CME Commitment of Traders [lfnt]

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.

הערות שחרור:

included Equity Futures:
- ES
- NQ