COT Currency Futures Charts: Swiss Franc, Brazil Real, US Dollar, Euro, Yen & Bitcoin

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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 24 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.

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US Dollar Index Futures:

The US Dollar Index large speculator standing this week totaled a net position of 20,362 contracts in the data reported through Tuesday. This was a weekly increase of 1,151 contracts from the previous week which had a total of 19,211 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 60.9 percent. The commercials are Bearish with a score of 31.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 90.1 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	75.5	3.6	15.4
– Percent of Open Interest Shorts:	33.5	56.7	4.3
– Net Position:	20,362	-25,762	5,400
– Gross Longs:	36,611	1,754	7,473
– Gross Shorts:	16,249	27,516	2,073
– Long to Short Ratio:	2.3 to 1	0.1 to 1	3.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.9	31.8	90.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.7	-15.1	-0.4

 

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Euro Currency Futures:

The Euro Currency large speculator standing this week totaled a net position of 24,630 contracts in the data reported through Tuesday. This was a weekly reduction of -33,010 contracts from the previous week which had a total of 57,640 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 42.6 percent. The commercials are Bullish with a score of 59.5 percent and the small traders (not shown in chart) are Bearish with a score of 31.8 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.8	57.7	13.1
– Percent of Open Interest Shorts:	24.3	65.9	8.4
– Net Position:	24,630	-57,393	32,763
– Gross Longs:	194,169	403,032	91,371
– Gross Shorts:	169,539	460,425	58,608
– Long to Short Ratio:	1.1 to 1	0.9 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.6	59.5	31.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.8	12.4	-14.1

 

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British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week totaled a net position of -16,745 contracts in the data reported through Tuesday. This was a weekly decline of -21,396 contracts from the previous week which had a total of 4,651 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 61.9 percent. The commercials are Bearish with a score of 41.0 percent and the small traders (not shown in chart) are Bullish with a score of 50.6 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.1	65.3	13.4
– Percent of Open Interest Shorts:	28.6	55.5	14.6
– Net Position:	-16,745	19,171	-2,426
– Gross Longs:	39,489	128,248	26,302
– Gross Shorts:	56,234	109,077	28,728
– Long to Short Ratio:	0.7 to 1	1.2 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.9	41.0	50.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.8	18.8	-14.5

 

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Japanese Yen Futures:

The Japanese Yen large speculator standing this week totaled a net position of -66,671 contracts in the data reported through Tuesday. This was a weekly decrease of -3,463 contracts from the previous week which had a total of -63,208 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 29.3 percent. The commercials are Bullish with a score of 73.4 percent and the small traders (not shown in chart) are Bearish with a score of 26.8 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.8	75.9	9.8
– Percent of Open Interest Shorts:	48.0	33.7	17.7
– Net Position:	-66,671	82,070	-15,399
– Gross Longs:	26,763	147,612	19,080
– Gross Shorts:	93,434	65,542	34,479
– Long to Short Ratio:	0.3 to 1	2.3 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	29.3	73.4	26.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.3	3.5	5.9

 

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Swiss Franc Futures:

The Swiss Franc large speculator standing this week totaled a net position of 4,094 contracts in the data reported through Tuesday. This was a weekly decline of -1,453 contracts from the previous week which had a total of 5,547 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 77.3 percent. The commercials are Bearish with a score of 34.5 percent and the small traders (not shown in chart) are Bearish with a score of 41.6 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.4	41.7	24.6
– Percent of Open Interest Shorts:	24.1	34.1	41.5
– Net Position:	4,094	3,292	-7,386
– Gross Longs:	14,608	18,206	10,746
– Gross Shorts:	10,514	14,914	18,132
– Long to Short Ratio:	1.4 to 1	1.2 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.3	34.5	41.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.3	1.2	5.8

 

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Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week totaled a net position of 5,877 contracts in the data reported through Tuesday. This was a weekly rise of 3,217 contracts from the previous week which had a total of 2,660 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 59.9 percent. The commercials are Bearish with a score of 42.4 percent and the small traders (not shown in chart) are Bullish with a score of 60.2 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.7	52.4	20.4
– Percent of Open Interest Shorts:	22.3	61.0	15.3
– Net Position:	5,877	-14,735	8,858
– Gross Longs:	44,124	89,815	35,037
– Gross Shorts:	38,247	104,550	26,179
– Long to Short Ratio:	1.2 to 1	0.9 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.9	42.4	60.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.1	22.4	-23.0

 

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Australian Dollar Futures:

The Australian Dollar large speculator standing this week totaled a net position of -56,600 contracts in the data reported through Tuesday. This was a weekly reduction of -6,233 contracts from the previous week which had a total of -50,367 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-Extreme with a score of 18.6 percent. The commercials are Bullish-Extreme with a score of 86.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.9 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.8	58.9	7.9
– Percent of Open Interest Shorts:	59.5	19.7	18.5
– Net Position:	-56,600	77,460	-20,860
– Gross Longs:	60,964	116,451	15,687
– Gross Shorts:	117,564	38,991	36,547
– Long to Short Ratio:	0.5 to 1	3.0 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	18.6	86.2	10.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-31.0	36.0	-33.2

 

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New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week totaled a net position of -362 contracts in the data reported through Tuesday. This was a weekly decrease of -127 contracts from the previous week which had a total of -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 70.7 percent. The commercials are Bearish with a score of 33.2 percent and the small traders (not shown in chart) are Bearish with a score of 36.9 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.1	50.1	6.8
– Percent of Open Interest Shorts:	37.9	46.1	10.0
– Net Position:	-362	1,831	-1,469
– Gross Longs:	17,219	23,251	3,153
– Gross Shorts:	17,581	21,420	4,622
– 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):	70.7	33.2	36.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.0	7.1	-11.5

 

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Mexican Peso Futures:

The Mexican Peso large speculator standing this week totaled a net position of -23,830 contracts in the data reported through Tuesday. This was a weekly decrease of -4,713 contracts from the previous week which had a total of -19,117 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-Extreme with a score of 2.8 percent. The commercials are Bullish-Extreme with a score of 96.8 percent and the small traders (not shown in chart) are Bullish with a score of 52.5 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	46.7	47.7	4.0
– Percent of Open Interest Shorts:	62.4	33.5	2.6
– Net Position:	-23,830	21,597	2,233
– Gross Longs:	71,067	72,551	6,135
– Gross Shorts:	94,897	50,954	3,902
– Long to Short Ratio:	0.7 to 1	1.4 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	2.8	96.8	52.5
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.8	-1.1	-6.2

 

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Brazilian Real Futures:

The Brazilian Real large speculator standing this week totaled a net position of 13,346 contracts in the data reported through Tuesday. This was a weekly lowering of -5,643 contracts from the previous week which had a total of 18,989 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 86.5 percent. The commercials are Bearish-Extreme with a score of 14.2 percent and the small traders (not shown in chart) are Bullish with a score of 79.7 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	68.2	21.5	9.0
– Percent of Open Interest Shorts:	28.3	64.5	5.8
– Net Position:	13,346	-14,408	1,062
– Gross Longs:	22,822	7,179	3,010
– Gross Shorts:	9,476	21,587	1,948
– Long to Short Ratio:	2.4 to 1	0.3 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.5	14.2	79.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.9	12.7	-8.1

 

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Russian Ruble Futures:

The Russian Ruble large speculator standing this week totaled a net position of 12,965 contracts in the data reported through Tuesday. This was a weekly gain of 1,264 contracts from the previous week which had a total of 11,701 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 53.5 percent and the small traders (not shown in chart) are Bullish with a score of 70.7 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.7	54.0	4.3
– Percent of Open Interest Shorts:	19.4	78.0	2.5
– Net Position:	12,965	-13,985	1,020
– Gross Longs:	24,259	31,419	2,484
– Gross Shorts:	11,294	45,404	1,464
– Long to Short Ratio:	2.1 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	44.1	53.5	70.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.0	-15.7	-9.5

 

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Bitcoin Futures:

The Bitcoin large speculator standing this week totaled a net position of -1,114 contracts in the data reported through Tuesday. This was a weekly decline of -388 contracts from the previous week which had a total of -726 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 72.6 percent. The commercials are Bearish with a score of 30.8 percent and the small traders (not shown in chart) are Bearish with a score of 27.3 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	59.8	4.5	25.6
– Percent of Open Interest Shorts:	74.6	4.8	10.4
– Net Position:	-1,114	-29	1,143
– Gross Longs:	4,492	335	1,923
– Gross Shorts:	5,606	364	780
– Long to Short Ratio:	0.8 to 1	0.9 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.6	30.8	27.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.5	-49.5	13.7

 

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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).