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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 28th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
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 33.1 percent. The commercials are Bullish with a score of 60.1 percent and the small traders (not shown in chart) are Bullish with a score of 74.1 percent.
| 3-Month Eurodollars Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 12.6 | 61.5 | 4.9 |
| – Percent of Open Interest Shorts: | 19.8 | 52.4 | 6.7 |
| – Net Position: | -895,030 | 1,115,947 | -220,917 |
| – Gross Longs: | 1,548,154 | 7,569,799 | 603,270 |
| – Gross Shorts: | 2,443,184 | 6,453,852 | 824,187 |
| – Long to Short Ratio: | 0.6 to 1 | 1.2 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 33.1 | 60.1 | 74.1 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -5.3 | 5.5 | -5.1 |
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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 28.9 percent. The commercials are Bullish with a score of 71.9 percent and the small traders (not shown in chart) are Bearish with a score of 39.2 percent.
| 30-Day Federal Funds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 4.9 | 78.1 | 1.6 |
| – Percent of Open Interest Shorts: | 12.3 | 69.6 | 2.6 |
| – Net Position: | -86,981 | 99,062 | -12,081 |
| – Gross Longs: | 57,226 | 917,366 | 18,773 |
| – Gross Shorts: | 144,207 | 818,304 | 30,854 |
| – Long to Short Ratio: | 0.4 to 1 | 1.1 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 28.9 | 71.9 | 39.2 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -0.5 | 0.4 | 0.9 |
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 78.4 percent. The commercials are Bearish with a score of 29.6 percent and the small traders (not shown in chart) are Bearish with a score of 27.5 percent.
| 2-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 17.9 | 71.2 | 7.7 |
| – Percent of Open Interest Shorts: | 21.3 | 67.8 | 7.7 |
| – Net Position: | -62,829 | 63,290 | -461 |
| – Gross Longs: | 331,033 | 1,315,342 | 141,690 |
| – Gross Shorts: | 393,862 | 1,252,052 | 142,151 |
| – Long to Short Ratio: | 0.8 to 1 | 1.1 to 1 | 1.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 78.4 | 29.6 | 27.5 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -20.6 | 20.5 | -7.9 |
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 58.7 percent. The commercials are Bullish with a score of 50.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.7 percent.
| 5-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 11.6 | 77.3 | 7.8 |
| – Percent of Open Interest Shorts: | 19.7 | 64.7 | 12.2 |
| – Net Position: | -299,196 | 461,653 | -162,457 |
| – Gross Longs: | 423,401 | 2,831,871 | 285,115 |
| – Gross Shorts: | 722,597 | 2,370,218 | 447,572 |
| – Long to Short Ratio: | 0.6 to 1 | 1.2 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 58.7 | 50.7 | 2.7 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -31.1 | 29.7 | -15.7 |
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 100.0 percent. The commercials are Bearish with a score of 32.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.
| 10-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 21.4 | 67.9 | 7.8 |
| – Percent of Open Interest Shorts: | 17.0 | 65.2 | 14.9 |
| – Net Position: | 181,207 | 108,708 | -289,915 |
| – Gross Longs: | 869,115 | 2,753,975 | 315,903 |
| – Gross Shorts: | 687,908 | 2,645,267 | 605,818 |
| – Long to Short Ratio: | 1.3 to 1 | 1.0 to 1 | 0.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 100.0 | 32.1 | 0.0 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 4.5 | 4.8 | -20.8 |
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 47.8 percent. The commercials are Bullish with a score of 66.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.9 percent.
| Ultra 10-Year Notes Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 16.1 | 74.5 | 9.1 |
| – Percent of Open Interest Shorts: | 10.8 | 69.1 | 19.7 |
| – Net Position: | 75,847 | 78,053 | -153,900 |
| – Gross Longs: | 232,658 | 1,080,055 | 131,272 |
| – Gross Shorts: | 156,811 | 1,002,002 | 285,172 |
| – Long to Short Ratio: | 1.5 to 1 | 1.1 to 1 | 0.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 47.8 | 66.1 | 13.9 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -3.7 | 4.2 | -0.6 |
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 55.0 percent. The commercials are Bullish with a score of 51.1 percent and the small traders (not shown in chart) are Bullish with a score of 60.2 percent.
| US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 9.3 | 73.5 | 15.2 |
| – Percent of Open Interest Shorts: | 18.0 | 65.6 | 14.5 |
| – Net Position: | -106,940 | 97,332 | 9,608 |
| – Gross Longs: | 115,052 | 907,957 | 188,318 |
| – Gross Shorts: | 221,992 | 810,625 | 178,710 |
| – Long to Short Ratio: | 0.5 to 1 | 1.1 to 1 | 1.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 55.0 | 51.1 | 60.2 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -9.6 | 7.6 | 2.2 |
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 62.9 percent. The commercials are Bullish with a score of 59.2 percent and the small traders (not shown in chart) are Bearish with a score of 31.9 percent.
| Ultra US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 5.5 | 81.1 | 12.5 |
| – Percent of Open Interest Shorts: | 29.6 | 57.4 | 12.1 |
| – Net Position: | -299,793 | 294,678 | 5,115 |
| – Gross Longs: | 68,563 | 1,009,158 | 155,998 |
| – Gross Shorts: | 368,356 | 714,480 | 150,883 |
| – Long to Short Ratio: | 0.2 to 1 | 1.4 to 1 | 1.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 62.9 | 59.2 | 31.9 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -21.4 | 23.0 | 4.0 |
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).
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