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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 08 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
VIX Volatility Futures Futures:
The VIX Volatility Futures large speculator standing this week came in at a net position of -62,149 contracts in the data reported through Tuesday. This was a weekly reduction of -367 contracts from the previous week which had a total of -61,782 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 59.5 percent. The commercials are Bearish with a score of 42.3 percent and the small traders (not shown in chart) are Bearish with a score of 26.0 percent.
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| VIX Volatility Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 23.5 | 50.0 | 5.9 |
| – Percent of Open Interest Shorts: | 41.1 | 30.1 | 8.2 |
| – Net Position: | -62,149 | 70,152 | -8,003 |
| – Gross Longs: | 82,681 | 176,174 | 20,789 |
| – Gross Shorts: | 144,830 | 106,022 | 28,792 |
| – Long to Short Ratio: | 0.6 to 1 | 1.7 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 59.5 | 42.3 | 26.0 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 12.1 | -11.1 | -6.3 |
S&P500 Mini Futures Futures:
The S&P500 Mini Futures large speculator standing this week came in at a net position of -14,680 contracts in the data reported through Tuesday. This was a weekly boost of 17,395 contracts from the previous week which had a total of -32,075 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 51.0 percent. The commercials are Bearish with a score of 41.6 percent and the small traders (not shown in chart) are Bullish with a score of 57.9 percent.
| S&P500 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 13.8 | 68.8 | 13.7 |
| – Percent of Open Interest Shorts: | 14.3 | 73.6 | 8.4 |
| – Net Position: | -14,680 | -135,418 | 150,098 |
| – Gross Longs: | 387,442 | 1,936,537 | 385,780 |
| – Gross Shorts: | 402,122 | 2,071,955 | 235,682 |
| – Long to Short Ratio: | 1.0 to 1 | 0.9 to 1 | 1.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 51.0 | 41.6 | 57.9 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -3.0 | -10.1 | 15.4 |
Dow Jones Mini Futures Futures:
The Dow Jones Mini Futures large speculator standing this week came in at a net position of -8,820 contracts in the data reported through Tuesday. This was a weekly boost of 945 contracts from the previous week which had a total of -9,765 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 23.9 percent. The commercials are Bullish with a score of 65.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 90.6 percent.
| Dow Jones Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 31.1 | 44.8 | 17.9 |
| – Percent of Open Interest Shorts: | 39.4 | 44.1 | 10.3 |
| – Net Position: | -8,820 | 772 | 8,048 |
| – Gross Longs: | 33,096 | 47,664 | 19,018 |
| – Gross Shorts: | 41,916 | 46,892 | 10,970 |
| – Long to Short Ratio: | 0.8 to 1 | 1.0 to 1 | 1.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 23.9 | 65.9 | 90.6 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -0.9 | 1.6 | -4.0 |
Nasdaq Mini Futures Futures:
The Nasdaq Mini Futures large speculator standing this week came in at a net position of -8,500 contracts in the data reported through Tuesday. This was a weekly advance of 6,049 contracts from the previous week which had a total of -14,549 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 70.3 percent. The commercials are Bearish with a score of 37.5 percent and the small traders (not shown in chart) are Bearish with a score of 23.2 percent.
| Nasdaq Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 25.4 | 56.6 | 15.8 |
| – Percent of Open Interest Shorts: | 29.0 | 49.2 | 19.7 |
| – Net Position: | -8,500 | 17,786 | -9,286 |
| – Gross Longs: | 60,518 | 134,844 | 37,619 |
| – Gross Shorts: | 69,018 | 117,058 | 46,905 |
| – Long to Short Ratio: | 0.9 to 1 | 1.2 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 70.3 | 37.5 | 23.2 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -0.4 | 2.2 | -6.5 |
Russell 2000 Mini Futures Futures:
The Russell 2000 Mini Futures large speculator standing this week came in at a net position of -43,409 contracts in the data reported through Tuesday. This was a weekly decrease of -8,023 contracts from the previous week which had a total of -35,386 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 29.0 percent. The commercials are Bullish with a score of 69.4 percent and the small traders (not shown in chart) are Bullish with a score of 51.0 percent.
| Russell 2000 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.1 | 79.0 | 5.9 |
| – Percent of Open Interest Shorts: | 23.4 | 71.0 | 4.5 |
| – Net Position: | -43,409 | 37,037 | 6,372 |
| – Gross Longs: | 64,997 | 365,591 | 27,166 |
| – Gross Shorts: | 108,406 | 328,554 | 20,794 |
| – Long to Short Ratio: | 0.6 to 1 | 1.1 to 1 | 1.3 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 29.0 | 69.4 | 51.0 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -14.9 | 16.6 | -9.4 |
Nikkei Stock Average (USD) Futures Futures:
The Nikkei Stock Average (USD) Futures large speculator standing this week came in at a net position of -4,557 contracts in the data reported through Tuesday. This was a weekly lowering of -466 contracts from the previous week which had a total of -4,091 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 38.5 percent. The commercials are Bullish with a score of 62.2 percent and the small traders (not shown in chart) are Bearish with a score of 41.9 percent.
| Nikkei Stock Average Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 11.9 | 42.8 | 34.0 |
| – Percent of Open Interest Shorts: | 33.2 | 30.8 | 24.8 |
| – Net Position: | -4,557 | 2,582 | 1,975 |
| – Gross Longs: | 2,556 | 9,187 | 7,284 |
| – Gross Shorts: | 7,113 | 6,605 | 5,309 |
| – Long to Short Ratio: | 0.4 to 1 | 1.4 to 1 | 1.4 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 38.5 | 62.2 | 41.9 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 1.8 | -6.6 | 17.1 |
MSCI EAFE Mini Futures Futures:
The MSCI EAFE Mini Futures large speculator standing this week came in at a net position of 26,805 contracts in the data reported through Tuesday. This was a weekly lowering of -3,151 contracts from the previous week which had a total of 29,956 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 49.8 percent. The commercials are Bearish with a score of 43.7 percent and the small traders (not shown in chart) are Bullish with a score of 67.6 percent.
| MSCI EAFE Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 9.0 | 88.1 | 2.6 |
| – Percent of Open Interest Shorts: | 2.2 | 96.4 | 1.2 |
| – Net Position: | 26,805 | -32,498 | 5,693 |
| – Gross Longs: | 35,571 | 346,687 | 10,247 |
| – Gross Shorts: | 8,766 | 379,185 | 4,554 |
| – Long to Short Ratio: | 4.1 to 1 | 0.9 to 1 | 2.3 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 49.8 | 43.7 | 67.6 |
| – COT Index Reading (3 Year Range): | Bearish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 0.2 | 0.4 | -3.4 |
MSCI Emerging Mkts Mini Futures Futures:
The MSCI Emerging Mkts Mini Futures large speculator standing this week came in at a net position of 38,211 contracts in the data reported through Tuesday. This was a weekly reduction of -2,219 contracts from the previous week which had a total of 40,430 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 0.0 percent. The commercials are Bullish-Extreme with a score of 97.2 percent and the small traders (not shown in chart) are Bearish with a score of 40.4 percent.
| MSCI Emerging Mkts Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.3 | 82.2 | 2.4 |
| – Percent of Open Interest Shorts: | 11.0 | 86.5 | 1.3 |
| – Net Position: | 38,211 | -49,886 | 11,675 |
| – Gross Longs: | 165,150 | 950,685 | 27,250 |
| – Gross Shorts: | 126,939 | 1,000,571 | 15,575 |
| – Long to Short Ratio: | 1.3 to 1 | 1.0 to 1 | 1.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 0.0 | 97.2 | 40.4 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -11.0 | 6.8 | 7.3 |
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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