COT is free information:
http://www.cftc.gov/dea/futures/deacmesf.htm
However in the event that you would like it in a better format:
http://www.cot-futures.com/cot/index.htm
Its not the Data but the best way to use it, History has it that the commecials have won 100% in their extreme positions(from the currecy fututres planet) , however you have to bear in mind that when the advertisements were net short on the euro, in 2000 it took them two months before the up trend might be reversed.