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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 July 27 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
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 42.0 percent. The commercials are Bullish with a score of 53.6 percent and the small traders (not shown in chart) are Bullish with a score of 75.4 percent.
| 3-Month Eurodollars Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 15.5 | 59.1 | 5.0 |
| – Percent of Open Interest Shorts: | 21.7 | 51.1 | 6.8 |
| – Net Position: | -740,875 | 951,440 | -210,565 |
| – Gross Longs: | 1,867,231 | 7,095,708 | 604,249 |
| – Gross Shorts: | 2,608,106 | 6,144,268 | 814,814 |
| – Long to Short Ratio: | 0.7 to 1 | 1.2 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 42.0 | 53.6 | 75.4 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -4.5 | 5.5 | -10.7 |
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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 24.0 percent. The commercials are Bullish with a score of 76.7 percent and the small traders (not shown in chart) are Bearish with a score of 48.8 percent.
| 30-Day Federal Funds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 5.4 | 75.7 | 2.1 |
| – Percent of Open Interest Shorts: | 17.1 | 62.9 | 3.2 |
| – Net Position: | -126,555 | 138,816 | -12,261 |
| – Gross Longs: | 58,687 | 822,091 | 22,595 |
| – Gross Shorts: | 185,242 | 683,275 | 34,856 |
| – Long to Short Ratio: | 0.3 to 1 | 1.2 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 24.0 | 76.7 | 48.8 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 17.2 | -16.4 | -6.8 |
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 94.4 percent. The commercials are Bearish with a score of 26.3 percent and the small traders (not shown in chart) are Bearish with a score of 39.2 percent.
| 2-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 18.9 | 71.6 | 7.1 |
| – Percent of Open Interest Shorts: | 21.7 | 69.3 | 6.7 |
| – Net Position: | -54,331 | 46,056 | 8,275 |
| – Gross Longs: | 373,471 | 1,414,480 | 141,166 |
| – Gross Shorts: | 427,802 | 1,368,424 | 132,891 |
| – Long to Short Ratio: | 0.9 to 1 | 1.0 to 1 | 1.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 94.4 | 26.3 | 39.2 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 16.3 | -5.7 | -17.4 |
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 87.0 percent. The commercials are Bearish with a score of 24.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.7 percent.
| 5-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.3 | 75.7 | 8.4 |
| – Percent of Open Interest Shorts: | 15.1 | 70.8 | 12.4 |
| – Net Position: | -30,025 | 168,613 | -138,588 |
| – Gross Longs: | 496,074 | 2,633,496 | 293,649 |
| – Gross Shorts: | 526,099 | 2,464,883 | 432,237 |
| – Long to Short Ratio: | 0.9 to 1 | 1.1 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 87.0 | 24.7 | 12.7 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 8.4 | -1.2 | -28.0 |
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 99.0 percent. The commercials are Bearish with a score of 21.3 percent and the small traders (not shown in chart) are Bearish with a score of 21.0 percent.
| 10-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 22.3 | 66.6 | 9.0 |
| – Percent of Open Interest Shorts: | 18.2 | 65.7 | 14.0 |
| – Net Position: | 164,491 | 36,905 | -201,396 |
| – Gross Longs: | 906,368 | 2,710,030 | 367,441 |
| – Gross Shorts: | 741,877 | 2,673,125 | 568,837 |
| – Long to Short Ratio: | 1.2 to 1 | 1.0 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 99.0 | 21.3 | 21.0 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 14.0 | -16.7 | 11.6 |
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 55.6 percent. The commercials are Bullish with a score of 55.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.7 percent.
| Ultra 10-Year Notes Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.8 | 76.3 | 8.5 |
| – Percent of Open Interest Shorts: | 7.8 | 73.7 | 18.2 |
| – Net Position: | 105,428 | 39,203 | -144,631 |
| – Gross Longs: | 220,903 | 1,136,010 | 126,680 |
| – Gross Shorts: | 115,475 | 1,096,807 | 271,311 |
| – Long to Short Ratio: | 1.9 to 1 | 1.0 to 1 | 0.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 55.6 | 55.2 | 10.7 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -23.5 | 21.2 | 10.2 |
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 63.6 percent. The commercials are Bearish with a score of 41.4 percent and the small traders (not shown in chart) are Bullish with a score of 65.4 percent.
| US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 9.9 | 72.0 | 16.2 |
| – Percent of Open Interest Shorts: | 16.9 | 66.4 | 14.9 |
| – Net Position: | -82,915 | 66,824 | 16,091 |
| – Gross Longs: | 117,946 | 853,940 | 192,630 |
| – Gross Shorts: | 200,861 | 787,116 | 176,539 |
| – Long to Short Ratio: | 0.6 to 1 | 1.1 to 1 | 1.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 63.6 | 41.4 | 65.4 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -9.4 | -8.7 | 42.4 |
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 88.9 percent. The commercials are Bearish with a score of 31.2 percent and the small traders (not shown in chart) are Bearish with a score of 37.5 percent.
| Ultra US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 9.5 | 77.9 | 12.3 |
| – Percent of Open Interest Shorts: | 28.7 | 59.8 | 11.3 |
| – Net Position: | -236,239 | 223,412 | 12,827 |
| – Gross Longs: | 117,812 | 962,619 | 152,000 |
| – Gross Shorts: | 354,051 | 739,207 | 139,173 |
| – Long to Short Ratio: | 0.3 to 1 | 1.3 to 1 | 1.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 88.9 | 31.2 | 37.5 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 2.5 | -13.8 | 17.8 |
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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