COT Forex Futures Charts: Australian Dollar, Euro, CAD, Swiss Franc, Ruble, Bitcoin & British Pound Sterling

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. 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 resulted in a net position of 21,465 contracts in the data reported through Tuesday. This was a weekly advance of 775 contracts from the previous week which had a total of 20,690 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 62.8 percent. The commercials are Bearish with a score of 29.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 98.4 percent.

US DOLLAR INDEX Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 71.4 3.5 17.3
– Percent of Open Interest Shorts: 25.1 61.9 5.2
– Net Position: 21,465 -27,064 5,599
– Gross Longs: 33,099 1,643 8,014
– Gross Shorts: 11,634 28,707 2,415
– Long to Short Ratio: 2.8 to 1 0.1 to 1 3.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 62.8 29.6 98.4
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 8.5 -8.0 -1.6

 


Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week resulted in a net position of 26,308 contracts in the data reported through Tuesday. This was a weekly advance of 15,832 contracts from the previous week which had a total of 10,476 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 43.1 percent. The commercials are Bullish with a score of 55.0 percent and the small traders (not shown in chart) are Bullish with a score of 54.4 percent.

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 27.3 57.1 14.1
– Percent of Open Interest Shorts: 23.5 67.6 7.4
– Net Position: 26,308 -73,316 47,008
– Gross Longs: 189,904 397,755 98,252
– Gross Shorts: 163,596 471,071 51,244
– Long to Short Ratio: 1.2 to 1 0.8 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 43.1 55.0 54.4
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.6 1.8 8.4

 


British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week resulted in a net position of -24,524 contracts in the data reported through Tuesday. This was a weekly decline of -9,624 contracts from the previous week which had a total of -14,900 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 56.3 percent. The commercials are Bearish with a score of 41.7 percent and the small traders (not shown in chart) are Bullish with a score of 64.5 percent.

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.6 65.9 15.0
– Percent of Open Interest Shorts: 26.8 55.9 12.8
– Net Position: -24,524 20,266 4,258
– Gross Longs: 29,348 132,783 30,118
– Gross Shorts: 53,872 112,517 25,860
– Long to Short Ratio: 0.5 to 1 1.2 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 56.3 41.7 64.5
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.6 7.5 12.9

 


Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week resulted in a net position of -62,325 contracts in the data reported through Tuesday. This was a weekly gain of 805 contracts from the previous week which had a total of -63,130 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 31.9 percent. The commercials are Bullish with a score of 71.8 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: 14.5 74.1 9.2
– Percent of Open Interest Shorts: 45.0 35.7 17.2
– Net Position: -62,325 78,582 -16,257
– Gross Longs: 29,704 151,585 18,896
– Gross Shorts: 92,029 73,003 35,153
– Long to Short Ratio: 0.3 to 1 2.1 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 31.9 71.8 25.1
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -1.4 1.7 -2.2

 


Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week resulted in a net position of 220 contracts in the data reported through Tuesday. This was a weekly reduction of -3,755 contracts from the previous week which had a total of 3,975 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 70.4 percent. The commercials are Bearish with a score of 40.7 percent and the small traders (not shown in chart) are Bearish with a score of 36.8 percent.

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.2 48.1 24.3
– Percent of Open Interest Shorts: 25.7 28.3 44.5
– Net Position: 220 8,789 -9,009
– Gross Longs: 11,671 21,419 10,810
– Gross Shorts: 11,451 12,630 19,819
– Long to Short Ratio: 1.0 to 1 1.7 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 70.4 40.7 36.8
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.5 8.1 3.3

 


Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week resulted in a net position of -6,010 contracts in the data reported through Tuesday. This was a weekly fall of -3,162 contracts from the previous week which had a total of -2,848 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 50.0 percent. The commercials are Bearish with a score of 47.8 percent and the small traders (not shown in chart) are Bullish with a score of 65.0 percent.

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.5 55.3 21.4
– Percent of Open Interest Shorts: 25.1 58.9 14.3
– Net Position: -6,010 -6,081 12,091
– Gross Longs: 36,704 94,316 36,407
– Gross Shorts: 42,714 100,397 24,316
– Long to Short Ratio: 0.9 to 1 0.9 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 50.0 47.8 65.0
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -9.5 9.5 -5.7

 


Australian Dollar Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Australian Dollar large speculator standing this week resulted in a net position of -70,488 contracts in the data reported through Tuesday. This was a weekly lowering of -10,410 contracts from the previous week which had a total of -60,078 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 3.1 percent. The commercials are Bullish-Extreme with a score of 91.3 percent and the small traders (not shown in chart) are Bearish with a score of 28.3 percent.

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.7 67.0 11.5
– Percent of Open Interest Shorts: 59.4 18.9 19.0
– Net Position: -70,488 83,455 -12,967
– Gross Longs: 32,496 116,164 19,996
– Gross Shorts: 102,984 32,709 32,963
– Long to Short Ratio: 0.3 to 1 3.6 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 3.1 91.3 28.3
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -34.7 26.7 -1.6

 


New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week resulted in a net position of 3,863 contracts in the data reported through Tuesday. This was a weekly boost of 6,004 contracts from the previous week which had a total of -2,141 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 77.7 percent. The commercials are Bearish with a score of 22.7 percent and the small traders (not shown in chart) are Bullish with a score of 65.8 percent.

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 34.6 48.5 8.8
– Percent of Open Interest Shorts: 27.9 57.1 6.8
– Net Position: 3,863 -4,989 1,126
– Gross Longs: 20,074 28,184 5,104
– Gross Shorts: 16,211 33,173 3,978
– Long to Short Ratio: 1.2 to 1 0.8 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 77.7 22.7 65.8
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.1 -5.9 15.1

 


Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week resulted in a net position of -17,517 contracts in the data reported through Tuesday. This was a weekly gain of 3,526 contracts from the previous week which had a total of -21,043 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 6.0 percent. The commercials are Bullish-Extreme with a score of 92.5 percent and the small traders (not shown in chart) are Bullish with a score of 62.7 percent.

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 48.8 43.7 4.0
– Percent of Open Interest Shorts: 58.5 36.5 1.4
– Net Position: -17,517 12,865 4,652
– Gross Longs: 88,168 78,810 7,263
– Gross Shorts: 105,685 65,945 2,611
– Long to Short Ratio: 0.8 to 1 1.2 to 1 2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 6.0 92.5 62.7
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.4 -5.1 5.8

 


Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week resulted in a net position of 12,258 contracts in the data reported through Tuesday. This was a weekly decrease 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 resulted in a net position of 20,945 contracts in the data reported through Tuesday. This was a weekly reduction of -526 contracts from the previous week which had a total of 21,471 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 63.0 percent. The commercials are Bearish with a score of 33.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.0 percent.

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 52.2 42.5 5.1
– Percent of Open Interest Shorts: 12.4 85.5 1.9
– Net Position: 20,945 -22,625 1,680
– Gross Longs: 27,498 22,423 2,704
– Gross Shorts: 6,553 45,048 1,024
– Long to Short Ratio: 4.2 to 1 0.5 to 1 2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 63.0 33.7 91.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 31.6 -31.1 6.6

 


Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week resulted in a net position of -1,094 contracts in the data reported through Tuesday. This was a weekly reduction of -2 contracts from the previous week which had a total of -1,092 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 21.7 percent and the small traders (not shown in chart) are Bearish with a score of 29.5 percent.

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 62.6 5.4 27.8
– Percent of Open Interest Shorts: 79.1 7.1 9.6
– Net Position: -1,094 -115 1,209
– Gross Longs: 4,170 360 1,850
– Gross Shorts: 5,264 475 641
– Long to Short Ratio: 0.8 to 1 0.8 to 1 2.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 73.2 21.7 29.5
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 13.5 -78.3 8.7

 


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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).