The structure blocks of the website's /cot/<cftcCode> page for one market's latest report: trader concentration (top-4/top-8 gross and net, long/short, with percentile vs the contract's own 3-year history and anomalies), number of traders per group with average position size and spread positions, the options leg and hedge ratio (disaggregated markets), CIT index-trader history (agricultural markets), bank participation (US/non-US banks, where CFTC publishes it), cohort quality and agreement (disaggregated), EL7 conviction quality score (0-100 with components), position-flow regime (accumulation/distribution/rotation), EL7 market regime, headline COT index and z-score stats, and data anomalies flagged for the market. Use it after el7_cot_positioning when asked who holds the positions, how concentrated or crowded they are, or whether the signal is high quality. Blocks that do not apply to the market's report type are null. Not included: user alerts (personal) and the rule backtester (compute-heavy).
Output schema and synthetic example
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"type": "object",
"properties": {
"market": {
"type": "object",
"properties": {
"cftc_code": {
"type": "string"
},
"symbol": {
"type": [
"string",
"null"
]
},
"name": {
"type": "string"
},
"category": {
"type": [
"string",
"null"
]
},
"report_type": {
"type": "string"
},
"url": {
"type": "string",
"format": "uri"
},
"exchange": {
"type": [
"string",
"null"
]
}
},
"required": [
"cftc_code",
"symbol",
"name",
"category",
"report_type",
"url",
"exchange"
],
"additionalProperties": false
},
"basis": {
"type": "string",
"enum": [
"tff",
"disaggregated",
"legacy"
]
},
"report_date": {
"type": [
"string",
"null"
]
},
"contract_units": {
"type": [
"string",
"null"
]
},
"open_interest": {
"type": [
"number",
"null"
]
},
"cot_index": {
"type": [
"number",
"null"
]
},
"cot_index_category": {
"type": [
"string",
"null"
]
},
"stats": {
"anyOf": [
{
"type": "object",
"properties": {
"net_spec_position": {
"type": [
"number",
"null"
]
},
"net_spec_pct_oi": {
"type": [
"number",
"null"
]
},
"z_score_1y": {
"type": [
"number",
"null"
]
},
"z_score_3y": {
"type": [
"number",
"null"
]
},
"positioning_percentile": {
"type": [
"number",
"null"
]
},
"positioning_category": {
"type": [
"string",
"null"
]
},
"trend_direction": {
"type": [
"string",
"null"
]
},
"momentum_class": {
"type": [
"string",
"null"
]
},
"wow_change": {
"type": [
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"null"
]
},
"net_spec_4w_avg": {
"type": [
"number",
"null"
]
},
"net_spec_13w_avg": {
"type": [
"number",
"null"
]
}
},
"required": [
"net_spec_position",
"net_spec_pct_oi",
"z_score_1y",
"z_score_3y",
"positioning_percentile",
"positioning_category",
"trend_direction",
"momentum_class",
"wow_change",
"net_spec_4w_avg",
"net_spec_13w_avg"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"concentration": {
"anyOf": [
{
"type": "object",
"properties": {
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"properties": {
"long": {
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"number",
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]
},
"short": {
"type": [
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]
}
},
"required": [
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],
"additionalProperties": false
},
"top8_gross_pct_oi": {
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"properties": {
"long": {
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]
},
"short": {
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]
}
},
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],
"additionalProperties": false
},
"top4_net_pct_oi": {
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"number",
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]
},
"short": {
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}
},
"required": [
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],
"additionalProperties": false
},
"top8_net_pct_oi": {
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"properties": {
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"type": [
"number",
"null"
]
},
"short": {
"type": [
"number",
"null"
]
}
},
"required": [
"long",
"short"
],
"additionalProperties": false
},
"percentile_vs_3y": {
"type": "object",
"properties": {
"top4_gross": {
"type": "object",
"properties": {
"long": {
"type": [
"number",
"null"
]
},
"short": {
"type": [
"number",
"null"
]
}
},
"required": [
"long",
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],
"additionalProperties": false
},
"top8_gross": {
"type": "object",
"properties": {
"long": {
"type": [
"number",
"null"
]
},
"short": {
"type": [
"number",
"null"
]
}
},
"required": [
"long",
"short"
],
"additionalProperties": false
},
"top4_net": {
"type": "object",
"properties": {
"long": {
"type": [
"number",
"null"
]
},
"short": {
"type": [
"number",
"null"
]
}
},
"required": [
"long",
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],
"additionalProperties": false
},
"top8_net": {
"type": "object",
"properties": {
"long": {
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"number",
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]
},
"short": {
"type": [
"number",
"null"
]
}
},
"required": [
"long",
"short"
],
"additionalProperties": false
}
},
"required": [
"top4_gross",
"top8_gross",
"top4_net",
"top8_net"
],
"additionalProperties": false
},
"history_weeks": {
"type": "integer",
"minimum": 0,
"maximum": 9007199254740991
},
"anomalies": {
"maxItems": 10,
"type": "array",
"items": {
"type": "object",
"properties": {
"type": {
"type": "string"
},
"severity": {
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},
"metric": {
"type": "string"
},
"value": {
"type": "number"
},
"threshold": {
"type": "number"
},
"description": {
"type": "string"
}
},
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"type",
"severity",
"metric",
"value",
"threshold",
"description"
],
"additionalProperties": false
}
}
},
"required": [
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"top8_gross_pct_oi",
"top4_net_pct_oi",
"top8_net_pct_oi",
"percentile_vs_3y",
"history_weeks",
"anomalies"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"participation": {
"anyOf": [
{
"type": "object",
"properties": {
"total_traders": {
"type": [
"number",
"null"
]
},
"reportable_long_traders": {
"type": [
"number",
"null"
]
},
"reportable_short_traders": {
"type": [
"number",
"null"
]
},
"reportable_share_of_oi_pct": {
"type": [
"number",
"null"
]
},
"groups": {
"type": "array",
"items": {
"type": "object",
"properties": {
"group": {
"type": "string"
},
"label": {
"type": "string"
},
"traders_long": {
"type": [
"number",
"null"
]
},
"traders_short": {
"type": [
"number",
"null"
]
},
"traders_spread": {
"type": [
"number",
"null"
]
},
"positions_long": {
"type": [
"number",
"null"
]
},
"positions_short": {
"type": [
"number",
"null"
]
},
"spread_positions": {
"type": [
"number",
"null"
]
},
"spread_pct_oi": {
"type": [
"number",
"null"
]
},
"avg_position_long": {
"type": [
"number",
"null"
]
},
"avg_position_short": {
"type": [
"number",
"null"
]
}
},
"required": [
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"label",
"traders_long",
"traders_short",
"traders_spread",
"positions_long",
"positions_short",
"spread_positions",
"spread_pct_oi",
"avg_position_long",
"avg_position_short"
],
"additionalProperties": false
}
}
},
"required": [
"total_traders",
"reportable_long_traders",
"reportable_short_traders",
"reportable_share_of_oi_pct",
"groups"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"options_leg": {
"anyOf": [
{
"type": "object",
"properties": {
"report_date": {
"type": "string"
},
"managed_money": {
"type": "object",
"properties": {
"long": {
"type": [
"number",
"null"
]
},
"short": {
"type": [
"number",
"null"
]
},
"net": {
"type": [
"number",
"null"
]
},
"hedge_ratio": {
"type": [
"number",
"null"
]
}
},
"required": [
"long",
"short",
"net",
"hedge_ratio"
],
"additionalProperties": false
},
"producers_merchants": {
"type": "object",
"properties": {
"long": {
"type": [
"number",
"null"
]
},
"short": {
"type": [
"number",
"null"
]
},
"net": {
"type": [
"number",
"null"
]
},
"hedge_ratio": {
"type": [
"number",
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]
}
},
"required": [
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"hedge_ratio"
],
"additionalProperties": false
}
},
"required": [
"report_date",
"managed_money",
"producers_merchants"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"cit": {
"anyOf": [
{
"type": "object",
"properties": {
"latest": {
"type": "object",
"properties": {
"report_date": {
"type": "string"
},
"long": {
"type": [
"number",
"null"
]
},
"short": {
"type": [
"number",
"null"
]
},
"net": {
"type": [
"number",
"null"
]
},
"pct_oi_long": {
"type": [
"number",
"null"
]
},
"pct_oi_short": {
"type": [
"number",
"null"
]
},
"change_long": {
"type": [
"number",
"null"
]
},
"change_short": {
"type": [
"number",
"null"
]
},
"traders_long": {
"type": [
"number",
"null"
]
},
"traders_short": {
"type": [
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"null"
]
}
},
"required": [
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"long",
"short",
"net",
"pct_oi_long",
"pct_oi_short",
"change_long",
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"traders_long",
"traders_short"
],
"additionalProperties": false
},
"history": {
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"type": "array",
"items": {
"type": "object",
"properties": {
"report_date": {
"type": "string"
},
"long": {
"type": [
"number",
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},
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},
"net": {
"type": [
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}
},
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],
"additionalProperties": false
}
}
},
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"history"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"bank_participation": {
"anyOf": [
{
"type": "object",
"properties": {
"commodity": {
"type": "string"
},
"report_date": {
"type": "string"
},
"futures": {
"type": "object",
"properties": {
"us": {
"type": "object",
"propertyNames": {
"type": "string"
},
"additionalProperties": {
"type": [
"number",
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]
}
},
"non_us": {
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"propertyNames": {
"type": "string"
},
"additionalProperties": {
"type": [
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]
}
},
"total": {
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"propertyNames": {
"type": "string"
},
"additionalProperties": {
"type": [
"number",
"null"
]
}
},
"open_interest": {
"type": [
"number",
"null"
]
}
},
"required": [
"us",
"non_us",
"total",
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],
"additionalProperties": false
},
"options": {
"anyOf": [
{
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"properties": {
"us": {
"type": "object",
"propertyNames": {
"type": "string"
},
"additionalProperties": {
"type": [
"number",
"null"
]
}
},
"non_us": {
"type": "object",
"propertyNames": {
"type": "string"
},
"additionalProperties": {
"type": [
"number",
"null"
]
}
},
"total": {
"type": "object",
"propertyNames": {
"type": "string"
},
"additionalProperties": {
"type": [
"number",
"null"
]
}
},
"open_interest": {
"type": [
"number",
"null"
]
}
},
"required": [
"us",
"non_us",
"total",
"open_interest"
],
"additionalProperties": false
},
{
"type": "null"
}
]
}
},
"required": [
"commodity",
"report_date",
"futures",
"options"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"cohorts": {
"anyOf": [
{
"type": "object",
"properties": {
"report_date": {
"type": "string"
},
"dominant_cohort": {
"type": [
"string",
"null"
]
},
"flow_attribution": {
"type": "object",
"propertyNames": {
"type": "string"
},
"additionalProperties": {
"type": "number"
}
},
"items": {
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"type": "array",
"items": {
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"properties": {
"cohort": {
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},
"long": {
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"number",
"null"
]
},
"short": {
"type": [
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"null"
]
},
"spread": {
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]
},
"net": {
"type": [
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]
},
"traders": {
"type": [
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]
},
"pct_oi_total": {
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"null"
]
},
"top4_share_pct": {
"type": [
"number",
"null"
]
},
"turnover_pct": {
"type": [
"number",
"null"
]
},
"avg_contracts_per_trader": {
"type": [
"number",
"null"
]
},
"quality": {
"type": "number"
},
"grade": {
"type": "string",
"enum": [
"high",
"medium",
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]
}
},
"required": [
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"long",
"short",
"spread",
"net",
"traders",
"pct_oi_total",
"top4_share_pct",
"turnover_pct",
"avg_contracts_per_trader",
"quality",
"grade"
],
"additionalProperties": false
}
},
"agreement_matrix": {
"type": "object",
"propertyNames": {
"type": "string"
},
"additionalProperties": {
"type": "object",
"propertyNames": {
"type": "string"
},
"additionalProperties": {
"type": "number"
}
}
}
},
"required": [
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"dominant_cohort",
"flow_attribution",
"items",
"agreement_matrix"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"conviction": {
"anyOf": [
{
"type": "object",
"properties": {
"score": {
"type": "integer",
"minimum": 0,
"maximum": 100
},
"grade": {
"type": "string",
"enum": [
"high",
"medium",
"low"
]
},
"components": {
"type": "object",
"properties": {
"breadth": {
"type": [
"number",
"null"
]
},
"spread_purity": {
"type": [
"number",
"null"
]
},
"concentration": {
"type": [
"number",
"null"
]
},
"coverage": {
"type": [
"number",
"null"
]
},
"magnitude": {
"type": [
"number",
"null"
]
}
},
"required": [
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"spread_purity",
"concentration",
"coverage",
"magnitude"
],
"additionalProperties": false
},
"components_available": {
"type": "integer",
"minimum": 0,
"maximum": 5
},
"narrative": {
"type": "string"
}
},
"required": [
"score",
"grade",
"components",
"components_available",
"narrative"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"position_flow": {
"anyOf": [
{
"type": "object",
"properties": {
"report_date": {
"type": "string"
},
"regime": {
"type": "string",
"enum": [
"accumulation",
"distribution",
"rotation",
"neutral"
]
},
"confidence": {
"type": "number"
},
"evidence": {
"maxItems": 10,
"type": "array",
"items": {
"type": "string"
}
},
"weeks_analysed": {
"type": "integer",
"minimum": 0,
"maximum": 9007199254740991
},
"ls_ratio": {
"type": [
"number",
"null"
]
},
"ls_momentum": {
"anyOf": [
{
"type": "string",
"enum": [
"improving",
"declining",
"stable"
]
},
{
"type": "null"
}
]
},
"spread_pct_oi": {
"type": [
"number",
"null"
]
},
"groups": {
"maxItems": 8,
"type": "array",
"items": {
"type": "object",
"properties": {
"group": {
"type": "string"
},
"flow_type": {
"type": "string"
},
"long_change": {
"type": [
"number",
"null"
]
},
"short_change": {
"type": [
"number",
"null"
]
},
"net_change": {
"type": [
"number",
"null"
]
}
},
"required": [
"group",
"flow_type",
"long_change",
"short_change",
"net_change"
],
"additionalProperties": false
}
}
},
"required": [
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"regime",
"confidence",
"evidence",
"weeks_analysed",
"ls_ratio",
"ls_momentum",
"spread_pct_oi",
"groups"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"market_regime": {
"anyOf": [
{
"type": "object",
"properties": {
"regime": {
"type": "string"
},
"confidence": {
"type": "number"
},
"signals": {
"maxItems": 12,
"type": "array",
"items": {
"type": "string"
}
},
"crowding": {
"anyOf": [
{
"type": "string",
"enum": [
"extreme",
"elevated",
"moderate",
"low"
]
},
{
"type": "null"
}
]
}
},
"required": [
"regime",
"confidence",
"signals",
"crowding"
],
"additionalProperties": false
},
{
"type": "null"
}
]
},
"anomalies": {
"type": "object",
"properties": {
"unresolved_total": {
"type": "integer",
"minimum": 0,
"maximum": 9007199254740991
},
"latest": {
"maxItems": 10,
"type": "array",
"items": {
"type": "object",
"properties": {
"report_date": {
"type": [
"string",
"null"
]
},
"type": {
"type": "string"
},
"severity": {
"type": "string"
},
"field": {
"type": [
"string",
"null"
]
},
"message": {
"type": "string"
}
},
"required": [
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"type",
"severity",
"field",
"message"
],
"additionalProperties": false
}
}
},
"required": [
"unresolved_total",
"latest"
],
"additionalProperties": false
},
"unavailable_blocks": {
"type": "array",
"items": {
"type": "string"
}
},
"not_included": {
"type": "array",
"items": {
"type": "string"
}
},
"url": {
"type": "string",
"format": "uri"
},
"as_of": {
"description": "Source freshness: the newest source timestamp behind this result, or null when none is verified. Never request time.",
"type": [
"string",
"null"
]
}
},
"required": [
"market",
"basis",
"report_date",
"contract_units",
"open_interest",
"cot_index",
"cot_index_category",
"stats",
"concentration",
"participation",
"options_leg",
"cit",
"bank_participation",
"cohorts",
"conviction",
"position_flow",
"market_regime",
"anomalies",
"unavailable_blocks",
"not_included",
"url"
],
"additionalProperties": false
}{
"market": {
"cftc_code": "example",
"symbol": "example",
"name": "example",
"category": "example",
"report_type": "example",
"url": "https://el7.ai/ar/news",
"exchange": "example"
},
"basis": "tff",
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