CFTC Commitments of Traders Weekly Panel: Harmonized Positions and Index Features

Harmonized Commitments of Traders (COT) report data covering positions and index features from 1986 to the most recent week. The dataset appears to compile weekly reports from the U.S. Commodity Futures Trading Commission. The author and organization are unknown.

Use Cases

• Analyze historical trader positioning trends based on weekly COT reports.
• Model market sentiment indices based on derived COT index features.
• Backtest trading strategies using harmonized long-term futures market data.

Strengths

• Data spans a long historical period from 1986 onward.
• Features are harmonized, suggesting consistency across time and reports.

Limitations

• Column-level documentation is absent; field semantics must be inferred after download.
• Row count is unknown, which may limit suitability assessment.
• Last update date is unknown; freshness unverified.

Provenance

Source

U.S. Commodity Futures Trading Commission (CFTC) reports.

Collection Method

Likely aggregated and harmonized from weekly public CFTC releases.

Time Range

1986 to the most recent week.