COT Bonds Futures Charts: Ultra Notes, Fed Funds, 10-Year, 5-Year Treasuries & Eurodollars

September 17, 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 14th 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 resulted in a net position of -604,156 contracts in the data reported through Tuesday. This was a weekly reduction of -17,717 contracts from the previous week which had a total of -586,439 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 40.6 percent. The commercials are Bullish with a score of 53.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.9 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.2 59.7 5.5
– Percent of Open Interest Shorts: 19.3 53.5 6.6
– Net Position: -604,156 741,169 -137,013
– Gross Longs: 1,704,062 7,143,202 652,368
– Gross Shorts: 2,308,218 6,402,033 789,381
– Long to Short Ratio: 0.7 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 40.6 53.4 84.9
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.1 -2.7 5.1

 


30-Day Federal Funds Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe 30-Day Federal Funds large speculator standing this week resulted in a net position of -78,328 contracts in the data reported through Tuesday. This was a weekly boost of 9,611 contracts from the previous week which had a total of -87,939 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 30.0 percent. The commercials are Bullish with a score of 70.1 percent and the small traders (not shown in chart) are Bullish with a score of 52.2 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.1 75.6 2.3
– Percent of Open Interest Shorts: 12.5 67.6 2.9
– Net Position: -78,328 84,423 -6,095
– Gross Longs: 53,854 801,957 24,724
– Gross Shorts: 132,182 717,534 30,819
– 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): 30.0 70.1 52.2
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.2 -1.2 -17.5

 


2-Year Treasury Note Futures:

2-Year Treasury Bonds Futures COT ChartThe 2-Year Treasury Note large speculator standing this week resulted in a net position of -24,633 contracts in the data reported through Tuesday. This was a weekly advance of 40,624 contracts from the previous week which had a total of -65,257 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 86.9 percent. The commercials are Bearish-Extreme with a score of 19.0 percent and the small traders (not shown in chart) are Bearish with a score of 37.3 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.7 70.3 7.7
– Percent of Open Interest Shorts: 20.9 69.8 6.8
– Net Position: -24,633 8,404 16,229
– Gross Longs: 379,123 1,355,400 147,556
– Gross Shorts: 403,756 1,346,996 131,327
– 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): 86.9 19.0 37.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.7 7.9 -1.1

 


5-Year Treasury Note Futures:

5-Year Treasury Bonds Futures COT ChartThe 5-Year Treasury Note large speculator standing this week resulted in a net position of -24,366 contracts in the data reported through Tuesday. This was a weekly advance of 39,146 contracts from the previous week which had a total of -63,512 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 87.5 percent. The commercials are Bearish with a score of 23.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.4 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 12.6 75.3 8.5
– Percent of Open Interest Shorts: 13.3 70.9 12.2
– Net Position: -24,366 156,367 -132,001
– Gross Longs: 447,697 2,673,515 300,332
– Gross Shorts: 472,063 2,517,148 432,333
– Long to Short Ratio: 0.9 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 87.5 23.6 15.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.3 -4.3 -4.9

 


10-Year Treasury Note Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe 10-Year Treasury Note large speculator standing this week resulted in a net position of 129,423 contracts in the data reported through Tuesday. This was a weekly lift of 128,643 contracts from the previous week which had a total of 780 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 95.3 percent. The commercials are Bearish with a score of 26.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.7 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.0 67.4 9.1
– Percent of Open Interest Shorts: 17.7 65.1 14.7
– Net Position: 129,423 91,595 -221,018
– Gross Longs: 827,686 2,658,129 358,460
– Gross Shorts: 698,263 2,566,534 579,478
– 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): 95.3 26.8 15.7
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.5 -1.7 -6.6

 


Ultra 10-Year Notes Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Ultra 10-Year Notes large speculator standing this week resulted in a net position of 92,958 contracts in the data reported through Tuesday. This was a weekly rise of 1,383 contracts from the previous week which had a total of 91,575 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 52.3 percent. The commercials are Bullish with a score of 64.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 5.5 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.0 75.9 8.8
– Percent of Open Interest Shorts: 8.6 70.9 20.2
– Net Position: 92,958 73,514 -166,472
– Gross Longs: 218,434 1,105,815 127,864
– Gross Shorts: 125,476 1,032,301 294,336
– 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): 52.3 64.9 5.5
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 0.5 4.8 -12.6

 


US Treasury Bonds Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe US Treasury Bonds large speculator standing this week resulted in a net position of -60,600 contracts in the data reported through Tuesday. This was a weekly lift of 22,971 contracts from the previous week which had a total of -83,571 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 71.6 percent. The commercials are Bearish with a score of 34.9 percent and the small traders (not shown in chart) are Bullish with a score of 63.8 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.8 70.6 16.0
– Percent of Open Interest Shorts: 16.7 66.8 14.8
– Net Position: -60,600 46,509 14,091
– Gross Longs: 146,257 874,144 197,631
– Gross Shorts: 206,857 827,635 183,540
– Long to Short Ratio: 0.7 to 1 1.1 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 71.6 34.9 63.8
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 12.4 -12.0 2.5

 


Ultra US Treasury Bonds Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -301,788 contracts in the data reported through Tuesday. This was a weekly reduction of -13,189 contracts from the previous week which had a total of -288,599 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 62.1 percent. The commercials are Bullish with a score of 50.4 percent and the small traders (not shown in chart) are Bearish with a score of 46.2 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 6.0 79.1 13.4
– Percent of Open Interest Shorts: 30.2 56.9 11.4
– Net Position: -301,788 276,818 24,970
– Gross Longs: 75,040 986,011 166,577
– Gross Shorts: 376,828 709,193 141,607
– Long to Short Ratio: 0.2 to 1 1.4 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 62.1 50.4 46.2
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -27.2 22.1 15.5

 


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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).