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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 May 04 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 2,055 contracts in the data reported through Tuesday. This was a weekly decrease of -691 contracts from the previous week which had a total of 2,746 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 29.3 percent. The commercials are Bullish with a score of 65.7 percent and the small traders (not shown in chart) are Bullish with a score of 61.9 percent.
| US DOLLAR INDEX Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 64.4 | 9.4 | 17.4 |
| – Percent of Open Interest Shorts: | 58.4 | 25.0 | 7.8 |
| – Net Position: | 2,055 | -5,341 | 3,286 |
| – Gross Longs: | 22,016 | 3,203 | 5,963 |
| – Gross Shorts: | 19,961 | 8,544 | 2,677 |
| – Long to Short Ratio: | 1.1 to 1 | 0.4 to 1 | 2.2 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 29.3 | 65.7 | 61.9 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -5.7 | 5.4 | 1.3 |
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Euro Currency Futures:
The Euro Currency large speculator standing this week was a net position of 84,829 contracts in the data reported through Tuesday. This was a weekly boost of 3,862 contracts from the previous week which had a total of 80,967 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 61.0 percent. The commercials are Bearish with a score of 35.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.1 percent.
| EURO Currency Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 30.5 | 53.9 | 14.3 |
| – Percent of Open Interest Shorts: | 18.0 | 74.9 | 5.8 |
| – Net Position: | 84,829 | -142,158 | 57,329 |
| – Gross Longs: | 206,472 | 364,947 | 96,919 |
| – Gross Shorts: | 121,643 | 507,105 | 39,590 |
| – Long to Short Ratio: | 1.7 to 1 | 0.7 to 1 | 2.4 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 61.0 | 35.6 | 91.1 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -2.6 | -1.2 | 22.1 |
British Pound Sterling Futures:
The British Pound Sterling large speculator standing this week was a net position of 19,848 contracts in the data reported through Tuesday. This was a weekly lowering of -9,370 contracts from the previous week which had a total of 29,218 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 88.3 percent. The commercials are Bearish-Extreme with a score of 6.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 96.0 percent.
| BRITISH POUND Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 34.2 | 38.7 | 26.2 |
| – Percent of Open Interest Shorts: | 21.2 | 63.5 | 14.3 |
| – Net Position: | 19,848 | -37,993 | 18,145 |
| – Gross Longs: | 52,262 | 59,055 | 40,052 |
| – Gross Shorts: | 32,414 | 97,048 | 21,907 |
| – Long to Short Ratio: | 1.6 to 1 | 0.6 to 1 | 1.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 88.3 | 6.1 | 96.0 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -1.4 | -3.2 | 15.5 |
Japanese Yen Futures:
The Japanese Yen large speculator standing this week was a net position of -41,492 contracts in the data reported through Tuesday. This was a weekly rise of 7,017 contracts from the previous week which had a total of -48,509 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 44.5 percent. The commercials are Bullish with a score of 60.3 percent and the small traders (not shown in chart) are Bearish with a score of 31.7 percent.
| JAPANESE YEN Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 20.4 | 64.9 | 13.3 |
| – Percent of Open Interest Shorts: | 47.6 | 29.3 | 21.7 |
| – Net Position: | -41,492 | 54,331 | -12,839 |
| – Gross Longs: | 31,208 | 99,092 | 20,288 |
| – Gross Shorts: | 72,700 | 44,761 | 33,127 |
| – Long to Short Ratio: | 0.4 to 1 | 2.2 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 44.5 | 60.3 | 31.7 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 7.3 | -8.8 | 12.5 |
Swiss Franc Futures:
The Swiss Franc large speculator standing this week was a net position of 56 contracts in the data reported through Tuesday. This was a weekly increase of 742 contracts from the previous week which had a total of -686 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 73.4 percent. The commercials are Bearish with a score of 37.1 percent and the small traders (not shown in chart) are Bearish with a score of 44.6 percent.
| SWISS FRANC Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 26.0 | 46.2 | 27.2 |
| – Percent of Open Interest Shorts: | 25.9 | 26.7 | 46.9 |
| – Net Position: | 56 | 7,707 | -7,763 |
| – Gross Longs: | 10,276 | 18,260 | 10,768 |
| – Gross Shorts: | 10,220 | 10,553 | 18,531 |
| – Long to Short Ratio: | 1.0 to 1 | 1.7 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 73.4 | 37.1 | 44.6 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -4.4 | -1.4 | 11.3 |
Canadian Dollar Futures:
The Canadian Dollar large speculator standing this week was a net position of 25,947 contracts in the data reported through Tuesday. This was a weekly boost of 10,225 contracts from the previous week which had a total of 15,722 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 76.6 percent. The commercials are Bearish-Extreme with a score of 8.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 99.2 percent.
| CANADIAN DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 37.7 | 35.2 | 26.6 |
| – Percent of Open Interest Shorts: | 24.6 | 66.0 | 8.9 |
| – Net Position: | 25,947 | -60,705 | 34,758 |
| – Gross Longs: | 74,280 | 69,279 | 52,291 |
| – Gross Shorts: | 48,333 | 129,984 | 17,533 |
| – Long to Short Ratio: | 1.5 to 1 | 0.5 to 1 | 3.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 76.6 | 8.2 | 99.2 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 17.4 | -19.4 | 12.4 |
Australian Dollar Futures:
The Australian Dollar large speculator standing this week was a net position of 1,476 contracts in the data reported through Tuesday. This was a weekly increase of 2,886 contracts from the previous week which had a total of -1,410 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 83.4 percent. The commercials are Bearish-Extreme with a score of 8.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.2 percent.
| AUSTRALIAN DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 42.4 | 34.1 | 22.5 |
| – Percent of Open Interest Shorts: | 41.3 | 45.1 | 12.6 |
| – Net Position: | 1,476 | -15,179 | 13,703 |
| – Gross Longs: | 58,385 | 46,969 | 31,003 |
| – Gross Shorts: | 56,909 | 62,148 | 17,300 |
| – Long to Short Ratio: | 1.0 to 1 | 0.8 to 1 | 1.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 83.4 | 8.5 | 87.2 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -5.0 | 3.4 | 0.9 |
New Zealand Dollar Futures:
The New Zealand Dollar large speculator standing this week was a net position of 8,588 contracts in the data reported through Tuesday. This was a weekly gain of 1,609 contracts from the previous week which had a total of 6,979 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 85.7 percent. The commercials are Bearish-Extreme with a score of 14.1 percent and the small traders (not shown in chart) are Bullish with a score of 75.3 percent.
| NEW ZEALAND DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 59.3 | 27.8 | 11.1 |
| – Percent of Open Interest Shorts: | 40.0 | 51.6 | 6.7 |
| – Net Position: | 8,588 | -10,565 | 1,977 |
| – Gross Longs: | 26,371 | 12,363 | 4,952 |
| – Gross Shorts: | 17,783 | 22,928 | 2,975 |
| – Long to Short Ratio: | 1.5 to 1 | 0.5 to 1 | 1.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 85.7 | 14.1 | 75.3 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 6.5 | -5.0 | -6.5 |
Mexican Peso Futures:
The Mexican Peso large speculator standing this week was a net position of -4,446 contracts in the data reported through Tuesday. This was a weekly fall of -5,406 contracts from the previous week which had a total of 960 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 12.5 percent. The commercials are Bullish-Extreme with a score of 86.2 percent and the small traders (not shown in chart) are Bullish with a score of 61.7 percent.
| MEXICAN PESO Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 45.2 | 48.8 | 5.0 |
| – Percent of Open Interest Shorts: | 48.2 | 48.8 | 2.0 |
| – Net Position: | -4,446 | 31 | 4,415 |
| – Gross Longs: | 65,948 | 71,227 | 7,271 |
| – Gross Shorts: | 70,394 | 71,196 | 2,856 |
| – Long to Short Ratio: | 0.9 to 1 | 1.0 to 1 | 2.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 12.5 | 86.2 | 61.7 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 8.2 | -9.1 | 8.1 |
Brazilian Real Futures:
The Brazilian Real large speculator standing this week was a net position of -9,898 contracts in the data reported through Tuesday. This was a weekly increase of 16,388 contracts from the previous week which had a total of -26,286 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 68.3 percent. The commercials are Bearish with a score of 31.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.9 percent.
| BRAZIL REAL Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 38.5 | 51.4 | 9.4 |
| – Percent of Open Interest Shorts: | 66.5 | 26.8 | 5.9 |
| – Net Position: | -9,898 | 8,680 | 1,218 |
| – Gross Longs: | 13,623 | 18,159 | 3,316 |
| – Gross Shorts: | 23,521 | 9,479 | 2,098 |
| – Long to Short Ratio: | 0.6 to 1 | 1.9 to 1 | 1.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 68.3 | 31.9 | 86.9 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 25.4 | -27.0 | 12.7 |
Russian Ruble Futures:
The Russian Ruble large speculator standing this week was a net position of 5,509 contracts in the data reported through Tuesday. This was a weekly reduction of -869 contracts from the previous week which had a total of 6,378 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 26.4 percent. The commercials are Bullish with a score of 71.0 percent and the small traders (not shown in chart) are Bullish with a score of 70.2 percent.
| RUSSIAN RUBLE Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 32.1 | 60.3 | 7.6 |
| – Percent of Open Interest Shorts: | 13.9 | 81.3 | 4.8 |
| – Net Position: | 5,509 | -6,334 | 825 |
| – Gross Longs: | 9,702 | 18,239 | 2,285 |
| – Gross Shorts: | 4,193 | 24,573 | 1,460 |
| – Long to Short Ratio: | 2.3 to 1 | 0.7 to 1 | 1.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 26.4 | 71.0 | 70.2 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -0.3 | 0.6 | -5.5 |
Bitcoin Futures:
The Bitcoin large speculator standing this week was a net position of -1,764 contracts in the data reported through Tuesday. This was a weekly boost of 145 contracts from the previous week which had a total of -1,909 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 54.3 percent. The commercials are Bullish-Extreme with a score of 82.9 percent and the small traders (not shown in chart) are Bearish with a score of 36.3 percent.
| BITCOIN Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 59.8 | 5.7 | 27.5 |
| – Percent of Open Interest Shorts: | 81.0 | 1.5 | 10.5 |
| – Net Position: | -1,764 | 346 | 1,418 |
| – Gross Longs: | 4,964 | 470 | 2,286 |
| – Gross Shorts: | 6,728 | 124 | 868 |
| – Long to Short Ratio: | 0.7 to 1 | 3.8 to 1 | 2.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 54.3 | 82.9 | 36.3 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish-Extreme | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 18.1 | -3.3 | -20.3 |
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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