cot_index

Score COT positioning against each trader group's own lookback range.

Examples

from openbb import obb
obb.cftc.cot_index(provider='cftc')
# Score the index and bond markets against their own year.
obb.cftc.cot_index(asset_class='indices_bonds', provider='cftc')

Parameters

• standard
• cftc

asset_class: str | None
Default: all
Asset class of the curated markets to score.

lookback_weeks: int | None
Default: 52
Weeks of history the score ranks the latest net position within. 52 puts each reading in its own one-year range.

futures_only: bool | None
Default: True
Score the futures-only report, the basis COT positioning work conventionally uses. False scores the combined futures-and-options report, whose larger open interest dilutes every net-to-open-interest share.

use_cache: bool | None
Default: True
Cache each market's report history locally.

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Returns

results: CftcCotIndex

Serializable results.

provider: str | None

Provider name.

warnings: Optional[list[Warning_]]

List of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

---

Data

• standard
• cftc

report_date: date
Date of the CFTC report the scores are taken from.

market: str
Curated market name.

open_interest: int | None
Total open interest on the report date.

large_specs: float | None
Large speculators' net position as a 0-100 score within its own lookback range. 0 is the range low, 100 the range high.

large_specs_change: float | None
Change in the large speculators' score since the prior report.

large_specs_net_pct_oi: float | None
Large speculators' net position as a percent of open interest.

large_specs_zone: str | None
Band the large speculators' score sits in.

small_specs: float | None
Small speculators' net position as a 0-100 score within its own lookback range.

small_specs_change: float | None
Change in the small speculators' score since the prior report.

small_specs_net_pct_oi: float | None
Small speculators' net position as a percent of open interest.

small_specs_zone: str | None
Band the small speculators' score sits in.

commercials: float | None
Commercials' net position as a 0-100 score within its own lookback range. A high score is their least-hedged reading, not a bullish one.

commercials_change: float | None
Change in the commercials' score since the prior report.

commercials_net_pct_oi: float | None
Commercials' net position as a percent of open interest.

commercials_zone: str | None
Band the commercials' score sits in, in hedging terms.