CFTC Public Reporting

Returns the most recent weekly Disaggregated COT rows for one physical-commodity market, splitting the old commercial bucket into producer/merchant/processor/user, swap dealers, managed money and other reportables.

Returns the most recent weekly TFF rows for one financial contract, splitting positions into dealer/intermediary, asset manager/institutional, leveraged funds and other reportables.

Same Legacy trader-category breakdown as the futures-only report, but with delta-adjusted option positions folded in.

Returns the most recent weekly Legacy Commitments of Traders rows for one market: open interest plus long, short and spreading positions for non-commercial, commercial and non-reportable traders, with concentration ratios and trader counts.

Returns the most recent weekly Supplemental COT rows for one of the 13 agricultural markets, breaking out commodity index traders as their own category alongside commercial and non-commercial.

Returns every column of a dataset with its field name, display name, datatype, description and cached min/max/top-values statistics.

Returns every dataset published on the CFTC public reporting portal with its four-by-four id, name, description, category, tags and last-updated time.

Returns the CFTC product taxonomy: contract market code mapped to commodity name, commodity subgroup and commodity group (AGRICULTURE, ENERGY, METALS, FINANCIAL INSTRUMENTS and so on).

Returns raw rows from any dataset on the CFTC public reporting portal, optionally narrowed by exact-match column filters.