The COT report runs on a fixed clock: positions are measured as of Tuesday’s close, and the CFTC publishes on Friday at 15:30 ET.
The three-day gap
Friday’s report describes Tuesday’s world. In fast weeks the crowd may have moved since; that is not a flaw to trade around, it is a reason to treat COT as a weekly instrument. We publish a daily nowcast that estimates the move since Tuesday from price action, and we grade its accuracy in public rather than asking you to trust it.
Holiday weeks
After US holidays the release slips to the next business day, and data vendors often lag the official files by hours. Our pipeline retries through the weekend and stamps every page with its data-through date, so you always know which Tuesday you are looking at.
The fresh read lands in the Friday Letter after the release: the whole board in 90 seconds, free.