CFTC Commitments of Traders: financial futures

Commercial use OKFresh

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Weekly trader positioning in U.S. financial futures markets from the Commodity Futures Trading Commission's Traders in Financial Futures (TFF) report (https://www.cftc.gov/files/dea/history/fut_fin_txt_YYYY.zip). Each row is one contract market (currency, rate, equity-index futures, ...) on one report Tuesday: open interest plus long, short and spreading positions for dealer/intermediary, asset manager, leveraged-funds, other-reportable and non-reportable traders, with net (long - short) positions computed per category. Method: keyless download of the current-year and previous-year annual archives, concatenated and deduplicated. Units: number of contracts. Caveats: financial futures only (agriculture/energy/metals are separate COT reports); snapshots as of each Tuesday, released weekly; spread positions can double-count a trader across long/short/spread buckets; a market appears only when 20+ traders hold reportable positions. Coverage: 2025-01 to the latest published Tuesday, weekly granularity, ~115 contract markets. Provenance: CFTC TFF report, U.S. public domain. Primary key: (cftc_contract_market_code, report_date). Join keys: report_date, market_name. Cadence: refreshed weekly; a new snapshot appears only when the CFTC publishes a new weekly report or revises a past week. Sample use: leveraged-funds net positioning in currency futures as a sentiment/momentum signal.

Source: U.S. Commodity Futures Trading Commission (CFTC)
Rows: 6,932
Columns: 27
Source cadence: Weekly
Last refreshed: Sep 23, 2026
Theme: markets

Column	Type	Description
market_name	string	Contract market name, e.g. 'CANADIAN DOLLAR' (the part of Market_and_Exchange_Names before ' - ').
exchange	string	Exchange name, e.g. 'CHICAGO MERCANTILE EXCHANGE' (the part after ' - ').
report_date	string	Report Tuesday as YYYY-MM-DD (the TFF positions are snapshots as of each Tuesday; released weekly).
cftc_contract_market_code	string	CFTC contract-market code; with report_date forms the primary key.
cftc_commodity_code	string	CFTC commodity code grouping related contract markets.
cftc_subgroup_code	string	CFTC subgroup code (e.g. F10 = foreign currency, F20 = interest rates).
contract_units	string	Contract size, e.g. '(CONTRACTS OF CAD 100,000)'.
open_interest	integer	Total open interest in the contract market on the report date. (unit: contracts)
dealer_long	integer	Long positions held by dealer/intermediary traders (trader category from the CFTC TFF report: 'dealer' = dealer/intermediary, 'asset_mgr' = asset manager, 'lev_money' = leveraged funds, 'other_rept' = other reportable, 'nonrept' = non-reportable (small traders)). (unit: contracts)
dealer_short	integer	Short positions held by dealer/intermediary traders (trader category from the CFTC TFF report: 'dealer' = dealer/intermediary, 'asset_mgr' = asset manager, 'lev_money' = leveraged funds, 'other_rept' = other reportable, 'nonrept' = non-reportable (small traders)). (unit: contracts)
dealer_spread	integer	Spreading positions held by dealer/intermediary traders (offsetting futures in different calendar months or markets). (unit: contracts)
dealer_net	integer	Net positions (long - short) held by dealer/intermediary traders; computed, not published. (unit: contracts)
asset_mgr_long	integer	Long positions held by asset-manager traders (trader category from the CFTC TFF report: 'dealer' = dealer/intermediary, 'asset_mgr' = asset manager, 'lev_money' = leveraged funds, 'other_rept' = other reportable, 'nonrept' = non-reportable (small traders)). (unit: contracts)
asset_mgr_short	integer	Short positions held by asset-manager traders (trader category from the CFTC TFF report: 'dealer' = dealer/intermediary, 'asset_mgr' = asset manager, 'lev_money' = leveraged funds, 'other_rept' = other reportable, 'nonrept' = non-reportable (small traders)). (unit: contracts)
asset_mgr_spread	integer	Spreading positions held by asset-manager traders. (unit: contracts)
asset_mgr_net	integer	Net positions (long - short) held by asset-manager traders; computed, not published. (unit: contracts)
lev_money_long	integer	Long positions held by leveraged-funds traders (trader category from the CFTC TFF report: 'dealer' = dealer/intermediary, 'asset_mgr' = asset manager, 'lev_money' = leveraged funds, 'other_rept' = other reportable, 'nonrept' = non-reportable (small traders)). (unit: contracts)
lev_money_short	integer	Short positions held by leveraged-funds traders (trader category from the CFTC TFF report: 'dealer' = dealer/intermediary, 'asset_mgr' = asset manager, 'lev_money' = leveraged funds, 'other_rept' = other reportable, 'nonrept' = non-reportable (small traders)). (unit: contracts)
lev_money_spread	integer	Spreading positions held by leveraged-funds traders. (unit: contracts)
lev_money_net	integer	Net positions (long - short) held by leveraged-funds traders; computed, not published. (unit: contracts)
other_rept_long	integer	Long positions held by other reportable traders (trader category from the CFTC TFF report: 'dealer' = dealer/intermediary, 'asset_mgr' = asset manager, 'lev_money' = leveraged funds, 'other_rept' = other reportable, 'nonrept' = non-reportable (small traders)). (unit: contracts)
other_rept_short	integer	Short positions held by other reportable traders (trader category from the CFTC TFF report: 'dealer' = dealer/intermediary, 'asset_mgr' = asset manager, 'lev_money' = leveraged funds, 'other_rept' = other reportable, 'nonrept' = non-reportable (small traders)). (unit: contracts)
other_rept_spread	integer	Spreading positions held by other reportable traders. (unit: contracts)
other_rept_net	integer	Net positions (long - short) held by other reportable traders; computed, not published. (unit: contracts)
nonrept_long	integer	Long positions held by non-reportable traders (trader category from the CFTC TFF report: 'dealer' = dealer/intermediary, 'asset_mgr' = asset manager, 'lev_money' = leveraged funds, 'other_rept' = other reportable, 'nonrept' = non-reportable (small traders)). (unit: contracts)
nonrept_short	integer	Short positions held by non-reportable traders (trader category from the CFTC TFF report: 'dealer' = dealer/intermediary, 'asset_mgr' = asset manager, 'lev_money' = leveraged funds, 'other_rept' = other reportable, 'nonrept' = non-reportable (small traders)). (unit: contracts)
nonrept_net	integer	Net positions (long - short) held by non-reportable traders; computed, not published. (unit: contracts)

First 10 sample rows — a preview, not the complete dataset.

market_name	exchange	report_date	cftc_contract_market_code	cftc_commodity_code	cftc_subgroup_code	contract_units	open_interest	dealer_long	dealer_short	dealer_spread	dealer_net	asset_mgr_long	asset_mgr_short	asset_mgr_spread	asset_mgr_net	lev_money_long	lev_money_short	lev_money_spread	lev_money_net	other_rept_long	other_rept_short	other_rept_spread	other_rept_net	nonrept_long	nonrept_short	nonrept_net
UST BOND	CHICAGO BOARD OF TRADE	2025-01-07	020601	20	F30	(CONTRACTS OF $100,000 FACE VALUE)	1,927,416	32,530	160,891	3,893	-128,361	1,024,502	478,772	216,502	545,730	328,569	783,133	27,265	-454,564	82,023	102,435	224	-20,412	211,908	154,301	57,607
UST BOND	CHICAGO BOARD OF TRADE	2025-01-14	020601	20	F30	(CONTRACTS OF $100,000 FACE VALUE)	1,940,717	24,868	148,235	6,604	-123,367	1,034,278	484,999	218,746	549,279	336,950	794,760	23,554	-457,810	80,545	105,427	509	-24,882	214,663	157,883	56,780
UST BOND	CHICAGO BOARD OF TRADE	2025-01-21	020601	20	F30	(CONTRACTS OF $100,000 FACE VALUE)	1,923,062	29,170	163,787	5,884	-134,617	1,016,184	496,044	219,943	520,140	338,455	767,818	22,110	-429,363	76,047	98,450	426	-22,403	214,843	148,600	66,243
UST BOND	CHICAGO BOARD OF TRADE	2025-01-28	020601	20	F30	(CONTRACTS OF $100,000 FACE VALUE)	1,959,055	25,182	150,503	9,115	-125,321	1,038,668	525,339	215,423	513,329	357,344	793,188	25,715	-435,844	71,326	91,878	584	-20,552	215,698	147,310	68,388
UST BOND	CHICAGO BOARD OF TRADE	2025-02-04	020601	20	F30	(CONTRACTS OF $100,000 FACE VALUE)	1,967,606	21,943	172,132	8,543	-150,189	1,035,936	496,332	223,242	539,604	351,599	816,930	30,231	-465,331	74,509	75,181	1,803	-672	219,800	143,212	76,588
UST BOND	CHICAGO BOARD OF TRADE	2025-02-11	020601	20	F30	(CONTRACTS OF $100,000 FACE VALUE)	2,038,280	28,027	203,001	10,572	-174,974	1,070,159	511,439	227,583	558,720	369,758	819,808	38,051	-450,050	79,128	88,365	1,877	-9,237	213,125	137,584	75,541
UST BOND	CHICAGO BOARD OF TRADE	2025-02-18	020601	20	F30	(CONTRACTS OF $100,000 FACE VALUE)	2,060,795	27,682	194,158	12,364	-166,476	1,056,735	504,468	237,822	552,267	376,899	816,910	56,281	-440,011	78,604	95,141	2,471	-16,537	211,937	141,180	70,757
UST BOND	CHICAGO BOARD OF TRADE	2025-02-25	020601	20	F30	(CONTRACTS OF $100,000 FACE VALUE)	2,206,218	19,152	175,087	48,256	-155,935	1,053,905	493,352	270,792	560,553	310,554	781,123	180,753	-470,569	76,660	104,009	12,891	-27,349	233,255	139,955	93,300
UST BOND	CHICAGO BOARD OF TRADE	2025-03-04	020601	20	F30	(CONTRACTS OF $100,000 FACE VALUE)	1,931,873	21,733	158,001	13,169	-136,268	1,082,500	500,092	205,271	582,408	228,545	758,698	58,326	-530,153	87,436	103,876	420	-16,440	234,473	134,020	100,453
UST BOND	CHICAGO BOARD OF TRADE	2025-03-11	020601	20	F30	(CONTRACTS OF $100,000 FACE VALUE)	1,854,304	32,321	116,185	10,457	-83,864	1,067,954	515,230	205,332	552,724	194,879	738,210	29,093	-543,331	86,390	106,182	1,499	-19,792	226,379	132,116	94,263

Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).

cURL

curl "https://datazimuts.com/v1/datasets/cftc/cftc_commitments_of_traders_financial_futures" | jq '{title, rows, columns_count, license}'

Python

import requests

ds = requests.get("https://datazimuts.com/v1/datasets/cftc/cftc_commitments_of_traders_financial_futures").json()
print(ds["title"], ds["rows"], "rows")

# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
    print(row)

API endpoint: https://datazimuts.com/v1/datasets/cftc/cftc_commitments_of_traders_financial_futures

Tip: fetch /llms.txt for the full machine-readable catalog.