The Commodity Futures Trading Commission (Commission or CFTC) publishes the Commitments of Traders (COT) on a weekly basis. COT reports provide a breakdown of open interest for futures.
Open interest is the total number of outstanding derivative contracts, such as futures that have not been settled for an asset.
If a buyer and seller come together and initiate a new position of one contract, then open interest will increase by one contract. Should a buyer and seller both exit a one contract position on a trade, then open interest decreases by one contract.
For more on open interest: https://www.investopedia.com/terms/o/openinterest.asp
The CFTC releases the data each Friday which contains the positions on Tuesday.
The Disaggregated reports are broken down by
Petroleum and products
Natural gas and products
Metals and other physical contracts
And then further into the following trader classifications
For our questions we are interested in the Disaggregated reports and then further in the Producer/Merchant/Processor/User classification for futures only.