A framework for reading what institutional capital is doing before price confirms.

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The COT report is published every Friday by the CFTC. It reveals how banks, hedge funds, and commodity producers are positioned across futures market and most retail traders have never opened it. This guide covers the mechanics of reading it, the logic of each participant category, and how to incorporate positioning data into a structured directional analysis process.

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A complete reference guide to the weekly COT report, from accessing the data through to building a structured weekly positioning review across forex, commodities, and futures markets. Designed for repeated use as part of a regular analysis workflow.

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WHAT THIS GUIDE COVERS

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🢆 Why commercial hedger positioning extremes signal major turning points in commodity and currency futures before price confirms

🢆 How large speculator net-long and net-short trends distinguish momentum-confirming moves from positioning exhaustion

🢆 How to access and navigate the CFTC COT report — legacy vs. disaggregated formats, net position calculations, extreme thresholds

🢆 Which futures markets carry the most consistent COT signals: currencies, energies, metals, and agricultural contracts

🢆 How to build a weekly pre-market COT review into a repeatable analysis routine alongside price data

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One-time payment. Immediate digital download.