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Matching is case-insensitive and runs in this order: (1) exact match on `contract_market_name` (e.g. `CRUDE OIL, LIGHT SWEET-WTI`), (2) LIKE %query% on `contract_market_name`, (3) LIKE %query% on `commodity_name` (e.g. `CRUDE OIL`, `GOLD`, `NATURAL GAS`, `SILVER`, `WHEAT`, `CORN`, `SOYBEANS`, `COTTON`, `SUGAR`, `COFFEE`, `LIVE CATTLE`). Default = `WTI CRUDE OIL` (resolves to the NYMEX / ICE Europe WTI futures contract). 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The actor ALWAYS pulls at least 156 prior weeks BEFORE the emit window for the 3-year percentile rank calculation, regardless of this setting.", "default": 52 }, "category": { "title": "Trader category to emit", "enum": [ "managed_money", "swap_dealers", "commercials", "non_reportable", "all" ], "type": "string", "description": "Which trader bucket to emit positions for. `all` = emit one row per category that the chosen report_type exposes (5 categories for disaggregated/financial, 3 for legacy). `managed_money` = the hedge-fund / CTA / commodity-pool bucket (disaggregated + financial only). `swap_dealers` = bank swap-dealer hedge bucket (disaggregated + financial). `commercials` = producer/merchant/processor (disaggregated), commercial hedger (legacy), or asset manager/institutional (financial TFF). `non_reportable` = small speculator residual under the CFTC reporting threshold (all three report families). 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