[ { "marketName": "Gold Futures", "marketSlug": "gold", "marketCode": "088691", "contractName": "GOLD", "exchange": "COMMODITY EXCHANGE INC.", "sector": "Metals", "reportDate": "2026-06-16", "releaseDate": "2026-06-19", "reportFamily": "Disaggregated", "reportVariant": "Futures Only", "lagWarning": "Tuesday positioning, released Friday; this view is delayed by design.", "historicalWindow": "156w", "openInterest": 339330, "openInterestWeeklyDelta": 6621, "openInterestHistory": [ { "date": "2026-03-24", "value": 403925 }, { "date": "2026-03-31", "value": 361409 }, { "date": "2026-04-07", "value": 354877 }, { "date": "2026-04-14", "value": 362274 }, { "date": "2026-04-21", "value": 365842 }, { "date": "2026-04-28", "value": 369530 }, { "date": "2026-05-05", "value": 367932 }, { "date": "2026-05-12", "value": 376496 }, { "date": "2026-05-19", "value": 379325 }, { "date": "2026-05-26", "value": 353489 }, { "date": "2026-06-02", "value": 326052 }, { "date": "2026-06-09", "value": 332709 }, { "date": "2026-06-16", "value": 339330 } ], "participantCount": 285, "coherenceScore": 0.42, "crowdingScore": 0.78, "divergenceScore": 0.91, "liquidityScore": 0.68, "pressureScore": 0.66, "pricePositioningRelationship": "contests", "priceContext": { "provider": "Yahoo Finance", "sourceUrl": "https://query1.finance.yahoo.com/v8/finance/chart/GC=F?range=6mo&interval=1wk&includePrePost=false", "seriesId": "GC=F", "seriesName": "Gold Futures (front contract)", "mode": "market", "basis": "direct", "unit": "usd_per_ounce", "rawRowsPath": "data/raw/price/gold.json", "rawRowCount": 27, "latestObservationDate": "2026-06-15", "latestValue": 4145.2998, "weeklyChange": -69.7002, "fourWeekChange": -375.7002, "thirteenWeekChange": -425.1001, "history": [ { "date": "2026-03-24", "value": 4492.0 }, { "date": "2026-03-31", "value": 4651.5 }, { "date": "2026-04-07", "value": 4761.8999 }, { "date": "2026-04-14", "value": 4857.6001 }, { "date": "2026-04-21", "value": 4722.2998 }, { "date": "2026-04-28", "value": 4629.8999 }, { "date": "2026-05-05", "value": 4720.3999 }, { "date": "2026-05-12", "value": 4555.7998 }, { "date": "2026-05-19", "value": 4521.0 }, { "date": "2026-05-26", "value": 4560.5 }, { "date": "2026-06-02", "value": 4337.1001 }, { "date": "2026-06-09", "value": 4215.0 }, { "date": "2026-06-16", "value": 4145.2998 } ] }, "traderClasses": [ { "id": "producer-merchant", "label": "Producer / Merchant / Processor / User", "longContracts": 12191, "shortContracts": 29238, "spreadingContracts": 0, "netPosition": -17047, "netPercentOpenInterest": -5.02, "weeklyNetDelta": 2253, "fourWeekNetDelta": 2463, "thirteenWeekNetDelta": 5169, "percentile156Week": 100, "participationShare": 0.1221, "exposurePressure": 0.0895, "weeklyDeltaNormalized": 0.2566, "fourWeekDeltaNormalized": 0.1015, "thirteenWeekDeltaNormalized": 0.2339, "crowdingScore": 0.0628, "crowdingState": "low" }, { "id": "swap-dealers", "label": "Swap Dealers", "longContracts": 29455, "shortContracts": 219971, "spreadingContracts": 16574, "netPosition": -190516, "netPercentOpenInterest": -56.14, "weeklyNetDelta": -8780, "fourWeekNetDelta": -24260, "thirteenWeekNetDelta": -8904, "percentile156Week": 49, "participationShare": 0.7839, "exposurePressure": 1.0, "weeklyDeltaNormalized": 1.0, "fourWeekDeltaNormalized": 1.0, "thirteenWeekDeltaNormalized": 0.4029, "crowdingScore": 0.7018, "crowdingState": "elevated" }, { "id": "managed-money", "label": "Managed Money", "longContracts": 128043, "shortContracts": 14322, "spreadingContracts": 13259, "netPosition": 113721, "netPercentOpenInterest": 33.51, "weeklyNetDelta": 7858, "fourWeekNetDelta": 16275, "thirteenWeekNetDelta": 22100, "percentile156Week": 43, "participationShare": 0.4586, "exposurePressure": 0.5969, "weeklyDeltaNormalized": 0.895, "fourWeekDeltaNormalized": 0.6709, "thirteenWeekDeltaNormalized": 1.0, "crowdingScore": 0.4189, "crowdingState": "balanced" }, { "id": "other-reportables", "label": "Other Reportables", "longContracts": 83084, "shortContracts": 16585, "spreadingContracts": 12758, "netPosition": 66499, "netPercentOpenInterest": 19.6, "weeklyNetDelta": -1475, "fourWeekNetDelta": 9685, "thirteenWeekNetDelta": -10207, "percentile156Week": 15, "participationShare": 0.3313, "exposurePressure": 0.349, "weeklyDeltaNormalized": 0.168, "fourWeekDeltaNormalized": 0.3992, "thirteenWeekDeltaNormalized": 0.4619, "crowdingScore": 0.245, "crowdingState": "low" }, { "id": "nonreportable", "label": "Nonreportable", "longContracts": 43966, "shortContracts": 16623, "spreadingContracts": 0, "netPosition": 27343, "netPercentOpenInterest": 8.06, "weeklyNetDelta": 144, "fourWeekNetDelta": -4163, "thirteenWeekNetDelta": -8158, "percentile156Week": 51, "participationShare": 0.1786, "exposurePressure": 0.1435, "weeklyDeltaNormalized": 0.0164, "fourWeekDeltaNormalized": 0.1716, "thirteenWeekDeltaNormalized": 0.3691, "crowdingScore": 0.1007, "crowdingState": "low" } ], "warnings": [ "Attached price context uses an audited market-linked series; it clarifies posture but does not convert COT into live order flow or execution authority.", "Latest proxy observation is 2026-06-15 while the COT field is as of 2026-06-16; the weekly anchor uses the latest available prior price observation.", "Price proxy contests positioning; divergence is elevated and requires human review." ], "source": { "provider": "U.S. Commodity Futures Trading Commission", "sourceUrl": "https://publicreporting.cftc.gov/resource/72hh-3qpy", "datasetId": "72hh-3qpy", "marketQuery": "GOLD - COMMODITY EXCHANGE INC.", "rawRowsPath": "data/raw/cftc/gold.json", "rawRowCount": 156, "manifestVersion": 1, "ingestionTimestamp": "2026-06-24T23:16:55+00:00" } }, { "marketName": "Natural Gas Futures", "marketSlug": "nat-gas", "marketCode": "023651", "contractName": "NAT GAS NYME", "exchange": "NEW YORK MERCANTILE EXCHANGE", "sector": "Energy", "reportDate": "2026-06-16", "releaseDate": "2026-06-19", "reportFamily": "Disaggregated", "reportVariant": "Futures Only", "lagWarning": "Tuesday positioning, released Friday; this view is delayed by design.", "historicalWindow": "156w", "openInterest": 1644546, "openInterestWeeklyDelta": 6806, "openInterestHistory": [ { "date": "2026-03-24", "value": 1504052 }, { "date": "2026-03-31", "value": 1514508 }, { "date": "2026-04-07", "value": 1558863 }, { "date": "2026-04-14", "value": 1585240 }, { "date": "2026-04-21", "value": 1576663 }, { "date": "2026-04-28", "value": 1578600 }, { "date": "2026-05-05", "value": 1628637 }, { "date": "2026-05-12", "value": 1628279 }, { "date": "2026-05-19", "value": 1599429 }, { "date": "2026-05-26", "value": 1640082 }, { "date": "2026-06-02", "value": 1664003 }, { "date": "2026-06-09", "value": 1637740 }, { "date": "2026-06-16", "value": 1644546 } ], "participantCount": 315, "coherenceScore": 0.57, "crowdingScore": 0.28, "divergenceScore": 0.33, "liquidityScore": 0.53, "pressureScore": 0.53, "pricePositioningRelationship": "confirms", "priceContext": { "provider": "Yahoo Finance", "sourceUrl": "https://query1.finance.yahoo.com/v8/finance/chart/NG=F?range=6mo&interval=1wk&includePrePost=false", "seriesId": "NG=F", "seriesName": "Natural Gas Futures (front contract)", "mode": "market", "basis": "direct", "unit": "usd_per_mmbtu", "rawRowsPath": "data/raw/price/nat-gas.json", "rawRowCount": 27, "latestObservationDate": "2026-06-15", "latestValue": 3.198, "weeklyChange": 0.078, "fourWeekChange": 0.291, "thirteenWeekChange": 0.103, "history": [ { "date": "2026-03-24", "value": 3.095 }, { "date": "2026-03-31", "value": 2.8 }, { "date": "2026-04-07", "value": 2.648 }, { "date": "2026-04-14", "value": 2.674 }, { "date": "2026-04-21", "value": 2.523 }, { "date": "2026-04-28", "value": 2.78 }, { "date": "2026-05-05", "value": 2.757 }, { "date": "2026-05-12", "value": 2.96 }, { "date": "2026-05-19", "value": 2.907 }, { "date": "2026-05-26", "value": 3.29 }, { "date": "2026-06-02", "value": 3.229 }, { "date": "2026-06-09", "value": 3.12 }, { "date": "2026-06-16", "value": 3.198 } ] }, "traderClasses": [ { "id": "producer-merchant", "label": "Producer / Merchant / Processor / User", "longContracts": 240220, "shortContracts": 268809, "spreadingContracts": 0, "netPosition": -28589, "netPercentOpenInterest": -1.74, "weeklyNetDelta": -7516, "fourWeekNetDelta": -17882, "thirteenWeekNetDelta": -17679, "percentile156Week": 63, "participationShare": 0.3095, "exposurePressure": 0.1494, "weeklyDeltaNormalized": 0.1993, "fourWeekDeltaNormalized": 0.3611, "thirteenWeekDeltaNormalized": 0.5749, "crowdingScore": 0.0217, "crowdingState": "low" }, { "id": "swap-dealers", "label": "Swap Dealers", "longContracts": 213960, "shortContracts": 22617, "spreadingContracts": 130669, "netPosition": 191343, "netPercentOpenInterest": 11.64, "weeklyNetDelta": -5468, "fourWeekNetDelta": -9542, "thirteenWeekNetDelta": 27685, "percentile156Week": 88, "participationShare": 0.2233, "exposurePressure": 1.0, "weeklyDeltaNormalized": 0.145, "fourWeekDeltaNormalized": 0.1927, "thirteenWeekDeltaNormalized": 0.9002, "crowdingScore": 0.1454, "crowdingState": "low" }, { "id": "managed-money", "label": "Managed Money", "longContracts": 199050, "shortContracts": 283959, "spreadingContracts": 562966, "netPosition": -84909, "netPercentOpenInterest": -5.16, "weeklyNetDelta": 37708, "fourWeekNetDelta": 49517, "thirteenWeekNetDelta": -30754, "percentile156Week": 24, "participationShare": 0.636, "exposurePressure": 0.4438, "weeklyDeltaNormalized": 1.0, "fourWeekDeltaNormalized": 1.0, "thirteenWeekDeltaNormalized": 1.0, "crowdingScore": 0.0645, "crowdingState": "low" }, { "id": "other-reportables", "label": "Other Reportables", "longContracts": 43287, "shortContracts": 131854, "spreadingContracts": 200341, "netPosition": -88567, "netPercentOpenInterest": -5.39, "weeklyNetDelta": -17227, "fourWeekNetDelta": -19812, "thirteenWeekNetDelta": 29885, "percentile156Week": 35, "participationShare": 0.2283, "exposurePressure": 0.4629, "weeklyDeltaNormalized": 0.4569, "fourWeekDeltaNormalized": 0.4001, "thirteenWeekDeltaNormalized": 0.9717, "crowdingScore": 0.0673, "crowdingState": "low" }, { "id": "nonreportable", "label": "Nonreportable", "longContracts": 54053, "shortContracts": 43331, "spreadingContracts": 0, "netPosition": 10722, "netPercentOpenInterest": 0.65, "weeklyNetDelta": -7497, "fourWeekNetDelta": -2281, "thirteenWeekNetDelta": -9137, "percentile156Week": 19, "participationShare": 0.0592, "exposurePressure": 0.056, "weeklyDeltaNormalized": 0.1988, "fourWeekDeltaNormalized": 0.0461, "thirteenWeekDeltaNormalized": 0.2971, "crowdingScore": 0.0081, "crowdingState": "low" } ], "warnings": [ "Attached price context uses an audited market-linked series; it clarifies posture but does not convert COT into live order flow or execution authority.", "Latest proxy observation is 2026-06-15 while the COT field is as of 2026-06-16; the weekly anchor uses the latest available prior price observation." ], "source": { "provider": "U.S. Commodity Futures Trading Commission", "sourceUrl": "https://publicreporting.cftc.gov/resource/72hh-3qpy", "datasetId": "72hh-3qpy", "marketQuery": "NAT GAS NYME - NEW YORK MERCANTILE EXCHANGE", "rawRowsPath": "data/raw/cftc/nat-gas.json", "rawRowCount": 156, "manifestVersion": 1, "ingestionTimestamp": "2026-06-24T23:16:55+00:00" } }, { "marketName": "Corn Futures", "marketSlug": "corn", "marketCode": "002602", "contractName": "CORN", "exchange": "CHICAGO BOARD OF TRADE", "sector": "Agriculture", "reportDate": "2026-06-16", "releaseDate": "2026-06-19", "reportFamily": "Disaggregated", "reportVariant": "Futures Only", "lagWarning": "Tuesday positioning, released Friday; this view is delayed by design.", "historicalWindow": "156w", "openInterest": 1958771, "openInterestWeeklyDelta": 47317, "openInterestHistory": [ { "date": "2026-03-24", "value": 1796424 }, { "date": "2026-03-31", "value": 1826697 }, { "date": "2026-04-07", "value": 1816790 }, { "date": "2026-04-14", "value": 1834153 }, { "date": "2026-04-21", "value": 1831968 }, { "date": "2026-04-28", "value": 1802419 }, { "date": "2026-05-05", "value": 1911273 }, { "date": "2026-05-12", "value": 1892694 }, { "date": "2026-05-19", "value": 1883612 }, { "date": "2026-05-26", "value": 1864218 }, { "date": "2026-06-02", "value": 1874936 }, { "date": "2026-06-09", "value": 1911454 }, { "date": "2026-06-16", "value": 1958771 } ], "participantCount": 848, "coherenceScore": 0.68, "crowdingScore": 0.63, "divergenceScore": 0.24, "liquidityScore": 0.85, "pressureScore": 0.52, "pricePositioningRelationship": "confirms", "priceContext": { "provider": "Yahoo Finance", "sourceUrl": "https://query1.finance.yahoo.com/v8/finance/chart/ZC=F?range=6mo&interval=1wk&includePrePost=false", "seriesId": "ZC=F", "seriesName": "Corn Futures (front contract)", "mode": "market", "basis": "direct", "unit": "cents_per_bushel", "rawRowsPath": "data/raw/price/corn.json", "rawRowCount": 27, "latestObservationDate": "2026-06-15", "latestValue": 417.5, "weeklyChange": 4.75, "fourWeekChange": -45.75, "thirteenWeekChange": -48.0, "history": [ { "date": "2026-03-24", "value": 462.0 }, { "date": "2026-03-31", "value": 452.25 }, { "date": "2026-04-07", "value": 441.0 }, { "date": "2026-04-14", "value": 448.75 }, { "date": "2026-04-21", "value": 455.0 }, { "date": "2026-04-28", "value": 468.25 }, { "date": "2026-05-05", "value": 456.25 }, { "date": "2026-05-12", "value": 455.75 }, { "date": "2026-05-19", "value": 463.25 }, { "date": "2026-05-26", "value": 446.75 }, { "date": "2026-06-02", "value": 417.5 }, { "date": "2026-06-09", "value": 412.75 }, { "date": "2026-06-16", "value": 417.5 } ] }, "traderClasses": [ { "id": "producer-merchant", "label": "Producer / Merchant / Processor / User", "longContracts": 452730, "shortContracts": 824691, "spreadingContracts": 0, "netPosition": -371961, "netPercentOpenInterest": -18.99, "weeklyNetDelta": 26236, "fourWeekNetDelta": 206853, "thirteenWeekNetDelta": 241557, "percentile156Week": 24, "participationShare": 0.6522, "exposurePressure": 1.0, "weeklyDeltaNormalized": 0.5445, "fourWeekDeltaNormalized": 0.7931, "thirteenWeekDeltaNormalized": 0.734, "crowdingScore": 0.2374, "crowdingState": "low" }, { "id": "swap-dealers", "label": "Swap Dealers", "longContracts": 362324, "shortContracts": 22834, "spreadingContracts": 29370, "netPosition": 339490, "netPercentOpenInterest": 17.33, "weeklyNetDelta": -5585, "fourWeekNetDelta": -7805, "thirteenWeekNetDelta": 40194, "percentile156Week": 96, "participationShare": 0.2116, "exposurePressure": 0.9127, "weeklyDeltaNormalized": 0.1159, "fourWeekDeltaNormalized": 0.0299, "thirteenWeekDeltaNormalized": 0.1221, "crowdingScore": 0.2166, "crowdingState": "low" }, { "id": "managed-money", "label": "Managed Money", "longContracts": 293859, "shortContracts": 343346, "spreadingContracts": 276484, "netPosition": -49487, "netPercentOpenInterest": -2.53, "weeklyNetDelta": -48181, "fourWeekNetDelta": -260824, "thirteenWeekNetDelta": -329117, "percentile156Week": 62, "participationShare": 0.4665, "exposurePressure": 0.133, "weeklyDeltaNormalized": 1.0, "fourWeekDeltaNormalized": 1.0, "thirteenWeekDeltaNormalized": 1.0, "crowdingScore": 0.0316, "crowdingState": "low" }, { "id": "other-reportables", "label": "Other Reportables", "longContracts": 203623, "shortContracts": 76292, "spreadingContracts": 181542, "netPosition": 127331, "netPercentOpenInterest": 6.5, "weeklyNetDelta": 22466, "fourWeekNetDelta": 36666, "thirteenWeekNetDelta": 31601, "percentile156Week": 97, "participationShare": 0.2356, "exposurePressure": 0.3423, "weeklyDeltaNormalized": 0.4663, "fourWeekDeltaNormalized": 0.1406, "thirteenWeekDeltaNormalized": 0.096, "crowdingScore": 0.0813, "crowdingState": "low" }, { "id": "nonreportable", "label": "Nonreportable", "longContracts": 158839, "shortContracts": 204212, "spreadingContracts": 0, "netPosition": -45373, "netPercentOpenInterest": -2.32, "weeklyNetDelta": 5064, "fourWeekNetDelta": 25110, "thirteenWeekNetDelta": 15765, "percentile156Week": 31, "participationShare": 0.1853, "exposurePressure": 0.122, "weeklyDeltaNormalized": 0.1051, "fourWeekDeltaNormalized": 0.0963, "thirteenWeekDeltaNormalized": 0.0479, "crowdingScore": 0.029, "crowdingState": "low" } ], "warnings": [ "Attached price context uses an audited market-linked series; it clarifies posture but does not convert COT into live order flow or execution authority.", "Latest proxy observation is 2026-06-15 while the COT field is as of 2026-06-16; the weekly anchor uses the latest available prior price observation." ], "source": { "provider": "U.S. Commodity Futures Trading Commission", "sourceUrl": "https://publicreporting.cftc.gov/resource/72hh-3qpy", "datasetId": "72hh-3qpy", "marketQuery": "CORN - CHICAGO BOARD OF TRADE", "rawRowsPath": "data/raw/cftc/corn.json", "rawRowCount": 156, "manifestVersion": 1, "ingestionTimestamp": "2026-06-24T23:16:55+00:00" } }, { "marketName": "Euro FX Futures", "marketSlug": "euro-fx", "marketCode": "099741", "contractName": "EURO FX", "exchange": "CHICAGO MERCANTILE EXCHANGE", "sector": "FX", "reportDate": "2026-06-16", "releaseDate": "2026-06-19", "reportFamily": "TFF", "reportVariant": "Futures Only", "lagWarning": "Tuesday positioning, released Friday; this view is delayed by design.", "historicalWindow": "156w", "openInterest": 894671, "openInterestWeeklyDelta": 23164, "openInterestHistory": [ { "date": "2026-03-24", "value": 764691 }, { "date": "2026-03-31", "value": 774237 }, { "date": "2026-04-07", "value": 775043 }, { "date": "2026-04-14", "value": 788828 }, { "date": "2026-04-21", "value": 790622 }, { "date": "2026-04-28", "value": 801430 }, { "date": "2026-05-05", "value": 815942 }, { "date": "2026-05-12", "value": 829377 }, { "date": "2026-05-19", "value": 826019 }, { "date": "2026-05-26", "value": 824224 }, { "date": "2026-06-02", "value": 842424 }, { "date": "2026-06-09", "value": 871507 }, { "date": "2026-06-16", "value": 894671 } ], "participantCount": 316, "coherenceScore": 0.61, "crowdingScore": 0.24, "divergenceScore": 0.31, "liquidityScore": 0.88, "pressureScore": 0.38, "pricePositioningRelationship": "confirms", "priceContext": { "provider": "Yahoo Finance", "sourceUrl": "https://query1.finance.yahoo.com/v8/finance/chart/6E=F?range=6mo&interval=1wk&includePrePost=false", "seriesId": "6E=F", "seriesName": "Euro FX Futures (front contract)", "mode": "market", "basis": "direct", "unit": "usd_per_eur", "rawRowsPath": "data/raw/price/euro-fx.json", "rawRowCount": 27, "latestObservationDate": "2026-06-15", "latestValue": 1.1477, "weeklyChange": -0.0099, "fourWeekChange": -0.0148, "thirteenWeekChange": -0.0086, "history": [ { "date": "2026-03-24", "value": 1.1523 }, { "date": "2026-03-31", "value": 1.1525 }, { "date": "2026-04-07", "value": 1.1731 }, { "date": "2026-04-14", "value": 1.1797 }, { "date": "2026-04-21", "value": 1.173 }, { "date": "2026-04-28", "value": 1.1737 }, { "date": "2026-05-05", "value": 1.1783 }, { "date": "2026-05-12", "value": 1.1622 }, { "date": "2026-05-19", "value": 1.1624 }, { "date": "2026-05-26", "value": 1.1673 }, { "date": "2026-06-02", "value": 1.1528 }, { "date": "2026-06-09", "value": 1.1575 }, { "date": "2026-06-16", "value": 1.1477 } ] }, "traderClasses": [ { "id": "dealer-intermediary", "label": "Dealer / Intermediary", "longContracts": 32449, "shortContracts": 331417, "spreadingContracts": 8954, "netPosition": -298968, "netPercentOpenInterest": -33.42, "weeklyNetDelta": 377, "fourWeekNetDelta": 23141, "thirteenWeekNetDelta": 18170, "percentile156Week": 76, "participationShare": 0.4167, "exposurePressure": 1.0, "weeklyDeltaNormalized": 0.0336, "fourWeekDeltaNormalized": 1.0, "thirteenWeekDeltaNormalized": 1.0, "crowdingScore": 0.4177, "crowdingState": "balanced" }, { "id": "asset-manager", "label": "Asset Manager / Institutional", "longContracts": 460022, "shortContracts": 189678, "spreadingContracts": 39419, "netPosition": 270344, "netPercentOpenInterest": 30.22, "weeklyNetDelta": -11212, "fourWeekNetDelta": 454, "thirteenWeekNetDelta": -17596, "percentile156Week": 29, "participationShare": 0.7702, "exposurePressure": 0.9043, "weeklyDeltaNormalized": 1.0, "fourWeekDeltaNormalized": 0.0196, "thirteenWeekDeltaNormalized": 0.9684, "crowdingScore": 0.3777, "crowdingState": "balanced" }, { "id": "leveraged-funds", "label": "Leveraged Funds", "longContracts": 94228, "shortContracts": 103154, "spreadingContracts": 18357, "netPosition": -8926, "netPercentOpenInterest": -1.0, "weeklyNetDelta": 8462, "fourWeekNetDelta": -16222, "thirteenWeekNetDelta": 4612, "percentile156Week": 21, "participationShare": 0.2411, "exposurePressure": 0.0299, "weeklyDeltaNormalized": 0.7547, "fourWeekDeltaNormalized": 0.701, "thirteenWeekDeltaNormalized": 0.2538, "crowdingScore": 0.0125, "crowdingState": "low" }, { "id": "other-reportables", "label": "Other Reportables", "longContracts": 23796, "shortContracts": 13782, "spreadingContracts": 3359, "netPosition": 10014, "netPercentOpenInterest": 1.12, "weeklyNetDelta": -1010, "fourWeekNetDelta": 1189, "thirteenWeekNetDelta": 4757, "percentile156Week": 47, "participationShare": 0.0458, "exposurePressure": 0.0335, "weeklyDeltaNormalized": 0.0901, "fourWeekDeltaNormalized": 0.0514, "thirteenWeekDeltaNormalized": 0.2618, "crowdingScore": 0.014, "crowdingState": "low" }, { "id": "nonreportable", "label": "Nonreportable", "longContracts": 214087, "shortContracts": 186551, "spreadingContracts": 0, "netPosition": 27536, "netPercentOpenInterest": 3.08, "weeklyNetDelta": 3383, "fourWeekNetDelta": -8562, "thirteenWeekNetDelta": -9943, "percentile156Week": 33, "participationShare": 0.4478, "exposurePressure": 0.0921, "weeklyDeltaNormalized": 0.3017, "fourWeekDeltaNormalized": 0.37, "thirteenWeekDeltaNormalized": 0.5472, "crowdingScore": 0.0385, "crowdingState": "low" } ], "warnings": [ "Attached price context uses an audited market-linked series; it clarifies posture but does not convert COT into live order flow or execution authority.", "Latest proxy observation is 2026-06-15 while the COT field is as of 2026-06-16; the weekly anchor uses the latest available prior price observation." ], "source": { "provider": "U.S. Commodity Futures Trading Commission", "sourceUrl": "https://publicreporting.cftc.gov/resource/gpe5-46if", "datasetId": "gpe5-46if", "marketQuery": "EURO FX - CHICAGO MERCANTILE EXCHANGE", "rawRowsPath": "data/raw/cftc/euro-fx.json", "rawRowCount": 156, "manifestVersion": 1, "ingestionTimestamp": "2026-06-24T23:16:55+00:00" } }, { "marketName": "U.S. 10-Year Note Futures", "marketSlug": "ust-10y-note", "marketCode": "043602", "contractName": "UST 10Y NOTE", "exchange": "CHICAGO BOARD OF TRADE", "sector": "Rates", "reportDate": "2026-06-16", "releaseDate": "2026-06-19", "reportFamily": "TFF", "reportVariant": "Futures Only", "lagWarning": "Tuesday positioning, released Friday; this view is delayed by design.", "historicalWindow": "156w", "openInterest": 5324590, "openInterestWeeklyDelta": 73295, "openInterestHistory": [ { "date": "2026-03-24", "value": 5163104 }, { "date": "2026-03-31", "value": 5152796 }, { "date": "2026-04-07", "value": 5123122 }, { "date": "2026-04-14", "value": 5187440 }, { "date": "2026-04-21", "value": 5213875 }, { "date": "2026-04-28", "value": 5374513 }, { "date": "2026-05-05", "value": 5369025 }, { "date": "2026-05-12", "value": 5866357 }, { "date": "2026-05-19", "value": 5833268 }, { "date": "2026-05-26", "value": 6254472 }, { "date": "2026-06-02", "value": 5323279 }, { "date": "2026-06-09", "value": 5251295 }, { "date": "2026-06-16", "value": 5324590 } ], "participantCount": 419, "coherenceScore": 0.71, "crowdingScore": 0.29, "divergenceScore": 0.33, "liquidityScore": 0.7, "pressureScore": 0.74, "pricePositioningRelationship": "confirms", "priceContext": { "provider": "Yahoo Finance", "sourceUrl": "https://query1.finance.yahoo.com/v8/finance/chart/ZN=F?range=6mo&interval=1wk&includePrePost=false", "seriesId": "ZN=F", "seriesName": "10-Year T-Note Futures (front contract)", "mode": "market", "basis": "direct", "unit": "points", "rawRowsPath": "data/raw/price/ust-10y-note.json", "rawRowCount": 27, "latestObservationDate": "2026-06-15", "latestValue": 109.3281, "weeklyChange": -0.4531, "fourWeekChange": 0.0781, "thirteenWeekChange": -1.4688, "history": [ { "date": "2026-03-24", "value": 110.1562 }, { "date": "2026-03-31", "value": 110.75 }, { "date": "2026-04-07", "value": 111.0938 }, { "date": "2026-04-14", "value": 111.7188 }, { "date": "2026-04-21", "value": 111.2188 }, { "date": "2026-04-28", "value": 110.6406 }, { "date": "2026-05-05", "value": 110.75 }, { "date": "2026-05-12", "value": 109.1719 }, { "date": "2026-05-19", "value": 109.25 }, { "date": "2026-05-26", "value": 110.0781 }, { "date": "2026-06-02", "value": 109.3438 }, { "date": "2026-06-09", "value": 109.7812 }, { "date": "2026-06-16", "value": 109.3281 } ] }, "traderClasses": [ { "id": "dealer-intermediary", "label": "Dealer / Intermediary", "longContracts": 170280, "shortContracts": 610039, "spreadingContracts": 42861, "netPosition": -439759, "netPercentOpenInterest": -8.26, "weeklyNetDelta": 22719, "fourWeekNetDelta": 19207, "thirteenWeekNetDelta": -47681, "percentile156Week": 8, "participationShare": 0.1546, "exposurePressure": 0.177, "weeklyDeltaNormalized": 0.2212, "fourWeekDeltaNormalized": 0.0463, "thirteenWeekDeltaNormalized": 0.1073, "crowdingScore": 0.1032, "crowdingState": "low" }, { "id": "asset-manager", "label": "Asset Manager / Institutional", "longContracts": 3345129, "shortContracts": 860128, "spreadingContracts": 731537, "netPosition": 2485001, "netPercentOpenInterest": 46.67, "weeklyNetDelta": 72116, "fourWeekNetDelta": 414658, "thirteenWeekNetDelta": 444578, "percentile156Week": 100, "participationShare": 0.9272, "exposurePressure": 1.0, "weeklyDeltaNormalized": 0.702, "fourWeekDeltaNormalized": 1.0, "thirteenWeekDeltaNormalized": 1.0, "crowdingScore": 0.5834, "crowdingState": "balanced" }, { "id": "leveraged-funds", "label": "Leveraged Funds", "longContracts": 298774, "shortContracts": 2381010, "spreadingContracts": 115238, "netPosition": -2082236, "netPercentOpenInterest": -39.11, "weeklyNetDelta": -102725, "fourWeekNetDelta": -76256, "thirteenWeekNetDelta": -233471, "percentile156Week": 21, "participationShare": 0.5249, "exposurePressure": 0.8379, "weeklyDeltaNormalized": 1.0, "fourWeekDeltaNormalized": 0.1839, "thirteenWeekDeltaNormalized": 0.5252, "crowdingScore": 0.4888, "crowdingState": "balanced" }, { "id": "other-reportables", "label": "Other Reportables", "longContracts": 225526, "shortContracts": 208283, "spreadingContracts": 535, "netPosition": 17243, "netPercentOpenInterest": 0.32, "weeklyNetDelta": -12749, "fourWeekNetDelta": -85591, "thirteenWeekNetDelta": -141424, "percentile156Week": 3, "participationShare": 0.0816, "exposurePressure": 0.0069, "weeklyDeltaNormalized": 0.1241, "fourWeekDeltaNormalized": 0.2064, "thirteenWeekDeltaNormalized": 0.3181, "crowdingScore": 0.004, "crowdingState": "low" }, { "id": "nonreportable", "label": "Nonreportable", "longContracts": 394710, "shortContracts": 374959, "spreadingContracts": 0, "netPosition": 19751, "netPercentOpenInterest": 0.37, "weeklyNetDelta": 20639, "fourWeekNetDelta": -272018, "thirteenWeekNetDelta": -22002, "percentile156Week": 10, "participationShare": 0.1445, "exposurePressure": 0.0079, "weeklyDeltaNormalized": 0.2009, "fourWeekDeltaNormalized": 0.656, "thirteenWeekDeltaNormalized": 0.0495, "crowdingScore": 0.0046, "crowdingState": "low" } ], "warnings": [ "Attached price context uses an audited market-linked series; it clarifies posture but does not convert COT into live order flow or execution authority.", "Latest proxy observation is 2026-06-15 while the COT field is as of 2026-06-16; the weekly anchor uses the latest available prior price observation." ], "source": { "provider": "U.S. Commodity Futures Trading Commission", "sourceUrl": "https://publicreporting.cftc.gov/resource/gpe5-46if", "datasetId": "gpe5-46if", "marketQuery": "UST 10Y NOTE - CHICAGO BOARD OF TRADE", "rawRowsPath": "data/raw/cftc/ust-10y-note.json", "rawRowCount": 156, "manifestVersion": 1, "ingestionTimestamp": "2026-06-24T23:16:55+00:00" } }, { "marketName": "E-Mini S&P 500 Futures", "marketSlug": "e-mini-sp500", "marketCode": "13874A", "contractName": "E-MINI S&P 500", "exchange": "CHICAGO MERCANTILE EXCHANGE", "sector": "Equity Indices", "reportDate": "2026-06-16", "releaseDate": "2026-06-19", "reportFamily": "TFF", "reportVariant": "Futures Only", "lagWarning": "Tuesday positioning, released Friday; this view is delayed by design.", "historicalWindow": "156w", "openInterest": 2579920, "openInterestWeeklyDelta": 376756, "openInterestHistory": [ { "date": "2026-03-24", "value": 1879423 }, { "date": "2026-03-31", "value": 1947769 }, { "date": "2026-04-07", "value": 1929090 }, { "date": "2026-04-14", "value": 1959076 }, { "date": "2026-04-21", "value": 1963317 }, { "date": "2026-04-28", "value": 1959933 }, { "date": "2026-05-05", "value": 1987685 }, { "date": "2026-05-12", "value": 2056229 }, { "date": "2026-05-19", "value": 2068443 }, { "date": "2026-05-26", "value": 2093621 }, { "date": "2026-06-02", "value": 2149231 }, { "date": "2026-06-09", "value": 2203164 }, { "date": "2026-06-16", "value": 2579920 } ], "participantCount": 447, "coherenceScore": 0.73, "crowdingScore": 0.2, "divergenceScore": 0.4, "liquidityScore": 0.99, "pressureScore": 0.62, "pricePositioningRelationship": "contests", "priceContext": { "provider": "Yahoo Finance", "sourceUrl": "https://query1.finance.yahoo.com/v8/finance/chart/ES=F?range=6mo&interval=1wk&includePrePost=false", "seriesId": "ES=F", "seriesName": "E-Mini S&P 500 Futures (front contract)", "mode": "market", "basis": "direct", "unit": "index_points", "rawRowsPath": "data/raw/price/e-mini-sp500.json", "rawRowCount": 27, "latestObservationDate": "2026-06-15", "latestValue": 7556.25, "weeklyChange": 121.25, "fourWeekChange": 65.25, "thirteenWeekChange": 961.6201, "history": [ { "date": "2026-03-24", "value": 6412.25 }, { "date": "2026-03-31", "value": 6603.75 }, { "date": "2026-04-07", "value": 6855.25 }, { "date": "2026-04-14", "value": 7161.5 }, { "date": "2026-04-21", "value": 7194.75 }, { "date": "2026-04-28", "value": 7258.0 }, { "date": "2026-05-05", "value": 7419.0 }, { "date": "2026-05-12", "value": 7432.25 }, { "date": "2026-05-19", "value": 7491.0 }, { "date": "2026-05-26", "value": 7595.75 }, { "date": "2026-06-02", "value": 7400.5 }, { "date": "2026-06-09", "value": 7435.0 }, { "date": "2026-06-16", "value": 7556.25 } ] }, "traderClasses": [ { "id": "dealer-intermediary", "label": "Dealer / Intermediary", "longContracts": 181571, "shortContracts": 806740, "spreadingContracts": 349587, "netPosition": -625169, "netPercentOpenInterest": -24.23, "weeklyNetDelta": 58156, "fourWeekNetDelta": 51808, "thirteenWeekNetDelta": 43803, "percentile156Week": 61, "participationShare": 0.5186, "exposurePressure": 0.6353, "weeklyDeltaNormalized": 0.9096, "fourWeekDeltaNormalized": 0.8973, "thirteenWeekDeltaNormalized": 0.2556, "crowdingScore": 0.3029, "crowdingState": "low" }, { "id": "asset-manager", "label": "Asset Manager / Institutional", "longContracts": 1199855, "shortContracts": 215846, "spreadingContracts": 158539, "netPosition": 984009, "netPercentOpenInterest": 38.14, "weeklyNetDelta": -77, "fourWeekNetDelta": -19598, "thirteenWeekNetDelta": 105618, "percentile156Week": 81, "participationShare": 0.6102, "exposurePressure": 1.0, "weeklyDeltaNormalized": 0.0012, "fourWeekDeltaNormalized": 0.3394, "thirteenWeekDeltaNormalized": 0.6162, "crowdingScore": 0.4768, "crowdingState": "balanced" }, { "id": "leveraged-funds", "label": "Leveraged Funds", "longContracts": 157203, "shortContracts": 672723, "spreadingContracts": 166389, "netPosition": -515520, "netPercentOpenInterest": -19.98, "weeklyNetDelta": -63934, "fourWeekNetDelta": -57740, "thirteenWeekNetDelta": -171393, "percentile156Week": 1, "participationShare": 0.3862, "exposurePressure": 0.5239, "weeklyDeltaNormalized": 1.0, "fourWeekDeltaNormalized": 1.0, "thirteenWeekDeltaNormalized": 1.0, "crowdingScore": 0.2498, "crowdingState": "low" }, { "id": "other-reportables", "label": "Other Reportables", "longContracts": 69700, "shortContracts": 46795, "spreadingContracts": 3680, "netPosition": 22905, "netPercentOpenInterest": 0.89, "weeklyNetDelta": -12936, "fourWeekNetDelta": 2657, "thirteenWeekNetDelta": -27591, "percentile156Week": 59, "participationShare": 0.0466, "exposurePressure": 0.0233, "weeklyDeltaNormalized": 0.2023, "fourWeekDeltaNormalized": 0.046, "thirteenWeekDeltaNormalized": 0.161, "crowdingScore": 0.0111, "crowdingState": "low" }, { "id": "nonreportable", "label": "Nonreportable", "longContracts": 293396, "shortContracts": 159621, "spreadingContracts": 0, "netPosition": 133775, "netPercentOpenInterest": 5.19, "weeklyNetDelta": 18791, "fourWeekNetDelta": 22873, "thirteenWeekNetDelta": 49563, "percentile156Week": 91, "participationShare": 0.1756, "exposurePressure": 0.1359, "weeklyDeltaNormalized": 0.2939, "fourWeekDeltaNormalized": 0.3961, "thirteenWeekDeltaNormalized": 0.2892, "crowdingScore": 0.0648, "crowdingState": "low" } ], "warnings": [ "Attached price context uses an audited market-linked series; it clarifies posture but does not convert COT into live order flow or execution authority.", "Latest proxy observation is 2026-06-15 while the COT field is as of 2026-06-16; the weekly anchor uses the latest available prior price observation.", "Price proxy contests positioning; divergence is elevated and requires human review." ], "source": { "provider": "U.S. Commodity Futures Trading Commission", "sourceUrl": "https://publicreporting.cftc.gov/resource/gpe5-46if", "datasetId": "gpe5-46if", "marketQuery": "E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE", "rawRowsPath": "data/raw/cftc/e-mini-sp500.json", "rawRowCount": 156, "manifestVersion": 1, "ingestionTimestamp": "2026-06-24T23:16:55+00:00" } }, { "marketName": "VIX Futures", "marketSlug": "vix-futures", "marketCode": "1170E1", "contractName": "VIX FUTURES", "exchange": "CBOE FUTURES EXCHANGE", "sector": "Volatility", "reportDate": "2026-06-16", "releaseDate": "2026-06-19", "reportFamily": "TFF", "reportVariant": "Futures Only", "lagWarning": "Tuesday positioning, released Friday; this view is delayed by design.", "historicalWindow": "156w", "openInterest": 408302, "openInterestWeeklyDelta": -2105, "openInterestHistory": [ { "date": "2026-03-24", "value": 342684 }, { "date": "2026-03-31", "value": 348816 }, { "date": "2026-04-07", "value": 346605 }, { "date": "2026-04-14", "value": 365168 }, { "date": "2026-04-21", "value": 338391 }, { "date": "2026-04-28", "value": 362343 }, { "date": "2026-05-05", "value": 387090 }, { "date": "2026-05-12", "value": 403191 }, { "date": "2026-05-19", "value": 440161 }, { "date": "2026-05-26", "value": 384562 }, { "date": "2026-06-02", "value": 410614 }, { "date": "2026-06-09", "value": 410407 }, { "date": "2026-06-16", "value": 408302 } ], "participantCount": 182, "coherenceScore": 0.3, "crowdingScore": 0.8, "divergenceScore": 0.82, "liquidityScore": 0.4, "pressureScore": 0.52, "pricePositioningRelationship": "contests", "priceContext": { "provider": "Yahoo Finance", "sourceUrl": "https://query1.finance.yahoo.com/v8/finance/chart/%5EVIX?range=6mo&interval=1wk&includePrePost=false", "seriesId": "^VIX", "seriesName": "CBOE Volatility Index", "mode": "proxy", "basis": "direct", "unit": "index_points", "rawRowsPath": "data/raw/price/vix-futures.json", "rawRowCount": 27, "latestObservationDate": "2026-06-15", "latestValue": 16.4, "weeklyChange": -1.28, "fourWeekChange": -0.3, "thirteenWeekChange": -10.38, "history": [ { "date": "2026-03-24", "value": 31.05 }, { "date": "2026-03-31", "value": 23.87 }, { "date": "2026-04-07", "value": 19.23 }, { "date": "2026-04-14", "value": 17.48 }, { "date": "2026-04-21", "value": 18.71 }, { "date": "2026-04-28", "value": 16.99 }, { "date": "2026-05-05", "value": 17.19 }, { "date": "2026-05-12", "value": 18.43 }, { "date": "2026-05-19", "value": 16.7 }, { "date": "2026-05-26", "value": 15.32 }, { "date": "2026-06-02", "value": 21.51 }, { "date": "2026-06-09", "value": 17.68 }, { "date": "2026-06-16", "value": 16.4 } ] }, "traderClasses": [ { "id": "dealer-intermediary", "label": "Dealer / Intermediary", "longContracts": 88443, "shortContracts": 44611, "spreadingContracts": 41600, "netPosition": 43832, "netPercentOpenInterest": 10.74, "weeklyNetDelta": -15181, "fourWeekNetDelta": -7818, "thirteenWeekNetDelta": 7510, "percentile156Week": 68, "participationShare": 0.4278, "exposurePressure": 1.0, "weeklyDeltaNormalized": 0.6902, "fourWeekDeltaNormalized": 0.2169, "thirteenWeekDeltaNormalized": 0.2195, "crowdingScore": 0.1342, "crowdingState": "low" }, { "id": "asset-manager", "label": "Asset Manager / Institutional", "longContracts": 43380, "shortContracts": 73687, "spreadingContracts": 56501, "netPosition": -30307, "netPercentOpenInterest": -7.42, "weeklyNetDelta": -3913, "fourWeekNetDelta": -30674, "thirteenWeekNetDelta": -34218, "percentile156Week": 11, "participationShare": 0.4251, "exposurePressure": 0.6914, "weeklyDeltaNormalized": 0.1779, "fourWeekDeltaNormalized": 0.8511, "thirteenWeekDeltaNormalized": 1.0, "crowdingScore": 0.0928, "crowdingState": "low" }, { "id": "leveraged-funds", "label": "Leveraged Funds", "longContracts": 86619, "shortContracts": 99914, "spreadingContracts": 62011, "netPosition": -13295, "netPercentOpenInterest": -3.26, "weeklyNetDelta": 21995, "fourWeekNetDelta": 36041, "thirteenWeekNetDelta": 27165, "percentile156Week": 79, "participationShare": 0.6087, "exposurePressure": 0.3033, "weeklyDeltaNormalized": 1.0, "fourWeekDeltaNormalized": 1.0, "thirteenWeekDeltaNormalized": 0.7939, "crowdingScore": 0.0407, "crowdingState": "low" }, { "id": "other-reportables", "label": "Other Reportables", "longContracts": 1344, "shortContracts": 2056, "spreadingContracts": 5481, "netPosition": -712, "netPercentOpenInterest": -0.17, "weeklyNetDelta": -1422, "fourWeekNetDelta": -777, "thirteenWeekNetDelta": 2078, "percentile156Week": 27, "participationShare": 0.0218, "exposurePressure": 0.0162, "weeklyDeltaNormalized": 0.0647, "fourWeekDeltaNormalized": 0.0216, "thirteenWeekDeltaNormalized": 0.0607, "crowdingScore": 0.0022, "crowdingState": "low" }, { "id": "nonreportable", "label": "Nonreportable", "longContracts": 22923, "shortContracts": 22441, "spreadingContracts": 0, "netPosition": 482, "netPercentOpenInterest": 0.12, "weeklyNetDelta": -1479, "fourWeekNetDelta": 3228, "thirteenWeekNetDelta": -2535, "percentile156Week": 65, "participationShare": 0.1111, "exposurePressure": 0.011, "weeklyDeltaNormalized": 0.0672, "fourWeekDeltaNormalized": 0.0896, "thirteenWeekDeltaNormalized": 0.0741, "crowdingScore": 0.0015, "crowdingState": "low" } ], "warnings": [ "Attached price context uses an audited proxy series; it clarifies posture but does not convert COT into live order flow or execution authority.", "Latest proxy observation is 2026-06-15 while the COT field is as of 2026-06-16; the weekly anchor uses the latest available prior price observation.", "Price proxy contests positioning; divergence is elevated and requires human review." ], "source": { "provider": "U.S. Commodity Futures Trading Commission", "sourceUrl": "https://publicreporting.cftc.gov/resource/gpe5-46if", "datasetId": "gpe5-46if", "marketQuery": "VIX FUTURES - CBOE FUTURES EXCHANGE", "rawRowsPath": "data/raw/cftc/vix-futures.json", "rawRowCount": 156, "manifestVersion": 1, "ingestionTimestamp": "2026-06-24T23:16:55+00:00" } } ]