economic-data / cftc /README.md
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CFTC README
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CFTC Commitments of Traders

Source and credit: U.S. Commodity Futures Trading Commission (CFTC), https://www.cftc.gov/MarketReports/CommitmentsofTraders . Built from the CFTC historical compressed files. Weekly, all columns kept as strings exactly as published (column names lower-cased). Public domain U.S. government data.

File Description Rows Columns
legacy_futures_only.parquet Legacy COT: commercial vs non-commercial positions (futures only) 413,779 129
legacy_combined.parquet Legacy COT: commercial vs non-commercial positions (futures and options combined) 357,211 129
disaggregated_futures_only.parquet Disaggregated COT: producer/merchant, swap dealers, managed money, other reportables (futures only) 221,971 192
disaggregated_combined.parquet Disaggregated COT: producer/merchant, swap dealers, managed money, other reportables (futures and options combined) 229,788 192
tff_futures_only.parquet Traders in Financial Futures: dealers, asset managers, leveraged funds, other (futures only) 59,252 88
tff_combined.parquet Traders in Financial Futures: dealers, asset managers, leveraged funds, other (futures and options combined) 59,306 88
supplemental_cit.parquet Supplemental Commodity Index Trader report (13 ag markets) (futures only) 19,472 59