COT Stock Market Charts: VIX, E-Mini Futures, Dow, Nasdaq, SP500 & Russell-2000

September 24, 2021

By InvestMacro.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 21st 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:

Federal Funds 30-Day Bonds Futures COT ChartThe VIX Volatility large speculator standing this week reached a net position of -61,927 contracts in the data reported through Tuesday. This was a weekly gain of 21,763 contracts from the previous week which had a total of -83,690 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 59.6 percent. The commercials are Bearish with a score of 41.3 percent and the small traders (not shown in chart) are Bearish with a score of 34.9 percent.

VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.7 49.8 6.9
– Percent of Open Interest Shorts: 40.9 28.9 8.6
– Net Position: -61,927 67,586 -5,659
– Gross Longs: 70,256 160,872 22,204
– Gross Shorts: 132,183 93,286 27,863
– Long to Short Ratio: 0.5 to 1 1.7 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 59.6 41.3 34.9
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.7 -4.7 2.2

 


S&P500 Mini Futures:

2-Year Treasury Bonds Futures COT ChartThe S&P500 Mini large speculator standing this week reached a net position of 49,815 contracts in the data reported through Tuesday. This was a weekly rise of 85,657 contracts from the previous week which had a total of -35,842 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 Bullish with a score of 62.4 percent. The commercials are Bearish with a score of 46.7 percent and the small traders (not shown in chart) are Bearish with a score of 38.4 percent.

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.3 70.8 11.6
– Percent of Open Interest Shorts: 13.3 75.2 9.2
– Net Position: 49,815 -106,952 57,137
– Gross Longs: 375,136 1,737,893 283,735
– Gross Shorts: 325,321 1,844,845 226,598
– Long to Short Ratio: 1.2 to 1 0.9 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 62.4 46.7 38.4
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.7 -1.2 -4.2

 


Dow Jones Mini Futures:

5-Year Treasury Bonds Futures COT ChartThe Dow Jones Mini large speculator standing this week reached a net position of -16,801 contracts in the data reported through Tuesday. This was a weekly decline of -4,900 contracts from the previous week which had a total of -11,901 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 14.3 percent. The commercials are Bullish with a score of 76.4 percent and the small traders (not shown in chart) are Bullish with a score of 75.4 percent.

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 25.8 53.1 18.9
– Percent of Open Interest Shorts: 43.4 42.8 11.7
– Net Position: -16,801 9,889 6,912
– Gross Longs: 24,785 50,954 18,099
– Gross Shorts: 41,586 41,065 11,187
– Long to Short Ratio: 0.6 to 1 1.2 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 14.3 76.4 75.4
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -23.6 19.7 13.3

 


Nasdaq Mini Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Nasdaq Mini large speculator standing this week reached a net position of 9,422 contracts in the data reported through Tuesday. This was a weekly reduction of -140 contracts from the previous week which had a total of 9,562 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 80.3 percent. The commercials are Bearish with a score of 20.9 percent and the small traders (not shown in chart) are Bearish with a score of 43.4 percent.

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 31.4 50.1 16.7
– Percent of Open Interest Shorts: 27.2 54.3 16.8
– Net Position: 9,422 -9,160 -262
– Gross Longs: 69,901 111,483 37,136
– Gross Shorts: 60,479 120,643 37,398
– Long to Short Ratio: 1.2 to 1 0.9 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 80.3 20.9 43.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 12.7 -21.5 27.3

 


Russell 2000 Mini Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Russell 2000 Mini large speculator standing this week reached a net position of -66,601 contracts in the data reported through Tuesday. This was a weekly lowering of -3,620 contracts from the previous week which had a total of -62,981 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 15.1 percent. The commercials are Bullish-Extreme with a score of 82.9 percent and the small traders (not shown in chart) are Bullish with a score of 53.0 percent.

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.8 81.9 6.5
– Percent of Open Interest Shorts: 26.2 68.1 4.9
– Net Position: -66,601 59,539 7,062
– Gross Longs: 46,679 353,611 28,247
– Gross Shorts: 113,280 294,072 21,185
– Long to Short Ratio: 0.4 to 1 1.2 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 15.1 82.9 53.0
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.2 4.6 5.5

 


Nikkei Stock Average (USD) Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Nikkei Stock Average (USD) large speculator standing this week reached a net position of -6,693 contracts in the data reported through Tuesday. This was a weekly boost of 2,708 contracts from the previous week which had a total of -9,401 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 31.5 percent. The commercials are Bullish with a score of 72.2 percent and the small traders (not shown in chart) are Bearish with a score of 40.5 percent.

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.7 70.3 18.0
– Percent of Open Interest Shorts: 41.3 45.4 13.3
– Net Position: -6,693 5,627 1,066
– Gross Longs: 2,634 15,870 4,069
– Gross Shorts: 9,327 10,243 3,003
– Long to Short Ratio: 0.3 to 1 1.5 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 31.5 72.2 40.5
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.2 -6.5 37.6

 


MSCI EAFE Mini Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe MSCI EAFE Mini large speculator standing this week reached a net position of 23,448 contracts in the data reported through Tuesday. This was a weekly reduction of -4,163 contracts from the previous week which had a total of 27,611 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 44.3 percent. The commercials are Bearish with a score of 49.7 percent and the small traders (not shown in chart) are Bullish with a score of 64.8 percent.

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.0 89.0 2.6
– Percent of Open Interest Shorts: 2.0 96.4 1.2
– Net Position: 23,448 -28,840 5,392
– Gross Longs: 31,361 346,924 10,057
– Gross Shorts: 7,913 375,764 4,665
– Long to Short Ratio: 4.0 to 1 0.9 to 1 2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 44.3 49.7 64.8
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.8 6.0 10.0

 


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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).