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

September 17, 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 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

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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

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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).

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