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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 01 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.
US Dollar Index Futures:
The US Dollar Index large speculator standing this week recorded a net position of 2,963 contracts in the data reported through Tuesday. This was a weekly lift of 183 contracts from the previous week which had a total of 2,780 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 30.9 percent. The commercials are Bullish with a score of 64.9 percent and the small traders (not shown in chart) are Bullish with a score of 56.6 percent.
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| US DOLLAR INDEX Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 62.9 | 13.2 | 15.0 |
| – Percent of Open Interest Shorts: | 56.7 | 25.4 | 9.0 |
| – Net Position: | 2,963 | -5,834 | 2,871 |
| – Gross Longs: | 30,212 | 6,357 | 7,217 |
| – Gross Shorts: | 27,249 | 12,191 | 4,346 |
| – Long to Short Ratio: | 1.1 to 1 | 0.5 to 1 | 1.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 30.9 | 64.9 | 56.6 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -1.0 | 1.5 | -4.6 |
Euro Currency Futures:
The Euro Currency large speculator standing this week recorded a net position of 109,322 contracts in the data reported through Tuesday. This was a weekly increase of 5,322 contracts from the previous week which had a total of 104,000 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 68.6 percent. The commercials are Bearish with a score of 23.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 97.6 percent.
| EURO Currency Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 32.0 | 51.9 | 15.1 |
| – Percent of Open Interest Shorts: | 17.3 | 76.6 | 5.1 |
| – Net Position: | 109,322 | -183,514 | 74,192 |
| – Gross Longs: | 237,360 | 384,998 | 112,057 |
| – Gross Shorts: | 128,038 | 568,512 | 37,865 |
| – Long to Short Ratio: | 1.9 to 1 | 0.7 to 1 | 3.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 68.6 | 23.9 | 97.6 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 8.8 | -15.3 | 36.6 |
British Pound Sterling Futures:
The British Pound Sterling large speculator standing this week recorded a net position of 24,125 contracts in the data reported through Tuesday. This was a weekly decline of -6,534 contracts from the previous week which had a total of 30,659 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 91.4 percent. The commercials are Bearish-Extreme with a score of 4.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 95.2 percent.
| BRITISH POUND Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 36.8 | 38.4 | 23.2 |
| – Percent of Open Interest Shorts: | 23.0 | 63.2 | 12.2 |
| – Net Position: | 24,125 | -43,200 | 19,075 |
| – Gross Longs: | 64,204 | 67,004 | 40,451 |
| – Gross Shorts: | 40,079 | 110,204 | 21,376 |
| – Long to Short Ratio: | 1.6 to 1 | 0.6 to 1 | 1.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 91.4 | 4.1 | 95.2 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -0.8 | 1.2 | -2.0 |
Japanese Yen Futures:
The Japanese Yen large speculator standing this week recorded a net position of -47,115 contracts in the data reported through Tuesday. This was a weekly gain of 3,041 contracts from the previous week which had a total of -50,156 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 41.1 percent. The commercials are Bullish with a score of 64.2 percent and the small traders (not shown in chart) are Bearish with a score of 26.7 percent.
| JAPANESE YEN Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 18.2 | 68.3 | 12.0 |
| – Percent of Open Interest Shorts: | 47.2 | 29.7 | 21.6 |
| – Net Position: | -47,115 | 62,579 | -15,464 |
| – Gross Longs: | 29,462 | 110,690 | 19,467 |
| – Gross Shorts: | 76,577 | 48,111 | 34,931 |
| – Long to Short Ratio: | 0.4 to 1 | 2.3 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 41.1 | 64.2 | 26.7 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 7.7 | -6.4 | 1.5 |
Swiss Franc Futures:
The Swiss Franc large speculator standing this week recorded a net position of 324 contracts in the data reported through Tuesday. This was a weekly lift of 1,527 contracts from the previous week which had a total of -1,203 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 73.8 percent. The commercials are Bearish with a score of 29.0 percent and the small traders (not shown in chart) are Bullish with a score of 64.5 percent.
| SWISS FRANC Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 30.3 | 37.0 | 32.5 |
| – Percent of Open Interest Shorts: | 29.6 | 36.7 | 33.5 |
| – Net Position: | 324 | 139 | -463 |
| – Gross Longs: | 13,940 | 17,008 | 14,971 |
| – Gross Shorts: | 13,616 | 16,869 | 15,434 |
| – Long to Short Ratio: | 1.0 to 1 | 1.0 to 1 | 1.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 73.8 | 29.0 | 64.5 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 3.1 | -12.9 | 27.8 |
Canadian Dollar Futures:
The Canadian Dollar large speculator standing this week recorded a net position of 48,772 contracts in the data reported through Tuesday. This was a weekly gain of 3,961 contracts from the previous week which had a total of 44,811 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 95.6 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 97.6 percent.
| CANADIAN DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 39.1 | 36.4 | 22.5 |
| – Percent of Open Interest Shorts: | 17.8 | 72.5 | 7.8 |
| – Net Position: | 48,772 | -82,481 | 33,709 |
| – Gross Longs: | 89,467 | 83,447 | 51,491 |
| – Gross Shorts: | 40,695 | 165,928 | 17,782 |
| – Long to Short Ratio: | 2.2 to 1 | 0.5 to 1 | 2.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 95.6 | 0.0 | 97.6 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 29.6 | -25.9 | 8.8 |
Australian Dollar Futures:
The Australian Dollar large speculator standing this week recorded a net position of -1,925 contracts in the data reported through Tuesday. This was a weekly lowering of -1,116 contracts from the previous week which had a total of -809 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 79.6 percent. The commercials are Bearish-Extreme with a score of 11.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.8 percent.
| AUSTRALIAN DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 41.0 | 35.1 | 22.4 |
| – Percent of Open Interest Shorts: | 42.4 | 44.0 | 12.0 |
| – Net Position: | -1,925 | -12,013 | 13,938 |
| – Gross Longs: | 55,385 | 47,419 | 30,225 |
| – Gross Shorts: | 57,310 | 59,432 | 16,287 |
| – Long to Short Ratio: | 1.0 to 1 | 0.8 to 1 | 1.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 79.6 | 11.1 | 87.8 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -0.1 | 1.9 | -4.7 |
New Zealand Dollar Futures:
The New Zealand Dollar large speculator standing this week recorded a net position of 5,927 contracts in the data reported through Tuesday. This was a weekly fall of -2,658 contracts from the previous week which had a total of 8,585 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 81.2 percent. The commercials are Bearish-Extreme with a score of 16.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 90.6 percent.
| NEW ZEALAND DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 53.4 | 29.9 | 13.3 |
| – Percent of Open Interest Shorts: | 40.6 | 50.0 | 6.1 |
| – Net Position: | 5,927 | -9,283 | 3,356 |
| – Gross Longs: | 24,684 | 13,844 | 6,170 |
| – Gross Shorts: | 18,757 | 23,127 | 2,814 |
| – Long to Short Ratio: | 1.3 to 1 | 0.6 to 1 | 2.2 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 81.2 | 16.1 | 90.6 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 2.7 | -4.7 | 16.0 |
Mexican Peso Futures:
The Mexican Peso large speculator standing this week recorded a net position of -3,646 contracts in the data reported through Tuesday. This was a weekly boost of 4,852 contracts from the previous week which had a total of -8,498 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 12.9 percent. The commercials are Bullish-Extreme with a score of 85.8 percent and the small traders (not shown in chart) are Bullish with a score of 61.9 percent.
| MEXICAN PESO Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 43.8 | 45.9 | 4.9 |
| – Percent of Open Interest Shorts: | 46.1 | 46.4 | 2.1 |
| – Net Position: | -3,646 | -808 | 4,454 |
| – Gross Longs: | 69,880 | 73,172 | 7,774 |
| – Gross Shorts: | 73,526 | 73,980 | 3,320 |
| – Long to Short Ratio: | 1.0 to 1 | 1.0 to 1 | 2.3 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 12.9 | 85.8 | 61.9 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -0.0 | 0.3 | -2.5 |
Brazilian Real Futures:
The Brazilian Real large speculator standing this week recorded a net position of 4,088 contracts in the data reported through Tuesday. This was a weekly reduction of -1,519 contracts from the previous week which had a total of 5,607 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 91.4 percent. The commercials are Bearish-Extreme with a score of 7.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 98.4 percent.
| BRAZIL REAL Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 39.6 | 53.9 | 6.5 |
| – Percent of Open Interest Shorts: | 33.7 | 62.9 | 3.4 |
| – Net Position: | 4,088 | -6,203 | 2,115 |
| – Gross Longs: | 27,326 | 37,153 | 4,468 |
| – Gross Shorts: | 23,238 | 43,356 | 2,353 |
| – Long to Short Ratio: | 1.2 to 1 | 0.9 to 1 | 1.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 91.4 | 7.3 | 98.4 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 49.7 | -52.7 | 24.0 |
Russian Ruble Futures:
The Russian Ruble large speculator standing this week recorded a net position of 4,586 contracts in the data reported through Tuesday. This was a weekly decrease of -786 contracts from the previous week which had a total of 5,372 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 24.2 percent. The commercials are Bullish with a score of 72.9 percent and the small traders (not shown in chart) are Bullish with a score of 73.1 percent.
| RUSSIAN RUBLE Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 34.2 | 59.0 | 6.6 |
| – Percent of Open Interest Shorts: | 20.9 | 74.9 | 4.0 |
| – Net Position: | 4,586 | -5,498 | 912 |
| – Gross Longs: | 11,838 | 20,439 | 2,298 |
| – Gross Shorts: | 7,252 | 25,937 | 1,386 |
| – Long to Short Ratio: | 1.6 to 1 | 0.8 to 1 | 1.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 24.2 | 72.9 | 73.1 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -5.4 | 3.1 | 31.2 |
Bitcoin Futures:
The Bitcoin large speculator standing this week recorded a net position of -1,442 contracts in the data reported through Tuesday. This was a weekly lift of 230 contracts from the previous week which had a total of -1,672 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 Bullish with a score of 67.7 percent and the small traders (not shown in chart) are Bearish with a score of 26.6 percent.
| BITCOIN Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 59.7 | 6.7 | 26.0 |
| – Percent of Open Interest Shorts: | 79.4 | 2.3 | 10.6 |
| – Net Position: | -1,442 | 320 | 1,122 |
| – Gross Longs: | 4,369 | 491 | 1,900 |
| – Gross Shorts: | 5,811 | 171 | 778 |
| – Long to Short Ratio: | 0.8 to 1 | 2.9 to 1 | 2.4 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 63.4 | 67.7 | 26.6 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 23.4 | -1.2 | -27.0 |
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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