COT Stock Market Charts: VIX, Dow, Nasdaq, SP500, Russell-2000, e-mini futures

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 07 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


Data Snapshot of Stock Market Traders | Columns Legend
Sep-21-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
S&P500-Mini2,453,181249,81562-106,9524757,13738
Nikkei 22522,57716-6,693315,627721,06640
Nasdaq-Mini222,302269,42280-9,16021-26243
DowJones-Mini95,88464-16,801149,889766,91275
VIX323,31634-61,9276067,58641-5,65935
Nikkei 225 Yen51,3683111,427529,26271-20,68938

VIX Volatility Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe VIX Volatility large speculator standing this week came in at a net position of -90,055 contracts in the data reported through Tuesday. This was a weekly decline of -4,220 contracts from the previous week which had a total of -85,835 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 48.9 percent. The commercials are Bullish with a score of 51.9 percent and the small traders (not shown in chart) are Bearish with a score of 32.1 percent.

VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.6 56.6 6.5
– Percent of Open Interest Shorts: 46.4 26.8 8.5
– Net Position: -90,055 96,458 -6,403
– Gross Longs: 60,078 183,094 21,150
– Gross Shorts: 150,133 86,636 27,553
– Long to Short Ratio: 0.4 to 1 2.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 48.9 51.9 32.1
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.5 13.4 6.0

 


S&P500 Mini Futures:

2-Year Treasury Bonds Futures COT ChartThe S&P500 Mini large speculator standing this week came in at a net position of -28,365 contracts in the data reported through Tuesday. This was a weekly advance of 359 contracts from the previous week which had a total of -28,724 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 48.5 percent. The commercials are Bullish with a score of 51.3 percent and the small traders (not shown in chart) are Bearish with a score of 49.4 percent.

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.8 68.3 12.8
– Percent of Open Interest Shorts: 15.8 71.1 8.9
– Net Position: -28,365 -81,404 109,769
– Gross Longs: 417,586 1,930,199 360,551
– Gross Shorts: 445,951 2,011,603 250,782
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 48.5 51.3 49.4
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -12.0 2.9 10.8

 


Dow Jones Mini Futures:

5-Year Treasury Bonds Futures COT ChartThe Dow Jones Mini large speculator standing this week came in at a net position of -10,143 contracts in the data reported through Tuesday. This was a weekly lowering of -7,601 contracts from the previous week which had a total of -2,542 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 22.3 percent. The commercials are Bullish with a score of 67.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.2 percent.

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.4 46.4 18.4
– Percent of Open Interest Shorts: 41.9 44.7 10.6
– Net Position: -10,143 1,768 8,375
– Gross Longs: 34,553 49,517 19,650
– Gross Shorts: 44,696 47,749 11,275
– Long to Short Ratio: 0.8 to 1 1.0 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 22.3 67.1 83.2
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.7 7.5 17.0

 


Nasdaq Mini Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Nasdaq Mini large speculator standing this week came in at a net position of 4,988 contracts in the data reported through Tuesday. This was a weekly boost of 7,437 contracts from the previous week which had a total of -2,449 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 77.8 percent. The commercials are Bearish with a score of 28.9 percent and the small traders (not shown in chart) are Bearish with a score of 24.2 percent.

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.2 47.4 17.5
– Percent of Open Interest Shorts: 30.1 45.8 21.3
– Net Position: 4,988 3,844 -8,832
– Gross Longs: 75,435 111,177 41,005
– Gross Shorts: 70,447 107,333 49,837
– Long to Short Ratio: 1.1 to 1 1.0 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 77.8 28.9 24.2
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 8.3 -9.0 -0.4

 


Russell 2000 Mini Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Russell 2000 Mini large speculator standing this week came in at a net position of -56,448 contracts in the data reported through Tuesday. This was a weekly boost of 10,342 contracts from the previous week which had a total of -66,790 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 Bearish with a score of 22.0 percent. The commercials are Bullish with a score of 75.0 percent and the small traders (not shown in chart) are Bullish with a score of 58.5 percent.

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.9 79.6 6.9
– Percent of Open Interest Shorts: 24.3 69.1 4.9
– Net Position: -56,448 47,425 9,023
– Gross Longs: 54,018 361,061 31,153
– Gross Shorts: 110,466 313,636 22,130
– Long to Short Ratio: 0.5 to 1 1.2 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 22.0 75.0 58.5
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 0.3 -2.6 10.4

 


Nikkei Stock Average (USD) Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Nikkei Stock Average (USD) large speculator standing this week came in at a net position of -8,494 contracts in the data reported through Tuesday. This was a weekly decrease of -4,491 contracts from the previous week which had a total of -4,003 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 25.6 percent. The commercials are Bullish with a score of 71.9 percent and the small traders (not shown in chart) are Bullish with a score of 64.9 percent.

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 7.1 49.5 42.7
– Percent of Open Interest Shorts: 39.3 28.5 31.5
– Net Position: -8,494 5,522 2,972
– Gross Longs: 1,874 13,053 11,283
– Gross Shorts: 10,368 7,531 8,311
– Long to Short Ratio: 0.2 to 1 1.7 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 25.6 71.9 64.9
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -9.8 -6.8 64.9

 


MSCI EAFE Mini Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe MSCI EAFE Mini large speculator standing this week came in at a net position of 24,840 contracts in the data reported through Tuesday. This was a weekly gain of 6,574 contracts from the previous week which had a total of 18,266 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 46.6 percent. The commercials are Bearish with a score of 44.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.3 percent.

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.2 88.9 2.5
– Percent of Open Interest Shorts: 2.2 96.7 0.7
– Net Position: 24,840 -32,260 7,420
– Gross Longs: 34,029 367,229 10,400
– Gross Shorts: 9,189 399,489 2,980
– Long to Short Ratio: 3.7 to 1 0.9 to 1 3.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 46.6 44.1 83.3
– COT Index Reading (3 Year Range): Bearish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.5 -5.9 68.6

 


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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).