User's Guide
Commitments of Traders Public Reporting Environment
Introduction
The Public Reporting
Environment (PRE) allows you to query and download Commitments of Traders (COT)
data for the reporting dates and contract markets that you specify. Filters are
available to select contract data for groups, subgroups or individual contract
markets. You can download data using the drop-down menus to select the
parameters for your query from the Public Reporting Environment data grid, or using
an Applications Program Interface (API). Data reports can be downloaded
to available formats -- CSV, RDF, RSS, TSV, or XML.
The traditional COT format published
to CFTC.gov and the Public Reporting Environment draw from the same source data,
so there are not discrepancies between data extracted from the traditional
report versus the Public Reporting Environment.
CFTC will continue publishing
the COT weekly reports in the traditional format on the CFTC website at https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm.
If you need or would like to access the COT report in its traditional format,
there is no need to enter the Public Reporting Environment. COT reports are
published weekly on Fridays with data as of the prior Tuesday’s close.
Selecting
COT Reports from the Public Reporting Environment
When you enter the Public
Reporting Environment, the COT landing page displays links and descriptions to
the seven reports that comprise the Commitments of Traders.
- Legacy Futures Only
- Legacy Futures and Options Combined
- Disaggregated Only
- Disaggregated Futures and Options Combined
- Traders in Financial Futures (TFF) Futures Only
- Traders in Financial Futures (TFF) Futures and Options Combined
- Supplemental Report
Click on a report title. The selected report landing page appears
displaying the latest COT data in ascending order, with multiple data-selection
filters within the data grid columns.
Selecting
Report Date
In the Filters banner, you may apply
the “Report_Date_as_YYYY_MM_DD” dropdown filter to select a date range or a relative
date (e.g., Today, Yesterday, This Week, This Month, This Quarter; This Year;
or custom date period). Report data may also be filtered by report week using
the “YYYY Report Week WW” dropdown. Click the Apply
button within each date parameter column to apply and refresh the filtered
report data for your query.
Selecting
Contract Market
In the Filters banner, you may apply the “Commodity_Group_Name” dropdown
to filter within the three asset classes: Agricultural, Financial, and Natural
Resources. Selecting an asset class may return thousands of rows of data
depending on the report dates specified. Applying additional commodity asset filters
will narrow the rows of data that will be returned by your query. Each asset
class can be filtered in granularity by: Commodity_Group_Name, Commodity_Subgroup_Name,
Commodity_Name, and Contract_Market_Name. Selecting multiple values within an
asset class or subgroup will further refine data results. Click the Apply
button within each commodity asset column filter to apply and refresh the
report data for your query.
For example, the below image shows the
following filters selected:
- YYYY Report Week WW: 2022 Report Week 39
- Commodity_Group_Name: 2 selected (Agricultural; Natural Resources)
- Commodity_Subgroup_Name: 2 selected (Grains; Natural Gas and Products)
- Commodity_Name: 3 selected (Wheat; Corn; Natural Gas)
- Contract_Market_Name: Wheat_SRW; Nat Gas NYME; values to be applied
Exporting
Downloaded Data
Once your queried data results have been
returned, you may scroll through the table to view your customized report. Click
the Export Data button ( ⤓ ) in the top right corner of
the data grid to download data. CSV and CSV for Excel are the most common download
formats. Data is also available in other formats, including: XML, RSS,
RDF, CSV for Excel (Europe), and TSV for Excel.
Automated Program Interface (API)
You can also use an API to download COT data using a computer
program. Each report includes a link to
instructions for using an API to retrieve the report data. Specific
documentation with instructions for each report is available via a link on the
report-specific page that opens when you select a particular report.
Additional
Information
Please contact CFTC staff with
questions, comments or suggestions at marketreports@cftc.gov.