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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 August 10 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:
The 3-Month Eurodollars large speculator standing this week recorded a net position of -646,383 contracts in the data reported through Tuesday. This was a weekly increase of 71,450 contracts from the previous week which had a total of -717,833 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 43.7 percent. The commercials are Bullish with a score of 51.8 percent and the small traders (not shown in chart) are Bullish with a score of 78.4 percent.
| 3-Month Eurodollars Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 17.0 | 58.7 | 5.2 |
| – Percent of Open Interest Shorts: | 22.2 | 51.9 | 6.8 |
| – Net Position: | -646,383 | 834,249 | -187,866 |
| – Gross Longs: | 2,084,667 | 7,208,032 | 644,103 |
| – Gross Shorts: | 2,731,050 | 6,373,783 | 831,969 |
| – Long to Short Ratio: | 0.8 to 1 | 1.1 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 43.7 | 51.8 | 78.4 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 7.7 | -8.1 | 7.5 |
30-Day Federal Funds Futures:
The 30-Day Federal Funds large speculator standing this week recorded a net position of -81,715 contracts in the data reported through Tuesday. This was a weekly boost of 14,393 contracts from the previous week which had a total of -96,108 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 29.5 percent. The commercials are Bullish with a score of 71.1 percent and the small traders (not shown in chart) are Bullish with a score of 52.1 percent.
| 30-Day Federal Funds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 5.8 | 74.5 | 2.6 |
| – Percent of Open Interest Shorts: | 14.0 | 65.2 | 3.6 |
| – Net Position: | -81,715 | 92,140 | -10,425 |
| – Gross Longs: | 57,143 | 737,015 | 25,648 |
| – Gross Shorts: | 138,858 | 644,875 | 36,073 |
| – Long to Short Ratio: | 0.4 to 1 | 1.1 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 29.5 | 71.1 | 52.1 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 14.6 | -13.6 | -11.6 |
2-Year Treasury Note Futures:
The 2-Year Treasury Note large speculator standing this week recorded a net position of 34,628 contracts in the data reported through Tuesday. This was a weekly increase of 20,037 contracts from the previous week which had a total of 14,591 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 Bullish-Extreme with a score of 100.0 percent. The commercials are Bearish-Extreme with a score of 8.6 percent and the small traders (not shown in chart) are Bearish with a score of 37.1 percent.
| 2-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 21.6 | 68.9 | 7.6 |
| – Percent of Open Interest Shorts: | 19.9 | 71.2 | 7.0 |
| – Net Position: | 34,628 | -45,893 | 11,265 |
| – Gross Longs: | 424,999 | 1,353,227 | 149,008 |
| – Gross Shorts: | 390,371 | 1,399,120 | 137,743 |
| – 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): | 100.0 | 8.6 | 37.1 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 50.0 | -44.7 | 3.6 |
5-Year Treasury Note Futures:
The 5-Year Treasury Note large speculator standing this week recorded a net position of -45,958 contracts in the data reported through Tuesday. This was a weekly rise of 39,065 contracts from the previous week which had a total of -85,023 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 85.2 percent. The commercials are Bearish with a score of 25.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.6 percent.
| 5-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 12.3 | 76.2 | 8.8 |
| – Percent of Open Interest Shorts: | 13.6 | 71.0 | 12.7 |
| – Net Position: | -45,958 | 179,889 | -133,931 |
| – Gross Longs: | 423,320 | 2,620,343 | 304,150 |
| – Gross Shorts: | 469,278 | 2,440,454 | 438,081 |
| – Long to Short Ratio: | 0.9 to 1 | 1.1 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 85.2 | 25.7 | 14.6 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 17.6 | -16.7 | 8.2 |
10-Year Treasury Note Futures:
The 10-Year Treasury Note large speculator standing this week recorded a net position of 108,809 contracts in the data reported through Tuesday. This was a weekly advance of 21,074 contracts from the previous week which had a total of 87,735 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 93.1 percent. The commercials are Bearish with a score of 27.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.0 percent.
| 10-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 21.3 | 67.5 | 9.1 |
| – Percent of Open Interest Shorts: | 18.6 | 65.0 | 14.3 |
| – Net Position: | 108,809 | 103,879 | -212,688 |
| – Gross Longs: | 867,821 | 2,752,073 | 371,005 |
| – Gross Shorts: | 759,012 | 2,648,194 | 583,693 |
| – Long to Short Ratio: | 1.1 to 1 | 1.0 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 93.1 | 27.8 | 18.0 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 18.2 | -19.3 | 8.6 |
Ultra 10-Year Notes Futures:
The Ultra 10-Year Notes large speculator standing this week recorded a net position of 104,445 contracts in the data reported through Tuesday. This was a weekly lift of 13,359 contracts from the previous week which had a total of 91,086 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 55.3 percent. The commercials are Bullish with a score of 57.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.2 percent.
| Ultra 10-Year Notes Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.8 | 75.7 | 8.5 |
| – Percent of Open Interest Shorts: | 7.6 | 72.5 | 18.9 |
| – Net Position: | 104,445 | 46,180 | -150,625 |
| – Gross Longs: | 215,386 | 1,098,685 | 123,231 |
| – Gross Shorts: | 110,941 | 1,052,505 | 273,856 |
| – Long to Short Ratio: | 1.9 to 1 | 1.0 to 1 | 0.4 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 55.3 | 57.2 | 6.2 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -24.4 | 23.6 | 6.2 |
US Treasury Bonds Futures:
The US Treasury Bonds large speculator standing this week recorded a net position of -95,637 contracts in the data reported through Tuesday. This was a weekly decline of -402 contracts from the previous week which had a total of -95,235 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 59.1 percent. The commercials are Bearish with a score of 47.6 percent and the small traders (not shown in chart) are Bullish with a score of 60.2 percent.
| US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 11.4 | 71.5 | 15.4 |
| – Percent of Open Interest Shorts: | 19.4 | 64.3 | 14.6 |
| – Net Position: | -95,637 | 86,080 | 9,557 |
| – Gross Longs: | 137,142 | 856,937 | 184,906 |
| – Gross Shorts: | 232,779 | 770,857 | 175,349 |
| – 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): | 59.1 | 47.6 | 60.2 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 0.1 | -9.1 | 22.5 |
Ultra US Treasury Bonds Futures:
The Ultra US Treasury Bonds large speculator standing this week recorded a net position of -247,927 contracts in the data reported through Tuesday. This was a weekly reduction of -12,872 contracts from the previous week which had a total of -235,055 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 84.1 percent. The commercials are Bearish with a score of 40.1 percent and the small traders (not shown in chart) are Bearish with a score of 31.6 percent.
| Ultra US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 8.9 | 76.8 | 11.8 |
| – Percent of Open Interest Shorts: | 28.3 | 57.7 | 11.5 |
| – Net Position: | -247,927 | 243,227 | 4,700 |
| – Gross Longs: | 113,167 | 978,847 | 150,919 |
| – Gross Shorts: | 361,094 | 735,620 | 146,219 |
| – 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): | 84.1 | 40.1 | 31.6 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -12.9 | 10.6 | 5.6 |
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).
