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Big-player positioning and releases next to your trading day.

This section shows who holds your instrument according to the CFTC report, what's on the calendar and how a released number lined up with your trades. The data comes from primary sources.

COT: big-player positions from the CFTC report

The explanation of your day arrives as a headline.

Someone wrote 'it fell because of the Fed', and you have nothing to check it with: no number, no history, no link to a file. And your trades from that day sit in another window.

data first-hand

How it works here

The CFTC report and the release calendar next to your trades.

COT straight from the CFTC

Dealer, asset-manager and hedge-fund positions from the official weekly report, no resellers. A screener, charts, a table and percentile alerts.

The calendar next to your day

An event opens alongside that day's trades. Whether you traded into the release or around it shows without relying on memory.

The macro desk checks itself

Before a release the desk writes scenarios with probabilities. After it, the engine checks them against the actual figure from FRED, and a scoreboard shows how often the desk is right at all.

COT: who holds what you trade

A service built on the CFTC's official weekly data lives inside the journal. You see the balance of positions on an instrument in one pass.

  • Dealers, asset managers and hedge funds kept apart
  • Percentiles over one, three and five years
  • Correlation on weekly changes, not levels
  • Alerts when a position reaches an extreme percentile

The release and your day around it

What's due in the next day, with forecast and previous value, and what already came out, next to your trades from that day.

  • Forecast and previous value on every event
  • Times in your own time zone
  • An event opens with your trades
  • Each event is marked by impact
The calendar: what's due and what's out

The macro desk: a brief before, a check after

Before a release the desk builds a file on the series from FRED and CFTC data and writes scenarios: soft, in line, hot. The engine scores the outcome from the actual figure and a surprise threshold; the model doesn't.

  • Every line of the file links to its source
  • Each release has its own surprise threshold
  • An accuracy board: Brier score against a coin flip
  • A market regime from growth, inflation and liquidity
The macro desk: regime, release scenarios and the accuracy board

Where it differs

Terminals sell data and say nothing about its limits. Here each source states what it's not good for: COT comes out weekly with a three-day lag, so it suits review and doesn't suit intraday risk.

Check it yourself

Under the COT chart there's a link to publicreporting.cftc.gov. Open it and compare the figures with the report.

The order

From an empty screen to the first review

Open COT

Find your market in the screener: the dollar, the euro, the S&P, gold, bonds.

Check the positioning

Where hedge funds and managers stand, at what percentile and how it changed.

Review a release day

The event, the desk's scenarios, the actual figure and your trades on one page.

What it does not do

What this module does not do

  • This isn't a quotes terminal: no ticks, no order book; the data is daily and weekly.
  • The macro desk and the calendar are in beta and labelled that way in the interface.
  • The desk's scenarios describe the release outcome. The desk never names a market direction.

Questions

The things that stand in the way

Is the data paid?

No. The CFTC, FRED and the release calendar are open. The Markets section comes with the Pro plan.

Does the desk say where the market will go?

No. It describes the possible outcome of the release: the number comes in softer, in line or hotter than forecast. The board next to it shows how often it's been right.

Will there be other tabs?

Indices, rotation, funds, flows and options are in progress. Until they're ready, we don't show them.

The market next to your record

The CFTC report and the calendar sit where your trades are, so you review the day in one pass.

Where to go nextTrader DNAJournal