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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 20 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:
The VIX Volatility large speculator standing this week reached a net position of -50,738 contracts in the data reported through Tuesday. This was a weekly boost of 10,611 contracts from the previous week which had a total of -61,349 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 63.8 percent. The commercials are Bearish with a score of 38.5 percent and the small traders (not shown in chart) are Bearish with a score of 22.4 percent.
| VIX Volatility Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 21.8 | 50.1 | 6.2 |
| – Percent of Open Interest Shorts: | 37.4 | 31.7 | 8.9 |
| – Net Position: | -50,738 | 59,695 | -8,957 |
| – Gross Longs: | 70,749 | 162,701 | 20,041 |
| – Gross Shorts: | 121,487 | 103,006 | 28,998 |
| – Long to Short Ratio: | 0.6 to 1 | 1.6 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 63.8 | 38.5 | 22.4 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 4.3 | -3.8 | -3.6 |
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S&P500 Mini Futures:
The S&P500 Mini large speculator standing this week reached a net position of 34,178 contracts in the data reported through Tuesday. This was a weekly fall of -41,261 contracts from the previous week which had a total of 75,439 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 59.6 percent. The commercials are Bullish with a score of 54.5 percent and the small traders (not shown in chart) are Bearish with a score of 32.5 percent.
| S&P500 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 15.0 | 72.0 | 10.4 |
| – Percent of Open Interest Shorts: | 13.8 | 74.4 | 9.3 |
| – Net Position: | 34,178 | -63,630 | 29,452 |
| – Gross Longs: | 401,083 | 1,921,007 | 278,656 |
| – Gross Shorts: | 366,905 | 1,984,637 | 249,204 |
| – Long to Short Ratio: | 1.1 to 1 | 1.0 to 1 | 1.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 59.6 | 54.5 | 32.5 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 8.6 | 12.9 | -25.3 |
Dow Jones Mini Futures:
The Dow Jones Mini large speculator standing this week reached a net position of -3,920 contracts in the data reported through Tuesday. This was a weekly decrease of -13,131 contracts from the previous week which had a total of 9,211 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 29.7 percent. The commercials are Bullish with a score of 64.6 percent and the small traders (not shown in chart) are Bullish with a score of 61.7 percent.
| Dow Jones Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 36.9 | 44.2 | 15.8 |
| – Percent of Open Interest Shorts: | 40.7 | 44.6 | 11.6 |
| – Net Position: | -3,920 | -422 | 4,342 |
| – Gross Longs: | 37,851 | 45,349 | 16,221 |
| – Gross Shorts: | 41,771 | 45,771 | 11,879 |
| – Long to Short Ratio: | 0.9 to 1 | 1.0 to 1 | 1.4 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 29.7 | 64.6 | 61.7 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 5.9 | -1.4 | -19.8 |
Nasdaq Mini Futures:
The Nasdaq Mini large speculator standing this week reached a net position of -2,282 contracts in the data reported through Tuesday. This was a weekly rise of 1,974 contracts from the previous week which had a total of -4,256 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 73.8 percent. The commercials are Bearish with a score of 32.8 percent and the small traders (not shown in chart) are Bearish with a score of 26.1 percent.
| Nasdaq Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 30.7 | 52.6 | 15.2 |
| – Percent of Open Interest Shorts: | 31.6 | 48.2 | 18.6 |
| – Net Position: | -2,282 | 10,269 | -7,987 |
| – Gross Longs: | 71,895 | 123,256 | 35,733 |
| – Gross Shorts: | 74,177 | 112,987 | 43,720 |
| – Long to Short Ratio: | 1.0 to 1 | 1.1 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 73.8 | 32.8 | 26.1 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 3.5 | -4.6 | 2.9 |
Russell 2000 Mini Futures:
The Russell 2000 Mini large speculator standing this week reached a net position of -56,028 contracts in the data reported through Tuesday. This was a weekly lowering of -12,936 contracts from the previous week which had a total of -43,092 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 22.2 percent. The commercials are Bullish with a score of 75.5 percent and the small traders (not shown in chart) are Bullish with a score of 55.4 percent.
| Russell 2000 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 12.4 | 80.1 | 6.4 |
| – Percent of Open Interest Shorts: | 24.8 | 69.4 | 4.7 |
| – Net Position: | -56,028 | 48,125 | 7,903 |
| – Gross Longs: | 56,047 | 362,258 | 29,163 |
| – Gross Shorts: | 112,075 | 314,133 | 21,260 |
| – Long to Short Ratio: | 0.5 to 1 | 1.2 to 1 | 1.4 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 22.2 | 75.5 | 55.4 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -8.6 | 7.2 | 4.3 |
Nikkei Stock Average (USD) Futures:
The Nikkei Stock Average (USD) large speculator standing this week reached a net position of -6,291 contracts in the data reported through Tuesday. This was a weekly fall of -2,038 contracts from the previous week which had a total of -4,253 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 32.8 percent. The commercials are Bullish with a score of 78.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.1 percent.
| Nikkei Stock Average Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 16.6 | 59.4 | 23.9 |
| – Percent of Open Interest Shorts: | 56.5 | 12.0 | 31.4 |
| – Net Position: | -6,291 | 7,480 | -1,189 |
| – Gross Longs: | 2,621 | 9,377 | 3,772 |
| – Gross Shorts: | 8,912 | 1,897 | 4,961 |
| – Long to Short Ratio: | 0.3 to 1 | 4.9 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 32.8 | 78.4 | 8.1 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -7.2 | 16.5 | -31.8 |
MSCI EAFE Mini Futures:
The MSCI EAFE Mini large speculator standing this week reached a net position of 31,452 contracts in the data reported through Tuesday. This was a weekly gain of 8,626 contracts from the previous week which had a total of 22,826 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 57.5 percent. The commercials are Bearish with a score of 37.8 percent and the small traders (not shown in chart) are Bullish with a score of 58.1 percent.
| MSCI EAFE Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 9.8 | 87.5 | 2.5 |
| – Percent of Open Interest Shorts: | 2.5 | 95.8 | 1.4 |
| – Net Position: | 31,452 | -36,107 | 4,655 |
| – Gross Longs: | 42,406 | 379,092 | 10,685 |
| – Gross Shorts: | 10,954 | 415,199 | 6,030 |
| – Long to Short Ratio: | 3.9 to 1 | 0.9 to 1 | 1.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 57.5 | 37.8 | 58.1 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 7.7 | -5.9 | -9.4 |
MSCI Emerging Mkts Mini Futures:
The MSCI Emerging Mkts Mini large speculator standing this week reached a net position of 38,211 contracts in the data reported through Tuesday. This was a weekly decline 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).
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