COT Currency Futures Charts: US Dollar, Euro, Aussie, Yen, Pound, Pound Sterling, Loonie

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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 June 29 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.

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US Dollar Index Futures:

The US Dollar Index large speculator standing this week was a net position of -448 contracts in the data reported through Tuesday. This was a weekly rise of 62 contracts from the previous week which had a total of -510 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 25.0 percent. The commercials are Bullish with a score of 67.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.5 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	72.0	2.4	20.7
– Percent of Open Interest Shorts:	73.2	15.3	6.5
– Net Position:	-448	-4,507	4,955
– Gross Longs:	25,133	845	7,224
– Gross Shorts:	25,581	5,352	2,269
– Long to Short Ratio:	1.0 to 1	0.2 to 1	3.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	25.0	67.1	83.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.4	1.6	27.6

 

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Euro Currency Futures:

The Euro Currency large speculator standing this week was a net position of 87,146 contracts in the data reported through Tuesday. This was a weekly lowering of -1,911 contracts from the previous week which had a total of 89,057 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 61.8 percent. The commercials are Bearish with a score of 37.1 percent and the small traders (not shown in chart) are Bullish with a score of 62.5 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.0	55.6	13.5
– Percent of Open Interest Shorts:	17.5	75.2	6.5
– Net Position:	87,146	-136,602	49,456
– Gross Longs:	209,058	387,635	94,487
– Gross Shorts:	121,912	524,237	45,031
– Long to Short Ratio:	1.7 to 1	0.7 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.8	37.1	62.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.9	10.3	-33.5

 

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British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week was a net position of 17,723 contracts in the data reported through Tuesday. This was a weekly decline of -204 contracts from the previous week which had a total of 17,927 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 86.8 percent. The commercials are Bearish-Extreme with a score of 12.3 percent and the small traders (not shown in chart) are Bullish with a score of 79.7 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.5	48.8	20.1
– Percent of Open Interest Shorts:	20.0	66.1	13.2
– Net Position:	17,723	-29,348	11,625
– Gross Longs:	51,596	82,559	34,027
– Gross Shorts:	33,873	111,907	22,402
– Long to Short Ratio:	1.5 to 1	0.7 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.8	12.3	79.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.2	9.6	-18.8

 

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Japanese Yen Futures:

The Japanese Yen large speculator standing this week was a net position of -69,895 contracts in the data reported through Tuesday. This was a weekly lowering of -16,033 contracts from the previous week which had a total of -53,862 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 27.3 percent. The commercials are Bullish with a score of 78.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.5 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.0	76.2	9.5
– Percent of Open Interest Shorts:	49.7	29.4	20.6
– Net Position:	-69,895	91,715	-21,820
– Gross Longs:	27,380	149,165	18,496
– Gross Shorts:	97,275	57,450	40,316
– Long to Short Ratio:	0.3 to 1	2.6 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	27.3	78.0	14.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.4	13.1	-16.6

 

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Swiss Franc Futures:

The Swiss Franc large speculator standing this week was a net position of 11,065 contracts in the data reported through Tuesday. This was a weekly reduction of -2,487 contracts from the previous week which had a total of 13,552 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 90.5 percent. The commercials are Bearish with a score of 25.5 percent and the small traders (not shown in chart) are Bearish with a score of 42.6 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.4	29.7	25.5
– Percent of Open Interest Shorts:	18.5	37.3	43.8
– Net Position:	11,065	-3,241	-7,824
– Gross Longs:	18,941	12,669	10,865
– Gross Shorts:	7,876	15,910	18,689
– Long to Short Ratio:	2.4 to 1	0.8 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.5	25.5	42.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	23.8	-8.7	-20.0

 

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Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week was a net position of 45,801 contracts in the data reported through Tuesday. This was a weekly advance of 2,576 contracts from the previous week which had a total of 43,225 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 93.2 percent. The commercials are Bearish-Extreme with a score of 7.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.5 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.7	42.4	22.1
– Percent of Open Interest Shorts:	11.4	78.3	9.5
– Net Position:	45,801	-70,782	24,981
– Gross Longs:	68,301	83,461	43,608
– Gross Shorts:	22,500	154,243	18,627
– Long to Short Ratio:	3.0 to 1	0.5 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	93.2	7.3	84.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.3	2.6	-5.9

 

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Australian Dollar Futures:

The Australian Dollar large speculator standing this week was a net position of -17,800 contracts in the data reported through Tuesday. This was a weekly reduction of -225 contracts from the previous week which had a total of -17,575 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 61.9 percent. The commercials are Bearish with a score of 34.8 percent and the small traders (not shown in chart) are Bullish with a score of 60.5 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.8	46.5	17.4
– Percent of Open Interest Shorts:	47.4	35.0	16.3
– Net Position:	-17,800	16,252	1,548
– Gross Longs:	48,824	65,391	24,473
– Gross Shorts:	66,624	49,139	22,925
– Long to Short Ratio:	0.7 to 1	1.3 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.9	34.8	60.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-23.2	28.7	-29.3

 

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New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week was a net position of 3,124 contracts in the data reported through Tuesday. This was a weekly decrease of -162 contracts from the previous week which had a total of 3,286 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 76.5 percent. The commercials are Bearish with a score of 24.4 percent and the small traders (not shown in chart) are Bullish with a score of 62.3 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.2	38.0	10.9
– Percent of Open Interest Shorts:	40.6	47.4	9.0
– Net Position:	3,124	-3,921	797
– Gross Longs:	19,914	15,696	4,521
– Gross Shorts:	16,790	19,617	3,724
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.5	24.4	62.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.9	11.7	-25.0

 

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Mexican Peso Futures:

The Mexican Peso large speculator standing this week was a net position of -19,454 contracts in the data reported through Tuesday. This was a weekly boost of 9,137 contracts from the previous week which had a total of -28,591 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 5.0 percent. The commercials are Bullish-Extreme with a score of 93.5 percent and the small traders (not shown in chart) are Bullish with a score of 62.2 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	49.5	44.6	5.4
– Percent of Open Interest Shorts:	62.9	34.2	2.3
– Net Position:	-19,454	14,937	4,517
– Gross Longs:	71,449	64,373	7,780
– Gross Shorts:	90,903	49,436	3,263
– Long to Short Ratio:	0.8 to 1	1.3 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	5.0	93.5	62.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.7	4.5	0.8

 

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Brazilian Real Futures:

The Brazilian Real large speculator standing this week was a net position of 20,486 contracts in the data reported through Tuesday. This was a weekly boost of 2,221 contracts from the previous week which had a total of 18,265 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 100.0 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	67.8	22.8	9.1
– Percent of Open Interest Shorts:	24.9	71.5	3.4
– Net Position:	20,486	-23,230	2,744
– Gross Longs:	32,350	10,888	4,351
– Gross Shorts:	11,864	34,118	1,607
– Long to Short Ratio:	2.7 to 1	0.3 to 1	2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	100.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	21.8	-22.8	12.8

 

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Russian Ruble Futures:

The Russian Ruble large speculator standing this week was a net position of 10,338 contracts in the data reported through Tuesday. This was a weekly advance of 242 contracts from the previous week which had a total of 10,096 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 57.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.7	50.3	6.8
– Percent of Open Interest Shorts:	19.4	77.8	2.6
– Net Position:	10,338	-12,207	1,869
– Gross Longs:	18,924	22,309	3,034
– Gross Shorts:	8,586	34,516	1,165
– Long to Short Ratio:	2.2 to 1	0.6 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.9	57.6	100.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.4	-13.7	10.3

 

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Bitcoin Futures:

The Bitcoin large speculator standing this week was a net position of -1,345 contracts in the data reported through Tuesday. This was a weekly rise of 183 contracts from the previous week which had a total of -1,528 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 66.1 percent. The commercials are Bullish-Extreme with a score of 93.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.0 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	56.0	9.9	23.8
– Percent of Open Interest Shorts:	75.8	1.9	12.0
– Net Position:	-1,345	545	800
– Gross Longs:	3,798	672	1,615
– Gross Shorts:	5,143	127	815
– Long to Short Ratio:	0.7 to 1	5.3 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.1	93.0	16.0
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.9	63.1	-5.7

 

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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).