---
license: cc-by-4.0
pretty_name: CFTC Commitments of Traders Weekly Panel
tags:
- finance
- economics
- commitments-of-traders
- cftc
- futures
- positioning
- time-series
size_categories:
- 1M<n<10M
source_datasets:
- original
configs:
- config_name: cot_panel_long
  data_files:
  - split: train
    path: cot_panel_long.parquet
- config_name: cot_features_weekly
  data_files:
  - split: train
    path: cot_features_weekly.parquet
- config_name: markets_reference
  data_files:
  - split: train
    path: markets_reference.parquet
- config_name: release_anomaly_calendar
  data_files:
  - split: train
    path: release_anomaly_calendar.parquet
---

# CFTC Commitments of Traders weekly panel

Every CFTC Commitments of Traders report family in one tidy, model ready weekly
panel: harmonized positions, net positioning and COT index features, a market
reference map, and documented release provenance, from 1986 to last Friday, in
Parquet and CSV.

## Dataset structure

Four tables, each its own named config (different schemas, never concatenated):

- `cot_panel_long`: the tidy long panel, one row per (report_date, contract
  code, report family, basis, trader category).
- `cot_features_weekly`: the model ready wide table, one row per report, with
  open interest and its change, concentration ratios (plus a source anomaly
  flag), and per category net position, net share of open interest, change
  from the prior report, COT index over 52 and 156 reports, and a 156 report
  z score. Windows partition on `market_key`, the reviewed contract
  coherence surrogate.
- `markets_reference`: one row per contract code and family.
- `release_anomaly_calendar`: documented publication and methodology events.

```python
from datasets import load_dataset

panel = load_dataset("Arimancy/cftc-cot-weekly", "cot_panel_long")
feats = load_dataset("Arimancy/cftc-cot-weekly", "cot_features_weekly")
```

Load a table by config name. Full column documentation, category definitions,
the cadence by year table, the dropped columns appendix, and the leakage note
are in the included `data_dictionary.md`.

## Why this exists

The CFTC publishes COT across several report families with different start
dates, schemas, and filename conventions, and its own FAQ notes the data has no
primary key. This dataset reconciles four decades of schema drift into one
schema and makes the release history explicit. The October to December 2025
appropriations lapse, when publication stopped for six weeks and was backfilled
in December, is a reminder that when a number was released is part of the data.

## Caveats

- Positioning data only. No prices. The market reference map provides join keys;
  users bring their own price data under their own licenses.
- Trader classification is self reported business purpose on CFTC Form 40,
  subject to CFTC reclassification. Categories are regulatory classifications,
  not strategy labels.
- report_date is the as of date published by the CFTC, usually Tuesday close;
  163 dates are not Tuesdays (the early non weekly history plus holiday
  shifts). The report_weekday and is_standard_tuesday columns make the
  exceptions filterable. Releases are usually Friday 3:30 pm ET, shift around
  holidays, and are irregular during documented events. Use the release
  anomaly calendar; never assume report_date plus three days.
- The October to December 2025 window: report_dates are complete after the
  chronological backfill, but original release timing was interrupted.
- Early history cadence is not weekly; see the cadence by year table.
- Combined basis converts options to futures equivalents using exchange supplied
  deltas (CFTC methodology).
- Nonreportable is a derived residual (open interest minus reportable positions);
  trader counts do not exist for it.
- Contract consolidation methodology has changed over time per CFTC
  announcements; the panel reports what the CFTC published for each date.
- CFTC reuses contract market codes. Where a code splices two different
  underlying contracts, the features table separates them with a market_key so
  window features never blend them.

## Attribution and license

Source: CFTC Commitments of Traders reports (US Government work, public domain).
This product is not endorsed by or affiliated with the CFTC. Published by
**Arimancy LLC** under CC BY 4.0; the license text and the attribution target
ship in the package as `LICENSE.txt`. Dataset page:
[arimancy.com/datasets/cftc-commitments-of-traders-weekly](https://arimancy.com/datasets/cftc-commitments-of-traders-weekly).