COT Currency Futures Charts: US Dollar, Euro, Yen, Pound, Swiss Franc, Peso, Bitcoin

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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. 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.

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US Dollar Index Futures:

The US Dollar Index large speculator standing this week recorded a net position of -2,303 contracts in the data reported through Tuesday. This was a weekly fall of -4,054 contracts from the previous week which had a total of 1,751 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 21.8 percent. The commercials are Bullish with a score of 72.1 percent and the small traders (not shown in chart) are Bullish with a score of 68.5 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	68.4	8.3	17.6
– Percent of Open Interest Shorts:	74.5	12.3	7.4
– Net Position:	-2,303	-1,495	3,798
– Gross Longs:	25,618	3,120	6,577
– Gross Shorts:	27,921	4,615	2,779
– Long to Short Ratio:	0.9 to 1	0.7 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	21.8	72.1	68.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.5	6.4	6.6

 

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Euro Currency Futures:

The Euro Currency large speculator standing this week recorded a net position of 118,186 contracts in the data reported through Tuesday. This was a weekly gain of 10,973 contracts from the previous week which had a total of 107,213 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 71.3 percent. The commercials are Bearish with a score of 24.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.0 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.3	54.9	14.4
– Percent of Open Interest Shorts:	13.3	81.1	5.2
– Net Position:	118,186	-182,091	63,905
– Gross Longs:	210,816	381,409	99,890
– Gross Shorts:	92,630	563,500	35,985
– Long to Short Ratio:	2.3 to 1	0.7 to 1	2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.3	24.3	83.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.2	-11.3	9.3

 

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British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week recorded a net position of 32,170 contracts in the data reported through Tuesday. This was a weekly lift of 4,456 contracts from the previous week which had a total of 27,714 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 97.2 percent. The commercials are Bearish-Extreme with a score of 0.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 92.4 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.4	39.2	24.4
– Percent of Open Interest Shorts:	14.8	71.1	13.0
– Net Position:	32,170	-49,883	17,713
– Gross Longs:	55,203	61,123	38,047
– Gross Shorts:	23,033	111,006	20,334
– Long to Short Ratio:	2.4 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	97.2	0.2	92.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.9	-7.0	-0.9

 

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Japanese Yen Futures:

The Japanese Yen large speculator standing this week recorded a net position of -46,850 contracts in the data reported through Tuesday. This was a weekly reduction of -9,536 contracts from the previous week which had a total of -37,314 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 41.2 percent. The commercials are Bullish with a score of 65.5 percent and the small traders (not shown in chart) are Bearish with a score of 20.9 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.8	72.6	12.2
– Percent of Open Interest Shorts:	44.9	30.6	24.0
– Net Position:	-46,850	65,317	-18,467
– Gross Longs:	22,974	112,798	18,879
– Gross Shorts:	69,824	47,481	37,346
– Long to Short Ratio:	0.3 to 1	2.4 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	41.2	65.5	20.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.2	5.2	-10.8

 

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Swiss Franc Futures:

The Swiss Franc large speculator standing this week recorded a net position of 9,387 contracts in the data reported through Tuesday. This was a weekly rise of 8,311 contracts from the previous week which had a total of 1,076 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 87.9 percent. The commercials are Bearish with a score of 20.0 percent and the small traders (not shown in chart) are Bullish with a score of 61.9 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.1	19.5	40.3
– Percent of Open Interest Shorts:	14.8	42.2	43.0
– Net Position:	9,387	-8,396	-991
– Gross Longs:	14,875	7,231	14,949
– Gross Shorts:	5,488	15,627	15,940
– Long to Short Ratio:	2.7 to 1	0.5 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.9	20.0	61.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.5	-17.1	19.1

 

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Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week recorded a net position of 44,254 contracts in the data reported through Tuesday. This was a weekly reduction of -1,027 contracts from the previous week which had a total of 45,281 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 91.9 percent. The commercials are Bearish-Extreme with a score of 6.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 90.0 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.9	51.1	19.0
– Percent of Open Interest Shorts:	11.4	79.9	7.6
– Net Position:	44,254	-72,921	28,667
– Gross Longs:	73,071	129,185	48,013
– Gross Shorts:	28,817	202,106	19,346
– Long to Short Ratio:	2.5 to 1	0.6 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	91.9	6.0	90.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.3	-7.6	-9.2

 

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Australian Dollar Futures:

The Australian Dollar large speculator standing this week recorded a net position of -17,880 contracts in the data reported through Tuesday. This was a weekly decrease of -8,443 contracts from the previous week which had a total of -9,437 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 61.8 percent. The commercials are Bearish with a score of 29.9 percent and the small traders (not shown in chart) are Bullish with a score of 73.7 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.3	45.8	21.2
– Percent of Open Interest Shorts:	46.7	37.5	15.1
– Net Position:	-17,880	10,356	7,524
– Gross Longs:	40,139	56,902	26,262
– Gross Shorts:	58,019	46,546	18,738
– Long to Short Ratio:	0.7 to 1	1.2 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.8	29.9	73.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.6	21.4	-13.6

 

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New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week recorded a net position of 3,265 contracts in the data reported through Tuesday. This was a weekly fall of -2,241 contracts from the previous week which had a total of 5,506 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 76.7 percent. The commercials are Bearish with a score of 21.7 percent and the small traders (not shown in chart) are Bullish with a score of 79.9 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.7	34.2	15.3
– Percent of Open Interest Shorts:	40.1	49.1	9.0
– Net Position:	3,265	-5,657	2,392
– Gross Longs:	18,466	12,962	5,787
– Gross Shorts:	15,201	18,619	3,395
– Long to Short Ratio:	1.2 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.7	21.7	79.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.9	7.6	4.6

 

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Mexican Peso Futures:

The Mexican Peso large speculator standing this week recorded a net position of -23,930 contracts in the data reported through Tuesday. This was a weekly decrease of -17,369 contracts from the previous week which had a total of -6,561 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 2.8 percent. The commercials are Bullish-Extreme with a score of 96.2 percent and the small traders (not shown in chart) are Bullish with a score of 58.0 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	47.4	47.2	4.6
– Percent of Open Interest Shorts:	64.0	33.1	2.2
– Net Position:	-23,930	20,397	3,533
– Gross Longs:	68,675	68,307	6,669
– Gross Shorts:	92,605	47,910	3,136
– Long to Short Ratio:	0.7 to 1	1.4 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	2.8	96.2	58.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.8	10.1	-3.7

 

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Brazilian Real Futures:

The Brazilian Real large speculator standing this week recorded a net position of 18,659 contracts in the data reported through Tuesday. This was a weekly reduction of -1,389 contracts from the previous week which had a total of 20,048 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 98.1 percent. The commercials are Bearish-Extreme with a score of 1.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 98.9 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	68.6	20.4	10.5
– Percent of Open Interest Shorts:	22.2	72.2	5.1
– Net Position:	18,659	-20,809	2,150
– Gross Longs:	27,564	8,209	4,209
– Gross Shorts:	8,905	29,018	2,059
– Long to Short Ratio:	3.1 to 1	0.3 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	98.1	1.6	98.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	40.0	-41.0	12.0

 

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Russian Ruble Futures:

The Russian Ruble large speculator standing this week recorded a net position of 1,904 contracts in the data reported through Tuesday. This was a weekly advance of 164 contracts from the previous week which had a total of 1,740 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 17.9 percent. The commercials are Bullish with a score of 79.7 percent and the small traders (not shown in chart) are Bullish with a score of 63.9 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.7	67.4	5.5
– Percent of Open Interest Shorts:	22.8	72.6	4.2
– Net Position:	1,904	-2,540	636
– Gross Longs:	13,089	33,059	2,691
– Gross Shorts:	11,185	35,599	2,055
– Long to Short Ratio:	1.2 to 1	0.9 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	17.9	79.7	63.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.5	8.7	-6.3

 

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Bitcoin Futures:

The Bitcoin large speculator standing this week recorded a net position of -1,609 contracts in the data reported through Tuesday. This was a weekly reduction of -428 contracts from the previous week which had a total of -1,181 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 58.7 percent. The commercials are Bullish-Extreme with a score of 86.7 percent and the small traders (not shown in chart) are Bearish with a score of 26.5 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	57.4	8.4	24.6
– Percent of Open Interest Shorts:	78.8	1.9	9.7
– Net Position:	-1,609	489	1,120
– Gross Longs:	4,320	631	1,851
– Gross Shorts:	5,929	142	731
– Long to Short Ratio:	0.7 to 1	4.4 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.7	86.7	26.5
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.4	16.1	-9.8

 

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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).