21 Jun

COT Stock Market Futures Charts: VIX, Dow, Nasdaq, SP500, Russell-2000, Emerging Markets

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.

VIX Volatility Futures Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe VIX Volatility Futures large speculator standing this week equaled a net position of -68,747 contracts in the data reported through Tuesday. This was a weekly decline of -6,598 contracts from the previous week which had a total of -62,149 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 57.0 percent. The commercials are Bearish with a score of 43.2 percent and the small traders (not shown in chart) are Bearish with a score of 41.7 percent.

VIX Volatility Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:22.251.06.0
– Percent of Open Interest Shorts:41.530.67.1
– Net Position:-68,74772,626-3,879
– Gross Longs:79,298181,87821,568
– Gross Shorts:148,045109,25225,447
– Long to Short Ratio:0.5 to 11.7 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):57.043.241.7
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:10.6-12.725.8

 

Free Reports:

Get our Weekly Commitment of Traders Reports - See where the biggest traders (Hedge Funds and Commercial Hedgers) are positioned in the futures markets on a weekly basis.





Download Our Metatrader 4 Indicators – Put Our Free MetaTrader 4 Custom Indicators on your charts when you join our Weekly Newsletter




S&P500 Mini Futures Futures:

2-Year Treasury Bonds Futures COT ChartThe S&P500 Mini Futures large speculator standing this week equaled a net position of -16,663 contracts in the data reported through Tuesday. This was a weekly fall of -1,983 contracts from the previous week which had a total of -14,680 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 50.6 percent. The commercials are Bearish with a score of 40.5 percent and the small traders (not shown in chart) are Bullish with a score of 59.6 percent.

S&P500 Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:12.769.413.3
– Percent of Open Interest Shorts:13.274.08.2
– Net Position:-16,663-141,945158,608
– Gross Longs:395,5612,164,980414,259
– Gross Shorts:412,2242,306,925255,651
– Long to Short Ratio:1.0 to 10.9 to 11.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):50.640.559.6
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:3.0-22.422.7

 

Dow Jones Mini Futures Futures:

5-Year Treasury Bonds Futures COT ChartThe Dow Jones Mini Futures large speculator standing this week equaled a net position of -10,089 contracts in the data reported through Tuesday. This was a weekly fall of -1,269 contracts from the previous week which had a total of -8,820 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 22.3 percent. The commercials are Bullish with a score of 63.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

Dow Jones Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:25.747.320.2
– Percent of Open Interest Shorts:34.148.510.5
– Net Position:-10,089-1,41811,507
– Gross Longs:30,65556,50524,067
– Gross Shorts:40,74457,92312,560
– Long to Short Ratio:0.8 to 11.0 to 11.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):22.363.4100.0
– COT Index Reading (3 Year Range):BearishBullishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-5.7-0.528.1

 

Nasdaq Mini Futures Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Nasdaq Mini Futures large speculator standing this week equaled a net position of -11,034 contracts in the data reported through Tuesday. This was a weekly reduction of -2,534 contracts from the previous week which had a total of -8,500 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 68.9 percent. The commercials are Bearish with a score of 40.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 17.7 percent.

Nasdaq Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:22.858.613.5
– Percent of Open Interest Shorts:26.650.717.6
– Net Position:-11,03422,768-11,734
– Gross Longs:65,892169,18938,994
– Gross Shorts:76,926146,42150,728
– Long to Short Ratio:0.9 to 11.2 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):68.940.517.7
– COT Index Reading (3 Year Range):BullishBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:3.2-1.0-9.3

 

Russell 2000 Mini Futures Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Russell 2000 Mini Futures large speculator standing this week equaled a net position of -49,967 contracts in the data reported through Tuesday. This was a weekly decline of -6,558 contracts from the previous week which had a total of -43,409 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 Bearish with a score of 25.7 percent. The commercials are Bullish with a score of 73.3 percent and the small traders (not shown in chart) are Bearish with a score of 49.3 percent.

Russell 2000 Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:11.282.05.8
– Percent of Open Interest Shorts:21.273.14.7
– Net Position:-49,96744,2095,758
– Gross Longs:55,412406,76028,825
– Gross Shorts:105,379362,55123,067
– Long to Short Ratio:0.5 to 11.1 to 11.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):25.773.349.3
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-17.817.8-3.0

 

Nikkei Stock Average (USD) Futures Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Nikkei Stock Average (USD) Futures large speculator standing this week equaled a net position of -4,848 contracts in the data reported through Tuesday. This was a weekly decline of -291 contracts from the previous week which had a total of -4,557 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 37.5 percent. The commercials are Bullish with a score of 75.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Nikkei Stock Average Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:16.259.624.1
– Percent of Open Interest Shorts:47.118.534.4
– Net Position:-4,8486,464-1,616
– Gross Longs:2,5549,3783,787
– Gross Shorts:7,4022,9145,403
– Long to Short Ratio:0.3 to 13.2 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):37.575.00.0
– COT Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-4.712.1-26.2

 

MSCI EAFE Mini Futures Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe MSCI EAFE Mini Futures large speculator standing this week equaled a net position of 14,930 contracts in the data reported through Tuesday. This was a weekly lowering of -11,875 contracts from the previous week which had a total of 26,805 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 30.2 percent. The commercials are Bullish with a score of 59.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 90.0 percent.

MSCI EAFE Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:7.688.92.5
– Percent of Open Interest Shorts:4.494.00.7
– Net Position:14,930-23,0848,154
– Gross Longs:35,002408,21411,453
– Gross Shorts:20,072431,2983,299
– Long to Short Ratio:1.7 to 10.9 to 13.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):30.259.190.0
– COT Index Reading (3 Year Range):BearishBullishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-14.69.329.1

 

MSCI Emerging Mkts Mini Futures Futures:

Eurodollar Bonds Futures COT ChartThe MSCI Emerging Mkts Mini Futures large speculator standing this week equaled a net position of 38,211 contracts in the data reported through Tuesday. This was a weekly lowering 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 StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:14.382.22.4
– Percent of Open Interest Shorts:11.086.51.3
– Net Position:38,211-49,88611,675
– Gross Longs:165,150950,68527,250
– Gross Shorts:126,9391,000,57115,575
– Long to Short Ratio:1.3 to 11.0 to 11.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):0.097.240.4
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-11.06.87.3

 

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).


investmacro cot newsletter




CountingPips Forex Blog investing Opinions Stock Market News