By CountingPips.com – Receive our weekly COT Reports by Email
Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC).
The latest COT data is updated through Tuesday February 23 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
| 30-Day Federal Funds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 8.2 | 72.4 | 1.9 |
| – Percent of Open Interest Shorts: | 17.6 | 62.9 | 2.0 |
| – Net Position: | -111,478 | 112,803 | -1,325 |
| – Gross Longs: | 98,122 | 863,148 | 22,222 |
| – Gross Shorts: | 209,600 | 750,345 | 23,547 |
| – Long to Short Ratio: | 0.5 to 1 | 1.2 to 1 | 0.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 15.5 | 83.7 | 68.7 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -19.3 | 17.9 | 13.1 |
Free Reports:
| 2-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 26.2 | 63.6 | 6.1 |
| – Percent of Open Interest Shorts: | 27.9 | 64.8 | 3.2 |
| – Net Position: | -39,871 | -29,660 | 69,531 |
| – Gross Longs: | 623,688 | 1,512,141 | 145,752 |
| – Gross Shorts: | 663,559 | 1,541,801 | 76,221 |
| – Long to Short Ratio: | 0.9 to 1 | 1.0 to 1 | 1.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 78.6 | 11.7 | 71.6 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 52.3 | -48.2 | -0.4 |
| 5-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 22.0 | 61.9 | 8.4 |
| – Percent of Open Interest Shorts: | 19.5 | 62.6 | 10.2 |
| – Net Position: | 95,406 | -29,241 | -66,165 |
| – Gross Longs: | 833,986 | 2,343,372 | 318,667 |
| – Gross Shorts: | 738,580 | 2,372,613 | 384,832 |
| – Long to Short Ratio: | 1.1 to 1 | 1.0 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 100.0 | 7.2 | 49.4 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 44.9 | -34.5 | -16.0 |
| 10-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 15.9 | 64.1 | 10.2 |
| – Percent of Open Interest Shorts: | 15.8 | 59.6 | 14.7 |
| – Net Position: | 2,789 | 181,377 | -184,166 |
| – Gross Longs: | 642,543 | 2,594,445 | 411,118 |
| – Gross Shorts: | 639,754 | 2,413,068 | 595,284 |
| – Long to Short Ratio: | 1.0 to 1 | 1.1 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 83.5 | 35.3 | 24.0 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 5.8 | 1.8 | -19.8 |
| Ultra 10-Year Notes Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 19.0 | 69.0 | 9.9 |
| – Percent of Open Interest Shorts: | 6.2 | 72.4 | 19.2 |
| – Net Position: | 173,188 | -46,157 | -127,031 |
| – Gross Longs: | 258,297 | 940,572 | 135,254 |
| – Gross Shorts: | 85,109 | 986,729 | 262,285 |
| – Long to Short Ratio: | 3.0 to 1 | 1.0 to 1 | 0.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 94.1 | 24.9 | 0.0 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 14.4 | -2.4 | -34.1 |
| US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 10.4 | 73.2 | 13.8 |
| – Percent of Open Interest Shorts: | 22.9 | 58.1 | 16.3 |
| – Net Position: | -156,309 | 188,155 | -31,846 |
| – Gross Longs: | 129,775 | 914,249 | 172,342 |
| – Gross Shorts: | 286,084 | 726,094 | 204,188 |
| – Long to Short Ratio: | 0.5 to 1 | 1.3 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 30.2 | 80.1 | 29.9 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish-Extreme | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 11.7 | -12.0 | -1.9 |
| Ultra US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 7.6 | 76.8 | 12.6 |
| – Percent of Open Interest Shorts: | 25.7 | 57.6 | 13.8 |
| – Net Position: | -215,036 | 228,517 | -13,481 |
| – Gross Longs: | 90,156 | 912,983 | 150,059 |
| – Gross Shorts: | 305,192 | 684,466 | 163,540 |
| – Long to Short Ratio: | 0.3 to 1 | 1.3 to 1 | 0.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 77.9 | 39.4 | 1.6 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 5.3 | -4.1 | -5.4 |
| 3-Month Eurodollars Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 20.5 | 48.2 | 4.7 |
| – Percent of Open Interest Shorts: | 14.0 | 52.2 | 7.2 |
| – Net Position: | 752,498 | -465,476 | -287,022 |
| – Gross Longs: | 2,372,370 | 5,575,667 | 543,029 |
| – Gross Shorts: | 1,619,872 | 6,041,143 | 830,051 |
| – Long to Short Ratio: | 1.5 to 1 | 0.9 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 72.9 | 26.0 | 66.1 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 1.7 | 0.1 | -15.3 |
Article By CountingPips.com – Receive our weekly COT Reports by Email
*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) were positioned in the futures markets.
The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators).
Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).
By Christopher Decker, University of Nebraska Omaha The Federal Reserve held interest rates steady at…
By JustMarkets At Tuesday's close, the Dow Jones Index (US30) added 0.23%, while the S&P 500 Index (US500) was…
By RoboForex Analytical Department Brent crude oil prices have dropped to $83.95 per barrel on…
By ForexTime USDJPY sees over 700-pip swing Copper selloff rewards bears EURCAD hits all bearish targets…
By Selcuk Uluagac, Florida International University You probably know better than to click on links…
By Denisa Mindruta, HEC Paris Business School “This isn’t mine; this is one for the…
This website uses cookies.
