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:
The 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 Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 22.2 | 51.0 | 6.0 |
| – Percent of Open Interest Shorts: | 41.5 | 30.6 | 7.1 |
| – Net Position: | -68,747 | 72,626 | -3,879 |
| – Gross Longs: | 79,298 | 181,878 | 21,568 |
| – Gross Shorts: | 148,045 | 109,252 | 25,447 |
| – Long to Short Ratio: | 0.5 to 1 | 1.7 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 57.0 | 43.2 | 41.7 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 10.6 | -12.7 | 25.8 |
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:
The 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 Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 12.7 | 69.4 | 13.3 |
| – Percent of Open Interest Shorts: | 13.2 | 74.0 | 8.2 |
| – Net Position: | -16,663 | -141,945 | 158,608 |
| – Gross Longs: | 395,561 | 2,164,980 | 414,259 |
| – Gross Shorts: | 412,224 | 2,306,925 | 255,651 |
| – 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): | 50.6 | 40.5 | 59.6 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 3.0 | -22.4 | 22.7 |
Dow Jones Mini Futures Futures:
The 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 Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 25.7 | 47.3 | 20.2 |
| – Percent of Open Interest Shorts: | 34.1 | 48.5 | 10.5 |
| – Net Position: | -10,089 | -1,418 | 11,507 |
| – Gross Longs: | 30,655 | 56,505 | 24,067 |
| – Gross Shorts: | 40,744 | 57,923 | 12,560 |
| – Long to Short Ratio: | 0.8 to 1 | 1.0 to 1 | 1.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 22.3 | 63.4 | 100.0 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -5.7 | -0.5 | 28.1 |
Nasdaq Mini Futures Futures:
The 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 Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 22.8 | 58.6 | 13.5 |
| – Percent of Open Interest Shorts: | 26.6 | 50.7 | 17.6 |
| – Net Position: | -11,034 | 22,768 | -11,734 |
| – Gross Longs: | 65,892 | 169,189 | 38,994 |
| – Gross Shorts: | 76,926 | 146,421 | 50,728 |
| – 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): | 68.9 | 40.5 | 17.7 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 3.2 | -1.0 | -9.3 |
Russell 2000 Mini Futures Futures:
The 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 Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 11.2 | 82.0 | 5.8 |
| – Percent of Open Interest Shorts: | 21.2 | 73.1 | 4.7 |
| – Net Position: | -49,967 | 44,209 | 5,758 |
| – Gross Longs: | 55,412 | 406,760 | 28,825 |
| – Gross Shorts: | 105,379 | 362,551 | 23,067 |
| – Long to Short Ratio: | 0.5 to 1 | 1.1 to 1 | 1.2 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 25.7 | 73.3 | 49.3 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -17.8 | 17.8 | -3.0 |
Nikkei Stock Average (USD) Futures Futures:
The 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 Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 16.2 | 59.6 | 24.1 |
| – Percent of Open Interest Shorts: | 47.1 | 18.5 | 34.4 |
| – Net Position: | -4,848 | 6,464 | -1,616 |
| – Gross Longs: | 2,554 | 9,378 | 3,787 |
| – Gross Shorts: | 7,402 | 2,914 | 5,403 |
| – Long to Short Ratio: | 0.3 to 1 | 3.2 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 37.5 | 75.0 | 0.0 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -4.7 | 12.1 | -26.2 |
MSCI EAFE Mini Futures Futures:
The 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 Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 7.6 | 88.9 | 2.5 |
| – Percent of Open Interest Shorts: | 4.4 | 94.0 | 0.7 |
| – Net Position: | 14,930 | -23,084 | 8,154 |
| – Gross Longs: | 35,002 | 408,214 | 11,453 |
| – Gross Shorts: | 20,072 | 431,298 | 3,299 |
| – Long to Short Ratio: | 1.7 to 1 | 0.9 to 1 | 3.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 30.2 | 59.1 | 90.0 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -14.6 | 9.3 | 29.1 |
MSCI Emerging Mkts Mini Futures Futures:
The 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 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).
- Stock indices sell-off amid rising geopolitical tensions in the Middle East. China’s GDP grew the most in a year Apr 16, 2024
- New FXTM commodity hits all-time high! Apr 16, 2024
- NZD hits five-month low against strong US dollar Apr 16, 2024
- Escalating conflict in the Middle East is forcing investors to shift funds to safe assets Apr 15, 2024
- US dollar exhibits remarkable strength amid global tensions Apr 15, 2024
- COT Metals Charts: Speculator bets led higher by Copper & Platinum Apr 13, 2024
- COT Bonds Charts: Speculator Bets led by 10-Year & 5-Year Bonds Apr 13, 2024
- COT Soft Commodities Charts: Speculator Bets led by Soybean Meal & Lean Hogs Apr 13, 2024
- COT Stock Market Charts: Weekly Speculator Bets led by VIX & S&P500-Mini Apr 13, 2024
- Singapore’s central bank (MAS) maintained its monetary policy settings. The ECB hinted at a rate cut soon Apr 12, 2024
