---
title: "Net positioning extremes (5-year percentile rank)"
method: GET
path: "/api/v1/cot/extremes"
tags: ["Hedge Fund Intelligence"]
---

# Net positioning extremes (5-year percentile rank)

`GET /api/v1/cot/extremes`

Hedge fund / speculator net positioning extremes across 200+ active futures contracts. Returns top N markets ranked by 5-year percentile-rank deviation from the median (50). Use to find crowded long/short trades that are contrarian reversal candidates. Picks the relevant trader category per report type: legacy=non-commercial, disaggregated=managed money, tff=leveraged funds, cit=commodity index traders. Defaults to TFF (financial futures, hedge fund leveraged-funds line). Cache TTL 24h - heavy single-query batch over 5 years of weekly data.

## Query parameters

- `report_type` string — Report type: legacy / disaggregated / tff / cit
- `lookback_weeks` integer — History window in weeks (260 = 5 years, default)
- `limit` integer — Max contracts to return

## Response `200`

Top markets by absolute deviation of net positioning percentile-rank from 50, with 4-week and 13-week net change.

- unknown

## Other responses

- `401` — Missing or invalid `x-api-key` header.
- `422` — Validation Error
- `429` — Daily rate limit exceeded. Check `X-RateLimit-Reset` for the next window.
- `503` — Upstream source is temporarily unavailable. Retry after a short delay.

---

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