COT Bonds Futures Charts: 5-Year, Eurodollars, Fed Funds, 10-Year Notes

March 27, 2021

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 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:

COT Bonds Futures Charts

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 9.9 69.6 1.9
– Percent of Open Interest Shorts: 17.0 61.9 2.5
– Net Position: -77,447 84,148 -6,701
– Gross Longs: 108,006 761,408 21,052
– Gross Shorts: 185,453 677,260 27,753
– Long to Short Ratio: 0.6 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 20.3 79.7 58.9
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 0.0 0.0 -0.7

 


2-Year Treasury Note:

COT Bonds Futures Charts

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.6 76.8 6.2
– Percent of Open Interest Shorts: 31.7 61.4 5.5
– Net Position: -371,353 355,567 15,786
– Gross Longs: 358,007 1,766,136 142,139
– Gross Shorts: 729,360 1,410,569 126,353
– Long to Short Ratio: 0.5 to 1 1.3 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 9.6 85.8 43.2
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -42.0 49.7 -29.8

 


5-Year Treasury Note:

COT Bonds Futures Charts

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.1 73.6 7.5
– Percent of Open Interest Shorts: 15.4 71.1 10.6
– Net Position: 23,047 87,030 -110,077
– Gross Longs: 563,476 2,583,170 262,000
– Gross Shorts: 540,429 2,496,140 372,077
– Long to Short Ratio: 1.0 to 1 1.0 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 92.5 17.5 33.1
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.2 6.6 -35.2

 


10-Year Treasury Note:

COT Bonds Futures Charts

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.5 71.8 8.2
– Percent of Open Interest Shorts: 18.2 67.9 12.4
– Net Position: 12,297 150,830 -163,127
– Gross Longs: 719,545 2,788,076 317,965
– Gross Shorts: 707,248 2,637,246 481,092
– 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): 84.6 32.3 29.8
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.4 6.2 0.7

 


Ultra 10-Year Notes:

COT Bonds Futures Charts

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 27.0 64.0 8.7
– Percent of Open Interest Shorts: 6.0 76.1 17.6
– Net Position: 273,629 -157,847 -115,782
– Gross Longs: 351,116 830,326 112,370
– Gross Shorts: 77,487 988,173 228,152
– Long to Short Ratio: 4.5 to 1 0.8 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 100.0 0.0 12.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 35.1 -34.2 -10.7

 


US Treasury Bonds:

COT Bonds Futures Charts

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 7.4 77.5 12.5
– Percent of Open Interest Shorts: 18.1 62.9 16.5
– Net Position: -127,751 175,142 -47,391
– Gross Longs: 88,348 928,017 150,109
– Gross Shorts: 216,099 752,875 197,500
– Long to Short Ratio: 0.4 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 43.3 75.9 18.0
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 24.7 -17.6 -15.5

 


Ultra US Treasury Bonds:

COT Bonds Futures Charts

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.5 82.4 11.6
– Percent of Open Interest Shorts: 28.9 57.9 12.7
– Net Position: -265,717 278,094 -12,377
– Gross Longs: 62,778 937,690 132,223
– Gross Shorts: 328,495 659,596 144,600
– Long to Short Ratio: 0.2 to 1 1.4 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.9 59.5 4.1
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.9 18.8 -0.9

 


3-Month Eurodollars:

COT Bonds Futures Charts

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 23.5 47.3 5.5
– Percent of Open Interest Shorts: 16.0 52.0 8.2
– Net Position: 820,097 -517,996 -302,101
– Gross Longs: 2,557,984 5,138,354 593,215
– Gross Shorts: 1,737,887 5,656,350 895,316
– 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): 73.9 25.2 64.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.0 -3.4 -10.8

 


Article By CountingPips.comReceive 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).


Free Reports:

Top 5 Companies Added to Our Stock Watch List this Quarter - Here are the Stock Symbols that stood out so far in the fourth quarter of 2021.





Get our Weekly Commitment of Traders Reports - See where the biggest traders (Hedge Funds and Commercial Hedgers) are positioned in the futures markets on a weekly basis.