
Dataset Name: cftc_cot_disaggregated_futures_options
Group: government
Vendor: CFTC powered by CloudQuant
Data Starts at: 2006-06-16 00:00:00
Symbol Set: Commodities
Asset Class: Futures,Options
Data Update Time(s): 12:05 AM EST
Data Update Frequency: week
The CFTC COT Complete Disaggregated Commitments of Traders Futures-and-Options Report.
The CFTC Disaggregated commitment of traders report is a sub-category of the CFTC commitment of traders report that separates the reportable open interest positions into four categories: producer/merchant/processor/user, swap dealer, managed money, and other reportables. This report was introduced in 2009 as a result of a recommendation made by a CFTC staff study about the influence of swap dealers and index traders on the commodities markets after the Global Financial Crisis. The report covers 22 commodity futures contracts and is published every Friday at 3:30 E.T., based on the data as of Tuesday that same week. The report aims to provide more granular and transparent data on the composition and activities of different market participants.
Data Contained in this Dataset
Column | Type | Description |
---|---|---|
_seq | uint | Internal sequence number used to keep data rows in order |
timestamp | string | Timestamp of the Data - America/New York Time. |
muts | uint64 | Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. |
symbol | string | Trading Symbol or Ticker |
As_of_Date_In_Form_YYMMDD | int64 | As of Date in Form YYMMDD |
CFTC_Contract_Market_Code | string | CFTC_Contract_Market_Code |
CFTC_Market_Code | string | CFTC_Market_Code |
CFTC_Region_Code | int64 | CFTC_Region_Code |
CFTC_Commodity_Code | int64 | CFTC_Commodity_Code |
Open_Interest_All | int64 | Open_Interest_All |
Prod_Merc_Positions_Long_All | int64 | Prod_Merc_Positions_Long_All |
Prod_Merc_Positions_Short_All | int64 | Prod_Merc_Positions_Short_All |
Swap_Positions_Long_All | int64 | Swap_Positions_Long_All |
Swap__Positions_Short_All | int64 | Swap__Positions_Short_All |
Swap__Positions_Spread_All | int64 | Swap__Positions_Spread_All |
M_Money_Positions_Long_All | int64 | M_Money_Positions_Long_All |
M_Money_Positions_Short_All | int64 | M_Money_Positions_Short_All |
M_Money_Positions_Spread_All | int64 | M_Money_Positions_Spread_All |
Other_Rept_Positions_Long_All | int64 | Other_Rept_Positions_Long_All |
Other_Rept_Positions_Short_All | int64 | Other_Rept_Positions_Short_All |
Other_Rept_Positions_Spread_All | int64 | Other_Rept_Positions_Spread_All |
Tot_Rept_Positions_Long_All | int64 | Tot_Rept_Positions_Long_All |
Tot_Rept_Positions_Short_All | int64 | Tot_Rept_Positions_Short_All |
NonRept_Positions_Long_All | int64 | NonRept_Positions_Long_All |
NonRept_Positions_Short_All | int64 | NonRept_Positions_Short_All |
Open_Interest_Old | int64 | Open_Interest_Old |
Prod_Merc_Positions_Long_Old | int64 | Prod_Merc_Positions_Long_Old |
Prod_Merc_Positions_Short_Old | int64 | Prod_Merc_Positions_Short_Old |
Swap_Positions_Long_Old | int64 | Swap_Positions_Long_Old |
Swap__Positions_Short_Old | int64 | Swap__Positions_Short_Old |
Swap__Positions_Spread_Old | int64 | Swap__Positions_Spread_Old |
M_Money_Positions_Long_Old | int64 | M_Money_Positions_Long_Old |
M_Money_Positions_Short_Old | int64 | M_Money_Positions_Short_Old |
M_Money_Positions_Spread_Old | int64 | M_Money_Positions_Spread_Old |
Other_Rept_Positions_Long_Old | int64 | Other_Rept_Positions_Long_Old |
Other_Rept_Positions_Short_Old | int64 | Other_Rept_Positions_Short_Old |
Other_Rept_Positions_Spread_Old | int64 | Other_Rept_Positions_Spread_Old |
Tot_Rept_Positions_Long_Old | int64 | Tot_Rept_Positions_Long_Old |
Tot_Rept_Positions_Short_Old | int64 | Tot_Rept_Positions_Short_Old |
NonRept_Positions_Long_Old | int64 | NonRept_Positions_Long_Old |
NonRept_Positions_Short_Old | int64 | NonRept_Positions_Short_Old |
Open_Interest_Other | int64 | Open_Interest_Other |
Prod_Merc_Positions_Long_Other | int64 | Prod_Merc_Positions_Long_Other |
Prod_Merc_Positions_Short_Other | int64 | Prod_Merc_Positions_Short_Other |
Swap_Positions_Long_Other | int64 | Swap_Positions_Long_Other |
Swap__Positions_Short_Other | int64 | Swap__Positions_Short_Other |
Swap__Positions_Spread_Other | int64 | Swap__Positions_Spread_Other |
M_Money_Positions_Long_Other | int64 | M_Money_Positions_Long_Other |
M_Money_Positions_Short_Other | int64 | M_Money_Positions_Short_Other |
M_Money_Positions_Spread_Other | int64 | M_Money_Positions_Spread_Other |
Other_Rept_Positions_Long_Other | int64 | Other_Rept_Positions_Long_Other |
Other_Rept_Positions_Short_Other | int64 | Other_Rept_Positions_Short_Other |
Other_Rept_Positions_Spread_Other | int64 | Other_Rept_Positions_Spread_Other |
Tot_Rept_Positions_Long_Other | int64 | Tot_Rept_Positions_Long_Other |
Tot_Rept_Positions_Short_Other | int64 | Tot_Rept_Positions_Short_Other |
NonRept_Positions_Long_Other | int64 | NonRept_Positions_Long_Other |
NonRept_Positions_Short_Other | int64 | NonRept_Positions_Short_Other |
Change_in_Open_Interest_All | int64 | Change_in_Open_Interest_All |
Change_in_Prod_Merc_Long_All | int64 | Change_in_Prod_Merc_Long_All |
Change_in_Prod_Merc_Short_All | int64 | Change_in_Prod_Merc_Short_All |
Change_in_Swap_Long_All | int64 | Change_in_Swap_Long_All |
Change_in_Swap_Short_All | int64 | Change_in_Swap_Short_All |
Change_in_Swap_Spread_All | int64 | Change_in_Swap_Spread_All |
Change_in_M_Money_Long_All | int64 | Change_in_M_Money_Long_All |
Change_in_M_Money_Short_All | int64 | Change_in_M_Money_Short_All |
Change_in_M_Money_Spread_All | int64 | Change_in_M_Money_Spread_All |
Change_in_Other_Rept_Long_All | int64 | Change_in_Other_Rept_Long_All |
Change_in_Other_Rept_Short_All | int64 | Change_in_Other_Rept_Short_All |
Change_in_Other_Rept_Spread_All | int64 | Change_in_Other_Rept_Spread_All |
Change_in_Tot_Rept_Long_All | int64 | Change_in_Tot_Rept_Long_All |
Change_in_Tot_Rept_Short_All | int64 | Change_in_Tot_Rept_Short_All |
Change_in_NonRept_Long_All | int64 | Change_in_NonRept_Long_All |
Change_in_NonRept_Short_All | int64 | Change_in_NonRept_Short_All |
Pct_of_Open_Interest_All | double | Pct_of_Open_Interest_All |
Pct_of_OI_Prod_Merc_Long_All | double | Pct_of_OI_Prod_Merc_Long_All |
Pct_of_OI_Prod_Merc_Short_All | double | Pct_of_OI_Prod_Merc_Short_All |
Pct_of_OI_Swap_Long_All | double | Pct_of_OI_Swap_Long_All |
Pct_of_OI_Swap_Short_All | double | Pct_of_OI_Swap_Short_All |
Pct_of_OI_Swap_Spread_All | double | Pct_of_OI_Swap_Spread_All |
Pct_of_OI_M_Money_Long_All | double | Pct_of_OI_M_Money_Long_All |
Pct_of_OI_M_Money_Short_All | double | Pct_of_OI_M_Money_Short_All |
Pct_of_OI_M_Money_Spread_All | double | Pct_of_OI_M_Money_Spread_All |
Pct_of_OI_Other_Rept_Long_All | double | Pct_of_OI_Other_Rept_Long_All |
Pct_of_OI_Other_Rept_Short_All | double | Pct_of_OI_Other_Rept_Short_All |
Pct_of_OI_Other_Rept_Spread_All | double | Pct_of_OI_Other_Rept_Spread_All |
Pct_of_OI_Tot_Rept_Long_All | double | Pct_of_OI_Tot_Rept_Long_All |
Pct_of_OI_Tot_Rept_Short_All | double | Pct_of_OI_Tot_Rept_Short_All |
Pct_of_OI_NonRept_Long_All | double | Pct_of_OI_NonRept_Long_All |
Pct_of_OI_NonRept_Short_All | double | Pct_of_OI_NonRept_Short_All |
Pct_of_Open_Interest_Old | double | Pct_of_Open_Interest_Old |
Pct_of_OI_Prod_Merc_Long_Old | double | Pct_of_OI_Prod_Merc_Long_Old |
Pct_of_OI_Prod_Merc_Short_Old | double | Pct_of_OI_Prod_Merc_Short_Old |
Pct_of_OI_Swap_Long_Old | double | Pct_of_OI_Swap_Long_Old |
Pct_of_OI_Swap_Short_Old | double | Pct_of_OI_Swap_Short_Old |
Pct_of_OI_Swap_Spread_Old | double | Pct_of_OI_Swap_Spread_Old |
Pct_of_OI_M_Money_Long_Old | double | Pct_of_OI_M_Money_Long_Old |
Pct_of_OI_M_Money_Short_Old | double | Pct_of_OI_M_Money_Short_Old |
Pct_of_OI_M_Money_Spread_Old | double | Pct_of_OI_M_Money_Spread_Old |
Pct_of_OI_Other_Rept_Long_Old | double | Pct_of_OI_Other_Rept_Long_Old |
Pct_of_OI_Other_Rept_Short_Old | double | Pct_of_OI_Other_Rept_Short_Old |
Pct_of_OI_Other_Rept_Spread_Old | double | Pct_of_OI_Other_Rept_Spread_Old |
Pct_of_OI_Tot_Rept_Long_Old | double | Pct_of_OI_Tot_Rept_Long_Old |
Pct_of_OI_Tot_Rept_Short_Old | double | Pct_of_OI_Tot_Rept_Short_Old |
Pct_of_OI_NonRept_Long_Old | double | Pct_of_OI_NonRept_Long_Old |
Pct_of_OI_NonRept_Short_Old | double | Pct_of_OI_NonRept_Short_Old |
Pct_of_Open_Interest_Other | double | Pct_of_Open_Interest_Other |
Pct_of_OI_Prod_Merc_Long_Other | double | Pct_of_OI_Prod_Merc_Long_Other |
Pct_of_OI_Prod_Merc_Short_Other | double | Pct_of_OI_Prod_Merc_Short_Other |
Pct_of_OI_Swap_Long_Other | double | Pct_of_OI_Swap_Long_Other |
Pct_of_OI_Swap_Short_Other | double | Pct_of_OI_Swap_Short_Other |
Pct_of_OI_Swap_Spread_Other | double | Pct_of_OI_Swap_Spread_Other |
Pct_of_OI_M_Money_Long_Other | double | Pct_of_OI_M_Money_Long_Other |
Pct_of_OI_M_Money_Short_Other | double | Pct_of_OI_M_Money_Short_Other |
Pct_of_OI_M_Money_Spread_Other | double | Pct_of_OI_M_Money_Spread_Other |
Pct_of_OI_Other_Rept_Long_Other | double | Pct_of_OI_Other_Rept_Long_Other |
Pct_of_OI_Other_Rept_Short_Other | double | Pct_of_OI_Other_Rept_Short_Other |
Pct_of_OI_Other_Rept_Spread_Other | double | Pct_of_OI_Other_Rept_Spread_Other |
Pct_of_OI_Tot_Rept_Long_Other | double | Pct_of_OI_Tot_Rept_Long_Other |
Pct_of_OI_Tot_Rept_Short_Other | double | Pct_of_OI_Tot_Rept_Short_Other |
Pct_of_OI_NonRept_Long_Other | double | Pct_of_OI_NonRept_Long_Other |
Pct_of_OI_NonRept_Short_Other | double | Pct_of_OI_NonRept_Short_Other |
Traders_Tot_All | int64 | Traders_Tot_All |
Traders_Prod_Merc_Long_All | string | Traders_Prod_Merc_Long_All |
Traders_Prod_Merc_Short_All | int64 | Traders_Prod_Merc_Short_All |
Traders_Swap_Long_All | string | Traders_Swap_Long_All |
Traders_Swap_Short_All | string | Traders_Swap_Short_All |
Traders_Swap_Spread_All | string | Traders_Swap_Spread_All |
Traders_M_Money_Long_All | string | Traders_M_Money_Long_All |
Traders_M_Money_Short_All | string | Traders_M_Money_Short_All |
Traders_M_Money_Spread_All | string | Traders_M_Money_Spread_All |
Traders_Other_Rept_Long_All | string | Traders_Other_Rept_Long_All |
Traders_Other_Rept_Short_All | string | Traders_Other_Rept_Short_All |
Traders_Other_Rept_Spread_All | string | Traders_Other_Rept_Spread_All |
Traders_Tot_Rept_Long_All | int64 | Traders_Tot_Rept_Long_All |
Traders_Tot_Rept_Short_All | int64 | Traders_Tot_Rept_Short_All |
Traders_Tot_Old | int64 | Traders_Tot_Old |
Traders_Prod_Merc_Long_Old | string | Traders_Prod_Merc_Long_Old |
Traders_Prod_Merc_Short_Old | string | Traders_Prod_Merc_Short_Old |
Traders_Swap_Long_Old | string | Traders_Swap_Long_Old |
Traders_Swap_Short_Old | string | Traders_Swap_Short_Old |
Traders_Swap_Spread_Old | string | Traders_Swap_Spread_Old |
Traders_M_Money_Long_Old | string | Traders_M_Money_Long_Old |
Traders_M_Money_Short_Old | string | Traders_M_Money_Short_Old |
Traders_M_Money_Spread_Old | string | Traders_M_Money_Spread_Old |
Traders_Other_Rept_Long_Old | string | Traders_Other_Rept_Long_Old |
Traders_Other_Rept_Short_Old | string | Traders_Other_Rept_Short_Old |
Traders_Other_Rept_Spread_Old | string | Traders_Other_Rept_Spread_Old |
Traders_Tot_Rept_Long_Old | string | Traders_Tot_Rept_Long_Old |
Traders_Tot_Rept_Short_Old | string | Traders_Tot_Rept_Short_Old |
Traders_Tot_Other | string | Traders_Tot_Other |
Traders_Prod_Merc_Long_Other | string | Traders_Prod_Merc_Long_Other |
Traders_Prod_Merc_Short_Other | string | Traders_Prod_Merc_Short_Other |
Traders_Swap_Long_Other | string | Traders_Swap_Long_Other |
Traders_Swap_Short_Other | string | Traders_Swap_Short_Other |
Traders_Swap_Spread_Other | string | Traders_Swap_Spread_Other |
Traders_M_Money_Long_Other | string | Traders_M_Money_Long_Other |
Traders_M_Money_Short_Other | string | Traders_M_Money_Short_Other |
Traders_M_Money_Spread_Other | string | Traders_M_Money_Spread_Other |
Traders_Other_Rept_Long_Other | string | Traders_Other_Rept_Long_Other |
Traders_Other_Rept_Short_Other | string | Traders_Other_Rept_Short_Other |
Traders_Other_Rept_Spread_Other | string | Traders_Other_Rept_Spread_Other |
Traders_Tot_Rept_Long_Other | string | Traders_Tot_Rept_Long_Other |
Traders_Tot_Rept_Short_Other | string | Traders_Tot_Rept_Short_Other |
Conc_Gross_LE_4_TDR_Long_All | double | Conc_Gross_LE_4_TDR_Long_All |
Conc_Gross_LE_4_TDR_Short_All | double | Conc_Gross_LE_4_TDR_Short_All |
Conc_Gross_LE_8_TDR_Long_All | double | Conc_Gross_LE_8_TDR_Long_All |
Conc_Gross_LE_8_TDR_Short_All | double | Conc_Gross_LE_8_TDR_Short_All |
Conc_Net_LE_4_TDR_Long_All | double | Conc_Net_LE_4_TDR_Long_All |
Conc_Net_LE_4_TDR_Short_All | double | Conc_Net_LE_4_TDR_Short_All |
Conc_Net_LE_8_TDR_Long_All | double | Conc_Net_LE_8_TDR_Long_All |
Conc_Net_LE_8_TDR_Short_All | double | Conc_Net_LE_8_TDR_Short_All |
Conc_Gross_LE_4_TDR_Long_Old | double | Conc_Gross_LE_4_TDR_Long_Old |
Conc_Gross_LE_4_TDR_Short_Old | double | Conc_Gross_LE_4_TDR_Short_Old |
Conc_Gross_LE_8_TDR_Long_Old | double | Conc_Gross_LE_8_TDR_Long_Old |
Conc_Gross_LE_8_TDR_Short_Old | double | Conc_Gross_LE_8_TDR_Short_Old |
Conc_Net_LE_4_TDR_Long_Old | double | Conc_Net_LE_4_TDR_Long_Old |
Conc_Net_LE_4_TDR_Short_Old | double | Conc_Net_LE_4_TDR_Short_Old |
Conc_Net_LE_8_TDR_Long_Old | double | Conc_Net_LE_8_TDR_Long_Old |
Conc_Net_LE_8_TDR_Short_Old | double | Conc_Net_LE_8_TDR_Short_Old |
Conc_Gross_LE_4_TDR_Long_Other | double | Conc_Gross_LE_4_TDR_Long_Other |
Conc_Gross_LE_4_TDR_Short_Other | double | Conc_Gross_LE_4_TDR_Short_Other |
Conc_Gross_LE_8_TDR_Long_Other | double | Conc_Gross_LE_8_TDR_Long_Other |
Conc_Gross_LE_8_TDR_Short_Other | double | Conc_Gross_LE_8_TDR_Short_Other |
Conc_Net_LE_4_TDR_Long_Other | double | Conc_Net_LE_4_TDR_Long_Other |
Conc_Net_LE_4_TDR_Short_Other | double | Conc_Net_LE_4_TDR_Short_Other |
Conc_Net_LE_8_TDR_Long_Other | double | Conc_Net_LE_8_TDR_Long_Other |
Conc_Net_LE_8_TDR_Short_Other | double | Conc_Net_LE_8_TDR_Short_Other |
Contract_Units | string | Contract Units |
CFTC_Contract_Market_Code_Quotes | string | CFTC_Contract_Market_Code_Quotes |
CFTC_Market_Code_Quotes | string | CFTC_Market_Code_Quotes |
CFTC_Commodity_Code_Quotes | int64 | CFTC_Commodity_Code_Quotes |
CFTC_SubGroup_Code | string | CFTC_SubGroup_Code |
FutOnly_or_Combined | string | FutOnly_or_Combined |