aid: commodity-futures-trading-commission:vocabulary
name: CFTC Commitments of Traders Vocabulary
description: >-
  Shared vocabulary for the U.S. Commodity Futures Trading Commission's
  Commitments of Traders (COT) public reporting. The COT report is published
  weekly and breaks down open interest in major futures markets by trader
  category. Three primary report formats are produced (Legacy, Disaggregated,
  Traders in Financial Futures) along with a Supplemental Commodity Index
  Trader report for selected agricultural markets.
namespace: https://publicreporting.cftc.gov/vocabulary#
terms:
  - term: CommitmentsOfTradersReport
    definition: >-
      The weekly aggregate report of open interest positions by trader
      category for futures and combined futures-and-options contracts.
    sameAs: https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm
  - term: LegacyCot
    definition: >-
      Original COT report format that splits reportable positions into
      Commercial and Non-Commercial categories, plus Non-Reportable.
  - term: DisaggregatedCot
    definition: >-
      Modernized COT format introduced in 2009 that splits reportable traders
      into Producer/Merchant/Processor/User, Swap Dealers, Managed Money, and
      Other Reportables.
  - term: TradersInFinancialFutures
    definition: >-
      COT report format for financial futures markets that splits reportable
      traders into Dealer, Asset Manager, Leveraged Funds, and Other.
  - term: SupplementalCot
    definition: >-
      Supplemental report covering selected agricultural markets that adds a
      Commodity Index Trader category to the basic COT breakdown.
  - term: ContractMarketCode
    definition: >-
      CFTC-assigned identifier for an underlying futures contract on a
      specific exchange.
  - term: OpenInterest
    definition: >-
      The total number of contracts outstanding for the underlying market on
      the report date.
  - term: ReportableTrader
    definition: >-
      A trader whose position equals or exceeds the CFTC-defined reporting
      level for the contract and is therefore disclosed in COT category
      breakdowns.
  - term: NonReportableTrader
    definition: >-
      A trader whose position is below the reporting level. Their positions
      are aggregated and shown only as totals.
  - term: SocrataResource
    definition: >-
      A dataset on the publicreporting.cftc.gov SODA platform identified by
      a Socrata four-by-four code such as 6dca-aqww.
    sameAs: https://dev.socrata.com/
maintainers:
  - FN: Kin Lane
    email: kin@apievangelist.com