# CFTC Commitments of Traders (COT) Positioning Signal

> CFTC Commitments of Traders (COT) Positioning Signal is a paid API for AI agents from cot.lonestaroracle.xyz, paid per call via x402, $0.05/call, status unknown (last checked 2026-10-11).

Returns CFTC COT positioning data and a contrarian signal (Crowded Long/Short, Lean, Neutral) for a named futures market based on large speculator net position vs 3-year history

## Facts

- Endpoint: GET https://cot.lonestaroracle.xyz/cot?utm_source=zero.xyz
- Price: $0.05/call
- Payment: x402
- Status: unknown
- Last checked: 2026-10-11
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/cftc-commitments-of-traders-cot-positioning-signal-e6228c91
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_o5blsHOxJdWTh4REyNzKi

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability cftc-commitments-of-traders-cot-positioning-signal-e6228c91
```

Example prompt: What's the current COT positioning signal for gold — are large speculators crowded long or short relative to their 3-year history, and what's the contrarian read?

## When to prefer this

Use this endpoint when you need CFTC COT-based contrarian positioning signals for futures markets — especially when assessing whether large speculators are at a historical extreme that may precede a reversal. Prefer this over general market data APIs when the specific question is about speculator positioning, crowded trades, or COT-based sentiment analysis across commodities, forex, equity indices, rates, or crypto futures.

## Known failure modes

- Unknown or unsupported market name returns an error — use accepted friendly names (crude, gold, euro, bitcoin, etc.)
- CFTC source data may lag by 1 week (reports are released weekly, typically Tuesday)
- Payment failure via x402 if insufficient USDC balance
- Empty or null response if market data is temporarily unavailable from CFTC

## How this service works

CFTC Commitments of Traders positioning for a market (?market=<name>)

## Output

Returns a JSON object with: the resolved market name, data source attribution (CFTC), a cot_signal label (Crowded Long / Lean Long / Neutral / Lean Short / Crowded Short), large speculator net position (long, short, net, net_pct_oi, net_wow_change, net_percentile_3y), commercial hedger net position, small trader net position, open interest, week-over-week OI change, report date, history weeks available, and a plain-English interpretation of what the positioning extreme means.

## Request schema (JSON Schema)

```json
{
 "name": "COT",
 "tags": [
  "cot",
  "futures",
  "positioning",
  "commitments-of-traders",
  "commodities"
 ],
 "type": "object",
 "version": "1.0.0",
 "category": "markets",
 "required": [
  "input"
 ],
 "properties": {
  "input": {
   "type": "object",
   "required": [
    "type",
    "method"
   ],
   "properties": {
    "type": {
     "type": "string",
     "const": "http"
    },
    "method": {
     "enum": [
      "GET",
      "HEAD",
      "DELETE"
     ],
     "type": "string"
    },
    "queryParams": {
     "type": "object",
     "properties": {
      "market": {
       "type": "string",
       "example": "gold",
       "description": "Futures market to read. Friendly names accepted: crude, gold, silver, copper, natgas, corn, wheat, soybeans, sugar, coffee, cattle, sp500, nasdaq, russell, vix, euro, yen, pound, cad, aud, dollar, bitcoin, ether, 10y, 5y, bonds, sofr. Aliases: commodity, symbol, m."
      }
     }
    }
   }
  },
  "output": {
   "type": "object",
   "required": [
    "type"
   ],
   "properties": {
    "type": {
     "type": "string"
    },
    "example": {
     "query": "euro",
     "market": "EURO FX - CHICAGO MERCANTILE EXCHANGE",
     "source": "CFTC Commitments of Traders (publicreporting.cftc.gov)",
     "cot_signal": "Crowded Short (contrarian bullish)",
     "commercials": {
      "net": 80000,
      "long": 480000,
      "note": "commercials = hedgers/producers; typically the opposite side of large specs",
      "short": 400000,
      "net_pct_oi": 9.8
     },
     "large_specs": {
      "net": -72447,
      "long": 120000,
      "short": 192447,
      "net_pct_oi": -8.8,
      "net_wow_change": -8100,
      "net_percentile_3y": 0.9
     },
     "report_date": "2026-07-28",
     "history_weeks": 160,
     "oi_wow_change": 12000,
     "open_interest": 819806,
     "small_traders": {
      "net": -7553,
      "net_pct_oi": -0.9
     },
     "interpretation": "Large speculators are net short near a 3-year extreme (0.9th pct) — a crowded short that often precedes a squeeze/bounce."
    }
   }
  }
 },
 "description": "CFTC Commitments of Traders positioning made agent-callable. One x402 call takes a futures market (crude, gold, silver, copper, natgas, corn, wheat, soybeans, sp500, nasdaq, euro, yen, pound, bitcoin, 10y, bonds, sofr...) and returns a positioning signal (Crowded Long / Lean Long / Neutral / Lean Short / Crowded Short) driven by where the large speculators' net position sits versus its own 3-year history — t
… (truncated)
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/cftc-commitments-of-traders-cot-positioning-signal-e6228c91/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from cot.lonestaroracle.xyz](https://www.zero.xyz/host/cot.lonestaroracle.xyz/llms.txt)