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 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 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 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 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 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 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 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 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).
By RoboForex Analytical Department The NZD/USD pair has fallen to 0.5590 as of Friday, marking…
By JustMarkets The US stock market did not trade yesterday. Today, important data on the…
By ForexTime *Note: This report was written before the US NFP data was published* US30…
By JustMarkets At Wednesday’s close, the Dow Jones Industrial Average (US30) added 0.25%, the S&P…
By ForexTime GBPUSD hits lowest level since November 2023 Sterling expected to be most volatile…
By RoboForex Analytical Department The USD/JPY pair remained near the 158.00 mark on Thursday, consolidating…
This website uses cookies.
