Institutional Positioning · CFTC COT
Speculative Positioning
Weekly
Positioning data sourced from the U.S. Commodity Futures Trading Commission Disaggregated Financial Futures report (Traders in Financial Futures, Futures Only). Net speculative positioning reflects leveraged-money participants (hedge funds, CTAs, commodity pools). Reports are published each Tuesday for positions as of the prior Friday close. Data accessed via the CFTC Public Reporting Socrata API, dataset gpe5-46if.
FX BANK FORECAST · COVERAGE
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Aggregated year-end forecasts, scenario shifts, and curated analyst notes from eight institutional desks. No promotion.