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 StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:9.969.61.9
– Percent of Open Interest Shorts:17.061.92.5
– Net Position:-77,44784,148-6,701
– Gross Longs:108,006761,40821,052
– Gross Shorts:185,453677,26027,753
– Long to Short Ratio:0.6 to 11.1 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):20.379.758.9
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:0.00.0-0.7

 


2-Year Treasury Note:

COT Bonds Futures Charts

2-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.676.86.2
– Percent of Open Interest Shorts:31.761.45.5
– Net Position:-371,353355,56715,786
– Gross Longs:358,0071,766,136142,139
– Gross Shorts:729,3601,410,569126,353
– Long to Short Ratio:0.5 to 11.3 to 11.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):9.685.843.2
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-42.049.7-29.8

 


Free Reports:

Download Our Metatrader 4 Indicators – Put Our Free MetaTrader 4 Custom Indicators on your charts when you join our Weekly Newsletter





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.






5-Year Treasury Note:

COT Bonds Futures Charts

5-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:16.173.67.5
– Percent of Open Interest Shorts:15.471.110.6
– Net Position:23,04787,030-110,077
– Gross Longs:563,4762,583,170262,000
– Gross Shorts:540,4292,496,140372,077
– Long to Short Ratio:1.0 to 11.0 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):92.517.533.1
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:2.26.6-35.2

 


10-Year Treasury Note:

COT Bonds Futures Charts

10-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:18.571.88.2
– Percent of Open Interest Shorts:18.267.912.4
– Net Position:12,297150,830-163,127
– Gross Longs:719,5452,788,076317,965
– Gross Shorts:707,2482,637,246481,092
– Long to Short Ratio:1.0 to 11.1 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):84.632.329.8
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-7.46.20.7

 


Ultra 10-Year Notes:

COT Bonds Futures Charts

Ultra 10-Year Notes StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:27.064.08.7
– Percent of Open Interest Shorts:6.076.117.6
– Net Position:273,629-157,847-115,782
– Gross Longs:351,116830,326112,370
– Gross Shorts:77,487988,173228,152
– Long to Short Ratio:4.5 to 10.8 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):100.00.012.2
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish-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 StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:7.477.512.5
– Percent of Open Interest Shorts:18.162.916.5
– Net Position:-127,751175,142-47,391
– Gross Longs:88,348928,017150,109
– Gross Shorts:216,099752,875197,500
– Long to Short Ratio:0.4 to 11.2 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):43.375.918.0
– COT Index Reading (3 Year Range):BearishBullishBearish-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 StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:5.582.411.6
– Percent of Open Interest Shorts:28.957.912.7
– Net Position:-265,717278,094-12,377
– Gross Longs:62,778937,690132,223
– Gross Shorts:328,495659,596144,600
– Long to Short Ratio:0.2 to 11.4 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):61.959.54.1
– COT Index Reading (3 Year Range):BullishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-14.918.8-0.9

 


3-Month Eurodollars:

COT Bonds Futures Charts

3-Month Eurodollars StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:23.547.35.5
– Percent of Open Interest Shorts:16.052.08.2
– Net Position:820,097-517,996-302,101
– Gross Longs:2,557,9845,138,354593,215
– Gross Shorts:1,737,8875,656,350895,316
– Long to Short Ratio:1.5 to 10.9 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):73.925.264.1
– COT Index Reading (3 Year Range):BullishBearishBullish
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).