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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 April 20 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 Futures:
The US Dollar Index large speculator standing this week was a net position of 3,518 contracts in the data reported through Tuesday. This was a weekly fall of -2,435 contracts from the previous week which had a total of 5,953 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 31.9 percent. The commercials are Bullish with a score of 63.4 percent and the small traders (not shown in chart) are Bullish with a score of 61.2 percent.
| US DOLLAR INDEX Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 67.2 | 5.5 | 17.7 |
| – Percent of Open Interest Shorts: | 57.6 | 23.8 | 8.9 |
| – Net Position: | 3,518 | -6,746 | 3,228 |
| – Gross Longs: | 24,707 | 2,017 | 6,498 |
| – Gross Shorts: | 21,189 | 8,763 | 3,270 |
| – Long to Short Ratio: | 1.2 to 1 | 0.2 to 1 | 2.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 31.9 | 63.4 | 61.2 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 21.4 | -22.4 | 13.5 |
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Euro Currency Futures:
The Euro Currency Futures large speculator standing this week was a net position of 80,808 contracts in the data reported through Tuesday. This was a weekly advance of 13,957 contracts from the previous week which had a total of 66,851 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.8 percent. The commercials are Bearish with a score of 39.2 percent and the small traders (not shown in chart) are Bullish with a score of 75.5 percent.
| EURO Currency Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 29.8 | 55.3 | 13.8 |
| – Percent of Open Interest Shorts: | 17.6 | 74.8 | 6.5 |
| – Net Position: | 80,808 | -129,232 | 48,424 |
| – Gross Longs: | 197,137 | 365,754 | 91,482 |
| – Gross Shorts: | 116,329 | 494,986 | 43,058 |
| – Long to Short Ratio: | 1.7 to 1 | 0.7 to 1 | 2.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 59.8 | 39.2 | 75.5 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -6.5 | 8.0 | -12.4 |
British Pound Sterling Futures:
The British Pound Sterling large speculator standing this week was a net position of 25,178 contracts in the data reported through Tuesday. This was a weekly decrease of -412 contracts from the previous week which had a total of 25,590 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 92.1 percent. The commercials are Bearish-Extreme with a score of 1.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.
| BRITISH POUND Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 37.2 | 37.1 | 24.5 |
| – Percent of Open Interest Shorts: | 21.8 | 64.6 | 12.3 |
| – Net Position: | 25,178 | -45,196 | 20,018 |
| – Gross Longs: | 61,053 | 60,909 | 40,167 |
| – Gross Shorts: | 35,875 | 106,105 | 20,149 |
| – Long to Short Ratio: | 1.7 to 1 | 0.6 to 1 | 2.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 92.1 | 1.8 | 100.0 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -6.3 | -0.5 | 20.4 |
Japanese Yen Futures:
The Japanese Yen large speculator standing this week was a net position of -59,819 contracts in the data reported through Tuesday. This was a weekly decrease of -1,507 contracts from the previous week which had a total of -58,312 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.4 percent. The commercials are Bullish with a score of 70.6 percent and the small traders (not shown in chart) are Bearish with a score of 25.1 percent.
| JAPANESE YEN Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 16.4 | 71.1 | 11.2 |
| – Percent of Open Interest Shorts: | 53.1 | 24.4 | 21.2 |
| – Net Position: | -59,819 | 76,083 | -16,264 |
| – Gross Longs: | 26,617 | 115,715 | 18,258 |
| – Gross Shorts: | 86,436 | 39,632 | 34,522 |
| – Long to Short Ratio: | 0.3 to 1 | 2.9 to 1 | 0.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 33.4 | 70.6 | 25.1 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -40.0 | 30.9 | 2.0 |
Swiss Franc Futures:
The Swiss Franc large speculator standing this week was a net position of -1,642 contracts in the data reported through Tuesday. This was a weekly reduction of -2,466 contracts from the previous week which had a total of 824 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 70.8 percent. The commercials are Bearish with a score of 41.9 percent and the small traders (not shown in chart) are Bearish with a score of 36.7 percent.
| SWISS FRANC Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 27.3 | 49.3 | 23.1 |
| – Percent of Open Interest Shorts: | 31.3 | 19.5 | 48.9 |
| – Net Position: | -1,642 | 12,276 | -10,634 |
| – Gross Longs: | 11,264 | 20,329 | 9,550 |
| – Gross Shorts: | 12,906 | 8,053 | 20,184 |
| – Long to Short Ratio: | 0.9 to 1 | 2.5 to 1 | 0.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 70.8 | 41.9 | 36.7 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -24.9 | 18.5 | -3.8 |
Canadian Dollar Futures:
The Canadian Dollar large speculator standing this week was a net position of 13,246 contracts in the data reported through Tuesday. This was a weekly advance of 10,840 contracts from the previous week which had a total of 2,406 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 66.0 percent. The commercials are Bearish with a score of 21.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 88.9 percent.
| CANADIAN DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 31.1 | 41.5 | 26.9 |
| – Percent of Open Interest Shorts: | 23.4 | 65.3 | 10.7 |
| – Net Position: | 13,246 | -41,150 | 27,904 |
| – Gross Longs: | 53,824 | 71,858 | 46,500 |
| – Gross Shorts: | 40,578 | 113,008 | 18,596 |
| – Long to Short Ratio: | 1.3 to 1 | 0.6 to 1 | 2.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 66.0 | 21.2 | 88.9 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 1.9 | 1.0 | -5.6 |
Australian Dollar Futures:
The Australian Dollar large speculator standing this week was a net position of -1,806 contracts in the data reported through Tuesday. This was a weekly reduction of -5,565 contracts from the previous week which had a total of 3,759 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 79.8 percent. The commercials are Bearish-Extreme with a score of 9.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 92.5 percent.
| AUSTRALIAN DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 41.7 | 34.0 | 23.3 |
| – Percent of Open Interest Shorts: | 43.0 | 44.5 | 11.4 |
| – Net Position: | -1,806 | -14,290 | 16,096 |
| – Gross Longs: | 56,723 | 46,349 | 31,677 |
| – Gross Shorts: | 58,529 | 60,639 | 15,581 |
| – Long to Short Ratio: | 1.0 to 1 | 0.8 to 1 | 2.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 79.8 | 9.2 | 92.5 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -11.0 | 5.6 | 7.2 |
New Zealand Dollar Futures:
The New Zealand Dollar large speculator standing this week was a net position of 4,322 contracts in the data reported through Tuesday. This was a weekly lift of 1,802 contracts from the previous week which had a total of 2,520 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 78.5 percent. The commercials are Bearish with a score of 20.8 percent and the small traders (not shown in chart) are Bullish with a score of 74.6 percent.
| NEW ZEALAND DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 53.4 | 31.5 | 12.9 |
| – Percent of Open Interest Shorts: | 42.8 | 46.9 | 8.2 |
| – Net Position: | 4,322 | -6,228 | 1,906 |
| – Gross Longs: | 21,695 | 12,816 | 5,227 |
| – Gross Shorts: | 17,373 | 19,044 | 3,321 |
| – Long to Short Ratio: | 1.2 to 1 | 0.7 to 1 | 1.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 78.5 | 20.8 | 74.6 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -21.5 | 20.6 | -6.4 |
Mexican Peso Futures:
The Mexican Peso large speculator standing this week was a net position of -3,554 contracts in the data reported through Tuesday. This was a weekly rise of 8,424 contracts from the previous week which had a total of -11,978 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 13.0 percent. The commercials are Bullish-Extreme with a score of 85.4 percent and the small traders (not shown in chart) are Bullish with a score of 64.5 percent.
| MEXICAN PESO Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 46.4 | 47.1 | 5.4 |
| – Percent of Open Interest Shorts: | 48.8 | 48.1 | 1.9 |
| – Net Position: | -3,554 | -1,501 | 5,055 |
| – Gross Longs: | 68,012 | 68,959 | 7,910 |
| – Gross Shorts: | 71,566 | 70,460 | 2,855 |
| – Long to Short Ratio: | 1.0 to 1 | 1.0 to 1 | 2.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 13.0 | 85.4 | 64.5 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -2.7 | 0.9 | 15.3 |
Brazilian Real Futures:
The Brazilian Real large speculator standing this week was a net position of -25,995 contracts in the data reported through Tuesday. This was a weekly boost of 596 contracts from the previous week which had a total of -26,591 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 41.8 percent. The commercials are Bullish with a score of 60.0 percent and the small traders (not shown in chart) are Bullish with a score of 74.4 percent.
| BRAZIL REAL Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 27.4 | 65.5 | 5.8 |
| – Percent of Open Interest Shorts: | 80.6 | 12.9 | 5.3 |
| – Net Position: | -25,995 | 25,743 | 252 |
| – Gross Longs: | 13,407 | 32,029 | 2,850 |
| – Gross Shorts: | 39,402 | 6,286 | 2,598 |
| – Long to Short Ratio: | 0.3 to 1 | 5.1 to 1 | 1.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 41.8 | 60.0 | 74.4 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -4.4 | 4.7 | -1.8 |
Russian Ruble Futures:
The Russian Ruble large speculator standing this week was a net position of 6,852 contracts in the data reported through Tuesday. This was a weekly gain of 539 contracts from the previous week which had a total of 6,313 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 29.6 percent. The commercials are Bullish with a score of 69.9 percent and the small traders (not shown in chart) are Bearish with a score of 41.9 percent.
| RUSSIAN RUBLE Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 30.0 | 63.0 | 7.0 |
| – Percent of Open Interest Shorts: | 5.0 | 87.9 | 7.1 |
| – Net Position: | 6,852 | -6,831 | -21 |
| – Gross Longs: | 8,212 | 17,233 | 1,929 |
| – Gross Shorts: | 1,360 | 24,064 | 1,950 |
| – Long to Short Ratio: | 6.0 to 1 | 0.7 to 1 | 1.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 29.6 | 69.9 | 41.9 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 20.0 | -18.2 | -17.1 |
Bitcoin Futures:
The Bitcoin Futures large speculator standing this week was a net position of -2,272 contracts in the data reported through Tuesday. This was a weekly advance of 193 contracts from the previous week which had a total of -2,465 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 40.0 percent. The commercials are Bullish-Extreme with a score of 81.0 percent and the small traders (not shown in chart) are Bullish with a score of 53.6 percent.
| BITCOIN Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 58.4 | 6.0 | 30.1 |
| – Percent of Open Interest Shorts: | 84.1 | 2.3 | 8.1 |
| – Net Position: | -2,272 | 331 | 1,941 |
| – Gross Longs: | 5,147 | 530 | 2,652 |
| – Gross Shorts: | 7,419 | 199 | 711 |
| – Long to Short Ratio: | 0.7 to 1 | 2.7 to 1 | 3.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 40.0 | 81.0 | 53.6 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -10.1 | 23.9 | 5.9 |
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).
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