COT Report
The CFTC's weekly Commitments of Traders report, visualized — how large traders are positioned across currencies, indices, metals, energy, rates and crypto. Toggle between the broad non-commercial cut and the sharper money-manager cut (Managed Money for commodities, Leveraged Funds for financials). Bars show the long/short split; the table adds week-over-week change and how stretched positioning is versus its own 3-year history.
Not financial advice. COT is a weekly, delayed snapshot for general information and education only — not a recommendation, signal, or offer. Positioning is not a timing tool; extremes can persist.
| Market | Long/Short | % Long | Net | Δ Net (wk) | Positioning percentile (3y) |
|---|---|---|---|---|---|
| VIXVIX Futures
Indices |
33.6% | -78,164 | +11,282 | 9 crowded short | |
| RUSSELLRussell 2000
Indices |
35.9% | -51,578 | -9,363 | 19 | |
| SPXS&P 500
Indices |
42.7% | -78,175 | -62,439 | 53 | |
| NASDAQNasdaq 100
Indices |
53.6% | 11,127 | +23,193 | 39 | |
| NIKKEINikkei 225
Indices |
66.5% | 3,294 | +771 | 29 | |
| DOWDow Jones
Indices |
71.7% | 15,557 | -4,063 | 88 |
How to read it: "Net" is non-commercial long minus short contracts. The percentile ranks today's net-as-%-of-open-interest against the last ~3 years — high = speculators unusually long (crowded), low = unusually short. Updated weekly after the CFTC release.