COT Bonds Futures Charts: Fed Funds, 3-Month Eurodollars, Ultra US Bond Treasury Notes

June 25, 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 22 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 equaled a net position of -1,027,697 contracts in the data reported through Tuesday. This was a weekly fall of -539,388 contracts from the previous week which had a total of -488,309 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 38.8 percent. The commercials are Bullish with a score of 55.7 percent and the small traders (not shown in chart) are Bullish with a score of 77.8 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.6 59.3 5.0
– Percent of Open Interest Shorts: 23.0 49.3 6.6
– Net Position: -1,027,697 1,219,992 -192,295
– Gross Longs: 1,777,412 7,230,673 607,765
– Gross Shorts: 2,805,109 6,010,681 800,060
– Long to Short Ratio: 0.6 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 38.8 55.7 77.8
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -18.8 16.8 4.3

 


30-Day Federal Funds Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe 30-Day Federal Funds large speculator standing this week equaled a net position of -256,308 contracts in the data reported through Tuesday. This was a weekly gain of 9,371 contracts from the previous week which had a total of -265,679 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 8.0 percent. The commercials are Bullish-Extreme with a score of 91.4 percent and the small traders (not shown in chart) are Bullish with a score of 65.5 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 2.3 79.9 2.7
– Percent of Open Interest Shorts: 26.2 55.7 3.0
– Net Position: -256,308 259,381 -3,073
– Gross Longs: 25,000 856,205 29,216
– Gross Shorts: 281,308 596,824 32,289
– Long to Short Ratio: 0.1 to 1 1.4 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 8.0 91.4 65.5
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.5 -2.9 7.0

 


2-Year Treasury Note Futures:

2-Year Treasury Bonds Futures COT ChartThe 2-Year Treasury Note large speculator standing this week equaled a net position of -152,907 contracts in the data reported through Tuesday. This was a weekly lowering of -35,967 contracts from the previous week which had a total of -116,940 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 63.4 percent. The commercials are Bearish with a score of 44.4 percent and the small traders (not shown in chart) are Bearish with a score of 41.6 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.6 71.7 6.8
– Percent of Open Interest Shorts: 26.0 64.9 6.2
– Net Position: -152,907 140,046 12,861
– Gross Longs: 382,165 1,472,663 140,292
– Gross Shorts: 535,072 1,332,617 127,431
– Long to Short Ratio: 0.7 to 1 1.1 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 63.4 44.4 41.6
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 7.8 -0.5 -15.8

 


5-Year Treasury Note Futures:

5-Year Treasury Bonds Futures COT ChartThe 5-Year Treasury Note large speculator standing this week equaled a net position of -209,526 contracts in the data reported through Tuesday. This was a weekly reduction of -98,508 contracts from the previous week which had a total of -111,018 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 40.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.1 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.5 79.0 7.9
– Percent of Open Interest Shorts: 17.6 68.8 11.9
– Net Position: -209,526 349,248 -139,722
– Gross Longs: 397,254 2,721,853 271,622
– Gross Shorts: 606,780 2,372,605 411,344
– Long to Short Ratio: 0.7 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 68.3 40.7 8.1
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 0.3 3.4 -18.2

 


10-Year Treasury Note Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe 10-Year Treasury Note large speculator standing this week equaled a net position of -2,312 contracts in the data reported through Tuesday. This was a weekly decline of -36,648 contracts from the previous week which had a total of 34,336 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 81.1 percent. The commercials are Bearish with a score of 43.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 5.0 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.4 71.0 7.1
– Percent of Open Interest Shorts: 20.4 64.8 13.2
– Net Position: -2,312 263,172 -260,860
– Gross Longs: 870,032 3,031,108 303,180
– Gross Shorts: 872,344 2,767,936 564,040
– Long to Short Ratio: 1.0 to 1 1.1 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 81.1 43.1 5.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.4 1.3 -2.8

 


Ultra 10-Year Notes Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Ultra 10-Year Notes large speculator standing this week equaled a net position of 214,461 contracts in the data reported through Tuesday. This was a weekly increase of 19,854 contracts from the previous week which had a total of 194,607 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 84.4 percent. The commercials are Bearish with a score of 27.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.9 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.1 72.0 7.6
– Percent of Open Interest Shorts: 6.0 75.9 17.8
– Net Position: 214,461 -60,111 -154,350
– Gross Longs: 305,059 1,092,678 115,510
– Gross Shorts: 90,598 1,152,789 269,860
– Long to Short Ratio: 3.4 to 1 0.9 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 84.4 27.4 2.9
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 22.7 -24.3 0.8

 


US Treasury Bonds Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe US Treasury Bonds large speculator standing this week equaled a net position of -60,354 contracts in the data reported through Tuesday. This was a weekly reduction of -3,667 contracts from the previous week which had a total of -56,687 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 71.7 percent. The commercials are Bearish with a score of 45.3 percent and the small traders (not shown in chart) are Bearish with a score of 37.8 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 9.3 74.1 14.3
– Percent of Open Interest Shorts: 14.4 67.4 15.9
– Net Position: -60,354 78,959 -18,605
– Gross Longs: 109,167 873,996 168,398
– Gross Shorts: 169,521 795,037 187,003
– Long to Short Ratio: 0.6 to 1 1.1 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 71.7 45.3 37.8
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 13.0 -26.7 37.8

 


Ultra US Treasury Bonds Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Ultra US Treasury Bonds large speculator standing this week equaled a net position of -228,949 contracts in the data reported through Tuesday. This was a weekly advance of 13,460 contracts from the previous week which had a total of -242,409 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 85.5 percent. The commercials are Bearish with a score of 36.1 percent and the small traders (not shown in chart) are Bearish with a score of 25.9 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.6 79.1 12.0
– Percent of Open Interest Shorts: 27.7 59.7 12.2
– Net Position: -228,949 232,264 -3,315
– Gross Longs: 102,926 947,822 143,231
– Gross Shorts: 331,875 715,558 146,546
– Long to Short Ratio: 0.3 to 1 1.3 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 85.5 36.1 25.9
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -1.7 -13.8 25.9

 


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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).