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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 June 15 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
3-Month Eurodollars Futures:
The 3-Month Eurodollars large speculator standing this week was a net position of -488,309 contracts in the data reported through Tuesday. This was a weekly decrease of -62,031 contracts from the previous week which had a total of -426,278 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 48.0 percent. The commercials are Bearish with a score of 46.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.1 percent.
| 3-Month Eurodollars Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 18.2 | 52.8 | 5.5 |
| – Percent of Open Interest Shorts: | 22.2 | 47.8 | 6.6 |
| – Net Position: | -488,309 | 616,176 | -127,867 |
| – Gross Longs: | 2,215,955 | 6,424,614 | 672,185 |
| – Gross Shorts: | 2,704,264 | 5,808,438 | 800,052 |
| – Long to Short Ratio: | 0.8 to 1 | 1.1 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 48.0 | 46.2 | 86.1 |
| – COT Index Reading (3 Year Range): | Bearish | Bearish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -10.5 | 5.9 | 31.0 |
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30-Day Federal Funds Futures:
The 30-Day Federal Funds large speculator standing this week was a net position of -265,679 contracts in the data reported through Tuesday. This was a weekly lift of 55,238 contracts from the previous week which had a total of -320,917 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 6.8 percent. The commercials are Bullish-Extreme with a score of 93.2 percent and the small traders (not shown in chart) are Bullish with a score of 55.6 percent.
| 30-Day Federal Funds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 2.7 | 77.6 | 2.2 |
| – Percent of Open Interest Shorts: | 28.1 | 51.5 | 3.0 |
| – Net Position: | -265,679 | 274,190 | -8,511 |
| – Gross Longs: | 28,685 | 813,941 | 23,258 |
| – Gross Shorts: | 294,364 | 539,751 | 31,769 |
| – Long to Short Ratio: | 0.1 to 1 | 1.5 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 6.8 | 93.2 | 55.6 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 2.8 | -2.9 | 1.7 |
2-Year Treasury Note Futures:
The 2-Year Treasury Note large speculator standing this week was a net position of -116,940 contracts in the data reported through Tuesday. This was a weekly fall of -1,407 contracts from the previous week which had a total of -115,533 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 68.1 percent. The commercials are Bearish with a score of 32.0 percent and the small traders (not shown in chart) are Bullish with a score of 56.6 percent.
| 2-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 23.7 | 66.9 | 7.6 |
| – Percent of Open Interest Shorts: | 29.2 | 63.3 | 5.6 |
| – Net Position: | -116,940 | 75,769 | 41,171 |
| – Gross Longs: | 502,238 | 1,419,278 | 160,879 |
| – Gross Shorts: | 619,178 | 1,343,509 | 119,708 |
| – Long to Short Ratio: | 0.8 to 1 | 1.1 to 1 | 1.3 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 68.1 | 32.0 | 56.6 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 33.2 | -29.1 | 2.5 |
5-Year Treasury Note Futures:
The 5-Year Treasury Note large speculator standing this week was a net position of -111,018 contracts in the data reported through Tuesday. This was a weekly lift of 27,160 contracts from the previous week which had a total of -138,178 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 78.6 percent. The commercials are Bearish with a score of 25.9 percent and the small traders (not shown in chart) are Bearish with a score of 38.0 percent.
| 5-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 13.6 | 75.9 | 8.7 |
| – Percent of Open Interest Shorts: | 16.7 | 70.7 | 10.7 |
| – Net Position: | -111,018 | 182,709 | -71,691 |
| – Gross Longs: | 480,659 | 2,685,328 | 307,631 |
| – Gross Shorts: | 591,677 | 2,502,619 | 379,322 |
| – Long to Short Ratio: | 0.8 to 1 | 1.1 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 78.6 | 25.9 | 38.0 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -0.1 | -1.7 | 9.2 |
10-Year Treasury Note Futures:
The 10-Year Treasury Note large speculator standing this week was a net position of 34,336 contracts in the data reported through Tuesday. This was a weekly fall of -139,084 contracts from the previous week which had a total of 173,420 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 85.0 percent. The commercials are Bearish with a score of 38.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.4 percent.
| 10-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 21.6 | 69.6 | 7.2 |
| – Percent of Open Interest Shorts: | 20.8 | 64.9 | 12.8 |
| – Net Position: | 34,336 | 209,999 | -244,335 |
| – Gross Longs: | 951,423 | 3,062,847 | 318,298 |
| – Gross Shorts: | 917,087 | 2,852,848 | 562,633 |
| – Long to Short Ratio: | 1.0 to 1 | 1.1 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 85.0 | 38.0 | 9.4 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 4.5 | -2.8 | -3.3 |
Ultra 10-Year Notes Futures:
The Ultra 10-Year Notes large speculator standing this week was a net position of 194,607 contracts in the data reported through Tuesday. This was a weekly lift of 42,572 contracts from the previous week which had a total of 152,035 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 79.1 percent. The commercials are Bearish with a score of 34.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.
| Ultra 10-Year Notes Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 19.3 | 72.2 | 7.2 |
| – Percent of Open Interest Shorts: | 6.8 | 74.6 | 17.3 |
| – Net Position: | 194,607 | -36,358 | -158,249 |
| – Gross Longs: | 300,068 | 1,124,350 | 111,282 |
| – Gross Shorts: | 105,461 | 1,160,708 | 269,531 |
| – Long to Short Ratio: | 2.8 to 1 | 1.0 to 1 | 0.4 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 79.1 | 34.1 | 0.0 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 17.7 | -16.1 | -7.1 |
US Treasury Bonds Futures:
The US Treasury Bonds large speculator standing this week was a net position of -56,687 contracts in the data reported through Tuesday. This was a weekly rise of 13,901 contracts from the previous week which had a total of -70,588 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 73.1 percent. The commercials are Bullish with a score of 50.1 percent and the small traders (not shown in chart) are Bearish with a score of 22.9 percent.
| US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 9.7 | 74.3 | 13.9 |
| – Percent of Open Interest Shorts: | 14.4 | 66.5 | 17.1 |
| – Net Position: | -56,687 | 94,046 | -37,359 |
| – Gross Longs: | 116,862 | 893,891 | 167,707 |
| – Gross Shorts: | 173,549 | 799,845 | 205,066 |
| – Long to Short Ratio: | 0.7 to 1 | 1.1 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 73.1 | 50.1 | 22.9 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 27.0 | -28.9 | 12.4 |
Ultra US Treasury Bonds Futures:
The Ultra US Treasury Bonds large speculator standing this week was a net position of -242,409 contracts in the data reported through Tuesday. This was a weekly decline of -9,145 contracts from the previous week which had a total of -233,264 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 78.9 percent. The commercials are Bearish with a score of 45.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.7 percent.
| Ultra US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 7.7 | 79.8 | 11.7 |
| – Percent of Open Interest Shorts: | 27.7 | 58.9 | 12.6 |
| – Net Position: | -242,409 | 254,315 | -11,906 |
| – Gross Longs: | 94,134 | 971,081 | 141,913 |
| – Gross Shorts: | 336,543 | 716,766 | 153,819 |
| – Long to Short Ratio: | 0.3 to 1 | 1.4 to 1 | 0.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 78.9 | 45.8 | 19.7 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 3.4 | -11.2 | 11.8 |
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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