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COT Report Analysis

Every week the CFTC publishes who is positioned where in the futures market, in a format that is hard to read and almost impossible to compare with last year. This turns it into a reading you can judge: net exposure by category, how extreme it is against years of history, and which way it moved since the previous release.

  • Commercial, non-commercial and retail net positioning, market by market
  • Positioning expressed as a percentile of multi-year history, so extreme means something specific
  • Week-over-week changes aligned to the CFTC release calendar