How to Get the Commitments of Traders Report for FX Trading

By Aiza Belle | 05 October 2020 | |

How to Get the Commitments of Traders Report for FX Trading

In the previous post, I illustrated how the COT Futures Report is used when trading forex. Here, I'm gonna show you how to extract it from the CFTC website.

Usually most traders don't need to extract the report anymore since we can use a COT indicator already both in Tradingview (for free) and MetaTrader (for a fee, depends on which service you subscribe to).

Gold chart with COT Indicator

A. How to Extract the COT Futures Report as Excel csv File 

If you want to extract the report for your personal data feed and server, and even for excel reports and filters, here are the steps how to do so.

1. Go to and click on Commitments of Traders
CFTC website
Alternatively, you can also type "COT Futures" in Google and press the very first CFTC link that shows up. 

CFTC Google Result

2. You will then see this page. Go to Historical Compressed.
CFTC Historical Compressed

3. Scroll down to Futures Only Reports section and download the zip file of your desired year.
CFTC Futures Only Reports

4. If you're tech savvy, the easiest and passive way to do so it so link to an API and get a free API key from Quandl.

5. Format the report as desired, either in Excel or through your server.

B. How to Get the Latest COT Futures Report as Text

If you're wondering where to get the COT Futures Report as a snapshot in time that you often see in tutorials about it instead of the aggregated version by year in csv file, do this instead.

1. Follow step 1 above, and upon seeing this page, go to Historical Viewable.
CFTC Historical Viewable

2. Click the latest date (or any date you like to check). CFTC publishes last week's report the following Tuesday. 
CFTC Historical Viewable - Latest Date

As of the time of this writing, it's only October 5, 2020 (Monday), the September 29 report will show up tomorrow. For this example, let's just click September 22.

3. Scroll down to Legacy Commitments of Traders Report, then go to the Chicago Mercantile Exhange row. Under the Futures Only column click Short Format.
COT Report - Legacy Commitments of Traders

4. Scroll down to your desired currency and weigh the bullishness or bearishness of the non-commercial traders there versus the other currency (since assets work in pairs in FX unlike in futures).
COT Futures Report Guide

And there you have it!

How to Extract COT Report for FX Trading

Featured image by Gaelle M. of Unsplash


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