COT Report Historical Data: What It Takes to Download and Use It

Educational content, not investment advice. Figures describing the CFTC's files were checked on October 7, 2026.

The short answer

The raw Commitments of Traders data is published by the CFTC, and the regulator does not charge for it. The older Legacy format goes back to the 1980s. The modern Disaggregated and Traders in Financial Futures reports, the ones that separate hedge funds from hedgers, start in June 2006.

What the CFTC publishes, though, is not a history you can open and read. It is a set of raw report files: separate files for each report type, each version and each year, every one of them mixing several hundred markets together, in a layout that has changed over the years. Turning that into a clean, comparable weekly record for even one market takes real work. Doing it for hundreds of markets, matching each to price, and keeping it correct every Friday is a project in its own right.

For most traders, the practical answer to "where do I get COT history" is a tool that has already done that work. The rest of this guide explains what the raw data looks like, why it is harder to use than it appears, and what to look for in a cleaned source.

Which report do you actually need?

The CFTC publishes four report families, each in two versions (futures only, and futures and options combined).

For most purposes the Disaggregated report is the right one for commodities and TFF for financial futures. The Legacy report's history is longer, but its two-bucket split hides most of what matters. In gold on September 29, 2026, the Legacy Non-Commercial net position was 69% larger than the Managed Money net position, because the two measure different crowds. Our guide to managed money in the COT report explains why. For futures only versus combined, see futures only vs combined.

What the raw data actually looks like

Download one year of one report from the CFTC and this is what you get. The 2026 Disaggregated futures-only file, through the report of September 29, 2026, held:

• 10,619 rows, one per market per week, with every commodity the CFTC covers mixed together.
• 191 columns per row: longs, shorts and spreads for every trader group, weekly changes, percentages of open interest, trader counts and concentration ratios, each split across all positions, old crop and other crop.
• No prices, no normalization, no ranking. Just position counts.

That is one year, of one version, of one report family. A twenty-year history across the Disaggregated and TFF reports in both versions means dozens of files like it, and the layout is not the same in all of them.

Why turning it into a usable history is hard

Collecting the files is the easy part. These are the problems that make a home-built COT history quietly wrong, and several of them fail silently: the result looks fine and is not.

The format changes over the years. Field names and date formats differ between older and newer files. A process that reads one format correctly can skip years of another without raising an error, leaving a history that simply starts later than it should.

The files do not always arrive in a convenient shape. Older years come bundled together, newer years one by one, and different years' files can unpack to the same file name. It is easy to end up with one year that you believe is many.

Contract codes change. Exchanges relaunch, merge and rename contracts. A market can move to a new code, splitting its history in two, and following one code through time can show a market "disappearing" when it simply moved.

Two versions of every number. Every figure exists as futures only and as futures and options combined. Mixing the two in one series creates jumps that never happened in the market.

Some values are withheld. When too few traders hold a position for the CFTC to publish it without revealing who they are, the figure is suppressed. Treating that as a zero creates collapses that never happened.

The report date is not the release date. Positions are as of Tuesday and published Friday at 3:30 p.m. Eastern, so any test that uses the Tuesday figure on Tuesday is using information nobody had yet. See does the COT report lag matter and when is the COT report released.

Prices are not included. The COT report contains positions only. Anything that compares positioning with price needs a separate, correctly aligned price history for every market, which is the largest single piece of work in any COT analysis.

The biggest oil contract is not in the CFTC files at all. ICE Brent, gasoil and the London softs are reported separately by ICE Futures Europe, in a different format. See ICE Brent and the COT report.

And then the analysis starts

A clean history is only raw material. To say whether a position is large or small you have to measure it against that market's own past, and the choices involved change the answer. The lookback window alone can move a reading from the top of its range to the middle, as our COT Index guide shows for gold. The same applies to the z-score, to deciding which trader group to read in which market, and to what counts as an extreme.

Then it has to be done again every week, for every market, the moment the new report lands, and checked each time against the data it replaced. That ongoing work, rather than the download, is where the hours go.

The fast route: clean COT history from COTInsight

COTInsight does all of the above every Friday for 350+ markets, across the Disaggregated, TFF, Supplemental and ICE Futures Europe reports, with weekly history back to the first Disaggregated report of June 2006. Every market is scored against its own history. What you can take out of it depends on the plan:

• Pro: a structured weekly CSV export of every market and every signal field (net positions, z-score, COT Index, regime, momentum, divergence and more) that opens directly in Excel, plus ten years of history in the dashboard.
• Ultimate: the full historical archive as a ZIP export, up to twenty years of weekly history per instrument; a REST API with a personal key for your own tools and spreadsheets; the Futures Only view on every market; PDF briefing reports; and the Historical Outcome Analyzer, which shows what price did after every comparable reading in each market's past.
• The same readings sit on your price chart through the COTInsight TradingView indicator (Ultimate).

All plans are for personal, non-commercial use. Using the data for a fund, clients or a product you provide to others needs a commercial licence; ask support@cotinsight.com.

You can export from the dashboard during the 7-day free trial (the trial CSV excludes the most-traded markets), and compare plans on the pricing page. If you are weighing up other options, our review of free COT tools and what they leave out covers them.

Frequently Asked Questions

Where can I download historical COT report data?

The raw weekly reports are published by the CFTC. They come as separate files per report type, version and year, with several hundred markets mixed together and no prices, so they need substantial processing before they form a usable history. COTInsight provides cleaned, analysed COT history as a CSV export on Pro and as a twenty-year archive and REST API on Ultimate.

Is COT data free?

The raw data is published by the CFTC at no charge. What takes time and expertise is turning it into a clean, consistent history, matching it to prices and analysing it every week.

How do I get COT data into Excel?

The raw CFTC files are large, mix hundreds of markets in each file and change layout over the years, so building a clean sheet from them takes considerable work. COTInsight's CSV export opens directly in Excel with every market and signal already calculated, on Pro and Ultimate.

How far back does COT data go?

The Legacy report goes back to 1986, though early years are incomplete. The Disaggregated and Traders in Financial Futures reports start in June 2006, and the Supplemental index trader report in January 2006. COTInsight carries weekly history from June 2006, with ten years in the dashboard on Pro and up to twenty on Ultimate.

Does the CFTC have an API for COT data?

The CFTC offers a public data portal for its reports. It returns the raw report fields, with the same format, code-change and alignment issues as the files, and no prices or analysis. For analysed COT data in your own tools, COTInsight Ultimate includes a REST API with a personal key.

Why does my COT data not match other websites?

The most common reasons are mixing futures-only with combined data, comparing Legacy Non-Commercial with Disaggregated Managed Money, using a different lookback window for the z-score or COT Index, or a contract code change splitting the history.

Summary

COT history starts with the CFTC's raw weekly reports, and those are free. Turning them into something you can read is not: dozens of files, 191 columns per row, shifting formats, changing contract codes, suppressed values, no prices and a three-day release lag all stand between the download and a usable record. Most traders are better served by a source that has already done that work, so their time goes on reading the data rather than repairing it.

Once you have clean data, the next question is what to do with it. Our pillar guide on how to trade the COT report covers that, step by step.