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COT Report

cot_data
Read-only

Get weekly CFTC Commitment of Traders (COT) positioning data for a currency's FX futures contract on the CME, covering speculator positioning, non-commercial longs vs shorts, hedge-fund FX positioning, and sentiment extremes. Returns weekly snapshots with long/short open interest by trader category. Updated every Friday at 15:30 ET reflecting the Tuesday cutoff. USD (the USD Index contract) is available without an API key for the most recent 90 days on a 15-minute release delay; every other currency and the full history need an API key. Supported currencies: AUD, CAD, CHF, EUR, GBP, JPY, NZD, USD, XAU. Access: USD is available without an API key; every other currency returns subscription_required with a subscribe link.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
reportNoCFTC report type. Omit for the Legacy futures-only report (commercial / non-commercial / non-reportable). One of: legacy_futures, legacy_combined, tff_futures, tff_combined, disaggregated_futures. TFF reports return dealer, asset manager, leveraged funds and other reportable positions for FX contracts and the dollar index; disaggregated_futures is published for XAU (COMEX gold) only.
currencyYes3-letter ISO currency code for the FX futures contract (case-insensitive). Supported: AUD, CAD, CHF, EUR, GBP, JPY, NZD, USD, XAU.
end_dateNoInclusive upper bound, YYYY-MM-DD.
start_dateNoInclusive lower bound, YYYY-MM-DD.

Output Schema

TableJSON Schema
NameRequiredDescriptionDefault
resultYes

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed2 schema fields changed
    • changedInput schema / properties / currency / description
      Previous value: -"3-letter ISO currency code for the FX futures contract (case-insensitive). Supported: AUD, CAD, CHF, EUR, GBP, JPY, MXN, NZD, USD, XAU."New value: +"3-letter ISO currency code for the FX futures contract (case-insensitive). Supported: AUD, CAD, CHF, EUR, GBP, JPY, NZD, USD, XAU."
    • addedInput schema / properties / report
      Added value: +{
      +  "anyOf": [
      +    {
      +      "type": "string"
      +    },
      +    {
      +      "type": "null"
      +    }
      +  ],
      +  "default": null,
      +  "description": "CFTC report type. Omit for the Legacy futures-only report (commercial / non-commercial / non-reportable). One of: legacy_futures, legacy_combined, tff_futures, tff_combined, disaggregated_futures. TFF reports return dealer, asset manager, leveraged funds and other reportable positions for FX contracts and the dollar index; disaggregated_futures is published for XAU (COMEX gold) only.",
      +  "examples": [
      +    "tff_futures",
      +    "tff_combined",
      +    "legacy_combined"
      +  ]
      +}
  2. Changed3 schema fields changed
    • removedInput schema / properties / currency / title
      Removed value: -"Currency"
    • removedInput schema / properties / end_date / title
      Removed value: -"End Date"
    • removedInput schema / properties / start_date / title
      Removed value: -"Start Date"
  3. Changed1 schema field changed
    • changedInput schema / properties / currency / description
      Previous value: -"3-letter ISO currency code for the FX futures contract (case-insensitive). Supported: AUD, CAD, CHF, EUR, GBP, HUF, JPY, MXN, NZD, TRY, USD, XAU."New value: +"3-letter ISO currency code for the FX futures contract (case-insensitive). Supported: AUD, CAD, CHF, EUR, GBP, JPY, MXN, NZD, USD, XAU."
  4. Changed1 schema field changed
    • changedInput schema / properties / currency / description
      Previous value: -"3-letter ISO currency code for the FX futures contract (case-insensitive). Supported: AUD, CAD, CHF, EUR, GBP, HUF, JPY, MXN, NZD, TRY, USD."New value: +"3-letter ISO currency code for the FX futures contract (case-insensitive). Supported: AUD, CAD, CHF, EUR, GBP, HUF, JPY, MXN, NZD, TRY, USD, XAU."
  5. Changed1 schema field changed
    • changedInput schema / properties / currency / description
      Previous value: -"3-letter ISO currency code for the FX futures contract (case-insensitive). Supported: AUD, CAD, CHF, EUR, GBP, HUF, JPY, NZD, TRY, USD."New value: +"3-letter ISO currency code for the FX futures contract (case-insensitive). Supported: AUD, CAD, CHF, EUR, GBP, HUF, JPY, MXN, NZD, TRY, USD."
  6. Changed1 schema field changed
    • changedInput schema / properties / currency / description
      Previous value: -"3-letter ISO currency code for the FX futures contract (case-insensitive). Supported: AUD, CAD, CHF, EUR, GBP, HUF, JPY, MXN, NZD, TRY, USD."New value: +"3-letter ISO currency code for the FX futures contract (case-insensitive). Supported: AUD, CAD, CHF, EUR, GBP, HUF, JPY, NZD, TRY, USD."
  7. Changed6 schema fields changed
    • addedInput schema / properties / currency / description
      Added value: +"3-letter ISO currency code for the FX futures contract (case-insensitive). Supported: AUD, CAD, CHF, EUR, GBP, HUF, JPY, MXN, NZD, TRY, USD."
    • addedInput schema / properties / currency / examples
      Added value: +[
      +  "eur",
      +  "jpy",
      +  "gbp",
      +  "aud"
      +]
    • addedInput schema / properties / end_date / description
      Added value: +"Inclusive upper bound, YYYY-MM-DD."
    • addedInput schema / properties / end_date / examples
      Added value: +[
      +  "2020-01-01",
      +  "2024-06-30"
      +]
    • addedInput schema / properties / start_date / description
      Added value: +"Inclusive lower bound, YYYY-MM-DD."
    • addedInput schema / properties / start_date / examples
      Added value: +[
      +  "2020-01-01",
      +  "2024-06-30"
      +]
  8. First observed

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