COT Bonds Futures Charts: Fed Funds, 10-Year Treasuries, 2-Year, 5-Year Treasury Notes, Eurodollars

June 21, 2021

By CountingPips.com COT Home | Data Tables | Data Downloads | Newsletter

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:

Eurodollar Bonds Futures COT ChartThe 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

 


30-Day Federal Funds Futures:

Federal Funds 30-Day Bonds Futures COT Chart
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.


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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:

2-Year Treasury Bonds Futures COT ChartThe 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:

5-Year Treasury Bonds Futures COT ChartThe 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:

10-Year Treasury Notes Bonds Futures COT ChartThe 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:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe 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:

US Year Treasury Notes Long Bonds Futures COT ChartThe 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:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe 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

 


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*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).