13 Mar

COT Bonds Futures Charts: 10-Year Treasury Notes, Eurodollar, Fed Funds

March 13, 2021

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 March 09 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:

30-Day Federal Funds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:5.773.52.1
– Percent of Open Interest Shorts:19.159.62.6
– Net Position:-135,338140,437-5,099
– Gross Longs:58,039742,47021,275
– Gross Shorts:193,377602,03326,374
– Long to Short Ratio:0.3 to 11.2 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):12.287.561.8
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-15.114.54.4

 

2-Year Treasury Note:

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2-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.775.76.5
– Percent of Open Interest Shorts:32.760.44.8
– Net Position:-407,364366,50040,864
– Gross Longs:375,8461,812,750156,826
– Gross Shorts:783,2101,446,250115,962
– Long to Short Ratio:0.5 to 11.3 to 11.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):2.187.956.4
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-35.638.4-15.1

 

5-Year Treasury Note:

5-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:17.872.37.9
– Percent of Open Interest Shorts:18.268.711.1
– Net Position:-14,305123,653-109,348
– Gross Longs:614,9222,497,297273,242
– Gross Shorts:629,2272,373,644382,590
– Long to Short Ratio:1.0 to 11.1 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):88.620.733.4
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:8.82.5-42.1

 

10-Year Treasury Note:

10-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:16.871.78.3
– Percent of Open Interest Shorts:18.064.913.9
– Net Position:-46,131250,678-204,547
– Gross Longs:616,2412,638,520305,914
– Gross Shorts:662,3722,387,842510,461
– Long to Short Ratio:0.9 to 11.1 to 10.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):78.241.918.4
– COT Index Reading (3 Year Range):BullishBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-9.115.4-21.1

 

Ultra 10-Year Notes:

Ultra 10-Year Notes StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:24.265.88.5
– Percent of Open Interest Shorts:6.973.518.2
– Net Position:224,382-98,724-125,658
– Gross Longs:313,444852,123109,483
– Gross Shorts:89,062950,847235,141
– Long to Short Ratio:3.5 to 10.9 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):100.08.72.6
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:32.7-27.6-17.4

 

US Treasury Bonds:

US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:9.676.512.3
– Percent of Open Interest Shorts:24.458.415.7
– Net Position:-178,806218,869-40,063
– Gross Longs:116,329924,857149,104
– Gross Shorts:295,135705,988189,167
– Long to Short Ratio:0.4 to 11.3 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):26.089.923.6
– COT Index Reading (3 Year Range):BearishBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:6.01.5-17.8

 

Ultra US Treasury Bonds:

Ultra US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:5.481.311.9
– Percent of Open Interest Shorts:27.058.912.8
– Net Position:-250,679260,600-9,921
– Gross Longs:62,968943,406138,132
– Gross Shorts:313,647682,806148,053
– Long to Short Ratio:0.2 to 11.4 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):66.352.46.2
– COT Index Reading (3 Year Range):BullishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-13.618.3-2.9

 

3-Month Eurodollars:

3-Month Eurodollars StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:21.449.15.1
– Percent of Open Interest Shorts:15.152.77.9
– Net Position:740,975-420,211-320,764
– Gross Longs:2,490,6065,708,260596,502
– Gross Shorts:1,749,6316,128,471917,266
– Long to Short Ratio:1.4 to 10.9 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):72.726.661.7
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:2.8-0.4-19.6

 

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).


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