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CFTC Commitments of Traders by Market
CFTC Commitments of Traders by Market is a paid API for AI agents from agents.x402stock.xyz, paid per call via MPP, $0.01/call, status unknown (last checked 2026-10-09).
Returns CFTC Commitments of Traders (COT) report data for a specific futures market, including open interest and long/short/net positions for non-commercial, commercial, and non-reportable traders with weekly changes and historical net data.
Price / call$0.01
Success—
StatusUnknown
How this service works
Commitments of Traders for one futures market
Output
A JSON object containing the market name, contract code, asset group classification, the latest COT report date, open interest and its weekly change, and broken-down long/short/net positions plus weekly changes for non-commercial (large speculators), commercial (hedgers), and non-reportable (small traders) participants. Also includes a historical array of net positions for up to 52 weeks, a source attribution, and the as-of date of the data.
Example use cases
Tracking speculator positioning in oil
“What are large speculators doing in crude oil futures right now? Show me the CFTC COT data with 8 weeks of net position history so I can see if they've been increasing or cutting their longs.”
Monitoring currency futures sentiment
“Get me the latest CFTC Commitments of Traders report for the Japanese yen futures — I want to see the non-commercial net position and how it's changed week over week over the last 4 weeks.”
Bitcoin futures institutional positioning
“What does the latest CFTC COT report say about Bitcoin futures? Show me commercial and non-commercial long/short positions with 6 weeks of history so I can gauge institutional sentiment.”
Technical details
Endpoint
GEThttps://agents.x402stock.xyz/api/v1/cot/{market}?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need official US CFTC Commitments of Traders positioning data for supported futures markets (equity indices, metals, energy, FX, rates, crypto). It is ideal for analyzing market sentiment, tracking speculator vs. hedger positioning trends, and accessing historical net position series up to 52 weeks back. Prefer this over general market data endpoints when the specific question involves trader category breakdowns (commercial vs. non-commercial) from the official regulatory report.
Side effects
- Invalid market slug returns an error — must use exact slugs like 'sp500', 'crude-oil', 'bitcoin'
- Weeks parameter exceeding 52 is rejected
- CFTC data may be delayed (released weekly, typically Fridays) so latest report may lag current date by days
- Payment failure if insufficient USDC balance for $0.01 per-call charge
- Null fields in response if CFTC has not yet published data for the current week
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| weeks | integer | |
| marketrequired | string | CFTC Commitments-of-Traders market/commodity name. |
Output
Schema · Response
| Field | Type | Description |
|---|---|---|
| namerequired | string | |
| as_ofrequired | — | |
| grouprequired | string | |
| latestrequired | — | |
| marketrequired | string | |
| reportrequired | string | |
| sourcerequired | string | |
| historyrequired | array | |
| attributionrequired | string | |
| contract_coderequired | string |
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