Commitment of Traders (COT) Dashboard

Every futures market is a tug-of-war between three groups the CFTC tracks: commercial hedgers who trade the underlying (producers and end users), large non-commercial speculators (typically funds), and small non-reportable traders. The COT dashboard plots each group's net position — long contracts minus short contracts — as a stacked column for every week, so you can see at a glance who is net long, who is net short, and how conviction is building or unwinding.

An open interest line runs across the same chart, so a shift in positioning is always read against whether total participation in the market is rising or falling. Years of weekly history let you judge whether today's positioning is normal or stretched versus the market's own range.

The concentration table ranks markets by how one-sided large speculators are — net non-commercial position as a share of open interest — surfacing where the crowd is most heavily long or short right now. Alongside it you get each market's long % and short % of open interest and the report date, so the most crowded trades rise to the top.

Coverage spans 60+ US futures across equity indices, currencies, energy, metals, interest rates, grains, softs and meats. A curated majors view keeps the most-watched markets one click away, and a single toggle expands to the full universe when you want to dig deeper.

COT data is published by the CFTC once a week — released each Friday afternoon, reflecting positions held the prior Tuesday. TradersLab pulls that report for every covered market and does the work of computing net positions, positioning-as-share-of-open-interest and the week-over-week picture, so you can read the story instead of assembling spreadsheets.

Select any market to chart its full multi-year positioning history, zoom into a stretch of interest, and compare how commercials and speculators have traded around past turning points.