Bonds COT Charts: Fed Funds, 10-Year, 2-Year, 5-Year, Long Bond & 3-Month Eurodollars

August 6, 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 August 03 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 totaled a net position of -717,833 contracts in the data reported through Tuesday. This was a weekly boost of 23,042 contracts from the previous week which had a total of -740,875 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 42.4 percent. The commercials are Bullish with a score of 52.8 percent and the small traders (not shown in chart) are Bullish with a score of 79.9 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.1 59.1 5.2
– Percent of Open Interest Shorts: 22.0 51.8 6.6
– Net Position: -717,833 894,167 -176,334
– Gross Longs: 1,967,652 7,224,439 634,205
– Gross Shorts: 2,685,485 6,330,272 810,539
– Long to Short Ratio: 0.7 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 42.4 52.8 79.9
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.5 -5.4 2.1

 


30-Day Federal Funds Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe 30-Day Federal Funds large speculator standing this week totaled a net position of -96,108 contracts in the data reported through Tuesday. This was a weekly boost of 30,447 contracts from the previous week which had a total of -126,555 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 with a score of 27.8 percent. The commercials are Bullish with a score of 71.3 percent and the small traders (not shown in chart) are Bullish with a score of 74.6 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.2 74.0 3.8
– Percent of Open Interest Shorts: 15.1 64.3 3.6
– Net Position: -96,108 94,180 1,928
– Gross Longs: 50,309 719,410 36,786
– Gross Shorts: 146,417 625,230 34,858
– Long to Short Ratio: 0.3 to 1 1.2 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 27.8 71.3 74.6
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 19.8 -20.1 9.1

 


2-Year Treasury Note Futures:

2-Year Treasury Bonds Futures COT ChartThe 2-Year Treasury Note large speculator standing this week totaled a net position of 14,591 contracts in the data reported through Tuesday. This was a weekly gain of 68,922 contracts from the previous week which had a total of -54,331 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 11.1 percent and the small traders (not shown in chart) are Bearish with a score of 44.4 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.2 68.9 7.4
– Percent of Open Interest Shorts: 20.5 70.6 6.5
– Net Position: 14,591 -32,724 18,133
– Gross Longs: 422,404 1,370,120 147,718
– Gross Shorts: 407,813 1,402,844 129,585
– Long to Short Ratio: 1.0 to 1 1.0 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 100.0 11.1 44.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 38.8 -33.2 2.8

 


5-Year Treasury Note Futures:

5-Year Treasury Bonds Futures COT ChartThe 5-Year Treasury Note large speculator standing this week totaled a net position of -85,023 contracts in the data reported through Tuesday. This was a weekly decrease of -54,998 contracts from the previous week which had a total of -30,025 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 81.1 percent. The commercials are Bearish with a score of 28.0 percent and the small traders (not shown in chart) are Bearish with a score of 20.3 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 12.7 76.6 8.7
– Percent of Open Interest Shorts: 15.1 70.6 12.2
– Net Position: -85,023 205,408 -120,385
– Gross Longs: 436,172 2,635,043 300,909
– Gross Shorts: 521,195 2,429,635 421,294
– Long to Short Ratio: 0.8 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 81.1 28.0 20.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 13.0 -12.7 8.1

 


10-Year Treasury Note Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe 10-Year Treasury Note large speculator standing this week totaled a net position of 87,735 contracts in the data reported through Tuesday. This was a weekly decline of -76,756 contracts from the previous week which had a total of 164,491 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 90.8 percent. The commercials are Bearish with a score of 28.2 percent and the small traders (not shown in chart) are Bearish with a score of 22.4 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.5 67.6 8.9
– Percent of Open Interest Shorts: 19.4 64.9 13.7
– Net Position: 87,735 108,613 -196,348
– Gross Longs: 882,849 2,769,646 366,384
– Gross Shorts: 795,114 2,661,033 562,732
– Long to Short Ratio: 1.1 to 1 1.0 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 90.8 28.2 22.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 9.7 -14.9 17.4

 


Ultra 10-Year Notes Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Ultra 10-Year Notes large speculator standing this week totaled a net position of 91,086 contracts in the data reported through Tuesday. This was a weekly decrease of -14,342 contracts from the previous week which had a total of 105,428 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 51.8 percent. The commercials are Bullish with a score of 60.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.5 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.3 76.0 8.8
– Percent of Open Interest Shorts: 8.1 72.2 19.0
– Net Position: 91,086 56,543 -147,629
– Gross Longs: 208,538 1,109,320 129,073
– Gross Shorts: 117,452 1,052,777 276,702
– Long to Short Ratio: 1.8 to 1 1.1 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 51.8 60.1 8.5
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -32.6 32.7 5.0

 


US Treasury Bonds Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe US Treasury Bonds large speculator standing this week totaled a net position of -95,235 contracts in the data reported through Tuesday. This was a weekly lowering of -12,320 contracts from the previous week which had a total of -82,915 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 59.2 percent. The commercials are Bearish with a score of 47.0 percent and the small traders (not shown in chart) are Bullish with a score of 61.3 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.0 71.7 15.3
– Percent of Open Interest Shorts: 18.9 64.7 14.3
– Net Position: -95,235 84,277 10,958
– Gross Longs: 132,762 866,420 184,264
– Gross Shorts: 227,997 782,143 173,306
– 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): 59.2 47.0 61.3
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -12.5 1.7 23.5

 


Ultra US Treasury Bonds Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Ultra US Treasury Bonds large speculator standing this week totaled a net position of -235,055 contracts in the data reported through Tuesday. This was a weekly boost of 1,184 contracts from the previous week which had a total of -236,239 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 89.3 percent. The commercials are Bearish with a score of 34.9 percent and the small traders (not shown in chart) are Bearish with a score of 30.7 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.7 77.3 11.7
– Percent of Open Interest Shorts: 27.3 59.0 11.4
– Net Position: -235,055 231,709 3,346
– Gross Longs: 110,729 978,488 147,749
– Gross Shorts: 345,784 746,779 144,403
– 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): 89.3 34.9 30.7
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.5 -0.2 4.8

 


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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).