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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 25 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
The VIX Volatility Futures large speculator standing this week recorded a net position of -60,932 contracts in the data reported through Tuesday. This was a weekly boost of 1,308 contracts from the previous week which had a total of -62,240 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 59.9 percent. The commercials are Bearish with a score of 41.5 percent and the small traders (not shown in chart) are Bearish with a score of 29.9 percent.
| VIX Volatility Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 24.1 | 49.2 | 6.2 |
| – Percent of Open Interest Shorts: | 42.2 | 29.1 | 8.3 |
| – Net Position: | -60,932 | 67,920 | -6,988 |
| – Gross Longs: | 81,366 | 165,888 | 21,052 |
| – Gross Shorts: | 142,298 | 97,968 | 28,040 |
| – Long to Short Ratio: | 0.6 to 1 | 1.7 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 59.9 | 41.5 | 29.9 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 15.9 | -14.7 | -6.2 |
Free Reports:
The S&P500 Mini Futures large speculator standing this week recorded a net position of -18,488 contracts in the data reported through Tuesday. This was a weekly increase of 4,703 contracts from the previous week which had a total of -23,191 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 50.3 percent. The commercials are Bullish with a score of 61.8 percent and the small traders (not shown in chart) are Bearish with a score of 46.2 percent.
| S&P500 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.4 | 69.5 | 13.0 |
| – Percent of Open Interest Shorts: | 15.1 | 73.4 | 8.4 |
| – Net Position: | -18,488 | -106,482 | 124,970 |
| – Gross Longs: | 393,620 | 1,901,593 | 354,906 |
| – Gross Shorts: | 412,108 | 2,008,075 | 229,936 |
| – Long to Short Ratio: | 1.0 to 1 | 0.9 to 1 | 1.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 50.3 | 61.8 | 46.2 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 3.8 | -8.1 | 7.7 |
The Dow Jones Mini Futures large speculator standing this week recorded a net position of -13,044 contracts in the data reported through Tuesday. This was a weekly reduction of -4,016 contracts from the previous week which had a total of -9,028 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 18.8 percent. The commercials are Bullish with a score of 72.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.1 percent.
| Dow Jones Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 31.8 | 48.2 | 17.9 |
| – Percent of Open Interest Shorts: | 45.0 | 41.9 | 11.0 |
| – Net Position: | -13,044 | 6,263 | 6,781 |
| – Gross Longs: | 31,409 | 47,672 | 17,671 |
| – Gross Shorts: | 44,453 | 41,409 | 10,890 |
| – Long to Short Ratio: | 0.7 to 1 | 1.2 to 1 | 1.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 18.8 | 72.2 | 83.1 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -2.0 | 4.7 | -14.6 |
The Nasdaq Mini Futures large speculator standing this week recorded a net position of -13,295 contracts in the data reported through Tuesday. This was a weekly decline of -7,193 contracts from the previous week which had a total of -6,102 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 67.6 percent. The commercials are Bearish with a score of 40.2 percent and the small traders (not shown in chart) are Bearish with a score of 23.7 percent.
| Nasdaq Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 22.7 | 59.6 | 16.0 |
| – Percent of Open Interest Shorts: | 28.4 | 50.0 | 19.9 |
| – Net Position: | -13,295 | 22,318 | -9,023 |
| – Gross Longs: | 52,932 | 139,030 | 37,390 |
| – Gross Shorts: | 66,227 | 116,712 | 46,413 |
| – Long to Short Ratio: | 0.8 to 1 | 1.2 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 67.6 | 40.2 | 23.7 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -4.0 | 7.4 | -10.7 |
The Russell 2000 Mini Futures large speculator standing this week recorded a net position of -33,860 contracts in the data reported through Tuesday. This was a weekly rise of 2,931 contracts from the previous week which had a total of -36,791 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 34.7 percent. The commercials are Bullish with a score of 62.5 percent and the small traders (not shown in chart) are Bullish with a score of 58.2 percent.
| Russell 2000 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 13.7 | 79.3 | 6.2 |
| – Percent of Open Interest Shorts: | 21.2 | 73.7 | 4.2 |
| – Net Position: | -33,860 | 24,960 | 8,900 |
| – Gross Longs: | 61,885 | 358,082 | 27,895 |
| – Gross Shorts: | 95,745 | 333,122 | 18,995 |
| – Long to Short Ratio: | 0.6 to 1 | 1.1 to 1 | 1.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 34.7 | 62.5 | 58.2 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -7.8 | 8.8 | -5.5 |
The Nikkei Stock Average (USD) Futures large speculator standing this week recorded a net position of -4,046 contracts in the data reported through Tuesday. This was a weekly decrease of -1,136 contracts from the previous week which had a total of -2,910 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 40.2 percent. The commercials are Bullish with a score of 64.8 percent and the small traders (not shown in chart) are Bearish with a score of 26.4 percent.
| Nikkei Stock Average Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 16.9 | 57.8 | 25.3 |
| – Percent of Open Interest Shorts: | 42.5 | 36.4 | 21.0 |
| – Net Position: | -4,046 | 3,375 | 671 |
| – Gross Longs: | 2,659 | 9,105 | 3,980 |
| – Gross Shorts: | 6,705 | 5,730 | 3,309 |
| – Long to Short Ratio: | 0.4 to 1 | 1.6 to 1 | 1.2 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 40.2 | 64.8 | 26.4 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 4.6 | -2.8 | -6.4 |
The MSCI EAFE Mini Futures large speculator standing this week recorded a net position of 24,354 contracts in the data reported through Tuesday. This was a weekly reduction of -465 contracts from the previous week which had a total of 24,819 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 45.8 percent. The commercials are Bullish with a score of 50.4 percent and the small traders (not shown in chart) are Bullish with a score of 52.8 percent.
| MSCI EAFE Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 8.8 | 88.5 | 2.5 |
| – Percent of Open Interest Shorts: | 2.8 | 95.5 | 1.5 |
| – Net Position: | 24,354 | -28,423 | 4,069 |
| – Gross Longs: | 35,624 | 359,236 | 10,242 |
| – Gross Shorts: | 11,270 | 387,659 | 6,173 |
| – Long to Short Ratio: | 3.2 to 1 | 0.9 to 1 | 1.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 45.8 | 50.4 | 52.8 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -2.8 | 4.9 | -11.6 |
The MSCI Emerging Mkts Mini Futures large speculator standing this week recorded a net position of 38,211 contracts in the data reported through Tuesday. This was a weekly lowering 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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