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 30 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 Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
– Percent of Open Interest Longs: | 9.7 | 69.3 | 1.9 |
– Percent of Open Interest Shorts: | 17.1 | 61.1 | 2.7 |
– Net Position: | -82,631 | 91,253 | -8,622 |
– Gross Longs: | 108,423 | 773,039 | 21,423 |
– Gross Shorts: | 191,054 | 681,786 | 30,045 |
– Long to Short Ratio: | 0.6 to 1 | 1.1 to 1 | 0.7 to 1 |
NET POSITION TREND: | |||
– COT Index Score (3 Year Range Pct): | 19.6 | 80.7 | 55.4 |
– COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bullish |
NET POSITION MOVEMENT INDEX: | |||
– 6-Week Change in Strength Index: | -0.3 | 1.0 | -9.5 |
2-Year Treasury Note:
Free Reports:
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.
Download Our Metatrader 4 Indicators – Put Our Free MetaTrader 4 Custom Indicators on your charts when you join our Weekly Newsletter
2-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
– Percent of Open Interest Longs: | 17.5 | 75.1 | 6.2 |
– Percent of Open Interest Shorts: | 32.4 | 61.3 | 5.1 |
– Net Position: | -346,692 | 322,028 | 24,664 |
– Gross Longs: | 407,888 | 1,748,022 | 143,590 |
– Gross Shorts: | 754,580 | 1,425,994 | 118,926 |
– Long to Short Ratio: | 0.5 to 1 | 1.2 to 1 | 1.2 to 1 |
NET POSITION TREND: | |||
– COT Index Score (3 Year Range Pct): | 14.7 | 79.4 | 47.9 |
– COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish | Bearish |
NET POSITION MOVEMENT INDEX: | |||
– 6-Week Change in Strength Index: | -42.5 | 45.4 | -16.9 |
5-Year Treasury Note:
5-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
– Percent of Open Interest Longs: | 16.6 | 73.5 | 7.5 |
– Percent of Open Interest Shorts: | 14.1 | 72.9 | 10.7 |
– Net Position: | 95,335 | 20,726 | -116,061 |
– Gross Longs: | 612,179 | 2,701,996 | 277,397 |
– Gross Shorts: | 516,844 | 2,681,270 | 393,458 |
– Long to Short Ratio: | 1.2 to 1 | 1.0 to 1 | 0.7 to 1 |
NET POSITION TREND: | |||
– COT Index Score (3 Year Range Pct): | 100.0 | 11.6 | 28.3 |
– COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bearish |
NET POSITION MOVEMENT INDEX: | |||
– 6-Week Change in Strength Index: | 10.5 | -2.0 | -30.5 |
10-Year Treasury Note:
10-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
– Percent of Open Interest Longs: | 17.6 | 72.7 | 8.3 |
– Percent of Open Interest Shorts: | 19.9 | 66.4 | 12.3 |
– Net Position: | -89,802 | 246,189 | -156,387 |
– Gross Longs: | 693,797 | 2,857,811 | 326,604 |
– Gross Shorts: | 783,599 | 2,611,622 | 482,991 |
– Long to Short Ratio: | 0.9 to 1 | 1.1 to 1 | 0.7 to 1 |
NET POSITION TREND: | |||
– COT Index Score (3 Year Range Pct): | 73.4 | 41.5 | 31.7 |
– COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
NET POSITION MOVEMENT INDEX: | |||
– 6-Week Change in Strength Index: | -21.3 | 17.6 | 3.0 |
Ultra 10-Year Notes:
Ultra 10-Year Notes Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
– Percent of Open Interest Longs: | 23.1 | 68.9 | 7.7 |
– Percent of Open Interest Shorts: | 5.7 | 76.4 | 17.6 |
– Net Position: | 235,110 | -101,477 | -133,633 |
– Gross Longs: | 312,051 | 928,708 | 103,248 |
– Gross Shorts: | 76,941 | 1,030,185 | 236,881 |
– Long to Short Ratio: | 4.1 to 1 | 0.9 to 1 | 0.4 to 1 |
NET POSITION TREND: | |||
– COT Index Score (3 Year Range Pct): | 89.8 | 15.8 | 0.0 |
– COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bearish-Extreme |
NET POSITION MOVEMENT INDEX: | |||
– 6-Week Change in Strength Index: | 20.6 | -16.4 | -18.0 |
US Treasury Bonds:
US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
– Percent of Open Interest Longs: | 6.3 | 78.2 | 13.3 |
– Percent of Open Interest Shorts: | 16.0 | 64.6 | 17.2 |
– Net Position: | -114,439 | 160,173 | -45,734 |
– Gross Longs: | 73,680 | 921,142 | 156,808 |
– Gross Shorts: | 188,119 | 760,969 | 202,542 |
– 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): | 47.7 | 71.2 | 19.2 |
– COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish-Extreme |
NET POSITION MOVEMENT INDEX: | |||
– 6-Week Change in Strength Index: | 25.1 | -17.8 | -15.9 |
Ultra US Treasury Bonds:
Ultra US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
– Percent of Open Interest Longs: | 5.3 | 82.5 | 11.8 |
– Percent of Open Interest Shorts: | 28.4 | 58.0 | 13.2 |
– Net Position: | -259,124 | 275,130 | -16,006 |
– Gross Longs: | 60,132 | 927,697 | 132,375 |
– Gross Shorts: | 319,256 | 652,567 | 148,381 |
– 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): | 64.9 | 58.3 | 1.0 |
– COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish-Extreme |
NET POSITION MOVEMENT INDEX: | |||
– 6-Week Change in Strength Index: | -9.9 | 15.4 | -7.0 |
3-Month Eurodollars:
3-Month Eurodollars Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
– Percent of Open Interest Longs: | 22.4 | 48.2 | 5.5 |
– Percent of Open Interest Shorts: | 15.7 | 52.4 | 8.1 |
– Net Position: | 758,106 | -472,022 | -286,084 |
– Gross Longs: | 2,513,727 | 5,411,299 | 616,935 |
– Gross Shorts: | 1,755,621 | 5,883,321 | 903,019 |
– Long to Short Ratio: | 1.4 to 1 | 0.9 to 1 | 0.7 to 1 |
NET POSITION TREND: | |||
– COT Index Score (3 Year Range Pct): | 72.9 | 25.9 | 66.1 |
– COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
NET POSITION MOVEMENT INDEX: | |||
– 6-Week Change in Strength Index: | 3.0 | -2.2 | -5.2 |
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).
- COT Metals Charts: Speculator bets led by Copper & Silver Apr 20, 2024
- COT Bonds Charts: Speculator bets led by 10-Year Bonds & Fed Funds Apr 20, 2024
- COT Stock Market Charts: Speculator bets led by S&P500-Mini Apr 20, 2024
- COT Soft Commodities Charts: Speculator bets led by Soybean Meal & Lean Hogs Apr 20, 2024
- 3 Signs of Developing U.S. Economic Slowdown Apr 19, 2024
- Israel has retaliated against Iran. Investors run to safe assets Apr 19, 2024
- Gold hits record high amid growing geopolitical tensions Apr 19, 2024
- The US natural gas prices fell to a 2-month low. A drop in the technology sector on Wednesday had a negative impact on the broad market Apr 18, 2024
- Target Thursdays: Cocoa, Bitcoin and USDCHF hit targets! Apr 18, 2024
- British Pound shows signs of recovery amid favourable inflation data Apr 18, 2024