CFTC Commitment of Traders Report

Large participants on US stock and commodity markets such as Asset Managers, Hedge Funds, Market Makers etc. - also known as "Smart Money" - have to report their positions on a weekly basis. This data is accessible in the weekly CoT report published by the CFTC. We leverage the "Traders in Financial Futures and Options" component that helps to gauge the risk appetite on stock markets.

Weekly "Asset Manager" Positions vs SPY

The graph above shows the positioning, weekly change and trend in the category "Asset Managers" (Long, Short and L-S which is the delta). Those belong to the most significant players on stock markets with the power to move prices in any direction.

We calculate the percentile rank considering data of the past 6 years for your convenience. This allows you to immediately understand how bullish or bearish the big money is positioned compared to the previous years and derive more informed decisions for your investments.