Positioning

Positioning is what regulators publish about who holds what: weekly commitments of traders in the United States and Europe, monthly bank participation, daily short position disclosures, and exchange open interest in Asia. Every family carries its own dates. Position dates and publication dates both print; the families update on different days and are never given one combined stamp.

Datelines by family

Extremes, CFTC speculative positioning

Ranked by the absolute z-score of the speculative net over 52 weeks. A z-score at or above 1.8 in absolute value is marked stretched, at or above 2.5 extreme. The full table is on the CFTC page.

Biggest week changes in speculative net

Largest disclosed shorts, Europe

Aggregate named net short positions as a percent of issued share capital, summed across holders per issuer. The full tables are on the shorts page.

Asia

Asia publishes open interest and member rankings, not trader categories. SGX open interest prints from 27 October 2026, the start of the collected series. CZCE member rankings are banked in the vault back to 2016 and in backfill; the tidy build is a sample, so no CZCE table prints yet. Detail is on the Asia page.

Families

CFTC Commitments of Traders

Bank Participation

Europe: ICE and ESMA Article 58

LME Commitments of Traders

Short positions

Asia

OCC Bank Derivatives

Method, in brief: net is long minus short, spreading excluded. Percentile is the share of weeks in the window at or below the current net. The COT Index places the current net in its 3-year range. Gauges print only when the window holds the history they need. Suppressed and below-threshold cells print as suppressed or as no report, never as zero. Positioning extremes are conditions of crowding, not buy or sell signals.

Sources: CFTC, OCC, ICE, ESMA, LME, FCA, EU national registers, SGX, JPX, CZCE, as labelled per family.