COT Forex Futures Charts: US Dollar, Euro, Aussie, Yen, Pound, Swiss Franc, Peso, 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 September 21st 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 came in at a net position of 25,100 contracts in the data reported through Tuesday. This was a weekly advance of 827 contracts from the previous week which had a total of 24,273 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 69.1 percent. The commercials are Bearish with a score of 24.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 94.2 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	80.3	1.8	15.3
– Percent of Open Interest Shorts:	25.7	68.0	3.7
– Net Position:	25,100	-30,394	5,294
– Gross Longs:	36,883	849	7,006
– Gross Shorts:	11,783	31,243	1,712
– Long to Short Ratio:	3.1 to 1	0.0 to 1	4.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.1	24.1	94.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.0	-10.6	8.6

 

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Euro Currency Futures:

The Euro Currency large speculator standing this week came in at a net position of 12,095 contracts in the data reported through Tuesday. This was a weekly decrease of -15,710 contracts from the previous week which had a total of 27,805 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 38.7 percent. The commercials are Bullish with a score of 63.2 percent and the small traders (not shown in chart) are Bearish with a score of 30.9 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.5	57.4	12.9
– Percent of Open Interest Shorts:	26.7	64.1	8.0
– Net Position:	12,095	-44,249	32,154
– Gross Longs:	189,406	381,122	85,507
– Gross Shorts:	177,311	425,371	53,353
– 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):	38.7	63.2	30.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.7	7.3	-6.4

 

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British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week came in at a net position of -218 contracts in the data reported through Tuesday. This was a weekly decrease of -5,008 contracts from the previous week which had a total of 4,790 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 73.8 percent. The commercials are Bearish with a score of 30.3 percent and the small traders (not shown in chart) are Bullish with a score of 53.9 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.5	49.6	16.4
– Percent of Open Interest Shorts:	32.6	48.9	16.9
– Net Position:	-218	1,073	-855
– Gross Longs:	51,910	79,287	26,218
– Gross Shorts:	52,128	78,214	27,073
– Long to Short Ratio:	1.0 to 1	1.0 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.8	30.3	53.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.3	6.1	-6.3

 

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Japanese Yen Futures:

The Japanese Yen large speculator standing this week came in at a net position of -56,071 contracts in the data reported through Tuesday. This was a weekly advance of 4,224 contracts from the previous week which had a total of -60,295 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 35.7 percent. The commercials are Bullish with a score of 66.1 percent and the small traders (not shown in chart) are Bearish with a score of 29.2 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.9	76.7	10.3
– Percent of Open Interest Shorts:	41.3	41.9	15.8
– Net Position:	-56,071	66,594	-10,523
– Gross Longs:	22,844	146,680	19,685
– Gross Shorts:	78,915	80,086	30,208
– Long to Short Ratio:	0.3 to 1	1.8 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.7	66.1	29.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.8	-7.9	25.6

 

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Swiss Franc Futures:

The Swiss Franc large speculator standing this week came in at a net position of -9,217 contracts in the data reported through Tuesday. This was a weekly reduction of -3,339 contracts from the previous week which had a total of -5,878 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 53.9 percent. The commercials are Bullish with a score of 58.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.5 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.1	70.7	15.8
– Percent of Open Interest Shorts:	29.3	27.6	42.7
– Net Position:	-9,217	24,497	-15,280
– Gross Longs:	7,447	40,201	9,004
– Gross Shorts:	16,664	15,704	24,284
– Long to Short Ratio:	0.4 to 1	2.6 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	53.9	58.4	18.5
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-33.0	25.5	-10.8

 

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Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week came in at a net position of -27,877 contracts in the data reported through Tuesday. This was a weekly fall of -18,594 contracts from the previous week which had a total of -9,283 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 31.8 percent. The commercials are Bullish with a score of 63.5 percent and the small traders (not shown in chart) are Bullish with a score of 60.4 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.0	54.2	27.9
– Percent of Open Interest Shorts:	39.5	38.3	20.3
– Net Position:	-27,877	18,854	9,023
– Gross Longs:	18,954	64,253	33,096
– Gross Shorts:	46,831	45,399	24,073
– Long to Short Ratio:	0.4 to 1	1.4 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	31.8	63.5	60.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-28.6	25.7	-10.1

 

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Australian Dollar Futures:

The Australian Dollar large speculator standing this week came in at a net position of -85,584 contracts in the data reported through Tuesday. This was a weekly decline of -2,201 contracts from the previous week which had a total of -83,383 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 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.8 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.3	76.4	7.7
– Percent of Open Interest Shorts:	59.5	21.2	16.7
– Net Position:	-85,584	102,302	-16,718
– Gross Longs:	24,746	141,655	14,298
– Gross Shorts:	110,330	39,353	31,016
– Long to Short Ratio:	0.2 to 1	3.6 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.0	100.0	14.8
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-35.6	29.8	-4.2

 

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New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week came in at a net position of 8,102 contracts in the data reported through Tuesday. This was a weekly advance of 1,896 contracts from the previous week which had a total of 6,206 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 84.9 percent. The commercials are Bearish-Extreme with a score of 16.2 percent and the small traders (not shown in chart) are Bullish with a score of 65.7 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	53.7	30.0	13.3
– Percent of Open Interest Shorts:	31.6	55.1	10.2
– Net Position:	8,102	-9,221	1,119
– Gross Longs:	19,703	11,012	4,873
– Gross Shorts:	11,601	20,233	3,754
– Long to Short Ratio:	1.7 to 1	0.5 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	84.9	16.2	65.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.3	-16.6	18.1

 

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Mexican Peso Futures:

The Mexican Peso large speculator standing this week came in at a net position of -19,015 contracts in the data reported through Tuesday. This was a weekly reduction of -3,163 contracts from the previous week which had a total of -15,852 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 5.2 percent. The commercials are Bullish-Extreme with a score of 93.7 percent and the small traders (not shown in chart) are Bullish with a score of 58.6 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	52.2	43.3	3.9
– Percent of Open Interest Shorts:	63.4	34.3	1.7
– Net Position:	-19,015	15,340	3,675
– Gross Longs:	88,733	73,538	6,561
– Gross Shorts:	107,748	58,198	2,886
– 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):	5.2	93.7	58.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.4	-2.9	4.6

 

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Brazilian Real Futures:

The Brazilian Real large speculator standing this week came in at a net position of 5,772 contracts in the data reported through Tuesday. This was a weekly reduction of -1,222 contracts from the previous week which had a total of 6,994 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 76.3 percent. The commercials are Bearish with a score of 24.4 percent and the small traders (not shown in chart) are Bullish with a score of 79.1 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	57.5	30.1	12.4
– Percent of Open Interest Shorts:	32.8	59.1	8.1
– Net Position:	5,772	-6,787	1,015
– Gross Longs:	13,443	7,036	2,911
– Gross Shorts:	7,671	13,823	1,896
– Long to Short Ratio:	1.8 to 1	0.5 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.3	24.4	79.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-19.8	20.8	-10.4

 

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Russian Ruble Futures:

The Russian Ruble large speculator standing this week came in at a net position of 18,233 contracts in the data reported through Tuesday. This was a weekly decline of -1,990 contracts from the previous week which had a total of 20,223 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 56.5 percent. The commercials are Bearish with a score of 40.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.2 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	52.0	43.5	4.5
– Percent of Open Interest Shorts:	18.0	80.3	1.6
– Net Position:	18,233	-19,757	1,524
– Gross Longs:	27,871	23,314	2,391
– Gross Shorts:	9,638	43,071	867
– Long to Short Ratio:	2.9 to 1	0.5 to 1	2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.5	40.3	86.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.8	-17.5	3.2

 

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Bitcoin Futures:

The Bitcoin large speculator standing this week came in at a net position of -1,025 contracts in the data reported through Tuesday. This was a weekly advance of 162 contracts from the previous week which had a total of -1,187 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 75.1 percent. The commercials are Bearish with a score of 36.6 percent and the small traders (not shown in chart) are Bearish with a score of 22.5 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	59.6	5.3	25.1
– Percent of Open Interest Shorts:	73.5	5.0	11.5
– Net Position:	-1,025	26	999
– Gross Longs:	4,376	390	1,845
– Gross Shorts:	5,401	364	846
– Long to Short Ratio:	0.8 to 1	1.1 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	75.1	36.6	22.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.2	-6.5	-0.6

 

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Article By InvestMacro.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).