The COT Report Spreadsheet: weekly CFTC data in Excel
An Excel template (.xlsm) that auto-refreshes the latest COT report on open. No copy-pasting from the CFTC, no API key. Plus the Data Dump for full history.
very Friday at 3:30 PM Eastern Time, the U.S. Commodity Futures Trading Commission publishes the Commitments of Traders report. And every Friday afternoon, traders worldwide spend the next hour copy-pasting numbers from a government archive into the spreadsheet they actually use. We built the COT Report Spreadsheet to delete that hour from your week.
It is a Microsoft Excel workbook (.xlsm) wired with Power Query against the public CFTC archive. Open the file Friday afternoon and the latest week is already loaded — no manual download, no PDF parsing, no fragile screen-scraping. One locked tab carries the data; every other tab is yours to build whatever you want on top.
Why a spreadsheet, when you already have the website?
The COT-Reports.com site covers most of what most traders need: Simplified, Detailed, Weekly Summary, Charts. If you read the report and act on it the same day, the website is the fastest path from question to answer. The spreadsheet is for a different workflow — the trader who keeps a model running in Excel, who builds custom signals on top of the raw data, who wants offline access to the latest CFTC numbers without hitting our servers every time.
A few concrete reasons people buy the COT report excel spreadsheet download:
They run a long-standing positioning model in Excel and don't want to break the existing pipeline.
They build custom alerts (e.g. "ping me when Managed Money in Crude flips net short for the first time in 12 weeks") that need formula access.
They want a historical archive on their own machine — for reproducibility, for slow-internet sites, for clients who need the workbook handed off.
They simply prefer Excel's pivot tables, conditional formatting, and personal macros over web tools.
What's inside the COT Report Spreadsheet
The workbook ships with seven sheets, in this order:
**README** — short setup notes, version stamp, support email. Read it once, then forget about it.
**Config** — two editable cells: an optional API key, and a market dropdown.
**Markets** — the 48 CFTC contracts you can pick for the history tab, with their codes, tickers, exchanges, and categories.
**Data_Latest** — the latest CFTC week for every market in the Legacy report, populated by Power Query. Refreshes automatically when you open the workbook.
**Data_History** — up to 520 weeks (~10 years) of weekly history for the market selected in Config!B2. Also auto-refreshes.
**Examples** — sample INDEX/MATCH formulas on the `tblLatest` and `tblHistory` tables (standard Excel, 2016 and newer). Buyer copies any formula from here into their own dashboards.
**Playground** — empty. Your work goes here.
The whole thing weighs about 300 KB and runs in Microsoft Excel 2016 or newer on Windows (including Microsoft 365) — not in Excel for Mac or Excel for the web. Power Query is the engine; if you've never touched it before, you don't have to — the queries are pre-built and refresh on open. The one step before the first open: right-click the file → Properties → Unblock, because Windows blocks the macros of downloaded files.
Optional: the API mode for cleaner columns
The default data source is the public CFTC SODA archive. It works for everyone, has no rate limit, and requires no account. The catch is that CFTC column names are messy — `noncomm_postions_spread_all` (with the typo) sits right next to `change_in_noncomm_spead_all` (with another typo). We map those to clean names in the workbook, but the underlying data still carries CFTC's quirks.
If you also subscribe to the COT Data API ($9.99/month, separate product), you can paste your token into Config!B1 (with macros enabled) and the history tab (Data_History) loads from our normalized API instead — the same 520 weeks (~10 years), in our clean column names. The latest-week tab stays on the CFTC archive, and the workbook reads the Legacy report in both modes. It's entirely optional — most buyers never set the API key and the workbook works fine.
A real workflow example
Say you trade WTI crude oil and you watch Managed Money positioning every Friday. Your weekly ritual with the COT report spreadsheet:
1. Open `cot-data-spreadsheet-v1.xlsm`. Power Query refreshes the data tab in about five seconds against the latest CFTC release.
2. Switch the dropdown in Config!B2 to "WTI CRUDE OIL". Data_History reloads with 520 weeks of history for that market.
3. Glance at the chart on the Examples tab — it auto-relabels to "Net positioning history — WTI CRUDE OIL" and shows non-commercial long vs short over the past decade.
4. Open your own analysis tab in the workbook. Use `=INDEX(tblLatest, MATCH("067651", tblLatest[cftc_code], 0), MATCH("noncomm_long", tblLatest[#Headers], 0))` to pull the current non-commercial long position for crude oil (067651). For last week, last month and last year, read the same column from `tblHistory` for the market selected on the Config tab.
5. Drop the result into your weekly trade plan, save, close. Total time: under 90 seconds for the data side, however long you spend on analysis itself.
No copy-paste from the CFTC website. No CSV downloads to manage. The data is in the spreadsheet you were going to use anyway.
What it costs and what you actually buy
The COT report spreadsheet is a $39 one-time purchase. After Stripe checkout you get an instant download link to the .xlsm and up to 3 downloads within 30 days through your account, in case you switch machines or lose the file.
One thing to be honest about:
The workbook is not a trading signal tool. It's the raw CFTC data, structured cleanly, refreshed automatically. The interpretation is still yours to do — and if that's the part you want help with, the free articles on this blog (and the "How to Read the Simplified COT Report" guide) are a better starting point than the workbook itself.
Beyond the workbook: the COT Data Dump
The COT report spreadsheet is built for the weekly user — open the file, see the latest week, get on with the day. If your need is bigger than that — building a quant model, training a machine learning system, doing a multi-decade backtest — there is a separate product designed for the bulk download case: the COT Data Dump.
The Data Dump is a one-time purchase — $49 for one archive, $69 for both — that ships every CFTC market, every report family (Legacy, Disaggregated, TFF, Supplemental), Legacy from 1986 and the other families from 2006, in both CSV and NDJSON. It comes as two ZIPs, one per CFTC variant (Futures Only, and Futures & Options Combined), each schema-versioned with a SHA-256 manifest so you can verify integrity. It's the same dataset that powers our website and the spreadsheet — just packaged as a static archive instead of a refreshable workbook.
Two products, two workflows. Use the spreadsheet if you want a tool that lives in Excel and updates itself every Friday. Use the Data Dump if you want the entire archive on your machine for offline analysis, backtesting, or piping into a database. They're complementary — buyers who need both pay from $88 total — but most readers only ever need one.
The underlying data in both cases is U.S. federal public domain (17 USC §105). What you're paying for is the curation, the packaging, the maintenance against CFTC's schema changes, and the fact that the file works the moment you open it. We exist so you don't have to build any of this yourself.
