Tue Sep 1, 2026 positions · live minutes after CFTC

Cotton No. 2 COT Report

CFTC Commitments of Traders · positions as of Tuesday 2026-09-01, released Sep 4, 2026 (the CFTC reports each Tuesday's close three days later) · next release Sep 11, 2026 (regular cycle; see the release schedule for holiday shifts)

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Bearish tilt100/100

Cotton No. 2 positioning leans bearish - commercials selling (26w index 0), speculators crowded long (3y index 100).

How this read is built
  • Commercials (hedgers) are net short and sit near the bottom of their 26-week range (COT index 0) - a bearish tilt in the traditional read.
  • Large speculators are net long near the top of their 3-year range (index 100) - a crowded long, which historically leans bearish for the setup.

A description of how traders are positioned versus their own history - the standard Commitments of Traders interpretation, computed identically for every market. It is not a price forecast, a trading signal, or advice. How traders use positioning · how the read is computed.

As of the COT report, large speculators are net long 130,721 Cotton No. 2 futures contracts (up 7,818 week-over-week), commercials are net short 141,900, and open interest is 383,730 contracts. Managed money was net long 100,963 contracts as of (up 28,291 week-over-week).

130,721
Large speculators net · 52w
-141,900
Commercials net
100.0
COT index (3-year)
383,730
Open interest
Cite this data
FuturesBench, "Cotton No. 2 COT Report," data as of 2026-09-01.
https://futuresbench.com/cot/cotton/#net-position
Source: CFTC Commitments of Traders (public domain).
CSV: https://futuresbench.com/data/cot/cotton.csv
Net positions since 1986
-150k-100k-50k050k100k150k2025-092025-102025-122026-022026-032026-052026-062026-08Large speculatorsCommercials
-150k-100k-50k050k100k150k2021-092022-052023-022023-102024-072025-042025-122026-09Large speculatorsCommercials
-150k-100k-50k050k100k150k1986-011994-122000-032005-062010-102016-012021-042026-07Large speculatorsCommercials
Embed this chart
<iframe src="https://futuresbench.com/embed/cot/cotton/" width="100%" height="560" frameborder="0" loading="lazy" title="Cotton No. 2 COT Report chart - FuturesBench"></iframe>

Positioning - as of Tuesday 2026-09-01

Trader categoryNet positionWeekly change% of open interestCOT index 26wCOT index 52wCOT index 3y
Large speculators130,721+7,81834.1%100.0100.0100.0
Commercials-141,900-8,452-37.0%0.00.00.0
Small traders11,179+6342.9%70.379.479.9

Net = long − short (spread positions cancel). COT index: 0 = most net-short of the lookback, 100 = most net-long. How it's computed.

This week in numbers

Every sentence above is computed from the stored series - no commentary, no forecasts.

Disaggregated report - positions as of Tue 2026-09-01

Trader categoryNet positionWeekly change% of open interestCOT index 26wCOT index 52wCOT index 3y
Producer/merchant-178,611-19,222-46.5%0.00.00.0
Swap dealers36,711-3,4779.6%33.033.036.7
Managed money100,963+28,29126.3%100.0100.0100.0
Other reportables29,758-5,2187.8%0.036.151.7
Small traders11,179-3742.9%70.379.479.9

Full Disaggregated report history: CSV · switch the chart above to this report family for the full series.

Recent history

Report dateOpen interestLarge spec netΔCommercial netΔSmall trader net
2026-09-01383,730130,721+7,818-141,900-8,45211,179
2026-08-25374,859122,903+15,255-133,448-14,24710,545
2026-08-18361,871107,648+4,393-119,201-5,67511,553
2026-08-11349,370103,255+6,879-113,526-8,40010,271
2026-08-04331,50096,376+2,845-105,126-4,7598,750
2026-07-28323,77793,531-1,581-100,367+2,3116,836
2026-07-21317,82595,112-335-102,678+2,6007,566
2026-07-14322,30795,447+7,019-105,278-9,7399,831
2026-07-07318,05288,428+10,580-95,539-12,0177,111
2026-06-30305,70877,848-5,710-83,522+6,9325,674
2026-06-23302,70383,558+4,881-90,454-5,9756,896
2026-06-16306,64278,677+2,720-84,479-2,5625,802
2026-06-09324,97975,957-9,249-81,917+11,5045,960
2026-06-02345,81885,206-2,468-93,421+3,3308,215
2026-05-26331,15787,674-4,796-96,751+6,7949,077
2026-05-19329,29892,470-9,919-103,545+13,61411,075
2026-05-12335,218102,389+1,707-117,159-2,22814,770
2026-05-05332,623100,682+19,741-114,931-21,92714,249
2026-04-28323,83680,941-1,626-93,004+2,13912,063
2026-04-21329,77482,567+12,817-95,143-13,44912,576
2026-04-14328,44369,750+8,393-81,694-11,85111,944
2026-04-07346,12161,357+12,970-69,843-11,8958,486
2026-03-31347,69548,387+26,120-57,948-28,9749,561
2026-03-24327,95922,267+6,042-28,974-5,2526,707
2026-03-17341,32616,225+37,256-23,722-42,0727,497
2026-03-10329,892-21,031+7,06618,350-6,1732,681

Full history, no login: CSV (1986-01-15 → 2026-09-01) · JSON

Contract facts

(CONTRACTS OF 50,000 POUNDS)
Contract unit (CFTC)
CT
Ticker
ICE US
Exchange
033661
CFTC contract code

FAQ

Are large speculators long or short Cotton No. 2 futures?
As of the 2026-09-01 COT report, large speculators (non-commercial traders) are net long 130,721 contracts in Cotton No. 2 futures.
How current is this Cotton No. 2 COT data?
The latest report is dated 2026-09-01 (positions as of that Tuesday's close), published by the CFTC on 2026-09-04. This page updates within minutes of each weekly release.
Where can I download Cotton No. 2 COT history?
The full weekly series (1986-01-15 to 2026-09-01) is free at /data/cot/cotton.csv - no login, no cap.

Learn: how to read this report · commercials vs non-commercials · glossary

All COT markets Fiber Cotton No. 2 CSV Cotton No. 2 contract specs Cotton No. 2 calculator

Source: CFTC Commitments of Traders, legacy futures-only report, contract code 033661. Dataset coverage 1986-01-15 → 2026-09-01. Methodology.