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.x-api-key: ********************curl --location 'https://sugra.ai/api/v1/cot/extremes?report_type=undefined&lookback_weeks=undefined&limit=undefined' \
--header 'x-api-key: <api-key>'{
"data": {
"report_type": "string",
"lookback_weeks": 0,
"as_of": "string",
"count": 0,
"extremes": [
{
"contract_code": "string",
"contract_market": "string",
"net_position": 0,
"percentile_rank": 99.8,
"net_change_4w": 0,
"net_change_13w": 0,
"history_weeks": 0,
"property1": "string",
"property2": "string"
}
],
"property1": "string",
"property2": "string"
},
"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": 0,
"source": "string",
"attribution": "string",
"fallback_used": true,
"fallback_chain": [
"string"
],
"cached": true,
"stale": true,
"stale_since": "string",
"period": "string",
"notes": "string"
}
}