COT Currency Futures Charts: Mexican Peso, US Dollar Index, British Pound, Bitcoins, Aussie & Kiwi

September 3, 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 31 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.


Data Snapshot of Forex Market Traders | Columns Legend
Sep-21-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index45,9345825,10069-30,394245,29494
EUR663,5197112,09539-44,2496332,15431
GBP159,90813-218741,07330-85554
JPY191,21354-56,0713666,59466-10,52329
CHF56,83837-9,2175424,49758-15,28018
CAD118,5289-27,8773218,854639,02360
AUD185,49272-85,5840102,302100-16,71815
NZD36,691188,10285-9,221161,11966
MXN169,89833-19,015515,340943,67559
RUB53,6295918,23357-19,757401,52486
BRL23,390205,77276-6,787241,01579
Bitcoin7,34838-1,0257526099923

US Dollar Index Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week totaled a net position of 20,690 contracts in the data reported through Tuesday. This was a weekly rise of 328 contracts from the previous week which had a total of 20,362 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 61.5 percent. The commercials are Bearish with a score of 31.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 97.0 percent.

US DOLLAR INDEX Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 73.5 4.3 15.4
– Percent of Open Interest Shorts: 31.1 57.9 4.2
– Net Position: 20,690 -26,183 5,493
– Gross Longs: 35,902 2,091 7,535
– Gross Shorts: 15,212 28,274 2,042
– Long to Short Ratio: 2.4 to 1 0.1 to 1 3.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.5 31.1 97.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 14.7 -13.9 -1.7

 


Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week totaled a net position of 10,476 contracts in the data reported through Tuesday. This was a weekly reduction of -14,154 contracts from the previous week which had a total of 24,630 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 38.2 percent. The commercials are Bullish with a score of 61.0 percent and the small traders (not shown in chart) are Bearish with a score of 46.0 percent.

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 27.0 57.4 13.5
– Percent of Open Interest Shorts: 25.5 64.8 7.6
– Net Position: 10,476 -52,212 41,736
– Gross Longs: 190,593 404,630 95,205
– Gross Shorts: 180,117 456,842 53,469
– Long to Short Ratio: 1.1 to 1 0.9 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 38.2 61.0 46.0
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -10.8 8.5 8.2

 


British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week totaled a net position of -14,900 contracts in the data reported through Tuesday. This was a weekly boost of 1,845 contracts from the previous week which had a total of -16,745 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 63.3 percent. The commercials are Bearish with a score of 38.2 percent and the small traders (not shown in chart) are Bullish with a score of 56.6 percent.

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.8 65.2 14.9
– Percent of Open Interest Shorts: 26.5 57.7 14.7
– Net Position: -14,900 14,435 465
– Gross Longs: 36,544 126,407 28,992
– Gross Shorts: 51,444 111,972 28,527
– Long to Short Ratio: 0.7 to 1 1.1 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 63.3 38.2 56.6
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.2 6.3 1.5

 


Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week totaled a net position of -63,130 contracts in the data reported through Tuesday. This was a weekly rise of 3,541 contracts from the previous week which had a total of -66,671 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 31.4 percent. The commercials are Bullish with a score of 72.2 percent and the small traders (not shown in chart) are Bearish with a score of 25.1 percent.

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.0 74.7 9.8
– Percent of Open Interest Shorts: 47.5 33.7 18.2
– Net Position: -63,130 79,415 -16,285
– Gross Longs: 29,030 144,849 18,955
– Gross Shorts: 92,160 65,434 35,240
– Long to Short Ratio: 0.3 to 1 2.2 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 31.4 72.2 25.1
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.5 3.9 -1.4

 


Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week totaled a net position of 3,975 contracts in the data reported through Tuesday. This was a weekly lowering of -119 contracts from the previous week which had a total of 4,094 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 76.9 percent. The commercials are Bearish with a score of 33.9 percent and the small traders (not shown in chart) are Bearish with a score of 43.6 percent.

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 33.1 42.1 24.2
– Percent of Open Interest Shorts: 23.9 35.7 39.8
– Net Position: 3,975 2,741 -6,716
– Gross Longs: 14,259 18,116 10,411
– Gross Shorts: 10,284 15,375 17,127
– 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): 76.9 33.9 43.6
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.1 -1.2 15.0

 


Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week totaled a net position of -2,848 contracts in the data reported through Tuesday. This was a weekly reduction of -8,725 contracts from the previous week which had a total of 5,877 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 52.6 percent. The commercials are Bearish with a score of 49.1 percent and the small traders (not shown in chart) are Bullish with a score of 57.3 percent.

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 23.9 54.3 20.2
– Percent of Open Interest Shorts: 25.5 56.7 16.1
– Net Position: -2,848 -4,102 6,950
– Gross Longs: 40,686 92,528 34,457
– Gross Shorts: 43,534 96,630 27,507
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 52.6 49.1 57.3
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.1 13.6 -9.1

 


Australian Dollar Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Australian Dollar large speculator standing this week totaled a net position of -60,078 contracts in the data reported through Tuesday. This was a weekly reduction of -3,478 contracts from the previous week which had a total of -56,600 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 14.7 percent. The commercials are Bullish-Extreme with a score of 89.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.4 percent.

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.0 63.1 8.1
– Percent of Open Interest Shorts: 59.0 18.3 19.9
– Net Position: -60,078 81,581 -21,503
– Gross Longs: 47,384 114,931 14,812
– Gross Shorts: 107,462 33,350 36,315
– Long to Short Ratio: 0.4 to 1 3.4 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 14.7 89.7 9.4
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -27.2 30.7 -27.0

 


New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week totaled a net position of -2,141 contracts in the data reported through Tuesday. This was a weekly lowering of -1,779 contracts from the previous week which had a total of -362 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 67.7 percent. The commercials are Bearish with a score of 34.1 percent and the small traders (not shown in chart) are Bullish with a score of 50.7 percent.

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 36.6 48.5 8.1
– Percent of Open Interest Shorts: 41.1 43.6 8.6
– Net Position: -2,141 2,372 -231
– Gross Longs: 17,692 23,425 3,919
– Gross Shorts: 19,833 21,053 4,150
– Long to Short Ratio: 0.9 to 1 1.1 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.7 34.1 50.7
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.7 7.4 4.1

 


Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week totaled a net position of -21,043 contracts in the data reported through Tuesday. This was a weekly gain of 2,787 contracts from the previous week which had a total of -23,830 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 4.2 percent. The commercials are Bullish-Extreme with a score of 94.6 percent and the small traders (not shown in chart) are Bullish with a score of 59.5 percent.

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 47.0 45.5 4.5
– Percent of Open Interest Shorts: 60.7 34.3 2.0
– Net Position: -21,043 17,157 3,886
– Gross Longs: 72,052 69,809 6,924
– Gross Shorts: 93,095 52,652 3,038
– Long to Short Ratio: 0.8 to 1 1.3 to 1 2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 4.2 94.6 59.5
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 3.7 -3.9 1.9

 


Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week totaled a net position of 12,258 contracts in the data reported through Tuesday. This was a weekly lowering of -1,088 contracts from the previous week which had a total of 13,346 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 85.0 percent. The commercials are Bearish-Extreme with a score of 14.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 89.3 percent.

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 48.8 36.5 8.2
– Percent of Open Interest Shorts: 19.1 70.7 3.7
– Net Position: 12,258 -14,116 1,858
– Gross Longs: 20,165 15,078 3,398
– Gross Shorts: 7,907 29,194 1,540
– Long to Short Ratio: 2.6 to 1 0.5 to 1 2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 85.0 14.6 89.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -12.3 12.4 -2.0

 


Russian Ruble Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Russian Ruble large speculator standing this week totaled a net position of 21,471 contracts in the data reported through Tuesday. This was a weekly gain of 8,506 contracts from the previous week which had a total of 12,965 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 64.2 percent. The commercials are Bearish with a score of 32.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 88.9 percent.

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 51.4 43.6 5.0
– Percent of Open Interest Shorts: 8.3 89.9 1.7
– Net Position: 21,471 -23,082 1,611
– Gross Longs: 25,605 21,704 2,469
– Gross Shorts: 4,134 44,786 858
– Long to Short Ratio: 6.2 to 1 0.5 to 1 2.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 64.2 32.6 88.9
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 32.4 -32.1 10.1

 


Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week totaled a net position of -1,092 contracts in the data reported through Tuesday. This was a weekly advance of 22 contracts from the previous week which had a total of -1,114 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 73.2 percent. The commercials are Bearish with a score of 29.9 percent and the small traders (not shown in chart) are Bearish with a score of 26.8 percent.

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 63.9 5.6 27.0
– Percent of Open Interest Shorts: 81.1 6.2 9.3
– Net Position: -1,092 -37 1,129
– Gross Longs: 4,066 358 1,720
– Gross Shorts: 5,158 395 591
– Long to Short Ratio: 0.8 to 1 0.9 to 1 2.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 73.2 29.9 26.8
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.8 -56.2 14.3

 


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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).