RESEARCH Public data, our own maths, both shown in full
The data,
and the working.
Every tool here runs on a public dataset anyone can download, with the calculation described on the page. Nothing is a forecast and nothing is investment advice. They are ways of asking what the market has done before.
Find the historical weeks where futures traders were positioned like they are today, and see what positioning did next.
- Source
- CFTC Commitments of Traders, disaggregated futures-and-options combined
- Updates
- Weekly, Friday 15:30 ET
- SeasonalityMonth-by-month and week-by-week behaviour of a contract across its full history.
- CointegrationPairs that share a long-run relationship, with the spread's half-life and current deviation.
Marketframe research covers exchange-traded futures and is published for information only. It is not a recommendation to buy or sell anything, and past positioning tells you nothing certain about future prices.