COT Bonds Charts: Fed Funds, 10-Years, 2-Years, 5-Year Treasuries, Eurodollars

August 13, 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 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:

Eurodollar Bonds Futures COT ChartThe 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:

Federal Funds 30-Day Bonds Futures COT ChartThe 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.


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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 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:

2-Year Treasury Bonds Futures COT ChartThe 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:

5-Year Treasury Bonds Futures COT ChartThe 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:

10-Year Treasury Notes Bonds Futures COT ChartThe 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:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe 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:

US Year Treasury Notes Long Bonds Futures COT ChartThe 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:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe 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

 


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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).