CFTC COT — Fund Positioning¶
Commodity Futures Trading Commission — weekly Commitments of Traders report (Disaggregated format), with positioning by trader category in the agricultural contracts of CBOT, CME and ICE. Managed money is the category that the agricultural market refers to as the "fund position".
API¶
from agrobr import cftc
# Fund positions in soybeans since May
df = await cftc.cot("soja", start="2026-05-01")
# All 12 mapped agricultural contracts
df = await cftc.cot()
# Futures + options combined
df = await cftc.cot("milho", combined=True)
Semantic dataset with versioned contract:
Columns — cot¶
| Column | Type | Description |
|---|---|---|
data |
datetime | Reference Tuesday of the report |
commodity |
str | agrobr canonical name (soja, milho, ...) |
contrato |
str | Contract and exchange name (e.g.: SOYBEANS - CHICAGO BOARD OF TRADE) |
codigo_cftc |
str | CFTC contract code |
open_interest |
int64 | Open contracts |
managed_money_long/short/spread |
int64 | Fund positions |
managed_money_net |
int64 | Long − short (calculated) |
producer_long/short |
int64 | Commercial hedgers |
swap_long/short |
int64 | Swap dealers |
other_long/short |
int64 | Other reportables |
nonreportable_long/short |
int64 | Non-reportable positions |
change_managed_money_long/short |
Int64 | Weekly change (nullable) |
change_open_interest |
Int64 | Weekly change in OI (nullable) |
Contracts¶
soja, farelo_soja, oleo_soja, milho, trigo (SRW), acucar (no. 11),
cafe (C), algodao (no. 2), boi (live cattle), suino (lean hogs),
laranja (FCOJ-A), arroz (rough rice). Accepts canonical name, EN alias or CFTC code.
MetaInfo¶
Source¶
- API:
https://publicreporting.cftc.gov/resource/72hh-3qpy.json(Socrata, no authentication) - Combined (futures+options):
kh3c-gbw2 - Update: weekly — Friday 15:30 ET, data from Tuesday
- History: June/2006 onward
- License:
livre(public domain, U.S. government)