 | -0.315859 | 2,599 | null | null | null | 180,174 | 0.343093 | -3,974 | null | null | null | 22,770 | 0.043359 | -200 | null | null | null | -8,261 | -0.015731 | 650 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-08-15 | tuesday | true | 514,412 | -10,734 | 21.799999 | 20.200001 | 33.299999 | 28.299999 | 21.799999 | 15.4 | 31.700001 | 20.1 | false | null | null | null | null | null | null | null | null | null | null | null | null | -30,689 | -0.059658 | -1,878 | null | null | null | -149,643 | -0.290901 | 16,229 | null | null | null | 176,884 | 0.343857 | -3,290 | null | null | null | 9,312 | 0.018102 | -13,458 | null | null | null | -5,864 | -0.011399 | 2,397 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-08-22 | tuesday | true | 512,816 | -1,596 | 22.1 | 20.6 | 34.099998 | 28.5 | 21.9 | 14.5 | 32 | 18.799999 | false | null | null | null | null | null | null | null | null | null | null | null | null | -31,063 | -0.060573 | -374 | null | null | null | -130,537 | -0.254549 | 19,106 | null | null | null | 177,423 | 0.345978 | 539 | null | null | null | -14,590 | -0.028451 | -23,902 | null | null | null | -1,233 | -0.002404 | 4,631 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-08-29 | tuesday | true | 495,137 | -17,679 | 22.299999 | 19.1 | 33.099998 | 27.1 | 22.200001 | 15.2 | 32.5 | 19.6 | false | null | null | null | null | null | null | null | null | null | null | null | null | -34,131 | -0.068932 | -3,068 | null | null | null | -126,852 | -0.256196 | 3,685 | null | null | null | 173,631 | 0.350673 | -3,792 | null | null | null | -8,210 | -0.016581 | 6,380 | null | null | null | -4,440 | -0.008967 | -3,207 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-09-05 | tuesday | true | 500,500 | 5,363 | 22.700001 | 19.6 | 33 | 28 | 22.6 | 15.4 | 32.599998 | 20.200001 | false | null | null | null | null | null | null | null | null | null | null | null | null | -31,052 | -0.062042 | 3,079 | null | null | null | -143,990 | -0.287692 | -17,138 | null | null | null | 173,962 | 0.347576 | 331 | null | null | null | 5,372 | 0.010733 | 13,582 | null | null | null | -4,295 | -0.008581 | 145 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-09-12 | tuesday | true | 500,192 | -308 | 22.299999 | 18.299999 | 32.700001 | 27 | 22.299999 | 14 | 32 | 18.5 | false | null | null | null | null | null | null | null | null | null | null | null | null | -30,736 | -0.061448 | 316 | null | null | null | -141,156 | -0.282204 | 2,834 | null | null | null | 172,639 | 0.345145 | -1,323 | null | null | null | 4,822 | 0.00964 | -550 | null | null | null | -5,569 | -0.011134 | -1,274 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-09-19 | tuesday | true | 507,320 | 7,128 | 21.9 | 17.299999 | 32.599998 | 25.700001 | 21.799999 | 13.2 | 31.200001 | 17.200001 | false | null | null | null | null | null | null | null | null | null | null | null | null | -29,612 | -0.058369 | 1,124 | null | null | null | -133,197 | -0.26255 | 7,959 | null | null | null | 172,143 | 0.339318 | -496 | null | null | null | -2,735 | -0.005391 | -7,557 | null | null | null | -6,600 | -0.01301 | -1,031 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-09-26 | tuesday | true | 524,294 | 16,974 | 21.4 | 16.5 | 31.6 | 25.6 | 21.299999 | 11.7 | 29.9 | 15.9 | false | null | null | null | null | null | null | null | null | null | null | null | null | -30,614 | -0.058391 | -1,002 | null | null | null | -139,412 | -0.265904 | -6,215 | null | null | null | 170,573 | 0.325338 | -1,570 | null | null | null | 5,449 | 0.010393 | 8,184 | null | null | null | -5,995 | -0.011434 | 605 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-10-03 | tuesday | true | 571,645 | 47,351 | 19.6 | 17.4 | 29.5 | 27.4 | 19.5 | 11.5 | 28.1 | 16.5 | false | null | null | null | null | null | null | null | null | null | null | null | null | -33,130 | -0.057956 | -2,516 | null | null | null | -163,716 | -0.286395 | -24,304 | null | null | null | 174,101 | 0.304561 | 3,528 | null | null | null | 27,974 | 0.048936 | 22,525 | null | null | null | -5,230 | -0.009149 | 765 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-10-10 | tuesday | true | 585,610 | 13,965 | 19 | 18.700001 | 31 | 28.700001 | 19 | 12.3 | 27.700001 | 17.799999 | false | null | null | null | null | null | null | null | null | null | null | null | null | -32,175 | -0.054943 | 955 | null | null | null | -180,500 | -0.308226 | -16,784 | null | null | null | 177,565 | 0.303214 | 3,464 | null | null | null | 42,028 | 0.071768 | 14,054 | null | null | null | -6,916 | -0.01181 | -1,686 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-10-17 | tuesday | true | 612,748 | 27,138 | 18.4 | 19.799999 | 31 | 29.700001 | 17.799999 | 12.6 | 26.1 | 17.9 | false | null | null | null | null | null | null | null | null | null | null | null | null | -28,188 | -0.046003 | 3,987 | null | null | null | -183,332 | -0.299196 | -2,832 | null | null | null | 170,184 | 0.277739 | -7,381 | null | null | null | 47,548 | 0.077598 | 5,520 | null | null | null | -6,213 | -0.01014 | 703 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-10-24 | tuesday | true | 601,882 | -10,866 | 18.700001 | 20 | 31.6 | 30 | 18.1 | 12.7 | 26.4 | 18.1 | false | null | null | null | null | null | null | null | null | null | null | null | null | -27,548 | -0.04577 | 640 | null | null | null | -184,869 | -0.307152 | -1,537 | null | null | null | 166,889 | 0.277279 | -3,295 | null | null | null | 45,823 | 0.076133 | -1,725 | null | null | null | -294 | -0.000488 | 5,919 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-10-31 | tuesday | true | 566,127 | -35,755 | 19.200001 | 20.6 | 31.1 | 29.4 | 19.1 | 13.5 | 27.799999 | 19.1 | false | null | null | null | null | null | null | null | null | null | null | null | null | -26,314 | -0.046481 | 1,234 | null | null | null | -175,682 | -0.310323 | 9,187 | null | null | null | 163,974 | 0.289642 | -2,915 | null | null | null | 42,503 | 0.075077 | -3,320 | null | null | null | -4,480 | -0.007913 | -4,186 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-11-07 | tuesday | true | 569,489 | 3,362 | 18.9 | 20 | 30.299999 | 29 | 18.9 | 13.4 | 27.799999 | 18.799999 | false | null | null | null | null | null | null | null | null | null | null | null | null | -25,343 | -0.044501 | 971 | null | null | null | -178,414 | -0.313288 | -2,732 | null | null | null | 166,008 | 0.291503 | 2,034 | null | null | null | 41,696 | 0.073217 | -807 | null | null | null | -3,948 | -0.006933 | 532 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-11-14 | tuesday | true | 539,737 | -29,752 | 19.9 | 20.4 | 32.200001 | 29.799999 | 19.6 | 13.9 | 29.200001 | 19.6 | false | null | null | null | null | null | null | null | null | null | null | null | null | -25,774 | -0.047753 | -431 | null | null | null | -173,952 | -0.32229 | 4,462 | null | null | null | 163,853 | 0.303579 | -2,155 | null | null | null | 36,423 | 0.067483 | -5,273 | null | null | null | -549 | -0.001017 | 3,399 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-11-21 | tuesday | true | 479,959 | -59,778 | 22.4 | 21.200001 | 35.900002 | 31.4 | 22.299999 | 15.1 | 32.900002 | 21.200001 | false | null | null | null | null | null | null | null | null | null | null | null | null | -22,266 | -0.046391 | 3,508 | null | null | null | -171,198 | -0.356693 | 2,754 | null | null | null | 164,901 | 0.343573 | 1,048 | null | null | null | 32,017 | 0.066708 | -4,406 | null | null | null | -3,456 | -0.007201 | -2,907 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-11-28 | tuesday | true | 479,316 | -643 | 22.6 | 21.799999 | 34.5 | 31.6 | 22.6 | 15.9 | 32.5 | 21.299999 | false | null | null | null | null | null | null | null | null | null | null | null | null | -21,259 | -0.044353 | 1,007 | null | null | null | -174,141 | -0.363311 | -2,943 | null | null | null | 166,305 | 0.346963 | 1,404 | null | null | null | 30,854 | 0.064371 | -1,163 | null | null | null | -1,759 | -0.00367 | 1,697 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-12-05 | tuesday | true | 488,917 | 9,601 | 22.700001 | 21.700001 | 34.299999 | 31.4 | 22.6 | 16.299999 | 32.400002 | 21.9 | false | null | null | null | null | null | null | null | null | null | null | null | null | -22,636 | -0.046298 | -1,377 | null | null | null | -183,270 | -0.374849 | -9,129 | null | null | null | 169,816 | 0.347331 | 3,511 | null | null | null | 35,457 | 0.072522 | 4,603 | null | null | null | 632 | 0.001293 | 2,391 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-12-12 | tuesday | true | 478,840 | -10,077 | 23.200001 | 21.4 | 35 | 30.700001 | 23.1 | 14.8 | 32.900002 | 20.4 | false | null | null | null | null | null | null | null | null | null | null | null | null | -23,017 | -0.048068 | -381 | null | null | null | -167,899 | -0.350637 | 15,371 | null | null | null | 167,674 | 0.350167 | -2,142 | null | null | null | 22,521 | 0.047032 | -12,936 | null | null | null | 720 | 0.001504 | 88 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-12-19 | tuesday | true | 488,929 | 10,089 | 22.700001 | 21.299999 | 34.900002 | 30.299999 | 22.6 | 14.1 | 32.700001 | 19.799999 | false | null | null | null | null | null | null | null | null | null | null | null | null | -24,113 | -0.049318 | -1,096 | null | null | null | -167,873 | -0.343348 | 26 | null | null | null | 172,270 | 0.352342 | 4,596 | null | null | null | 19,533 | 0.039951 | -2,988 | null | null | null | 183 | 0.000374 | -537 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2006-12-26 | tuesday | true | 509,375 | 20,446 | 21.799999 | 21.299999 | 33.799999 | 30.4 | 21.700001 | 14.5 | 31.700001 | 20 | false | null | null | null | null | null | null | null | null | null | null | null | null | -26,461 | -0.051948 | -2,348 | null | null | null | -177,434 | -0.348337 | -9,561 | null | null | null | 175,562 | 0.344662 | 3,292 | null | null | null | 28,248 | 0.055456 | 8,715 | null | null | null | 83 | 0.000163 | -100 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-01-03 | wednesday | false | 513,744 | 4,369 | 21.700001 | 20 | 33.5 | 28.700001 | 21.6 | 13.2 | 31.6 | 18.299999 | false | null | null | null | null | null | null | null | null | null | null | null | null | -27,423 | -0.053379 | -962 | null | null | null | -169,550 | -0.330028 | 7,884 | null | null | null | 177,217 | 0.344952 | 1,655 | null | null | null | 20,089 | 0.039103 | -8,159 | null | null | null | -333 | -0.000648 | -416 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-01-09 | tuesday | true | 526,032 | 12,288 | 21 | 18.799999 | 32.900002 | 27.299999 | 20.799999 | 11.6 | 30.5 | 16.5 | false | null | null | null | null | null | null | null | null | null | null | null | null | -26,378 | -0.050145 | 1,045 | null | null | null | -158,673 | -0.301641 | 10,877 | null | null | null | 173,943 | 0.33067 | -3,274 | null | null | null | 11,203 | 0.021297 | -8,886 | null | null | null | -96 | -0.000182 | 237 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-01-16 | tuesday | true | 527,089 | 1,057 | 18.799999 | 18 | 30.299999 | 26.5 | 18.6 | 10.6 | 27.799999 | 14.8 | false | null | null | null | null | null | null | null | null | null | null | null | null | -28,002 | -0.053126 | -1,624 | null | null | null | -143,546 | -0.272337 | 15,127 | null | null | null | 165,361 | 0.313725 | -8,582 | null | null | null | 7,657 | 0.014527 | -3,546 | null | null | null | -1,470 | -0.002789 | -1,374 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-01-23 | tuesday | true | 537,962 | 10,873 | 18.1 | 18 | 29.1 | 25.700001 | 18 | 11.3 | 26.9 | 15.3 | false | null | null | null | null | null | null | null | null | null | null | null | null | -29,063 | -0.054024 | -1,061 | null | null | null | -148,226 | -0.275532 | -4,680 | null | null | null | 164,497 | 0.305778 | -864 | null | null | null | 12,969 | 0.024108 | 5,312 | null | null | null | -177 | -0.000329 | 1,293 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-01-30 | tuesday | true | 526,759 | -11,203 | 18.6 | 17.799999 | 30 | 25.9 | 18.4 | 11.1 | 27.5 | 15.6 | false | null | null | null | null | null | null | null | null | null | null | null | null | -28,980 | -0.055016 | 83 | null | null | null | -141,446 | -0.268521 | 6,780 | null | null | null | 162,937 | 0.30932 | -1,560 | null | null | null | 6,052 | 0.011489 | -6,917 | null | null | null | 1,435 | 0.002724 | 1,612 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-02-06 | tuesday | true | 532,827 | 6,068 | 18.6 | 17.9 | 30 | 26.299999 | 18.4 | 11.6 | 27.700001 | 16.1 | false | null | null | null | null | null | null | null | null | null | null | null | null | -28,474 | -0.053439 | 506 | null | null | null | -140,203 | -0.26313 | 1,243 | null | null | null | 163,262 | 0.306407 | 325 | null | null | null | 3,622 | 0.006798 | -2,430 | null | null | null | 1,795 | 0.003369 | 360 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-02-13 | tuesday | true | 524,970 | -7,857 | 19 | 18.4 | 30.299999 | 27 | 18.799999 | 13.5 | 28.1 | 18.5 | false | null | null | null | null | null | null | null | null | null | null | null | null | -25,876 | -0.04929 | 2,598 | null | null | null | -144,091 | -0.274475 | -3,888 | null | null | null | 158,661 | 0.302229 | -4,601 | null | null | null | 5,896 | 0.011231 | 2,274 | null | null | null | 5,409 | 0.010303 | 3,614 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-02-20 | tuesday | true | 515,071 | -9,899 | 19.5 | 18.1 | 30.5 | 27.299999 | 19.4 | 13.7 | 28.200001 | 19 | false | null | null | null | null | null | null | null | null | null | null | null | null | -24,724 | -0.048001 | 1,152 | null | null | null | -140,173 | -0.272143 | 3,918 | null | null | null | 153,113 | 0.297266 | -5,548 | null | null | null | 5,369 | 0.010424 | -527 | null | null | null | 6,414 | 0.012453 | 1,005 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-02-27 | tuesday | true | 492,314 | -22,757 | 20.6 | 18.9 | 30.5 | 27.1 | 20.5 | 15.1 | 29.799999 | 20.9 | false | null | null | null | null | null | null | null | null | null | null | null | null | -25,007 | -0.050795 | -283 | null | null | null | -152,527 | -0.309817 | -12,354 | null | null | null | 153,293 | 0.311372 | 180 | null | null | null | 22,289 | 0.045274 | 16,920 | null | null | null | 1,952 | 0.003965 | -4,462 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-03-06 | tuesday | true | 474,051 | -18,263 | 21.6 | 17.700001 | 31.799999 | 26.5 | 21.4 | 13.9 | 31 | 20 | false | null | null | null | null | null | null | null | null | null | null | null | null | -23,965 | -0.050554 | 1,042 | null | null | null | -139,333 | -0.29392 | 13,194 | null | null | null | 152,850 | 0.322434 | -443 | null | null | null | 11,902 | 0.025107 | -10,387 | null | null | null | -1,453 | -0.003065 | -3,405 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-03-13 | tuesday | true | 478,199 | 4,148 | 21 | 16.299999 | 30.700001 | 24.799999 | 20.799999 | 12.9 | 30.1 | 18.799999 | false | null | null | null | null | null | null | null | null | null | null | null | null | -25,402 | -0.05312 | -1,437 | null | null | null | -136,907 | -0.286297 | 2,426 | null | null | null | 152,095 | 0.318058 | -755 | null | null | null | 11,498 | 0.024044 | -404 | null | null | null | -1,285 | -0.002687 | 168 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-03-20 | tuesday | true | 484,551 | 6,352 | 20.200001 | 14.4 | 29.700001 | 21.6 | 20.1 | 11.3 | 29.5 | 16.700001 | false | null | null | null | null | null | null | null | null | null | null | null | null | -27,392 | -0.056531 | -1,990 | null | null | null | -122,651 | -0.253123 | 14,256 | null | null | null | 152,469 | 0.31466 | 374 | null | null | null | -1,095 | -0.00226 | -12,593 | null | null | null | -1,332 | -0.002749 | -47 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-03-27 | tuesday | true | 489,379 | 4,828 | 20.200001 | 14.5 | 29.700001 | 21.4 | 20.1 | 11.4 | 29.4 | 16.6 | false | null | null | null | null | null | null | null | null | null | null | null | null | -27,271 | -0.055726 | 121 | null | null | null | -122,107 | -0.249514 | 544 | null | null | null | 151,615 | 0.309811 | -854 | null | null | null | -1,626 | -0.003323 | -531 | null | null | null | -611 | -0.001249 | 721 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-04-03 | tuesday | true | 495,554 | 6,175 | 19.299999 | 13.4 | 29.6 | 20.9 | 19.200001 | 10.1 | 29 | 14.8 | false | null | null | null | null | null | null | null | null | null | null | null | null | -25,815 | -0.052093 | 1,456 | null | null | null | -113,932 | -0.229908 | 8,175 | null | null | null | 151,800 | 0.306324 | 185 | null | null | null | -15,439 | -0.031155 | -13,813 | null | null | null | 3,385 | 0.006831 | 3,996 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-04-10 | tuesday | true | 480,306 | -15,248 | 19.700001 | 14.4 | 30.200001 | 21.6 | 19.4 | 12.2 | 29.6 | 17.299999 | false | null | null | null | null | null | null | null | null | null | null | null | null | -24,539 | -0.05109 | 1,276 | null | null | null | -121,027 | -0.251979 | -7,095 | null | null | null | 149,570 | 0.311406 | -2,230 | null | null | null | -3,441 | -0.007164 | 11,998 | null | null | null | -564 | -0.001174 | -3,949 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-04-17 | tuesday | true | 469,860 | -10,446 | 20.299999 | 16.299999 | 30.700001 | 22.799999 | 19.9 | 15 | 30.200001 | 20.200001 | false | null | null | null | null | null | null | null | null | null | null | null | null | -24,781 | -0.052741 | -242 | null | null | null | -135,965 | -0.289373 | -14,938 | null | null | null | 146,643 | 0.312099 | -2,927 | null | null | null | 13,589 | 0.028921 | 17,030 | null | null | null | 515 | 0.001096 | 1,079 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-04-24 | tuesday | true | 445,887 | -23,973 | 21.1 | 17.1 | 32.299999 | 24.9 | 20.5 | 15.8 | 31.6 | 22.5 | false | null | null | null | null | null | null | null | null | null | null | null | null | -27,284 | -0.06119 | -2,503 | null | null | null | -139,750 | -0.31342 | -3,785 | null | null | null | 147,151 | 0.330019 | 508 | null | null | null | 20,357 | 0.045655 | 6,768 | null | null | null | -474 | -0.001063 | -989 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-05-01 | tuesday | true | 452,753 | 6,866 | 21.200001 | 16.5 | 32 | 24.799999 | 20.700001 | 15.3 | 31.5 | 22.4 | false | null | null | null | null | null | null | null | null | null | null | null | null | -22,708 | -0.050155 | 4,576 | null | null | null | -142,856 | -0.315527 | -3,106 | null | null | null | 146,438 | 0.323439 | -713 | null | null | null | 20,116 | 0.04443 | -241 | null | null | null | -991 | -0.002189 | -517 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-05-08 | tuesday | true | 448,225 | -4,528 | 21.4 | 16.799999 | 32.599998 | 25 | 21.1 | 15.6 | 32.299999 | 22.4 | false | null | null | null | null | null | null | null | null | null | null | null | null | -23,997 | -0.053538 | -1,289 | null | null | null | -142,077 | -0.316977 | 779 | null | null | null | 147,971 | 0.330127 | 1,533 | null | null | null | 17,016 | 0.037963 | -3,100 | null | null | null | 1,087 | 0.002425 | 2,078 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-05-15 | tuesday | true | 461,876 | 13,651 | 20.9 | 15.8 | 31.6 | 24.1 | 20.5 | 14.7 | 31.1 | 21.5 | false | null | null | null | null | null | null | null | null | null | null | null | null | -23,558 | -0.051005 | 439 | null | null | null | -136,904 | -0.296409 | 5,173 | null | null | null | 144,868 | 0.313651 | -3,103 | null | null | null | 14,021 | 0.030357 | -2,995 | null | null | null | 1,574 | 0.003408 | 487 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-05-22 | tuesday | true | 445,752 | -16,124 | 21.5 | 14.9 | 32.400002 | 22.799999 | 21.200001 | 13.9 | 31.9 | 19.700001 | false | null | null | null | null | null | null | null | null | null | null | null | null | -25,646 | -0.057534 | -2,088 | null | null | null | -121,598 | -0.272793 | 15,306 | null | null | null | 142,383 | 0.319422 | -2,485 | null | null | null | 6,629 | 0.014871 | -7,392 | null | null | null | -1,770 | -0.003971 | -3,344 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-05-29 | tuesday | true | 451,853 | 6,101 | 21.1 | 15 | 31.9 | 22.9 | 20.799999 | 14.1 | 31.299999 | 19.9 | false | null | null | null | null | null | null | null | null | null | null | null | null | -26,312 | -0.058231 | -666 | null | null | null | -125,205 | -0.277092 | -3,607 | null | null | null | 140,597 | 0.311157 | -1,786 | null | null | null | 12,142 | 0.026872 | 5,513 | null | null | null | -1,223 | -0.002707 | 547 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-06-05 | tuesday | true | 494,312 | 42,459 | 18.799999 | 14.9 | 30.4 | 23.6 | 18.4 | 14.4 | 28 | 20.700001 | false | null | null | null | null | null | null | null | null | null | null | null | null | -24,933 | -0.05044 | 1,379 | 71.457428 | null | null | -144,099 | -0.291514 | -18,894 | 57.473534 | null | null | 138,728 | 0.280649 | -1,869 | 0 | null | null | 31,311 | 0.063343 | 19,169 | 74.221664 | null | null | -1,007 | -0.002037 | 216 | 53.650616 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-06-12 | tuesday | true | 503,339 | 9,027 | 18.200001 | 14.8 | 28.799999 | 24.299999 | 17.700001 | 14.1 | 27 | 21.1 | false | null | null | null | null | null | null | null | null | null | null | null | null | -26,544 | -0.052736 | -1,611 | 58.941891 | null | null | -148,068 | -0.294172 | -3,969 | 51.878426 | null | null | 135,439 | 0.269081 | -3,289 | 0 | null | null | 42,059 | 0.08356 | 10,748 | 91.2855 | null | null | -2,885 | -0.005732 | -1,878 | 41.921181 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-06-19 | tuesday | true | 528,433 | 25,094 | 18.1 | 14.7 | 27.1 | 23.9 | 17.1 | 13.8 | 25.4 | 20.1 | false | null | null | null | null | null | null | null | null | null | null | null | null | -26,731 | -0.050585 | -187 | 57.489124 | null | null | -156,446 | -0.296056 | -8,378 | 40.067947 | null | null | 136,892 | 0.259053 | 1,453 | 2.851984 | null | null | 51,409 | 0.097286 | 9,350 | 100 | null | null | -5,124 | -0.009697 | -2,239 | 27.937044 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-06-26 | tuesday | true | 495,176 | -33,257 | 18.700001 | 16 | 27.700001 | 24.6 | 18 | 15 | 27 | 22.1 | false | null | null | null | null | null | null | null | null | null | null | null | null | -27,160 | -0.054849 | -429 | 54.156307 | null | null | -164,364 | -0.33193 | -7,918 | 28.905931 | null | null | 140,602 | 0.283943 | 3,710 | 10.134061 | null | null | 55,889 | 0.112867 | 4,480 | 100 | null | null | -4,967 | -0.010031 | 157 | 28.91762 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-07-03 | tuesday | true | 466,463 | -28,713 | 19.700001 | 15.9 | 29.4 | 23.6 | 19.1 | 14.3 | 28.6 | 20.799999 | false | null | null | null | null | null | null | null | null | null | null | null | null | -25,465 | -0.054592 | 1,695 | 67.324425 | null | null | -145,796 | -0.312556 | 18,568 | 55.081268 | null | null | 140,072 | 0.300285 | -530 | 9.093764 | null | null | 43,024 | 0.092235 | -12,865 | 81.963608 | null | null | -11,835 | -0.025372 | -6,868 | 0 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-07-10 | tuesday | true | 482,873 | 16,410 | 18.9 | 15.6 | 28.4 | 23.200001 | 18.4 | 14.1 | 27.700001 | 20.799999 | false | null | null | null | null | null | null | null | null | null | null | null | null | -25,303 | -0.052401 | 162 | 68.58297 | null | null | -149,482 | -0.309568 | -3,686 | 49.885109 | null | null | 142,084 | 0.294247 | 2,012 | 13.484719 | null | null | 44,792 | 0.092761 | 1,768 | 84.442291 | null | null | -12,090 | -0.025038 | -255 | 0 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-07-17 | tuesday | true | 499,203 | 16,330 | 17.799999 | 14.7 | 28.299999 | 22.1 | 17.700001 | 13.7 | 27.700001 | 20.1 | false | null | null | null | null | null | null | null | null | null | null | null | null | -27,911 | -0.055911 | -2,608 | 48.321938 | null | null | -150,221 | -0.300922 | -739 | 48.843338 | null | null | 149,848 | 0.300174 | 7,764 | 29.581802 | null | null | 42,865 | 0.085867 | -1,927 | 81.740692 | null | null | -14,580 | -0.029207 | -2,490 | 0 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-07-24 | tuesday | true | 524,336 | 25,133 | 17.1 | 14.3 | 27.299999 | 21.5 | 16.9 | 13.4 | 26.6 | 19.6 | false | null | null | null | null | null | null | null | null | null | null | null | null | -27,931 | -0.053269 | -20 | 48.166565 | null | null | -151,347 | -0.288645 | -1,126 | 47.256016 | null | null | 151,243 | 0.288447 | 1,395 | 32.445747 | null | null | 41,955 | 0.080015 | -910 | 80.464897 | null | null | -13,918 | -0.026544 | 662 | 3.153282 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-07-31 | tuesday | true | 525,529 | 1,193 | 17.1 | 14.3 | 27.4 | 22 | 16.9 | 13.4 | 26.799999 | 19.4 | false | null | null | null | null | null | null | null | null | null | null | null | null | -27,781 | -0.052863 | 150 | 49.331882 | null | null | -152,839 | -0.290829 | -1,492 | 45.15274 | null | null | 152,643 | 0.290456 | 1,400 | 38.457584 | null | null | 41,318 | 0.078622 | -637 | 79.571838 | null | null | -13,341 | -0.025386 | 577 | 5.901686 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-08-07 | tuesday | true | 524,539 | -990 | 17.5 | 14.9 | 27.799999 | 23.1 | 17.200001 | 14 | 27.1 | 20.5 | false | null | null | null | null | null | null | null | null | null | null | null | null | -30,601 | -0.058339 | -2,820 | 27.423866 | null | null | -155,558 | -0.296561 | -2,719 | 41.319763 | null | null | 152,648 | 0.291014 | 5 | 40.851257 | null | null | 48,530 | 0.092519 | 7,212 | 89.682877 | null | null | -15,020 | -0.028635 | -1,679 | 0 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
001602 | disaggregated | combined | 001602 | 2007-08-14 | tuesday | true | 524,094 | -445 | 17.9 | 14.9 | 27.4 | 23.299999 | 17.6 | 13.6 | 26.700001 | 19.4 | false | null | null | null | null | null | null | null | null | null | null | null | null | -34,244 | -0.065339 | -3,643 | 0 | null | null | -153,087 | -0.292098 | 2,471 | 44.803135 | null | null | 149,563 | 0.285374 | -3,085 | 33.527988 | null | null | 54,909 | 0.104769 | 6,379 | 98.626068 | null | null | -17,141 | -0.032706 | -2,121 | 0 | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null | null |
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CFTC Commitments of Traders weekly panel
Every CFTC Commitments of Traders report family in one tidy, model ready weekly panel: harmonized positions, net positioning and COT index features, a market reference map, and documented release provenance, from 1986 to last Friday, in Parquet and CSV.
Dataset structure
Four tables, each its own named config (different schemas, never concatenated):
cot_panel_long: the tidy long panel, one row per (report_date, contract code, report family, basis, trader category).cot_features_weekly: the model ready wide table, one row per report, with open interest and its change, concentration ratios (plus a source anomaly flag), and per category net position, net share of open interest, change from the prior report, COT index over 52 and 156 reports, and a 156 report z score. Windows partition onmarket_key, the reviewed contract coherence surrogate.markets_reference: one row per contract code and family.release_anomaly_calendar: documented publication and methodology events.
from datasets import load_dataset
panel = load_dataset("Arimancy/cftc-cot-weekly", "cot_panel_long")
feats = load_dataset("Arimancy/cftc-cot-weekly", "cot_features_weekly")
Load a table by config name. Full column documentation, category definitions,
the cadence by year table, the dropped columns appendix, and the leakage note
are in the included data_dictionary.md.
Why this exists
The CFTC publishes COT across several report families with different start dates, schemas, and filename conventions, and its own FAQ notes the data has no primary key. This dataset reconciles four decades of schema drift into one schema and makes the release history explicit. The October to December 2025 appropriations lapse, when publication stopped for six weeks and was backfilled in December, is a reminder that when a number was released is part of the data.
Caveats
- Positioning data only. No prices. The market reference map provides join keys; users bring their own price data under their own licenses.
- Trader classification is self reported business purpose on CFTC Form 40, subject to CFTC reclassification. Categories are regulatory classifications, not strategy labels.
- report_date is the as of date published by the CFTC, usually Tuesday close; 163 dates are not Tuesdays (the early non weekly history plus holiday shifts). The report_weekday and is_standard_tuesday columns make the exceptions filterable. Releases are usually Friday 3:30 pm ET, shift around holidays, and are irregular during documented events. Use the release anomaly calendar; never assume report_date plus three days.
- The October to December 2025 window: report_dates are complete after the chronological backfill, but original release timing was interrupted.
- Early history cadence is not weekly; see the cadence by year table.
- Combined basis converts options to futures equivalents using exchange supplied deltas (CFTC methodology).
- Nonreportable is a derived residual (open interest minus reportable positions); trader counts do not exist for it.
- Contract consolidation methodology has changed over time per CFTC announcements; the panel reports what the CFTC published for each date.
- CFTC reuses contract market codes. Where a code splices two different underlying contracts, the features table separates them with a market_key so window features never blend them.
Attribution and license
Source: CFTC Commitments of Traders reports (US Government work, public domain).
This product is not endorsed by or affiliated with the CFTC. Published by
Arimancy LLC under CC BY 4.0; the license text and the attribution target
ship in the package as LICENSE.txt. Dataset page:
arimancy.com/datasets/cftc-commitments-of-traders-weekly.
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