Net positioning extremes (percentile rank over the lookback window)
Changed onHedge fund / speculator net positioning extremes across 200+ active futures contracts. Returns the top limit markets ranked by how far the current net position's percentile rank within the lookback window (lookback_weeks, 52 to 520 weeks, default 260 = 5 years) deviates from the median (50). percentile_rank is 0-100 (50 = median), never a 0-1 fraction. Use to find the markets whose net position ranks near either end of its own lookback history. 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 the whole lookback window of weekly data.
Request
- Base URL: https://sugra.ai
- URL: https://sugra.ai/api/v1/cot/extremes
- Auth: API key in header x-api-key
Query parameters
Report type: legacy / disaggregated / tff / cit
History window in weeks (260 = 5 years, default)
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",
"data_age_days": 8.532,
"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"
],
"stale_since": "2026-09-08T12:00:00Z",
"period": "2026-Q1",
"notes": "the UKMTO report behind these counts is dated 2026-08-21 and is 11 days old"
}
}Changes
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added the non-success response with the status
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added the optional property
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