COT Bonds Futures Charts: 30-Day Fed Funds, 10-Year Treasuries, US Bonds, Eurodollar

August 21, 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 17 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 was a net position of -623,428 contracts in the data reported through Tuesday. This was a weekly boost of 22,955 contracts from the previous week which had a total of -646,383 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 44.1 percent. The commercials are Bullish with a score of 51.3 percent and the small traders (not shown in chart) are Bullish with a score of 79.2 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.9 58.9 5.2
– Percent of Open Interest Shorts: 22.0 52.3 6.7
– Net Position: -623,428 804,569 -181,141
– Gross Longs: 2,048,765 7,161,441 628,988
– Gross Shorts: 2,672,193 6,356,872 810,129
– 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): 44.1 51.3 79.2
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.1 -9.6 1.5

 


30-Day Federal Funds Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe 30-Day Federal Funds large speculator standing this week was a net position of -83,089 contracts in the data reported through Tuesday. This was a weekly decrease of -1,374 contracts from the previous week which had a total of -81,715 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 29.4 percent. The commercials are Bullish with a score of 71.5 percent and the small traders (not shown in chart) are Bearish with a score of 48.4 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.6 74.8 2.2
– Percent of Open Interest Shorts: 13.8 65.3 3.5
– Net Position: -83,089 95,569 -12,480
– Gross Longs: 56,245 755,222 22,549
– Gross Shorts: 139,334 659,653 35,029
– Long to Short Ratio: 0.4 to 1 1.1 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 29.4 71.5 48.4
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 12.3 -11.2 -13.6

 


2-Year Treasury Note Futures:

2-Year Treasury Bonds Futures COT ChartThe 2-Year Treasury Note large speculator standing this week was a net position of 30,197 contracts in the data reported through Tuesday. This was a weekly fall of -4,431 contracts from the previous week which had a total of 34,628 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 99.0 percent. The commercials are Bearish-Extreme with a score of 9.1 percent and the small traders (not shown in chart) are Bearish with a score of 38.1 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.2 69.0 7.8
– Percent of Open Interest Shorts: 19.7 71.2 7.1
– Net Position: 30,197 -43,298 13,101
– Gross Longs: 418,052 1,360,604 153,083
– Gross Shorts: 387,855 1,403,902 139,982
– 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): 99.0 9.1 38.1
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 50.6 -46.9 8.6

 


5-Year Treasury Note Futures:

5-Year Treasury Bonds Futures COT ChartThe 5-Year Treasury Note large speculator standing this week was a net position of -2,082 contracts in the data reported through Tuesday. This was a weekly lift of 43,876 contracts from the previous week which had a total of -45,958 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 89.8 percent. The commercials are Bearish with a score of 21.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.4 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 12.8 74.9 8.9
– Percent of Open Interest Shorts: 12.8 71.3 12.5
– Net Position: -2,082 126,967 -124,885
– Gross Longs: 447,419 2,627,057 313,260
– Gross Shorts: 449,501 2,500,090 438,145
– Long to Short Ratio: 1.0 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.8 21.0 18.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 22.5 -20.8 8.2

 


10-Year Treasury Note Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe 10-Year Treasury Note large speculator standing this week was a net position of 145,216 contracts in the data reported through Tuesday. This was a weekly boost of 36,407 contracts from the previous week which had a total of 108,809 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 97.0 percent. The commercials are Bearish with a score of 24.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.5 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 22.0 67.4 9.0
– Percent of Open Interest Shorts: 18.4 65.8 14.1
– Net Position: 145,216 65,390 -210,606
– Gross Longs: 895,445 2,741,764 364,476
– Gross Shorts: 750,229 2,676,374 575,082
– Long to Short Ratio: 1.2 to 1 1.0 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 97.0 24.2 18.5
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 18.4 -20.8 11.6

 


Ultra 10-Year Notes Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Ultra 10-Year Notes large speculator standing this week was a net position of 89,783 contracts in the data reported through Tuesday. This was a weekly lowering of -14,662 contracts from the previous week which had a total of 104,445 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 51.5 percent. The commercials are Bullish with a score of 62.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.5 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.5 73.9 8.8
– Percent of Open Interest Shorts: 8.5 69.7 19.0
– Net Position: 89,783 63,177 -152,960
– Gross Longs: 217,690 1,108,556 132,048
– Gross Shorts: 127,907 1,045,379 285,008
– Long to Short Ratio: 1.7 to 1 1.1 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 51.5 62.0 4.5
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -18.3 21.4 -5.3

 


US Treasury Bonds Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe US Treasury Bonds large speculator standing this week was a net position of -80,205 contracts in the data reported through Tuesday. This was a weekly boost of 15,432 contracts from the previous week which had a total of -95,637 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 64.6 percent. The commercials are Bearish with a score of 43.5 percent and the small traders (not shown in chart) are Bullish with a score of 58.0 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.9 71.3 15.2
– Percent of Open Interest Shorts: 18.5 65.2 14.6
– Net Position: -80,205 73,365 6,840
– Gross Longs: 144,224 865,340 184,410
– Gross Shorts: 224,429 791,975 177,570
– Long to Short Ratio: 0.6 to 1 1.1 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 64.6 43.5 58.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.0 -13.6 12.0

 


Ultra US Treasury Bonds Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Ultra US Treasury Bonds large speculator standing this week was a net position of -247,347 contracts in the data reported through Tuesday. This was a weekly gain of 580 contracts from the previous week which had a total of -247,927 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 84.3 percent. The commercials are Bearish with a score of 42.1 percent and the small traders (not shown in chart) are Bearish with a score of 27.9 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 9.1 75.6 11.4
– Percent of Open Interest Shorts: 27.8 56.8 11.5
– Net Position: -247,347 247,849 -502
– Gross Longs: 119,649 997,296 150,871
– Gross Shorts: 366,996 749,447 151,373
– 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): 84.3 42.1 27.9
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.0 4.4 1.7

 


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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).