The Commitment of Traders (COT) report is published every Friday at 3:30 PM ET by the U.S. Commodity Futures Trading Commission (CFTC). It breaks down open interest in futures markets by trader category — including leveraged funds (hedge funds), asset managers, dealers, and other reportables. The data reflects positions as of the prior Tuesday's close.
For forex traders, the COT report reveals how institutional money is positioned across major currency futures. This dashboard tracks the Traders in Financial Futures (TFF) report for 13 FX instruments: DXY, EUR, JPY, GBP, AUD, CAD, NZD, CHF, EUR/GBP, EUR/JPY, BRL, MXN, and ZAR — with 3 years of historical data.
The most common approach is to identify positioning extremes. When leveraged funds are heavily net long or net short relative to their 3-year range, it often signals that a reversal may be approaching. The percentile bands on each chart help you spot these extremes at a glance — readings above 90% or below 10% indicate historically elevated positioning.
Week-over-week changes show whether institutional traders are adding to positions or unwinding them. A rapid build in net positioning can confirm a trend, while a sudden reversal after an extended move can signal exhaustion. The commercial hedger and retail overlays provide additional context — commercial hedgers tend to be contrarian indicators, while retail positioning often confirms crowd behavior at extremes.
Unlike raw CFTC data downloads, this dashboard automatically calculates 3-year percentile ranks, weekly changes, and positioning streaks for each instrument. The overview table lets you scan all 13 markets at once to find positioning extremes, while the individual market charts give you the full historical context. Commercial and retail overlays are available for every instrument, loaded on demand to keep the dashboard fast.
Explore our in-depth guides to get the most from COT data: