COT Bonds Futures Charts: Fed Funds, 10-Year Treasuries, Ultra, Long Bonds, 3-Month Eurodollars

August 27, 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 24 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 equaled a net position of -702,015 contracts in the data reported through Tuesday. This was a weekly lowering of -78,587 contracts from the previous week which had a total of -623,428 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 Bearish with a score of 42.7 percent. The commercials are Bullish with a score of 53.0 percent and the small traders (not shown in chart) are Bullish with a score of 75.8 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.2 59.6 5.0
– Percent of Open Interest Shorts: 22.8 52.3 6.7
– Net Position: -702,015 909,814 -207,799
– Gross Longs: 2,140,571 7,436,636 629,349
– Gross Shorts: 2,842,586 6,526,822 837,148
– 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): 42.7 53.0 75.8
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.9 -7.2 5.9

 


30-Day Federal Funds Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe 30-Day Federal Funds large speculator standing this week equaled a net position of -70,439 contracts in the data reported through Tuesday. This was a weekly increase of 12,650 contracts from the previous week which had a total of -83,089 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 30.9 percent. The commercials are Bullish with a score of 70.1 percent and the small traders (not shown in chart) are Bearish with a score of 45.5 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 6.0 75.5 2.1
– Percent of Open Interest Shorts: 12.7 67.4 3.5
– Net Position: -70,439 84,483 -14,044
– Gross Longs: 62,457 788,837 22,378
– Gross Shorts: 132,896 704,354 36,422
– Long to Short Ratio: 0.5 to 1 1.1 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 30.9 70.1 45.5
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 13.6 -12.9 -8.3

 


2-Year Treasury Note Futures:

2-Year Treasury Bonds Futures COT ChartThe 2-Year Treasury Note large speculator standing this week equaled a net position of -9,366 contracts in the data reported through Tuesday. This was a weekly reduction of -39,563 contracts from the previous week which had a total of 30,197 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 90.3 percent. The commercials are Bearish-Extreme with a score of 17.3 percent and the small traders (not shown in chart) are Bearish with a score of 35.0 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.5 67.3 7.6
– Percent of Open Interest Shorts: 18.9 67.3 7.1
– Net Position: -9,366 -824 10,190
– Gross Longs: 379,752 1,381,496 156,602
– Gross Shorts: 389,118 1,382,320 146,412
– 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): 90.3 17.3 35.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 27.0 -24.9 4.4

 


5-Year Treasury Note Futures:

5-Year Treasury Bonds Futures COT ChartThe 5-Year Treasury Note large speculator standing this week equaled a net position of 95,201 contracts in the data reported through Tuesday. This was a weekly lift of 97,283 contracts from the previous week which had a total of -2,082 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 13.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.1 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.4 72.6 9.1
– Percent of Open Interest Shorts: 10.7 71.5 12.8
– Net Position: 95,201 37,665 -132,866
– Gross Longs: 481,119 2,610,347 327,344
– Gross Shorts: 385,918 2,572,682 460,210
– Long to Short Ratio: 1.2 to 1 1.0 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 100.0 13.1 15.1
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 28.6 -27.4 15.1

 


10-Year Treasury Note Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe 10-Year Treasury Note large speculator standing this week equaled a net position of 113,312 contracts in the data reported through Tuesday. This was a weekly decrease of -31,904 contracts from the previous week which had a total of 145,216 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 93.5 percent. The commercials are Bearish with a score of 27.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.4 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.2 67.0 9.2
– Percent of Open Interest Shorts: 18.4 64.7 14.2
– Net Position: 113,312 94,012 -207,324
– Gross Longs: 883,348 2,796,374 385,697
– Gross Shorts: 770,036 2,702,362 593,021
– 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): 93.5 27.0 19.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.2 -8.7 8.8

 


Ultra 10-Year Notes Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Ultra 10-Year Notes large speculator standing this week equaled a net position of 81,912 contracts in the data reported through Tuesday. This was a weekly lowering of -7,871 contracts from the previous week which had a total of 89,783 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 49.4 percent. The commercials are Bullish with a score of 64.2 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: 13.1 67.9 8.2
– Percent of Open Interest Shorts: 8.2 63.7 17.4
– Net Position: 81,912 71,018 -152,930
– Gross Longs: 219,188 1,137,478 137,975
– Gross Shorts: 137,276 1,066,460 290,905
– Long to Short Ratio: 1.6 to 1 1.1 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 49.4 64.2 4.5
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -16.2 24.3 -19.1

 


US Treasury Bonds Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe US Treasury Bonds large speculator standing this week equaled a net position of -99,332 contracts in the data reported through Tuesday. This was a weekly fall of -19,127 contracts from the previous week which had a total of -80,205 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 57.7 percent. The commercials are Bearish with a score of 45.2 percent and the small traders (not shown in chart) are Bullish with a score of 69.0 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.1 72.2 15.6
– Percent of Open Interest Shorts: 17.9 66.0 14.0
– Net Position: -99,332 78,597 20,735
– Gross Longs: 126,525 909,245 196,360
– Gross Shorts: 225,857 830,648 175,625
– 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): 57.7 45.2 69.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.7 -0.3 6.7

 


Ultra US Treasury Bonds Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Ultra US Treasury Bonds large speculator standing this week equaled a net position of -253,970 contracts in the data reported through Tuesday. This was a weekly decrease of -6,623 contracts from the previous week which had a total of -247,347 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 81.6 percent. The commercials are Bearish with a score of 32.6 percent and the small traders (not shown in chart) are Bearish with a score of 37.8 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 9.1 73.8 12.3
– Percent of Open Interest Shorts: 28.2 55.7 11.3
– Net Position: -253,970 240,631 13,339
– Gross Longs: 120,907 980,555 163,388
– Gross Shorts: 374,877 739,924 150,049
– Long to Short Ratio: 0.3 to 1 1.3 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 81.6 32.6 37.8
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.5 7.1 2.7

 


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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).