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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 27 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
VIX Volatility Futures Futures:
The VIX Volatility Futures large speculator standing this week came in at a net position of -94,029 contracts in the data reported through Tuesday. This was a weekly advance of 8,478 contracts from the previous week which had a total of -102,507 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 47.3 percent. The commercials are Bullish with a score of 53.4 percent and the small traders (not shown in chart) are Bearish with a score of 32.3 percent.
| VIX Volatility Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 17.8 | 57.2 | 5.7 |
| – Percent of Open Interest Shorts: | 44.4 | 28.9 | 7.5 |
| – Net Position: | -94,029 | 100,372 | -6,343 |
| – Gross Longs: | 63,091 | 202,513 | 20,236 |
| – Gross Shorts: | 157,120 | 102,141 | 26,579 |
| – Long to Short Ratio: | 0.4 to 1 | 2.0 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 47.3 | 53.4 | 32.3 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 7.8 | -8.9 | 14.0 |
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S&P500 Mini Futures Futures:
The S&P500 Mini Futures large speculator standing this week came in at a net position of 2,284 contracts in the data reported through Tuesday. This was a weekly gain of 54,445 contracts from the previous week which had a total of -52,161 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 54.0 percent. The commercials are Bullish with a score of 65.3 percent and the small traders (not shown in chart) are Bearish with a score of 37.3 percent.
| S&P500 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 15.0 | 70.7 | 12.5 |
| – Percent of Open Interest Shorts: | 14.9 | 73.6 | 9.7 |
| – Net Position: | 2,284 | -78,874 | 76,590 |
| – Gross Longs: | 406,989 | 1,917,187 | 339,920 |
| – Gross Shorts: | 404,705 | 1,996,061 | 263,330 |
| – Long to Short Ratio: | 1.0 to 1 | 1.0 to 1 | 1.3 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 54.0 | 65.3 | 37.3 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 1.1 | -4.9 | 5.9 |
Dow Jones Mini Futures Futures:
The Dow Jones Mini Futures large speculator standing this week came in at a net position of -8,056 contracts in the data reported through Tuesday. This was a weekly lift of 831 contracts from the previous week which had a total of -8,887 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 24.8 percent. The commercials are Bullish with a score of 64.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 94.6 percent.
| Dow Jones Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 28.0 | 46.9 | 22.1 |
| – Percent of Open Interest Shorts: | 36.8 | 47.6 | 12.6 |
| – Net Position: | -8,056 | -659 | 8,715 |
| – Gross Longs: | 25,521 | 42,786 | 20,168 |
| – Gross Shorts: | 33,577 | 43,445 | 11,453 |
| – Long to Short Ratio: | 0.8 to 1 | 1.0 to 1 | 1.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 24.8 | 64.3 | 94.6 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 12.7 | -16.1 | 20.5 |
Nasdaq Mini Futures Futures:
The Nasdaq Mini Futures large speculator standing this week came in at a net position of -7,758 contracts in the data reported through Tuesday. This was a weekly decrease of -2,633 contracts from the previous week which had a total of -5,125 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 70.7 percent. The commercials are Bearish with a score of 35.2 percent and the small traders (not shown in chart) are Bearish with a score of 29.7 percent.
| Nasdaq Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 24.1 | 57.3 | 16.3 |
| – Percent of Open Interest Shorts: | 27.7 | 50.8 | 19.3 |
| – Net Position: | -7,758 | 14,145 | -6,387 |
| – Gross Longs: | 52,561 | 124,866 | 35,574 |
| – Gross Shorts: | 60,319 | 110,721 | 41,961 |
| – Long to Short Ratio: | 0.9 to 1 | 1.1 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 70.7 | 35.2 | 29.7 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 2.6 | -3.5 | 2.4 |
Russell 2000 Mini Futures Futures:
The Russell 2000 Mini Futures large speculator standing this week came in at a net position of -20,172 contracts in the data reported through Tuesday. This was a weekly lift of 5,021 contracts from the previous week which had a total of -25,193 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 42.5 percent. The commercials are Bullish with a score of 55.1 percent and the small traders (not shown in chart) are Bullish with a score of 60.4 percent.
| Russell 2000 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 13.9 | 78.9 | 6.5 |
| – Percent of Open Interest Shorts: | 18.5 | 76.5 | 4.3 |
| – Net Position: | -20,172 | 10,479 | 9,693 |
| – Gross Longs: | 61,515 | 349,290 | 28,580 |
| – Gross Shorts: | 81,687 | 338,811 | 18,887 |
| – Long to Short Ratio: | 0.8 to 1 | 1.0 to 1 | 1.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 42.5 | 55.1 | 60.4 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -22.6 | 21.0 | 3.1 |
Nikkei Stock Average (USD) Futures Futures:
The Nikkei Stock Average (USD) Futures large speculator standing this week came in at a net position of -5,102 contracts in the data reported through Tuesday. This was a weekly lift of 394 contracts from the previous week which had a total of -5,496 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 36.7 percent. The commercials are Bullish with a score of 68.7 percent and the small traders (not shown in chart) are Bearish with a score of 24.8 percent.
| Nikkei Stock Average Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.0 | 58.4 | 27.5 |
| – Percent of Open Interest Shorts: | 47.1 | 28.8 | 24.0 |
| – Net Position: | -5,102 | 4,567 | 535 |
| – Gross Longs: | 2,156 | 9,007 | 4,236 |
| – Gross Shorts: | 7,258 | 4,440 | 3,701 |
| – Long to Short Ratio: | 0.3 to 1 | 2.0 to 1 | 1.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 36.7 | 68.7 | 24.8 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -10.9 | 21.2 | -36.3 |
MSCI EAFE Mini Futures Futures:
The MSCI EAFE Mini Futures large speculator standing this week came in at a net position of 26,672 contracts in the data reported through Tuesday. This was a weekly lift of 2,130 contracts from the previous week which had a total of 24,542 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 49.6 percent. The commercials are Bearish with a score of 43.3 percent and the small traders (not shown in chart) are Bullish with a score of 71.0 percent.
| MSCI EAFE Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 9.0 | 87.9 | 2.8 |
| – Percent of Open Interest Shorts: | 2.4 | 96.0 | 1.3 |
| – Net Position: | 26,672 | -32,738 | 6,066 |
| – Gross Longs: | 36,496 | 355,768 | 11,498 |
| – Gross Shorts: | 9,824 | 388,506 | 5,432 |
| – Long to Short Ratio: | 3.7 to 1 | 0.9 to 1 | 2.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 49.6 | 43.3 | 71.0 |
| – COT Index Reading (3 Year Range): | Bearish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 25.0 | -31.8 | 38.5 |
MSCI Emerging Mkts Mini Futures Futures:
The MSCI Emerging Mkts Mini Futures large speculator standing this week came in at a net position of 38,211 contracts in the data reported through Tuesday. This was a weekly decline of -2,219 contracts from the previous week which had a total of 40,430 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 0.0 percent. The commercials are Bullish-Extreme with a score of 97.2 percent and the small traders (not shown in chart) are Bearish with a score of 40.4 percent.
| MSCI Emerging Mkts Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.3 | 82.2 | 2.4 |
| – Percent of Open Interest Shorts: | 11.0 | 86.5 | 1.3 |
| – Net Position: | 38,211 | -49,886 | 11,675 |
| – Gross Longs: | 165,150 | 950,685 | 27,250 |
| – Gross Shorts: | 126,939 | 1,000,571 | 15,575 |
| – Long to Short Ratio: | 1.3 to 1 | 1.0 to 1 | 1.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 0.0 | 97.2 | 40.4 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -11.0 | 6.8 | 7.3 |
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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