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) |
|---|---|---|---|---|---|
| SPXS&P 500
Indices · Leveraged Funds |
22.9% | -328,532 | -39,097 | 48 | |
| RUSSELLRussell 2000
Indices · Leveraged Funds |
25.5% | -97,700 | +2,086 | 2 crowded short | |
| NASDAQNasdaq 100
Indices · Leveraged Funds |
33.9% | -44,316 | +23,393 | 51 | |
| VIXVIX Futures
Indices · Leveraged Funds |
42.0% | -30,143 | -11,050 | 46 | |
| DOWDow Jones
Indices · Leveraged Funds |
46.2% | -1,635 | -5,372 | 51 | |
| NIKKEINikkei 225
Indices · Leveraged Funds |
55.4% | 941 | +1,378 | 28 |
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.