Commitments of Traders

Commitments of Traders (COT) reports are published on Fridays, by the CFTC. CFTC COT reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC.

Regulators Module

The obb.regulators module contains data published by industry regulators and agencies. The data will not be specific to any particular asset class, and the information is available to the general public. The COT reports have two end points:

obb.regulators.cftc.cot()
obb.regulators.cfc.cot_search()

The openbb-cftc extension (included with pip install openbb) provides programmatic access to the complete history of reports, dating as far back as 1995.

`cot_search()`

COT Search

The obb.regulators.cftc.cot_search() endpoint is a curated list of current reports. The list can be searched by partial match - i.e., "resources" - and they are classified under categories and subcategories. Get the whole list with an empty query.

Indices - S&P 500, Nasdaq 100, Dow Jones Industrial Average, Russell 1000 & 2000, VIX, Bloomberg Commodity Index, etc. - can be found with the keyword "index".

The example below shows all the S&P reports.

reports = obb.regulators.cftc.cot_search("s&p").to_df()

code	name	commodity_name	category	subcategory
43874A	S&P 500 ANNUAL DIVIDEND INDEX	DIVIDEND INDICES	FINANCIAL INSTRUMENTS	STOCK INDICES
43874Q	S&P 500 QUARTERLY DIVIDEND IND	DIVIDEND INDICES	FINANCIAL INSTRUMENTS	STOCK INDICES
13874I	E-MINI S&P TECHNOLOGY INDEX	S&P BROAD BASED STOCK INDICES	FINANCIAL INSTRUMENTS	STOCK INDICES
138748	E-MINI S&P CONSU STAPLES INDEX	S&P BROAD BASED STOCK INDICES	FINANCIAL INSTRUMENTS	STOCK INDICES
13874A	E-MINI S&P 500	S&P BROAD BASED STOCK INDICES	FINANCIAL INSTRUMENTS	STOCK INDICES
138749	E-MINI S&P ENERGY INDEX	S&P BROAD BASED STOCK INDICES	FINANCIAL INSTRUMENTS	STOCK INDICES
13874W	ADJUSTED INT RATE S&P 500 TOTL	S&P BROAD BASED STOCK INDICES	FINANCIAL INSTRUMENTS	STOCK INDICES
13874+	S&P 500 Consolidated	S&P BROAD BASED STOCK INDICES	FINANCIAL INSTRUMENTS	STOCK INDICES
13874C	E-MINI S&P FINANCIAL INDEX	S&P BROAD BASED STOCK INDICES	FINANCIAL INSTRUMENTS	STOCK INDICES
33874A	E-MINI S&P 400 STOCK INDEX	S&P BROAD BASED STOCK INDICES	FINANCIAL INSTRUMENTS	STOCK INDICES
13874U	MICRO E-MINI S&P 500 INDEX	S&P BROAD BASED STOCK INDICES	FINANCIAL INSTRUMENTS	STOCK INDICES
13874J	E-MINI S&P UTILITIES INDEX	S&P BROAD BASED STOCK INDICES	FINANCIAL INSTRUMENTS	STOCK INDICES
13874R	E-MINI S&P REAL ESTATE INDEX	S&P BROAD BASED STOCK INDICES	FINANCIAL INSTRUMENTS	STOCK INDICES

`cot()`

Overview

The weekly reports are returned as a flat timeseries. The id parameter accepts a flexible input, using the "code" provides an exact match returning the complete history. See the Parameters section below for more information on entering symbols.

sp = obb.regulators.cftc.cot("13874+")

# Display the change in open interest from the previous week, limiting to the last 5 reports.
sp.to_df().T.filter(like="change_in", axis=0).iloc[:,-5:]

	2024-10-15	2024-10-22	2024-10-29	2024-11-05	2024-11-12
change_in_open_interest_all	88416	-95881	35345	-28290	242306
change_in_noncomm_long_all	22828	11329	7547	11680	-900
change_in_noncomm_short_all	-6723	3364	-43078	-44221	82742
change_in_noncomm_spead_all	29860	-46828	48684	-12005	83965
change_in_comm_long_all	23939	-48592	-30357	-28563	140423
change_in_comm_short_all	65620	-47838	38124	29856	76404
change_in_tot_rept_long_all	76627	-84092	25874	-28888	223488
change_in_tot_rept_short	88757	-91302	43730	-26370	243111
change_in_nonrept_long_all	11789	-11790	9471	598	18818
change_in_nonrept_short_all	-341	-4579	-8385	-1921	-805

Parameters

The parameters here will alter the type of report returned. Use start_date and end_date to request specific historical windows.

id: str

The id parameter will accept different inputs:

A "code" - i.e, "13874A" - which can be mapped using cot_search(), and can be any valid CFTC market contract code. This should be an exact match.
A commodity name, category, or subcategory - i.e, "precious metals" for palladium, platinum, silver, and gold.
A partial name match - i.e, "russell", "nasdaq", "japanese yen"
"all" - returns all reports associated with the report_type, for the most recent date.

futures_only: bool = False

When True, returns the futures-only report. Default is False, for the combined (futures and options) report.

report_type: Literal["legacy", "disaggregated", "financial", "supplemental"] = "legacy"

The Legacy report is broken down by exchange with reported open interest by three trader classifications:

commercial
non-commercial
non-reportable

Disaggregated reports are broken down by Agriculture and Natural Resource contracts, groups reportable open interest positions into four classifications:

Producer/Merchant
Swap Dealers
Managed Money
Other Reportables

The Traders in Financial Futures (TFF) report includes financial contracts, and the reported open interest has five classifications:

Dealer
Asset Manager
Leveraged Money
Other Reportables
Non-Reportables

Supplemental Explanation

info

Excerpt below is from the explanatory notes on the CFTC's website

Based on the information contained in the report of futures-and-options combined in the short format, the Supplemental report shows an additional category of “Index Traders” in selected agricultural markets. These traders are drawn from the noncommercial and commercial categories. The noncommercial category includes positions of managed funds, pension funds, and other investors that are generally seeking exposure to a broad index of commodity prices as an asset class in an unleveraged and passively-managed manner. The commercial category includes positions for entities whose trading predominantly reflects hedging of over-the-counter transactions involving commodity indices—for example, a swap dealer holding long futures positions to hedge a short commodity index exposure opposite institutional traders, such as pension funds.

All of these traders—whether coming from the noncommercial or commercial categories—are generally replicating a commodity index by establishing long futures positions in the component markets and then rolling those positions forward from future to future using a fixed methodology. Some traders assigned to the Index Traders category are engaged in other futures activity that could not be disaggregated. As a result, the Index Traders category, which is typically made up of traders with long-only futures positions replicating an index, will include some long and short positions where traders have multi-dimensional trading activities, the preponderance of which is index trading. Likewise, the Index Traders category will not include some traders who are engaged in index trading, but for whom it does not represent a substantial part of their overall trading activity.

Data Response

info

The number of fields returned will vary greatly (up to nearly 200) depending on the type of report and CFTC market contract. Numbers are generally categorized as below, in brackets is a key for isolating each group.

Positions ('positions')
Percent of open interest ('pct')
Change in open interest ('change')
Number of traders ('traders')
Concentration Ratios ('conc')

See the CFTC's website for a detailed explanation of each.

Legacy Report Fields

[
    "date",
    "report_week",
    "market_and_exchange_names",
    "cftc_contract_market_code",
    "cftc_market_code",
    "cftc_region_code",
    "cftc_commodity_code",
    "commodity",
    "commodity_group",
    "commodity_subgroup",
    "futonly_or_combined",
    "contract_units",
    "id",
    "contract_market_name",
    "open_interest_all",
    "noncomm_positions_long_all",
    "noncomm_positions_short_all",
    "noncomm_postions_spread_all",
    "comm_positions_long_all",
    "comm_positions_short_all",
    "tot_rept_positions_long_all",
    "tot_rept_positions_short",
    "nonrept_positions_long_all",
    "nonrept_positions_short_all",
    "open_interest_old",
    "noncomm_positions_long_old",
    "noncomm_positions_short_old",
    "noncomm_positions_spread",
    "comm_positions_long_old",
    "comm_positions_short_old",
    "tot_rept_positions_long_old",
    "tot_rept_positions_short_1",
    "nonrept_positions_long_old",
    "nonrept_positions_short_old",
    "open_interest_other",
    "noncomm_positions_long_other",
    "noncomm_positions_short_other",
    "noncomm_positions_spread_1",
    "comm_positions_long_other",
    "comm_positions_short_other",
    "tot_rept_positions_long_other",
    "tot_rept_positions_short_2",
    "nonrept_positions_long_other",
    "nonrept_positions_short_other",
    "change_in_open_interest_all",
    "change_in_noncomm_long_all",
    "change_in_noncomm_short_all",
    "change_in_noncomm_spead_all",
    "change_in_comm_long_all",
    "change_in_comm_short_all",
    "change_in_tot_rept_long_all",
    "change_in_tot_rept_short",
    "change_in_nonrept_long_all",
    "change_in_nonrept_short_all",
    "pct_of_open_interest_all",
    "pct_of_oi_noncomm_long_all",
    "pct_of_oi_noncomm_short_all",
    "pct_of_oi_noncomm_spread",
    "pct_of_oi_comm_long_all",
    "pct_of_oi_comm_short_all",
    "pct_of_oi_tot_rept_long_all",
    "pct_of_oi_tot_rept_short",
    "pct_of_oi_nonrept_long_all",
    "pct_of_oi_nonrept_short_all",
    "pct_of_open_interest_old",
    "pct_of_oi_noncomm_long_old",
    "pct_of_oi_noncomm_short_old",
    "pct_of_oi_noncomm_spread_1",
    "pct_of_oi_comm_long_old",
    "pct_of_oi_comm_short_old",
    "pct_of_oi_tot_rept_long_old",
    "pct_of_oi_tot_rept_short_1",
    "pct_of_oi_nonrept_long_old",
    "pct_of_oi_nonrept_short_old",
    "pct_of_open_interest_other",
    "pct_of_oi_noncomm_long_other",
    "pct_of_oi_noncomm_short_other",
    "pct_of_oi_noncomm_spread_2",
    "pct_of_oi_comm_long_other",
    "pct_of_oi_comm_short_other",
    "pct_of_oi_tot_rept_long_other",
    "pct_of_oi_tot_rept_short_2",
    "pct_of_oi_nonrept_long_other",
    "pct_of_oi_nonrept_short_other",
    "traders_tot_all",
    "traders_noncomm_long_all",
    "traders_noncomm_short_all",
    "traders_noncomm_spread_all",
    "traders_comm_long_all",
    "traders_comm_short_all",
    "traders_tot_rept_long_all",
    "traders_tot_rept_short_all",
    "traders_tot_old",
    "traders_noncomm_long_old",
    "traders_noncomm_short_old",
    "traders_noncomm_spead_old",
    "traders_comm_long_old",
    "traders_comm_short_old",
    "traders_tot_rept_long_old",
    "traders_tot_rept_short_old",
    "traders_tot_other",
    "traders_noncomm_long_other",
    "traders_noncomm_short_other",
    "traders_noncomm_spread_other",
    "traders_comm_long_other",
    "traders_comm_short_other",
    "traders_tot_rept_long_other",
    "traders_tot_rept_short_other",
    "conc_gross_le_4_tdr_long",
    "conc_gross_le_4_tdr_short",
    "conc_gross_le_8_tdr_long",
    "conc_gross_le_8_tdr_short",
    "conc_net_le_4_tdr_long_all",
    "conc_net_le_4_tdr_short_all",
    "conc_net_le_8_tdr_long_all",
    "conc_net_le_8_tdr_short_all",
    "conc_gross_le_4_tdr_long_1",
    "conc_gross_le_4_tdr_short_1",
    "conc_gross_le_8_tdr_long_1",
    "conc_gross_le_8_tdr_short_1",
    "conc_net_le_4_tdr_long_old",
    "conc_net_le_4_tdr_short_old",
    "conc_net_le_8_tdr_long_old",
    "conc_net_le_8_tdr_short_old",
    "conc_gross_le_4_tdr_long_2",
    "conc_gross_le_4_tdr_short_2",
    "conc_gross_le_8_tdr_long_2",
    "conc_gross_le_8_tdr_short_2",
    "conc_net_le_4_tdr_long_other",
    "conc_net_le_4_tdr_short_other",
    "conc_net_le_8_tdr_long_other",
    "conc_net_le_8_tdr_short_other",
]

Disaggregated Report Fields

[
    "date",
    "report_week",
    "market_and_exchange_names",
    "cftc_contract_market_code",
    "cftc_market_code",
    "cftc_region_code",
    "cftc_commodity_code",
    "cftc_subgroup_code",
    "commodity",
    "commodity_group",
    "commodity_subgroup",
    "futonly_or_combined",
    "contract_units",
    "id",
    "contract_market_name",
    "open_interest_all",
    "prod_merc_positions_long",
    "prod_merc_positions_short",
    "swap_positions_long_all",
    "swap_positions_short_all",
    "swap_positions_spread_all",
    "m_money_positions_long_all",
    "m_money_positions_short_all",
    "m_money_positions_spread",
    "other_rept_positions_long",
    "other_rept_positions_short",
    "other_rept_positions_spread",
    "tot_rept_positions_long_all",
    "tot_rept_positions_short",
    "nonrept_positions_long_all",
    "nonrept_positions_short_all",
    "open_interest_old",
    "prod_merc_positions_long_1",
    "prod_merc_positions_short_1",
    "swap_positions_long_old",
    "swap_positions_short_old",
    "swap_positions_spread_old",
    "m_money_positions_long_old",
    "m_money_positions_short_old",
    "m_money_positions_spread_1",
    "other_rept_positions_long_1",
    "other_rept_positions_short_1",
    "other_rept_positions_spread_1",
    "tot_rept_positions_long_old",
    "tot_rept_positions_short_1",
    "nonrept_positions_long_old",
    "nonrept_positions_short_old",
    "open_interest_other",
    "prod_merc_positions_long_2",
    "prod_merc_positions_short_2",
    "swap_positions_long_other",
    "swap_positions_short_other",
    "swap_positions_spread_other",
    "m_money_positions_long_other",
    "m_money_positions_short_other",
    "m_money_positions_spread_2",
    "other_rept_positions_long_2",
    "other_rept_positions_short_2",
    "other_rept_positions_spread_2",
    "tot_rept_positions_long_other",
    "tot_rept_positions_short_2",
    "nonrept_positions_long_other",
    "nonrept_positions_short_other",
    "change_in_open_interest_all",
    "change_in_prod_merc_long",
    "change_in_prod_merc_short",
    "change_in_swap_long_all",
    "change_in_swap_short_all",
    "change_in_swap_spread_all",
    "change_in_m_money_long_all",
    "change_in_m_money_short_all",
    "change_in_m_money_spread",
    "change_in_other_rept_long",
    "change_in_other_rept_short",
    "change_in_other_rept_spread",
    "change_in_tot_rept_long_all",
    "change_in_tot_rept_short",
    "change_in_nonrept_long_all",
    "change_in_nonrept_short_all",
    "pct_of_open_interest_all",
    "pct_of_oi_prod_merc_long",
    "pct_of_oi_prod_merc_short",
    "pct_of_oi_swap_long_all",
    "pct_of_oi_swap_short_all",
    "pct_of_oi_swap_spread_all",
    "pct_of_oi_m_money_long_all",
    "pct_of_oi_m_money_short_all",
    "pct_of_oi_m_money_spread",
    "pct_of_oi_other_rept_long",
    "pct_of_oi_other_rept_short",
    "pct_of_oi_other_rept_spread",
    "pct_of_oi_tot_rept_long_all",
    "pct_of_oi_tot_rept_short",
    "pct_of_oi_nonrept_long_all",
    "pct_of_oi_nonrept_short_all",
    "pct_of_open_interest_old",
    "pct_of_oi_prod_merc_long_1",
    "pct_of_oi_prod_merc_short_1",
    "pct_of_oi_swap_long_old",
    "pct_of_oi_swap_short_old",
    "pct_of_oi_swap_spread_old",
    "pct_of_oi_m_money_long_old",
    "pct_of_oi_m_money_short_old",
    "pct_of_oi_m_money_spread_1",
    "pct_of_oi_other_rept_long_1",
    "pct_of_oi_other_rept_short_1",
    "pct_of_oi_other_rept_spread_1",
    "pct_of_oi_tot_rept_long_old",
    "pct_of_oi_tot_rept_short_1",
    "pct_of_oi_nonrept_long_old",
    "pct_of_oi_nonrept_short_old",
    "pct_of_open_interest_other",
    "pct_of_oi_prod_merc_long_2",
    "pct_of_oi_prod_merc_short_2",
    "pct_of_oi_swap_long_other",
    "pct_of_oi_swap_short_other",
    "pct_of_oi_swap_spread_other",
    "pct_of_oi_m_money_long_other",
    "pct_of_oi_m_money_short_other",
    "pct_of_oi_m_money_spread_2",
    "pct_of_oi_other_rept_long_2",
    "pct_of_oi_other_rept_short_2",
    "pct_of_oi_other_rept_spread_2",
    "pct_of_oi_tot_rept_long_other",
    "pct_of_oi_tot_rept_short_2",
    "pct_of_oi_nonrept_long_other",
    "pct_of_oi_nonrept_short_other",
    "traders_tot_all",
    "traders_prod_merc_long_all",
    "traders_prod_merc_short_all",
    "traders_swap_short_all",
    "traders_m_money_short_all",
    "traders_m_money_spread_all",
    "traders_other_rept_long_all",
    "traders_other_rept_spread",
    "traders_tot_rept_long_all",
    "traders_tot_rept_short_all",
    "traders_tot_old",
    "traders_prod_merc_long_old",
    "traders_prod_merc_short_old",
    "traders_swap_short_old",
    "traders_m_money_short_old",
    "traders_m_money_spread_old",
    "traders_other_rept_long_old",
    "traders_other_rept_spread_1",
    "traders_tot_rept_long_old",
    "traders_tot_rept_short_old",
    "traders_tot_other",
    "traders_prod_merc_long_other",
    "traders_prod_merc_short_other",
    "traders_swap_long_other",
    "traders_swap_short_other",
    "traders_swap_spread_other",
    "traders_m_money_long_other",
    "traders_m_money_short_other",
    "traders_m_money_spread_other",
    "traders_other_rept_long_other",
    "traders_other_rept_short_2",
    "traders_other_rept_spread_2",
    "traders_tot_rept_long_other",
    "traders_tot_rept_short_other",
    "conc_gross_le_4_tdr_long",
    "conc_gross_le_4_tdr_short",
    "conc_gross_le_8_tdr_long",
    "conc_gross_le_8_tdr_short",
    "conc_net_le_4_tdr_long_all",
    "conc_net_le_4_tdr_short_all",
    "conc_net_le_8_tdr_long_all",
    "conc_net_le_8_tdr_short_all",
    "conc_gross_le_4_tdr_long_1",
    "conc_gross_le_4_tdr_short_1",
    "conc_gross_le_8_tdr_long_1",
    "conc_gross_le_8_tdr_short_1",
    "conc_net_le_4_tdr_long_old",
    "conc_net_le_4_tdr_short_old",
    "conc_net_le_8_tdr_long_old",
    "conc_net_le_8_tdr_short_old",
    "conc_gross_le_4_tdr_long_2",
    "conc_gross_le_4_tdr_short_2",
    "conc_gross_le_8_tdr_long_2",
    "conc_gross_le_8_tdr_short_2",
    "conc_net_le_4_tdr_long_other",
    "conc_net_le_4_tdr_short_other",
    "conc_net_le_8_tdr_long_other",
    "conc_net_le_8_tdr_short_other",
    "traders_swap_long_all",
    "traders_swap_spread_all",
    "traders_m_money_long_all",
    "traders_other_rept_short",
    "traders_swap_long_old",
    "traders_swap_spread_old",
    "traders_m_money_long_old",
    "traders_other_rept_short_1",
]

Financial Report Fields

[
    "date",
    "report_week",
    "market_and_exchange_names",
    "cftc_contract_market_code",
    "cftc_market_code",
    "cftc_region_code",
    "cftc_commodity_code",
    "cftc_subgroup_code",
    "commodity",
    "commodity_group",
    "commodity_subgroup",
    "futonly_or_combined",
    "contract_units",
    "id",
    "contract_market_name",
    "open_interest_all",
    "dealer_positions_long_all",
    "dealer_positions_short_all",
    "dealer_positions_spread_all",
    "asset_mgr_positions_long",
    "asset_mgr_positions_short",
    "asset_mgr_positions_spread",
    "lev_money_positions_long",
    "lev_money_positions_short",
    "lev_money_positions_spread",
    "other_rept_positions_long",
    "other_rept_positions_short",
    "other_rept_positions_spread",
    "tot_rept_positions_long_all",
    "tot_rept_positions_short",
    "nonrept_positions_long_all",
    "nonrept_positions_short_all",
    "change_in_open_interest_all",
    "change_in_dealer_long_all",
    "change_in_dealer_short_all",
    "change_in_dealer_spread_all",
    "change_in_asset_mgr_long",
    "change_in_asset_mgr_short",
    "change_in_asset_mgr_spread",
    "change_in_lev_money_long",
    "change_in_lev_money_short",
    "change_in_lev_money_spread",
    "change_in_other_rept_long",
    "change_in_other_rept_short",
    "change_in_other_rept_spread",
    "change_in_tot_rept_long_all",
    "change_in_tot_rept_short",
    "change_in_nonrept_long_all",
    "change_in_nonrept_short_all",
    "pct_of_open_interest_all",
    "pct_of_oi_dealer_long_all",
    "pct_of_oi_dealer_short_all",
    "pct_of_oi_dealer_spread_all",
    "pct_of_oi_asset_mgr_long",
    "pct_of_oi_asset_mgr_short",
    "pct_of_oi_asset_mgr_spread",
    "pct_of_oi_lev_money_long",
    "pct_of_oi_lev_money_short",
    "pct_of_oi_lev_money_spread",
    "pct_of_oi_other_rept_long",
    "pct_of_oi_other_rept_short",
    "pct_of_oi_other_rept_spread",
    "pct_of_oi_tot_rept_long_all",
    "pct_of_oi_tot_rept_short",
    "pct_of_oi_nonrept_long_all",
    "pct_of_oi_nonrept_short_all",
    "traders_tot_all",
    "traders_dealer_short_all",
    "traders_dealer_spread_all",
    "traders_asset_mgr_long_all",
    "traders_lev_money_long_all",
    "traders_lev_money_short_all",
    "traders_lev_money_spread",
    "traders_other_rept_long_all",
    "traders_other_rept_short",
    "traders_tot_rept_long_all",
    "traders_tot_rept_short_all",
    "conc_gross_le_4_tdr_long",
    "conc_gross_le_4_tdr_short",
    "conc_gross_le_8_tdr_long",
    "conc_gross_le_8_tdr_short",
    "conc_net_le_4_tdr_long_all",
    "conc_net_le_4_tdr_short_all",
    "conc_net_le_8_tdr_long_all",
    "conc_net_le_8_tdr_short_all",
    "traders_dealer_long_all",
    "traders_asset_mgr_short_all",
    "traders_asset_mgr_spread",
    "traders_other_rept_spread",
]

Supplemental Report Fields

[
    "date",
    "report_week",
    "market_and_exchange_names",
    "cftc_contract_market_code",
    "cftc_market_code",
    "cftc_region_code",
    "cftc_commodity_code",
    "commodity",
    "commodity_group",
    "commodity_subgroup",
    "contract_units",
    "id",
    "contract_market_name",
    "open_interest_all",
    "ncomm_postions_long_all_nocit",
    "ncomm_postions_short_all_nocit",
    "ncomm_postions_spread_all_nocit",
    "comm_positions_long_all_nocit",
    "comm_positions_short_all_nocit",
    "tot_rept_positions_long_all",
    "tot_rept_positions_short",
    "nonrept_positions_long_all",
    "nonrept_positions_short_all",
    "cit_positions_long_all",
    "cit_positions_short_all",
    "change_open_interest_all",
    "change_noncomm_long_all_nocit",
    "change_noncomm_short_all_nocit",
    "change_noncomm_spead_all_nocit",
    "change_comm_long_all_nocit",
    "change_comm_short_all_nocit",
    "change_tot_rept_long_all",
    "change_tot_rept_short_all",
    "change_nonrept_long_all",
    "change_nonrept_short_all",
    "change_cit_long_all",
    "change_cit_short_all",
    "pct_open_interest_all",
    "pct_oi_noncomm_long_all_nocit",
    "pct_oi_noncomm_short_all_nocit",
    "pct_oi_noncomm_spread_all_nocit",
    "pct_oi_comm_long_all_nocit",
    "pct_oi_comm_short_all_nocit",
    "pct_oi_tot_rept_long_all_nocit",
    "pct_oi_tot_rept_short_all_nocit",
    "pct_oi_nonrept_long_all_nocit",
    "pct_oi_nonrept_short_all_nocit",
    "pct_oi_cit_long_all",
    "pct_oi_cit_short_all",
    "traders_tot_all",
    "traders_noncomm_long_all_nocit",
    "traders_noncomm_short_all_nocit",
    "traders_noncomm_spread_all_nocit",
    "traders_comm_long_all_nocit",
    "traders_comm_short_all_nocit",
    "traders_tot_rept_long_all_nocit",
    "traders_tot_rept_short_all_nocit",
    "traders_cit_long_all",
    "traders_cit_short_all",
]

Example

import pandas as pd
from openbb import obb

pd.set_option("plotting.backend", "plotly")

cot = obb.regulators.cftc.cot("S&P 500 Consolidated", start_date="2014-01-01").to_df()
oi_change = cot[["open_interest_all"]]
sp_price = obb.equity.price.historical("SPY", start_date="2014-01-01", interval="1d", provider="yfinance")
sp_df = sp_price.to_df()[["close"]]

df = oi_change.join(sp_df).pct_change().multiply(100).round(4).dropna()
df.iloc[0, :] = 0
df.columns = ["Change in Open Interest", "Change in Price"]

fig = df.plot()

fig.show(config={"scrollZoom": True})

"S&P Price Change vs. CFTC Open Interest"

Regulators Module​

cot_search()​

cot()​

Example​

Regulators Module

`cot_search()`

`cot()`

Example