COT Bonds Futures Charts: 10-Year Treasuries, Eurodollars, Fed Funds, US Treasury Bonds & Ultra Notes

September 10, 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 September 7th 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 came in at a net position of -586,439 contracts in the data reported through Tuesday. This was a weekly gain of 150,353 contracts from the previous week which had a total of -736,792 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 42.0 percent. The commercials are Bullish with a score of 52.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.3 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.5 59.0 5.0
– Percent of Open Interest Shorts: 21.1 53.1 6.4
– Net Position: -586,439 759,467 -173,028
– Gross Longs: 2,118,472 7,556,117 643,596
– Gross Shorts: 2,704,911 6,796,650 816,624
– 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): 42.0 52.8 80.3
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.9 -3.3 4.8

 


30-Day Federal Funds Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe 30-Day Federal Funds large speculator standing this week came in at a net position of -87,939 contracts in the data reported through Tuesday. This was a weekly gain of 12,346 contracts from the previous week which had a total of -100,285 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 28.8 percent. The commercials are Bullish with a score of 71.4 percent and the small traders (not shown in chart) are Bearish with a score of 49.7 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.3 75.6 2.6
– Percent of Open Interest Shorts: 14.1 66.0 3.3
– Net Position: -87,939 95,213 -7,274
– Gross Longs: 52,327 752,315 25,982
– Gross Shorts: 140,266 657,102 33,256
– Long to Short Ratio: 0.4 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 28.8 71.4 49.7
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.8 -5.3 10.9

 


2-Year Treasury Note Futures:

2-Year Treasury Bonds Futures COT ChartThe 2-Year Treasury Note large speculator standing this week came in at a net position of -65,257 contracts in the data reported through Tuesday. This was a weekly fall of -44,687 contracts from the previous week which had a total of -20,570 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 77.9 percent. The commercials are Bearish with a score of 28.5 percent and the small traders (not shown in chart) are Bearish with a score of 33.0 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.4 70.4 7.3
– Percent of Open Interest Shorts: 22.7 67.4 7.0
– Net Position: -65,257 57,753 7,504
– Gross Longs: 377,641 1,372,906 143,339
– Gross Shorts: 442,898 1,315,153 135,835
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 77.9 28.5 33.0
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.4 2.2 -0.4

 


5-Year Treasury Note Futures:

5-Year Treasury Bonds Futures COT ChartThe 5-Year Treasury Note large speculator standing this week came in at a net position of -63,512 contracts in the data reported through Tuesday. This was a weekly decline of -35,376 contracts from the previous week which had a total of -28,136 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 83.4 percent. The commercials are Bearish with a score of 27.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.0 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.0 77.8 8.2
– Percent of Open Interest Shorts: 11.9 72.0 12.1
– Net Position: -63,512 201,205 -137,693
– Gross Longs: 346,413 2,683,162 281,154
– Gross Shorts: 409,925 2,481,957 418,847
– Long to Short Ratio: 0.8 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 83.4 27.6 13.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.5 2.9 0.4

 


10-Year Treasury Note Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe 10-Year Treasury Note large speculator standing this week came in at a net position of 780 contracts in the data reported through Tuesday. This was a weekly boost of 30,599 contracts from the previous week which had a total of -29,819 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 81.4 percent. The commercials are Bearish with a score of 39.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.2 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.2 69.4 8.8
– Percent of Open Interest Shorts: 19.1 63.7 14.6
– Net Position: 780 225,778 -226,558
– Gross Longs: 747,865 2,711,723 344,871
– Gross Shorts: 747,085 2,485,945 571,429
– Long to Short Ratio: 1.0 to 1 1.1 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 81.4 39.8 14.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -17.6 18.3 -6.8

 


Ultra 10-Year Notes Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Ultra 10-Year Notes large speculator standing this week came in at a net position of 91,575 contracts in the data reported through Tuesday. This was a weekly fall of -10,304 contracts from the previous week which had a total of 101,879 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 51.9 percent. The commercials are Bullish with a score of 67.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.3 75.4 8.3
– Percent of Open Interest Shorts: 8.9 69.6 20.4
– Net Position: 91,575 83,122 -174,697
– Gross Longs: 220,804 1,090,484 119,965
– Gross Shorts: 129,229 1,007,362 294,662
– Long to Short Ratio: 1.7 to 1 1.1 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 51.9 67.6 0.0
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.7 12.3 -20.1

 


US Treasury Bonds Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe US Treasury Bonds large speculator standing this week came in at a net position of -83,571 contracts in the data reported through Tuesday. This was a weekly boost of 20,639 contracts from the previous week which had a total of -104,210 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 63.4 percent. The commercials are Bearish with a score of 47.7 percent and the small traders (not shown in chart) are Bullish with a score of 50.2 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.8 72.4 15.1
– Percent of Open Interest Shorts: 17.6 65.3 15.4
– Net Position: -83,571 86,594 -3,023
– Gross Longs: 130,380 877,928 183,178
– Gross Shorts: 213,951 791,334 186,201
– 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): 63.4 47.7 50.2
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.2 6.3 -15.2

 


Ultra US Treasury Bonds Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Ultra US Treasury Bonds large speculator standing this week came in at a net position of -288,599 contracts in the data reported through Tuesday. This was a weekly lowering of -6,224 contracts from the previous week which had a total of -282,375 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 67.5 percent. The commercials are Bullish with a score of 52.3 percent and the small traders (not shown in chart) are Bearish with a score of 34.0 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 7.3 77.7 12.3
– Percent of Open Interest Shorts: 30.3 55.4 11.6
– Net Position: -288,599 280,674 7,925
– Gross Longs: 91,722 975,782 154,116
– Gross Shorts: 380,321 695,108 146,191
– Long to Short Ratio: 0.2 to 1 1.4 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.5 52.3 34.0
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -21.4 28.1 -3.5

 


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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).