PROTECTED SOURCE SCRIPT

CME Commitment of Traders [lfnt]

Updated
This script calculates and plots the net positions for CME futures products based on the CFTC Commitment of Traders Report on market open interest released each Friday afternoon.

Currently the following products are covered:

FX Futures:
EUR, GBP, JPY, CAD, AUD, NZD, CHF, MXN, RUB, BRL, ZAR

Cryptocurrency Futures:
BTC

More products may be added later.
Release Notes
included Equity Futures:
- ES
- NQ
Commitment of Traders (COT)COT

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This script is published closed-source and you may privately use it freely.

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