CFTC Commitments of Traders: financial futures

Usage commercial OKÀ jour

Télécharger l'exemple CSV Télécharger l'exemple JSONLignes d’exemple seulement (jusqu’à 20) — pas le jeu de données complet.

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)
Lignes: 6 932
Colonnes: 27
Cadence de la source: Hebdomadaire
Dernière actualisation: 23 sept. 2026
Thème: markets

Colonne	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)

10 premières lignes d’exemple — un aperçu, pas le jeu de données complet.

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

Dirigez n’importe quel LLM vers le point d’accès des métadonnées — la documentation ci-dessus est aussi lisible par machine (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)

Point d’accès API: https://datazimuts.com/v1/datasets/cftc/cftc_commitments_of_traders_financial_futures

Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.