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posicionamento_fundos

Weekly trader positioning in Chicago/NY agricultural futures, via the CFTC Commitments of Traders (COT Disaggregated) report.

Sources

Priority Source Description
1 CFTC Public Socrata API (publicreporting.cftc.gov), no authentication

Usage

df = await datasets.posicionamento_fundos("soja")
df = await datasets.posicionamento_fundos("milho", start="2026-01-01")
df = await datasets.posicionamento_fundos("acucar", combined=True)  # futures + options

Contract cftc.cot v1.0

PK: [data, codigo_cftc] — effective from 1.1.0

Column Type Nullable Unit
data DATE N
commodity STRING N
contrato STRING N
codigo_cftc STRING N
open_interest INTEGER N contracts
managed_money_long INTEGER N contracts
managed_money_short INTEGER N contracts
managed_money_spread INTEGER N contracts
managed_money_net INTEGER N contracts
producer_long INTEGER N contracts
producer_short INTEGER N contracts
swap_long INTEGER N contracts
swap_short INTEGER N contracts
other_long INTEGER N contracts
other_short INTEGER N contracts
nonreportable_long INTEGER N contracts
nonreportable_short INTEGER N contracts
change_managed_money_long INTEGER Y contracts
change_managed_money_short INTEGER Y contracts
change_open_interest INTEGER Y contracts

The change_* columns are null in the first week of each contract in the series (no prior week for the delta).

Semantics

  • managed_money_* — funds (the "fund positioning" cited by the agri market)
  • producer_* — commercial hedgers (producers, processors, trading firms)
  • swap_* — swap dealers
  • managed_money_net = managed_money_longmanaged_money_short (computed)
  • Positions in number of contracts; data is the report's reference Tuesday

Deterministic Mode

In deterministic mode (datasets.deterministic()), the snapshot sets the query end when not provided — an explicit end takes precedence.