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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 17 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
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 |
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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 |
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 |
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 |
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 |
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 |
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 |
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 |
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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