CFTC Traders in Financial Futures (TFF)
The CFTC Traders in Financial Futures (TFF) report - the financial-futures positioning breakdown for rates, equity indices and FX. Weekly long and short positions for Dealer/Intermediary, Asset Manager/Institutional, Leveraged Funds (hedge funds/CTAs) and Other Reportables across every financial futures market, plus total open interest, in contracts. Leveraged-funds vs asset-manager positioning is the headline macro read on rates and equity-index futures - served as one clean continuous per-market Parquet back to the report's 2006 inception.
- Source
- CFTC
- Licence
- Redistributable open data
- Updates
- Weekly
- Data through
- 2026-07-21
- Quality
- QC clean · 0 failures
- Format
- Apache Parquet + dictionary
Safe to train on
Built only from a named, redistributable official source under a documented open licence - not scraped web data. No copyright grey zone, no personal data. Ships machine-readable Croissant metadata (ML Commons - loads in Hugging Face / Kaggle / Google), an AI training-licence manifest documenting source, licence and provenance for your model's data governance, and a machine-readable data dictionary (drop it into an agent / RAG prompt so the model knows every column) - all inspectable before you buy.
What's included
- Weekly TFF positioning for every financial futures market (rates, equity indices, FX), 2006-present
- metric = Open interest + Dealer, Asset Manager, Leveraged Funds, Other Reportable (long·short)
- Leveraged Funds vs Asset Manager = the macro positioning read for Treasuries & S&P futures
- one row per market × metric × report week; flat + partitioned by year
- Source: U.S. Commodity Futures Trading Commission (public domain)
Schema
| Column | Type | Description | Filled | Distinct |
|---|---|---|---|---|
| zone | str | Market & exchange name | 100.0% | 186 |
| ts | timestamp (UTC) | Report week | 100.0% | 1,050 |
| metric | str | Open interest / Dealer / Asset Manager / Leveraged Funds / Other Reportable (long·short) | 100.0% | 9 |
| contracts | float | Contracts | 100.0% | 160,311 |
| unit | str | Unit | 100.0% | 1 |
| res_min | int | Native resolution (weekly = 10080) | 100.0% | 1 |
Sample & preview
Every purchase ships as Apache Parquet with a data dictionary and the full QC report. A free sample (first rows + schema) is downloadable here - confirm fit before you buy. Source: CFTC (redistributable open data; attribution passes through - see our Licence).
Don't trust screenshots - drop the sample into your notebook right now.
import pandas as pd df = pd.read_parquet("cftc-financial-traders-positioning_sample.parquet") df.info() # typed columns, gap-aware, ready to join⬇ Download free Parquet sample or CSV for Excel
Coverage: 186 zones
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE · 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE · 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE · 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE · 10 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE · 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE · 1K SHIB - COINBASE DERIVATIVES, LLC · 1K SHIB - LMX LABS LLC · 1K SHIB PERP - COINBASE DERIVATIVES, LLC · 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE · 2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE · 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE · 3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE · 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE · 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE · 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE · 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE · 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE · 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE · 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE · 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE · 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE · 5-Year Eris Standard- Initial - ERIS FUTURES EXCHANGE · 7 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE · ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE · AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE · AVALANCHE - COINBASE DERIVATIVES, LLC · AVALANCHE - LMX LABS LLC · AVALANCHE PERP STYLE - COINBASE DERIVATIVES, LLC · BBG COMMODITY - CHICAGO BOARD OF TRADE · BITCOIN - CHICAGO MERCANTILE EXCHANGE · BITCOIN CASH PERP STYLE - COINBASE DERIVATIVES, LLC · BITCOIN-USD - CBOE FUTURES EXCHANGE · BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE · BLOOMBERG HY CREDIT FUTURES - CHICAGO BOARD OF TRADE · BLOOMBERG IG CREDIT FUTURES - CHICAGO BOARD OF TRADE · BLOOMBERG IG DURATION-HEDGED - CHICAGO BOARD OF TRADE · BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE · BRITISH POUND - CHICAGO MERCANTILE EXCHANGE · BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE · CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE · CARDONA - COINBASE DERIVATIVES, LLC · CARDONA - LMX LABS LLC · CARDONA PERP STYLE - COINBASE DERIVATIVES, LLC · CHAINLINK - COINBASE DERIVATIVES, LLC · CHAINLINK - LMX LABS LLC · CHAINLINK PERP STYLE - COINBASE DERIVATIVES, LLC · CHINESE RENMINBI-HK (CNH) - CHICAGO MERCANTILE EXCHANGE · CRYPTO HYPE PERP STYLE - COINBASE DERIVATIVES, LLC · DJIA Consolidated - CHICAGO BOARD OF TRADE · DJIA x $5 - CHICAGO BOARD OF TRADE · DOGECOIN - COINBASE DERIVATIVES, LLC · DOGECOIN - LMX LABS LLC · DOGECOIN PERP STYLE - COINBASE DERIVATIVES, LLC · DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE · DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE · DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE · DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE · DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC · E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE · E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE · E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P COMMUNICATION INDEX - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P CONSUMER DISC INDEX - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE · E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE · EMINI RUSSELL 1000 GROWTH - CHICAGO MERCANTILE EXCHANGE · EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE · ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE · EURO FX - CHICAGO MERCANTILE EXCHANGE · EURO FX/BRITISH POUND - SMALL - ICE FUTURES U.S. · EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE · EURO FX/JAPANESE YEN - SMALL - ICE FUTURES U.S. · EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE · EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE · EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE · FED FUNDS - CHICAGO BOARD OF TRADE · HEDERA - COINBASE DERIVATIVES, LLC · HEDERA PERP STYLE - COINBASE DERIVATIVES, LLC · INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE · INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE · JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE · LITECOIN CASH - COINBASE DERIVATIVES, LLC · LITECOIN CASH - LMX LABS LLC · LITECOIN PERP STYLE - COINBASE DERIVATIVES, LLC · LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE · MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE · MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE · MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE · MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE · MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE · MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE · MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE · MICRO ETHER - CHICAGO MERCANTILE EXCHANGE · MICRO SOL - CHICAGO MERCANTILE EXCHANGE · MICRO XRP - CHICAGO MERCANTILE EXCHANGE · MINI MSCI ACWI NTR INDEX - ICE FUTURES U.S. · MSCI EAFE - ICE FUTURES U.S. · MSCI EAFE MINI INDEX - ICE FUTURES U.S. · MSCI EAFE MINI INDEX - NYSE LIFFE · MSCI EM ASIA MINI NTR INDEX - ICE FUTURES U.S. · MSCI EM INDEX - ICE FUTURES U.S. · MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. · MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. · MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE · NANO BITCOIN PERP STYLE - COINBASE DERIVATIVES, LLC · NANO ETHER - COINBASE DERIVATIVES, LLC · NANO ETHER - LMX LABS LLC · NANO ETHER PERP STYLE - COINBASE DERIVATIVES, LLC · NANO SOLANA - COINBASE DERIVATIVES, LLC · NANO SOLANA - LMX LABS LLC · NANO SOLANA PERP STYLE - COINBASE DERIVATIVES, LLC · NANO STELLAR - COINBASE DERIVATIVES, LLC · NANO STELLAR - LMX LABS LLC · NANO XRP - COINBASE DERIVATIVES, LLC · NANO XRP - LMX LABS LLC · NANO XRP PERP STYLE - COINBASE DERIVATIVES, LLC · NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE · NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE · NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE · NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE · NEAR PROTOCAL PERP STYLE - COINBASE DERIVATIVES, LLC · NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE · NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE · NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE · NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE · Nano Bitcoin - COINBASE DERIVATIVES, LLC · Nano Bitcoin - LMX LABS LLC · ONDO PERP STYLE - COINBASE DERIVATIVES, LLC · ONE-MONTH EURODOLLAR - CHICAGO MERCANTILE EXCHANGE · PAX GOLD PERP STYLE - COINBASE DERIVATIVES, LLC · POLKADOT - COINBASE DERIVATIVES, LLC · POLKADOT - LMX LABS LLC · POLKADOT PERP STYLE - COINBASE DERIVATIVES, LLC · RUSSEL 1000 MINI INDEX FUTURE - ICE FUTURES U.S. · RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. · RUSSELL 2000 ANNUAL DIVIDEND - CHICAGO MERCANTILE EXCHANGE · RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. · RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE · RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE · Russell 2000 Stock Index (Mini) - Chicago Mercantile Exchange · Russell 2000 Stock Index - ICE Futures U.S. · Russell 2000 Stock Index Future - Chicago Mercantile Exchange · S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE · S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE · S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE · S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE · S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE · S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE · S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE · SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE · SOFR-1M - CHICAGO MERCANTILE EXCHANGE · SOFR-3M - CHICAGO MERCANTILE EXCHANGE · SOL - CHICAGO MERCANTILE EXCHANGE · SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE · STELLAR - LMX LABS LLC · STELLAR PERP STYLE - COINBASE DERIVATIVES, LLC · SUI PERP STYLE - COINBASE DERIVATIVES, LLC · SWISS FRANC - CHICAGO MERCANTILE EXCHANGE · THREE-MONTH BLOOMBERG ST BANK - CHICAGO MERCANTILE EXCHANGE · U.S. DOLLAR INDEX - ICE FUTURES U.S. · U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE · ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE · ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE · ULTRA US T BOND - CHICAGO BOARD OF TRADE · ULTRA UST 10Y - CHICAGO BOARD OF TRADE · ULTRA UST BOND - CHICAGO BOARD OF TRADE · USD INDEX - ICE FUTURES U.S. · USD/CHINESE RENMINBI-OFFSHORE - CHICAGO MERCANTILE EXCHANGE · UST 10Y NOTE - CHICAGO BOARD OF TRADE · UST 2Y NOTE - CHICAGO BOARD OF TRADE · UST 5Y NOTE - CHICAGO BOARD OF TRADE · UST BOND - CHICAGO BOARD OF TRADE · VIX FUTURES - CBOE FUTURES EXCHANGE · XRP - CHICAGO MERCANTILE EXCHANGE · ZCASH PERP STYLE - COINBASE DERIVATIVES, LLC
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