Positioning is the CME contract, CFTC code 057642, from the CFTC Commitments of Traders, Disaggregated variant, futures-only: a snapshot of open positions at Tuesday's close published the following Friday at 15:30 Eastern, so the freshest net available is three days behind the screen at best and ten at worst. Each report date is matched to the daily close on or before the CFTC report date; never a later close — the lag in days is in the chart tooltip, and a report date with no close on or before it is drawn as a gap rather than interpolated. The weekly record runs from 2006-06-13, 1052 reports.

Managed money is registered CTAs, pool operators and unregistered funds — not the legacy non-commercial number, which is a wider bucket that also contained today's swap dealers and other reportables; the two are different figures for the same contract on the same date and neither is wrong. The z-score is that book's net measured against a rolling window of its own prior reports, so the window is part of the number: the tile above is fixed at 52w (1.0y), the window every other surface here publishes, while the chart's selector recomputes it from 13w (3m) to 156w (3.0y).