Net position
— —CFTC positioning · updated weekly
See Where Capital
Is Positioned.
Track institutional positioning across currencies, commodities, digital assets, equity indexes, and rates using official Commitments of Traders data.
- Latest report
- —
- Markets tracked
- 15
- Source
- CFTC
- Cadence
- Weekly
Positioning is context—not an entry signal.
Official sourceCFTC public reporting
Correct lensParticipant-level positioning
TGI doctrineContext before execution
Positioning ledger
Institutional exposure, without the noise.
Retrieving official CFTC data…
Weekly net change
— Long minus short change52-week percentile
— Position within one-year rangeOpen interest
— ——
Net positioning history
Historical ledger
Weekly positions and changes
| Report date | Long | Short | Change long | Change short | % long | % short | Net position |
|---|
Cross-market snapshot
Where positioning is most decisive.
Rankings use each market’s default professional participant category and should be interpreted alongside price structure.
TGI member layer
Positioning becomes useful when it meets price.
- Institutional divergence
- Four- and thirteen-week momentum
- DZC technical alignment
- Authorized / Monitor / Wait
Methodology
Positioning is evidence. Not permission.
Read the participant
Financial contracts default to Leveraged Funds. Physical commodities default to Managed Money. Change the participant control to inspect the other side of the market.
Read the reporting lag
The report normally reflects positions held at Tuesday’s close and is released Friday. It is strategic context, not real-time order flow.
Read price authority
Combine positioning with macro regime, Daily Zones, displacement, invalidation, and risk governance before considering capital deployment.
Source: U.S. Commodity Futures Trading Commission. Educational information only. Not individualized investment advice or a trade signal.
The TGI Intelligence Briefing
Put positioning inside the complete trading week.
Economic context. Technical structure. Risk discipline.