COT Bonds Futures Charts: Eurodollars, Fed Funds, 10-Year, 2-Year, 5-Year Treasury Notes, Long Bonds

July 2, 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 29 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


3-Month Eurodollars Futures:

Eurodollar Bonds Futures COT ChartThe 3-Month Eurodollars large speculator standing this week reached a net position of -1,080,594 contracts in the data reported through Tuesday. This was a weekly lowering of -52,897 contracts from the previous week which had a total of -1,027,697 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 37.9 percent. The commercials are Bullish with a score of 57.4 percent and the small traders (not shown in chart) are Bullish with a score of 70.8 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.8 60.2 4.8
– Percent of Open Interest Shorts: 22.6 49.3 6.9
– Net Position: -1,080,594 1,326,857 -246,263
– Gross Longs: 1,682,162 7,338,321 591,597
– Gross Shorts: 2,762,756 6,011,464 837,860
– Long to Short Ratio: 0.6 to 1 1.2 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 37.9 57.4 70.8
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.3 13.3 -1.4

 


30-Day Federal Funds Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe 30-Day Federal Funds large speculator standing this week reached a net position of -200,030 contracts in the data reported through Tuesday. This was a weekly gain of 56,278 contracts from the previous week which had a total of -256,308 net contracts.


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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-Extreme with a score of 14.9 percent. The commercials are Bullish-Extreme with a score of 84.7 percent and the small traders (not shown in chart) are Bullish with a score of 63.7 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 3.3 77.8 2.4
– Percent of Open Interest Shorts: 21.8 58.9 2.8
– Net Position: -200,030 204,108 -4,078
– Gross Longs: 35,137 841,077 25,885
– Gross Shorts: 235,167 636,969 29,963
– Long to Short Ratio: 0.1 to 1 1.3 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 14.9 84.7 63.7
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 11.7 -11.7 3.1

 


2-Year Treasury Note Futures:

2-Year Treasury Bonds Futures COT ChartThe 2-Year Treasury Note large speculator standing this week reached a net position of -191,256 contracts in the data reported through Tuesday. This was a weekly decline of -38,349 contracts from the previous week which had a total of -152,907 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 54.2 percent. The commercials are Bullish with a score of 53.3 percent and the small traders (not shown in chart) are Bearish with a score of 37.4 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.3 73.6 6.8
– Percent of Open Interest Shorts: 25.6 64.6 6.5
– Net Position: -191,256 186,384 4,872
– Gross Longs: 333,549 1,509,829 139,126
– Gross Shorts: 524,805 1,323,445 134,254
– Long to Short Ratio: 0.6 to 1 1.1 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 54.2 53.3 37.4
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.2 2.8 -19.2

 


5-Year Treasury Note Futures:

5-Year Treasury Bonds Futures COT ChartThe 5-Year Treasury Note large speculator standing this week reached a net position of -214,355 contracts in the data reported through Tuesday. This was a weekly decrease of -4,829 contracts from the previous week which had a total of -209,526 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 67.8 percent. The commercials are Bearish with a score of 42.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.1 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.8 79.9 8.0
– Percent of Open Interest Shorts: 16.8 69.5 12.3
– Net Position: -214,355 367,839 -153,484
– Gross Longs: 381,895 2,830,899 282,501
– Gross Shorts: 596,250 2,463,060 435,985
– Long to Short Ratio: 0.6 to 1 1.1 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.8 42.4 2.1
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.2 11.2 -25.0

 


10-Year Treasury Note Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe 10-Year Treasury Note large speculator standing this week reached a net position of -59,960 contracts in the data reported through Tuesday. This was a weekly fall of -57,648 contracts from the previous week which had a total of -2,312 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 74.9 percent. The commercials are Bearish with a score of 47.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.4 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.8 69.7 7.4
– Percent of Open Interest Shorts: 22.2 62.6 13.1
– Net Position: -59,960 304,490 -244,530
– Gross Longs: 894,366 2,995,077 317,867
– Gross Shorts: 954,326 2,690,587 562,397
– Long to Short Ratio: 0.9 to 1 1.1 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 74.9 47.1 9.4
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -9.9 8.1 2.1

 


Ultra 10-Year Notes Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Ultra 10-Year Notes large speculator standing this week reached a net position of 196,983 contracts in the data reported through Tuesday. This was a weekly reduction of -17,478 contracts from the previous week which had a total of 214,461 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 79.8 percent. The commercials are Bearish with a score of 33.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.6 73.8 7.3
– Percent of Open Interest Shorts: 5.8 76.2 17.6
– Net Position: 196,983 -38,027 -158,956
– Gross Longs: 287,070 1,137,481 112,476
– Gross Shorts: 90,087 1,175,508 271,432
– Long to Short Ratio: 3.2 to 1 1.0 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 79.8 33.6 0.0
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 9.4 -5.3 -12.4

 


US Treasury Bonds Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe US Treasury Bonds large speculator standing this week reached a net position of -95,979 contracts in the data reported through Tuesday. This was a weekly lowering of -35,625 contracts from the previous week which had a total of -60,354 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 58.9 percent. The commercials are Bullish with a score of 56.7 percent and the small traders (not shown in chart) are Bearish with a score of 37.7 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.3 75.3 14.2
– Percent of Open Interest Shorts: 16.5 65.5 15.8
– Net Position: -95,979 114,721 -18,742
– Gross Longs: 97,575 882,839 166,055
– Gross Shorts: 193,554 768,118 184,797
– Long to Short Ratio: 0.5 to 1 1.1 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 58.9 56.7 37.7
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.7 -10.1 35.4

 


Ultra US Treasury Bonds Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Ultra US Treasury Bonds large speculator standing this week reached a net position of -216,389 contracts in the data reported through Tuesday. This was a weekly rise of 12,560 contracts from the previous week which had a total of -228,949 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 90.3 percent. The commercials are Bearish with a score of 30.5 percent and the small traders (not shown in chart) are Bearish with a score of 26.1 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 9.7 78.1 11.9
– Percent of Open Interest Shorts: 27.8 59.7 12.1
– Net Position: -216,389 219,440 -3,051
– Gross Longs: 115,318 930,737 141,306
– Gross Shorts: 331,707 711,297 144,357
– Long to Short Ratio: 0.3 to 1 1.3 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 90.3 30.5 26.1
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 8.9 -23.4 21.4

 


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*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).