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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. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.
US Dollar Index Futures:
The US Dollar Index large speculator standing this week reached a net position of 16,541 contracts in the data reported through Tuesday. This was a weekly lift of 4,353 contracts from the previous week which had a total of 12,188 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 54.3 percent. The commercials are Bearish with a score of 37.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 94.1 percent.
| US DOLLAR INDEX Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 73.8 | 3.1 | 18.2 |
| – Percent of Open Interest Shorts: | 35.3 | 54.8 | 5.0 |
| – Net Position: | 16,541 | -22,254 | 5,713 |
| – Gross Longs: | 31,758 | 1,337 | 7,857 |
| – Gross Shorts: | 15,217 | 23,591 | 2,144 |
| – Long to Short Ratio: | 2.1 to 1 | 0.1 to 1 | 3.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 54.3 | 37.6 | 94.1 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 32.5 | -34.5 | 24.9 |
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Euro Currency Futures:
The Euro Currency large speculator standing this week reached a net position of 38,126 contracts in the data reported through Tuesday. This was a weekly decline of -7,696 contracts from the previous week which had a total of 45,822 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 46.7 percent. The commercials are Bullish with a score of 53.2 percent and the small traders (not shown in chart) are Bearish with a score of 49.2 percent.
| EURO Currency Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 29.8 | 55.2 | 13.6 |
| – Percent of Open Interest Shorts: | 24.2 | 66.9 | 7.5 |
| – Net Position: | 38,126 | -79,849 | 41,723 |
| – Gross Longs: | 202,245 | 373,953 | 92,486 |
| – Gross Shorts: | 164,119 | 453,802 | 50,763 |
| – Long to Short Ratio: | 1.2 to 1 | 0.8 to 1 | 1.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 46.7 | 53.2 | 49.2 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -24.6 | 28.9 | -33.0 |
British Pound Sterling Futures:
The British Pound Sterling large speculator standing this week reached a net position of -5,684 contracts in the data reported through Tuesday. This was a weekly reduction of -2,187 contracts from the previous week which had a total of -3,497 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 69.9 percent. The commercials are Bearish with a score of 34.2 percent and the small traders (not shown in chart) are Bullish with a score of 51.6 percent.
| BRITISH POUND Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 22.2 | 62.5 | 14.5 |
| – Percent of Open Interest Shorts: | 25.3 | 58.4 | 15.6 |
| – Net Position: | -5,684 | 7,628 | -1,944 |
| – Gross Longs: | 41,194 | 115,831 | 26,962 |
| – Gross Shorts: | 46,878 | 108,203 | 28,906 |
| – Long to Short Ratio: | 0.9 to 1 | 1.1 to 1 | 0.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 69.9 | 34.2 | 51.6 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -27.3 | 34.0 | -40.7 |
Japanese Yen Futures:
The Japanese Yen large speculator standing this week reached a net position of -59,934 contracts in the data reported through Tuesday. This was a weekly decline of -4,203 contracts from the previous week which had a total of -55,731 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 33.3 percent. The commercials are Bullish with a score of 70.1 percent and the small traders (not shown in chart) are Bearish with a score of 27.4 percent.
| JAPANESE YEN Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 16.8 | 73.3 | 9.5 |
| – Percent of Open Interest Shorts: | 47.4 | 35.1 | 17.2 |
| – Net Position: | -59,934 | 75,014 | -15,080 |
| – Gross Longs: | 32,975 | 143,819 | 18,589 |
| – Gross Shorts: | 92,909 | 68,805 | 33,669 |
| – Long to Short Ratio: | 0.4 to 1 | 2.1 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 33.3 | 70.1 | 27.4 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -7.9 | 4.6 | 6.5 |
Swiss Franc Futures:
The Swiss Franc large speculator standing this week reached a net position of 8,489 contracts in the data reported through Tuesday. This was a weekly advance of 447 contracts from the previous week which had a total of 8,042 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 86.5 percent. The commercials are Bearish with a score of 31.0 percent and the small traders (not shown in chart) are Bearish with a score of 33.5 percent.
| SWISS FRANC Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 40.8 | 39.3 | 19.7 |
| – Percent of Open Interest Shorts: | 21.8 | 35.6 | 42.4 |
| – Net Position: | 8,489 | 1,657 | -10,146 |
| – Gross Longs: | 18,262 | 17,602 | 8,827 |
| – Gross Shorts: | 9,773 | 15,945 | 18,973 |
| – Long to Short Ratio: | 1.9 to 1 | 1.1 to 1 | 0.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 86.5 | 31.0 | 33.5 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -1.4 | 10.8 | -26.8 |
Canadian Dollar Futures:
The Canadian Dollar large speculator standing this week reached a net position of 5,374 contracts in the data reported through Tuesday. This was a weekly decrease of -7,541 contracts from the previous week which had a total of 12,915 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 38.3 percent and the small traders (not shown in chart) are Bullish with a score of 70.7 percent.
| CANADIAN DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 26.9 | 50.8 | 21.2 |
| – Percent of Open Interest Shorts: | 23.9 | 63.0 | 12.1 |
| – Net Position: | 5,374 | -21,242 | 15,868 |
| – Gross Longs: | 47,048 | 88,808 | 36,955 |
| – Gross Shorts: | 41,674 | 110,050 | 21,087 |
| – Long to Short Ratio: | 1.1 to 1 | 0.8 to 1 | 1.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 59.5 | 38.3 | 70.7 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -32.4 | 32.4 | -19.3 |
Australian Dollar Futures:
The Australian Dollar large speculator standing this week reached a net position of -39,347 contracts in the data reported through Tuesday. This was a weekly decrease of -3,657 contracts from the previous week which had a total of -35,690 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 64.5 percent and the small traders (not shown in chart) are Bearish with a score of 30.2 percent.
| AUSTRALIAN DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 34.2 | 53.4 | 10.6 |
| – Percent of Open Interest Shorts: | 57.7 | 22.7 | 17.9 |
| – Net Position: | -39,347 | 51,603 | -12,256 |
| – Gross Longs: | 57,415 | 89,675 | 17,836 |
| – Gross Shorts: | 96,762 | 38,072 | 30,092 |
| – Long to Short Ratio: | 0.6 to 1 | 2.4 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 37.9 | 64.5 | 30.2 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -24.0 | 34.6 | -43.5 |
New Zealand Dollar Futures:
The New Zealand Dollar large speculator standing this week reached a net position of 1,421 contracts in the data reported through Tuesday. This was a weekly decline of -1,625 contracts from the previous week which had a total of 3,046 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 73.6 percent. The commercials are Bearish with a score of 28.6 percent and the small traders (not shown in chart) are Bullish with a score of 50.9 percent.
| NEW ZEALAND DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 44.4 | 45.9 | 9.0 |
| – Percent of Open Interest Shorts: | 41.1 | 48.6 | 9.5 |
| – Net Position: | 1,421 | -1,191 | -230 |
| – Gross Longs: | 19,505 | 20,182 | 3,935 |
| – Gross Shorts: | 18,084 | 21,373 | 4,165 |
| – Long to Short Ratio: | 1.1 to 1 | 0.9 to 1 | 0.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 73.6 | 28.6 | 50.9 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -3.1 | 6.9 | -29.0 |
Mexican Peso Futures:
The Mexican Peso large speculator standing this week reached a net position of -26,407 contracts in the data reported through Tuesday. This was a weekly rise of 2,014 contracts from the previous week which had a total of -28,421 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 1.5 percent. The commercials are Bullish-Extreme with a score of 97.6 percent and the small traders (not shown in chart) are Bullish with a score of 57.0 percent.
| MEXICAN PESO Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 43.5 | 50.3 | 4.4 |
| – Percent of Open Interest Shorts: | 61.1 | 34.9 | 2.2 |
| – Net Position: | -26,407 | 23,119 | 3,288 |
| – Gross Longs: | 65,404 | 75,588 | 6,559 |
| – Gross Shorts: | 91,811 | 52,469 | 3,271 |
| – Long to Short Ratio: | 0.7 to 1 | 1.4 to 1 | 2.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 1.5 | 97.6 | 57.0 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -1.2 | 1.3 | -1.0 |
Brazilian Real Futures:
The Brazilian Real large speculator standing this week reached a net position of 21,761 contracts in the data reported through Tuesday. This was a weekly boost of 348 contracts from the previous week which had a total of 21,413 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 99.4 percent. The commercials are Bearish-Extreme with a score of 0.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.0 percent.
| BRAZIL REAL Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 67.0 | 23.0 | 8.4 |
| – Percent of Open Interest Shorts: | 17.0 | 77.7 | 3.8 |
| – Net Position: | 21,761 | -23,761 | 2,000 |
| – Gross Longs: | 29,132 | 10,007 | 3,651 |
| – Gross Shorts: | 7,371 | 33,768 | 1,651 |
| – Long to Short Ratio: | 4.0 to 1 | 0.3 to 1 | 2.2 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 99.4 | 0.3 | 91.0 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 4.2 | -4.0 | -1.8 |
Russian Ruble Futures:
The Russian Ruble large speculator standing this week reached a net position of 7,593 contracts in the data reported through Tuesday. This was a weekly lowering of -208 contracts from the previous week which had a total of 7,801 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 31.4 percent. The commercials are Bullish with a score of 64.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.2 percent.
| RUSSIAN RUBLE Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 37.6 | 57.3 | 5.1 |
| – Percent of Open Interest Shorts: | 22.9 | 74.8 | 2.3 |
| – Net Position: | 7,593 | -9,059 | 1,466 |
| – Gross Longs: | 19,462 | 29,634 | 2,653 |
| – Gross Shorts: | 11,869 | 38,693 | 1,187 |
| – Long to Short Ratio: | 1.6 to 1 | 0.8 to 1 | 2.2 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 31.4 | 64.8 | 87.2 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 13.5 | -14.9 | 26.4 |
Bitcoin Futures:
The Bitcoin large speculator standing this week reached a net position of -1,572 contracts in the data reported through Tuesday. This was a weekly decline of -380 contracts from the previous week which had a total of -1,192 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 59.7 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish with a score of 20.7 percent.
| BITCOIN Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 48.0 | 9.4 | 21.7 |
| – Percent of Open Interest Shorts: | 68.1 | 1.3 | 9.6 |
| – Net Position: | -1,572 | 628 | 944 |
| – Gross Longs: | 3,743 | 730 | 1,692 |
| – Gross Shorts: | 5,315 | 102 | 748 |
| – Long to Short Ratio: | 0.7 to 1 | 7.2 to 1 | 2.3 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 59.7 | 100.0 | 20.7 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish-Extreme | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 1.0 | 15.3 | -5.8 |
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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