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.
VIX Volatility Futures:
The VIX Volatility large speculator standing this week came in at a net position of -83,690 contracts in the data reported through Tuesday. This was a weekly lift of 6,365 contracts from the previous week which had a total of -90,055 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 51.3 percent. The commercials are Bearish with a score of 49.7 percent and the small traders (not shown in chart) are Bearish with a score of 30.8 percent.
| VIX Volatility Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 17.3 | 56.5 | 5.9 |
| – Percent of Open Interest Shorts: | 43.0 | 28.8 | 8.0 |
| – Net Position: | -83,690 | 90,439 | -6,749 |
| – Gross Longs: | 56,313 | 184,132 | 19,267 |
| – Gross Shorts: | 140,003 | 93,693 | 26,016 |
| – Long to Short Ratio: | 0.4 to 1 | 2.0 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 51.3 | 49.7 | 30.8 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -10.3 | 9.5 | 4.4 |
Free Reports:
Get our Weekly Commitment of Traders Reports - See where the biggest traders (Hedge Funds and Commercial Hedgers) are positioned in the futures markets on a weekly basis.
Sign Up for Our Stock Market Newsletter – Get updated on News, Charts & Rankings of Public Companies when you join our Stocks Newsletter
S&P500 Mini Futures:
The S&P500 Mini large speculator standing this week came in at a net position of -35,842 contracts in the data reported through Tuesday. This was a weekly fall of -7,477 contracts from the previous week which had a total of -28,365 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 47.2 percent. The commercials are Bearish with a score of 44.9 percent and the small traders (not shown in chart) are Bullish with a score of 58.5 percent.
| S&P500 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 13.2 | 67.1 | 13.8 |
| – Percent of Open Interest Shorts: | 14.3 | 70.9 | 8.8 |
| – Net Position: | -35,842 | -117,450 | 153,292 |
| – Gross Longs: | 401,492 | 2,047,705 | 422,141 |
| – Gross Shorts: | 437,334 | 2,165,155 | 268,849 |
| – Long to Short Ratio: | 0.9 to 1 | 0.9 to 1 | 1.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 47.2 | 44.9 | 58.5 |
| – COT Index Reading (3 Year Range): | Bearish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -13.6 | 1.3 | 14.7 |
Dow Jones Mini Futures:
The Dow Jones Mini large speculator standing this week came in at a net position of -11,901 contracts in the data reported through Tuesday. This was a weekly lowering of -1,758 contracts from the previous week which had a total of -10,143 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 20.2 percent. The commercials are Bullish with a score of 67.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 92.0 percent.
| Dow Jones Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 26.6 | 51.3 | 17.8 |
| – Percent of Open Interest Shorts: | 36.4 | 49.8 | 9.6 |
| – Net Position: | -11,901 | 1,889 | 10,012 |
| – Gross Longs: | 32,212 | 62,132 | 21,585 |
| – Gross Shorts: | 44,113 | 60,243 | 11,573 |
| – Long to Short Ratio: | 0.7 to 1 | 1.0 to 1 | 1.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 20.2 | 67.2 | 92.0 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -22.1 | 16.2 | 23.2 |
Nasdaq Mini Futures:
The Nasdaq Mini large speculator standing this week came in at a net position of 9,562 contracts in the data reported through Tuesday. This was a weekly lift of 4,574 contracts from the previous week which had a total of 4,988 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 80.4 percent. The commercials are Bearish with a score of 24.9 percent and the small traders (not shown in chart) are Bearish with a score of 28.2 percent.
| Nasdaq Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 29.5 | 50.5 | 14.6 |
| – Percent of Open Interest Shorts: | 26.1 | 51.4 | 17.1 |
| – Net Position: | 9,562 | -2,547 | -7,015 |
| – Gross Longs: | 81,991 | 140,292 | 40,450 |
| – Gross Shorts: | 72,429 | 142,839 | 47,465 |
| – Long to Short Ratio: | 1.1 to 1 | 1.0 to 1 | 0.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 80.4 | 24.9 | 28.2 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 6.2 | -9.0 | 8.1 |
Russell 2000 Mini Futures:
The Russell 2000 Mini large speculator standing this week came in at a net position of -62,981 contracts in the data reported through Tuesday. This was a weekly fall of -6,533 contracts from the previous week which had a total of -56,448 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 17.5 percent. The commercials are Bullish-Extreme with a score of 80.3 percent and the small traders (not shown in chart) are Bullish with a score of 53.8 percent.
| Russell 2000 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 10.9 | 81.2 | 6.6 |
| – Percent of Open Interest Shorts: | 23.9 | 69.7 | 5.1 |
| – Net Position: | -62,981 | 55,647 | 7,334 |
| – Gross Longs: | 52,975 | 393,680 | 31,945 |
| – Gross Shorts: | 115,956 | 338,033 | 24,611 |
| – Long to Short Ratio: | 0.5 to 1 | 1.2 to 1 | 1.3 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 17.5 | 80.3 | 53.8 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -2.6 | 2.0 | 2.0 |
Nikkei Stock Average (USD) Futures:
The Nikkei Stock Average (USD) large speculator standing this week came in at a net position of -9,401 contracts in the data reported through Tuesday. This was a weekly decrease of -907 contracts from the previous week which had a total of -8,494 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 22.6 percent. The commercials are Bullish-Extreme with a score of 88.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.2 percent.
| Nikkei Stock Average Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 13.8 | 68.6 | 17.6 |
| – Percent of Open Interest Shorts: | 54.1 | 23.5 | 22.4 |
| – Net Position: | -9,401 | 10,537 | -1,136 |
| – Gross Longs: | 3,229 | 16,019 | 4,099 |
| – Gross Shorts: | 12,630 | 5,482 | 5,235 |
| – Long to Short Ratio: | 0.3 to 1 | 2.9 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 22.6 | 88.5 | 12.2 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish-Extreme | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -13.0 | 10.4 | 10.4 |
MSCI EAFE Mini Futures:
The MSCI EAFE Mini large speculator standing this week came in at a net position of 27,611 contracts in the data reported through Tuesday. This was a weekly gain of 2,771 contracts from the previous week which had a total of 24,840 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 51.2 percent. The commercials are Bearish with a score of 46.9 percent and the small traders (not shown in chart) are Bearish with a score of 42.7 percent.
| MSCI EAFE Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 7.8 | 89.2 | 2.6 |
| – Percent of Open Interest Shorts: | 1.7 | 96.0 | 1.9 |
| – Net Position: | 27,611 | -30,569 | 2,958 |
| – Gross Longs: | 35,137 | 400,350 | 11,606 |
| – Gross Shorts: | 7,526 | 430,919 | 8,648 |
| – Long to Short Ratio: | 4.7 to 1 | 0.9 to 1 | 1.3 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 51.2 | 46.9 | 42.7 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -4.0 | 6.6 | -14.4 |
Article By CountingPips.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).
- RoboForex Receives Best Introducing Broker Programme Award Nov 18, 2024
- The hawkish attitude of FOMC representatives puts pressure on stock indices. Oil is growing amid escalation in Eastern Europe Nov 18, 2024
- AUD/USD Stabilises Amid RBA’s Hawkish Outlook Nov 18, 2024
- COT Metals Charts: Speculator Changes led lower by Gold & Platinum Nov 17, 2024
- COT Bonds Charts: Large Speculator bets led by 2-Year & Ultra Treasury Bonds Nov 17, 2024
- COT Soft Commodities Charts: Large Speculator bets led by Corn & Soybean Oil Nov 16, 2024
- COT Stock Market Charts: Speculator Bets led by MSCI EAFE & VIX Nov 16, 2024
- The Dollar Index strengthened on Powell’s comments. The Bank of Mexico cut the rate to 10.25% Nov 15, 2024
- EURUSD Faces Decline as Fed Signals Firm Stance Nov 15, 2024
- Gold Falls for the Fifth Consecutive Trading Session Nov 14, 2024
