cftc

Analyze CFTC COT data to compute net positions and open interest.

1|Updated Mar 24, 2026
One-click install
npx skills add https://github.com/EternisAI/agent-sandbox --skill cftc
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: cftc
Source: https://github.com/EternisAI/agent-sandbox/tree/main/skills/cftc
Command: npx skills add https://github.com/EternisAI/agent-sandbox --skill cftc

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Provides weekly CFTC Commitments of Traders data to reveal who holds and changes position in futures markets, helping users assess crowding and potential market sentiment.

Core Features & Use Cases

  • Access weekly datasets (TFF and Disaggregated) to compare leveraged funds vs real money across sectors and contracts.
  • Compute net positions, deltas, and open-interest shares using dedicated summarize functions to produce concise sentiment signals.
  • Use cases include evaluating crowding, hedging pressure, and speculative positioning in equities, rates, currencies, energy, and metals.

Quick Start

Query TFF or Disaggregated data with get_cot_tff or get_cot_disaggregated and summarize results with summarize_cot_tff or summarize_cot_disaggregated.

Frequently Asked Questions about cftc

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I analyze CFTC Commitments of Traders data for futures markets?

Use the summarize_cot_tff or summarize_cot_disaggregated functions to compute net positions, deltas, and open-interest shares, producing concise sentiment signals from weekly CFTC COT datasets across various sectors and contracts.

What is the difference between TFF and Disaggregated CFTC datasets?

TFF datasets separate leveraged funds from real money, while Disaggregated datasets provide a broader breakdown of trader categories. Both allow you to compare speculative positioning and open interest across equities, rates, currencies, energy, and metals.

Can I filter COT data by specific sectors or contracts?

Yes, you can filter CFTC COT data by sector or contract when querying TFF or Disaggregated datasets, allowing targeted analysis of speculative positioning and open interest in specific futures markets.

Does this COT analysis tool require external dependencies?

No, this CFTC COT analysis tool has zero external dependencies. It uses built-in Python functions to query CFTC proxy endpoints and compute net positions, deltas, and percentage of open interest directly.

What markets are supported by the CFTC COT data analysis?

CFTC COT data analysis supports equities, rates, currencies, energy, and metals markets. It evaluates crowding, hedging pressure, and speculative positioning across these futures sectors using weekly TFF and Disaggregated reports.

How do I calculate net positioning deltas from weekly futures reports?

Calculate net positioning deltas by applying dedicated summarize functions to weekly CFTC reports. These functions compute the changes in long and short positions and output the percentage of open interest for sentiment analysis.