CFTC
Commodity Futures Trading Commission
Overview
The Commodity Futures Trading Commission (CFTC) is an independent agency of the US government created in 1974 that regulates the U.S. derivatives markets, which includes futures, swaps, and certain kinds of options.
The Commodity Exchange Act (CEA), prohibits fraudulent conduct in the trading of futures, swaps, and other derivatives. The stated mission of the CFTC is to promote the integrity, resilience, and vibrancy of the U.S. derivatives markets through sound regulation.
The Commodity Futures Trading Commission relies on data collected from market participants to conduct all of its mission functions including market oversight, monitoring for liquidity and systemic risk, oversight of market participants, regulatory compliance, and enforcement of the CEA. Data is a critical asset to the CFTC’s mission. In fact, in 2011 the CFTC became one of the very first federal agencies to set up a data management organization led by a Chief Data Officer.
In addition to data submitted by market participants, the CFTC also uses data sourced from various market data providers to perform its functions.
The CFTC publishes a variety of reports for reporting on the state and health of the derivatives markets under its jurisdiction. These include the Commitment of Traders Report, Cotton on Call and the Weekly Swaps Report. Data from these reports are available for public download and use.
For more information, visit: https://www.cftc.gov/
Datasets
CFTC_DISAGG_FUT
Commitments of Traders Disaggregated Futures Only Reports
File Collection
The weekly update file is collected from CFTC website:https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm
Schedule
COT reports are published weekly on Fridays with data as of the prior Tuesday’s close.
Sample File
Sample fil for CFTC Disaggregated Futures Only
Type
The dataset is stored under type: #Agriculture
Data ID and Name
Example data id and name:
| Data Id | Name |
|---|---|
| CFTC.COT.CBT.DISAGG_FUT.001602.ALL | Commodity Futures Trading Commission Chicago Board of Trade Disaggregated Futures Only Report WHEAT-SRW All |
| CFTC.COT.CBT.DISAGG_FUT.001602.OLD | Commodity Futures Trading Commission Chicago Board of Trade Disaggregated Futures Only Report WHEAT-SRW Old |
| CFTC.COT.CBT.DISAGG_FUT.001602.OTHER | Commodity Futures Trading Commission Chicago Board of Trade Disaggregated Futures Only Report WHEAT-SRW Other |
Attributes
| Name | Value |
|---|---|
| Source | CFTC |
| Source Name | Commodity Futures Trading Commission |
| Dataset | CFTC_DISAGG_FUT |
| Dataset Name | Commitments of Traders Disaggregated Futures Only Reports |
| Frequency | Weekly |
| Market | Statistics/Fundamentals |
| Commodity | Agriculture |
| Product | WHEAT-SRW |
| Location | United States |
| Region | North America |
Validation
Data is validated for missing data points.
Licensing
Data is freely available in the vendor website and can be used by clients without permissions.
CFTC_DISAGG_CMB
Commitments of Traders Disaggregated Futures-and-Options Combined Reports
File Collection
The weekly update file is collected from CFTC website:https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm
Schedule
COT reports are published weekly on Fridays with data as of the prior Tuesday’s close.
Sample File
Sample fil for CFTC Disaggregated Futures Only
Type
The dataset is stored under type: #Agriculture
Data ID and Name
Example data id and name:
| Data Id | Name |
|---|---|
| CFTC.COT.CBT.DISAGG_CMB.001602.ALL | Commodity Futures Trading Commission Chicago Board of Trade Disaggregated Futures and Options Combined Report WHEAT-SRW All |
| CFTC.COT.CBT.DISAGG_CMB.001602.OLD | Commodity Futures Trading Commission Chicago Board of Trade Disaggregated Futures and Options Combined Report WHEAT-SRW Old |
| CFTC.COT.CBT.DISAGG_CMB.001602.OTHER | Commodity Futures Trading Commission Chicago Board of Trade Disaggregated Futures and Options Combined Report WHEAT-SRW Other |
Attributes
| Name | Value |
|---|---|
| Source | CFTC |
| Source Name | Commodity Futures Trading Commission |
| Dataset | CFTC_DISAGG_CMB |
| Dataset Name | Commitments of Traders Disaggregated Futures and Options Combined Report |
| Frequency | Weekly |
| Market | Statistics/Fundamentals |
| Commodity | Agriculture |
| Product | WHEAT-SRW |
| Location | United States |
| Region | North America |
Validation
Data is validated for missing data points.
Licensing
Data is freely available in the vendor website and can be used by clients without permissions.