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 dealersmanaged_money_net=managed_money_long−managed_money_short(computed)- Positions in number of contracts;
datais 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.