COT Currency Futures Charts: Japanese Yen, Pound, Swiss Franc, Brazil Real, Russia Ruble

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 16 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.

---

US DOLLAR INDEX:

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	75.1	4.7	14.7
– Percent of Open Interest Shorts:	58.6	29.7	6.1
– Net Position:	5,837	-8,848	3,011
– Gross Longs:	26,575	1,657	5,184
– Gross Shorts:	20,738	10,505	2,173
– Long to Short Ratio:	1.3 to 1	0.2 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.9	59.9	58.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	35.6	-34.6	2.3

 

---

EURO Currency:

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.7	54.7	13.7
– Percent of Open Interest Shorts:	16.6	75.8	6.6
– Net Position:	89,976	-134,979	45,003
– Gross Longs:	195,857	349,395	87,260
– Gross Shorts:	105,881	484,374	42,257
– Long to Short Ratio:	1.8 to 1	0.7 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.6	37.6	69.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.4	15.2	-11.9

 

---

BRITISH POUND STERLING:

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.3	37.7	24.5
– Percent of Open Interest Shorts:	18.0	65.4	16.1
– Net Position:	28,600	-41,091	12,491
– Gross Longs:	55,190	55,771	36,323
– Gross Shorts:	26,590	96,862	23,832
– Long to Short Ratio:	2.1 to 1	0.6 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.3	12.3	92.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.6	-12.4	8.4

 

---

JAPANESE YEN:

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.8	68.1	12.6
– Percent of Open Interest Shorts:	44.8	29.5	24.2
– Net Position:	-39,368	56,281	-16,913
– Gross Longs:	26,003	99,385	18,453
– Gross Shorts:	65,371	43,104	35,366
– Long to Short Ratio:	0.4 to 1	2.3 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	45.8	61.2	23.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-50.7	48.3	-34.7

 

---

SWISS FRANC:

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.0	42.1	22.3
– Percent of Open Interest Shorts:	22.7	18.4	58.3
– Net Position:	4,671	9,013	-13,684
– Gross Longs:	13,297	15,984	8,479
– Gross Shorts:	8,626	6,971	22,163
– Long to Short Ratio:	1.5 to 1	2.3 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	80.6	38.4	28.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.5	30.1	-50.4

 

---

CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.2	44.2	27.0
– Percent of Open Interest Shorts:	21.7	59.8	16.8
– Net Position:	10,263	-29,275	19,012
– Gross Longs:	50,907	82,575	50,410
– Gross Shorts:	40,644	111,850	31,398
– Long to Short Ratio:	1.3 to 1	0.7 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.6	29.1	75.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.9	6.6	-6.3

 

---

AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.7	30.9	23.4
– Percent of Open Interest Shorts:	38.8	46.7	13.5
– Net Position:	7,620	-20,446	12,826
– Gross Longs:	57,840	39,964	30,300
– Gross Shorts:	50,220	60,410	17,474
– Long to Short Ratio:	1.2 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.3	4.0	85.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.1	-3.8	-10.0

 

---

NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	57.9	23.6	14.1
– Percent of Open Interest Shorts:	40.4	47.2	7.9
– Net Position:	6,029	-8,161	2,132
– Gross Longs:	20,002	8,145	4,862
– Gross Shorts:	13,973	16,306	2,730
– Long to Short Ratio:	1.4 to 1	0.5 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.2	28.0	77.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.0	7.8	-1.9

 

---

MEXICAN PESO:

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.2	59.8	4.5
– Percent of Open Interest Shorts:	61.1	35.2	3.3
– Net Position:	-29,457	28,026	1,431
– Gross Longs:	40,137	68,141	5,144
– Gross Shorts:	69,594	40,115	3,713
– Long to Short Ratio:	0.6 to 1	1.7 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.0	100.0	49.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-16.2	17.4	-12.1

 

---

BRAZIL REAL:

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.9	62.2	5.6
– Percent of Open Interest Shorts:	80.8	12.0	5.9
– Net Position:	-23,767	23,922	-155
– Gross Longs:	14,739	29,653	2,660
– Gross Shorts:	38,506	5,731	2,815
– Long to Short Ratio:	0.4 to 1	5.2 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	45.4	57.0	69.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.4	16.7	-10.1

 

---

RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.7	60.1	7.3
– Percent of Open Interest Shorts:	20.1	76.5	3.3
– Net Position:	3,973	-5,224	1,251
– Gross Longs:	10,369	19,076	2,302
– Gross Shorts:	6,396	24,300	1,051
– Long to Short Ratio:	1.6 to 1	0.8 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	22.8	73.6	84.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.9	-14.6	60.0

 

---

BITCOIN FUTURES:

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.4	5.1	32.7
– Percent of Open Interest Shorts:	79.8	1.8	7.7
– Net Position:	-2,652	314	2,338
– Gross Longs:	4,797	479	3,055
– Gross Shorts:	7,449	165	717
– Long to Short Ratio:	0.6 to 1	2.9 to 1	4.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	29.3	78.7	66.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.6	7.8	-2.7

 

---

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).