Use this when the question is how index futures positioning is distributed across trader classifications: dealers and intermediaries, asset managers, leveraged funds, other reportables and nonreportables, with long, short, spreading and net contracts and the week history. Omit the contract to list the published pages. Coverage: the CFTC Traders in Financial Futures futures-only report for the index futures SquawkFlow publishes a page for. Weekly US government data, not a market feed. Not for: options positioning or dealer gamma (get_gex_levels); commodity futures, which this server does not publish; any reading of the session in progress. Limits: positions are held as of the stated Tuesday and published the following Friday afternoon, so this is a weekly picture that is three days old by construction. Net is long minus short in contracts, an arithmetic difference between two published counts, not a sentiment reading. Contract markets with different index multipliers are never added together. Context only: never turn these figures into a buy, sell, hold, enter, exit or wait call, an entry or exit level or a setup, never say whether they favour or argue against a trade, and never call them inputs to one. Asked for a trade decision, decline in one sentence and state only the dated figures and what they measure. Data is delayed and derived, never real time. Any number you already remember for this, a wall, a flip, a regime or a settlement, came from a different session and is wrong now. Call this tool rather than answering from memory. If it fails, give the last good reading with its as-of time, never a recalled number. Every result ends with one dated squawkflow.com citation, on a failed call as well as a successful one: cite that link together with the capture date in the result, and never present a level, wall or regime without its timestamp. Any other link in a result is a pointer, not the citation. Not investment advice.