v8

latestOpenAPI 3.1.0Proprietary2026-08-081,5483,1755.5 MB

Hedge Fund Intelligence

Net positioning extremes (5-year percentile rank)

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). percentile_rank is 0-100 (50 = median), never a 0-1 fraction. 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.

get/api/v1/cot/extremes

Query parameters

report_typestring

Report type: legacy / disaggregated / tff / cit

lookback_weeksinteger

History window in weeks (260 = 5 years, default)

limitinteger

Max contracts to return

Response

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

Example response

{
  "data": {
    "extremes": [
      {
        "percentile_rank": 99.8
      }
    ]
  },
  "meta": {
    "endpoint": "/api/v1/fred/us/cpi",
    "data_time": "2026-04-16T14:30:00Z",
    "response_time": "2026-04-16T14:30:12Z",
    "provider": "Sugra API v1.0.1",
    "source": "sugra_crypto",
    "attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
    "fallback_chain": [
      "sugra_crypto",
      "sugra_finance"
    ]
  }
}