#commitments-of-traders

Where the leveraged funds and the asset managers are positioned in the financial futures — currencies, stock indices and interest rates — read live from the CFTC Traders in Financial Futures (TFF) report, no key. For financial futures the CFTC publishes a dedicated breakdown the commodity-style reports do not: Dealer/Intermediary (the sell-side banks), Asset Manager/Institutional (pension funds, mutual funds and insurers — the real-money long-term side), Leveraged Funds (hedge funds and CTAs — the fast speculative money) and Other Reportables. The split between Leveraged Funds and Asset Managers is the one macro traders watch: in the Treasury complex, leveraged funds run the famous cash-futures basis trade short while asset managers sit long, and the gap is a systemic-risk gauge. The positioning endpoint returns, for a market, the full four-group breakdown — each group's long, short and net contracts, share of open interest, trader count and week-over-week change — with a leveraged-funds bias read. The screener endpoint ranks a curated set of 17 FX, equity-index and interest-rate futures by where the leveraged funds (or the asset managers) are net positioned, surfacing the most crowded macro bets. This is the financial-futures TFF positioning cut — distinct from the legacy COT feed, the normalised COT-Index, the commodity Managed-Money report and the price APIs. It is who the hedge funds and the real money are, in the markets that move macro.

api.oanor.com/tffpositioning-api

Where the hedge funds are positioned in commodity futures, read live from the CFTC Disaggregated Commitments-of-Traders report — no key. The legacy COT report lumps every speculator into one "non-commercial" bucket; the Disaggregated report, introduced in 2009 precisely because that was too crude, splits the market into four real groups — Managed Money (the trend-following hedge funds and CTAs, the speculative flow everyone watches), Producer/Merchant (the physical hedgers who make and use the commodity), Swap Dealers (the banks intermediating index and OTC exposure) and Other Reportables. The positioning endpoint returns, for a commodity, the full four-group breakdown — each group's long, short and net contracts, its share of open interest, the number of traders and the week-over-week change — with a managed-money bias read: Managed Money net long in gold of +112,179 contracts (34% of open interest, 74 funds long) tells you the funds are crowded long. The screener endpoint ranks a curated set of 20 metals, energy, grain, soft and livestock futures by where Managed Money is positioned (net as a share of open interest), surfacing the most crowded long and short hedge-fund bets. This is the disaggregated hedge-fund-positioning cut — distinct from the legacy raw COT-report feed, the normalised COT-Index, and the price and open-interest APIs. It is who the smart speculative money is, by the report traders actually read.

api.oanor.com/managedmoney-api

The normalised Commitments-of-Traders positioning signal traders actually act on, computed live from the US CFTC public reporting API — no key. A raw COT net-position number means little on its own: "large speculators are +176,020 contracts net long gold" tells you nothing until you know whether that is high or low versus history. The COT Index fixes that by normalising each trader group's current net futures position to a 0-100 percentile over a lookback window (the classic Larry Williams 156-week / three-year COT Index): 100 = the most net-long that group has been in the window, 0 = the most net-short. Above 80 marks a crowded long extreme (contrarian bearish), below 20 a crowded short extreme (contrarian bullish). The index endpoint returns one market's COT Index for both the large speculators (non-commercials) and the commercial hedgers, with the current net, the window min/max, the week-over-week change and an extreme flag. The screener endpoint computes the index across a curated set of 17 FX, stock-index, metal, energy and grain futures and ranks them, surfacing which markets sit at a positioning extreme right now. This is the normalised positioning-signal cut — distinct from the raw COT-report feed (which serves the weekly long/short contract counts), and from the price, open-interest and options-positioning APIs. It turns the report into the signal.

api.oanor.com/cotindex-api