By InvestMacro COT Home | COT 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 October 5th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
| Oct-05-2021 | OI | OI-Index | Spec-Net | Spec-Index | Com-Net | COM-Index | Smalls-Net | Smalls-Index |
|---|---|---|---|---|---|---|---|---|
| Eurodollar | 12,461,197 | 64 | -760,843 | 36 | 996,972 | 58 | -236,129 | 72 |
| FedFunds | 1,112,644 | 11 | -78,348 | 30 | 89,978 | 71 | -11,630 | 40 |
| 2-Year | 1,773,474 | 0 | -42,527 | 83 | 53,740 | 28 | -11,213 | 19 |
| Long T-Bond | 1,232,198 | 56 | -98,649 | 58 | 109,987 | 55 | -11,338 | 44 |
| 10-Year | 4,063,952 | 69 | 141,333 | 95 | 192,710 | 43 | -334,043 | 0 |
| 5-Year | 3,571,119 | 24 | -314,824 | 55 | 547,985 | 62 | -233,161 | 0 |
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 35.7 percent. The commercials are Bullish with a score of 58.1 percent and the small traders (not shown in chart) are Bullish with a score of 72.1 percent.
| 3-Month Eurodollars Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.0 | 60.7 | 4.8 |
| – Percent of Open Interest Shorts: | 20.1 | 52.7 | 6.7 |
| – Net Position: | -760,843 | 996,972 | -236,129 |
| – Gross Longs: | 1,746,555 | 7,566,476 | 594,467 |
| – Gross Shorts: | 2,507,398 | 6,569,504 | 830,596 |
| – Long to Short Ratio: | 0.7 to 1 | 1.2 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 35.7 | 58.1 | 72.1 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -1.1 | 1.5 | -3.7 |
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 Bearish with a score of 29.9 percent. The commercials are Bullish with a score of 70.8 percent and the small traders (not shown in chart) are Bearish with a score of 40.2 percent.
| 30-Day Federal Funds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 5.4 | 77.0 | 2.2 |
| – Percent of Open Interest Shorts: | 12.4 | 68.9 | 3.2 |
| – Net Position: | -78,348 | 89,978 | -11,630 |
| – Gross Longs: | 59,841 | 856,937 | 24,136 |
| – Gross Shorts: | 138,189 | 766,959 | 35,766 |
| – Long to Short Ratio: | 0.4 to 1 | 1.1 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 29.9 | 70.8 | 40.2 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -1.0 | 0.7 | 5.3 |
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 82.9 percent. The commercials are Bearish with a score of 27.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.3 percent.
| 2-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 17.5 | 72.0 | 7.7 |
| – Percent of Open Interest Shorts: | 19.9 | 69.0 | 8.3 |
| – Net Position: | -42,527 | 53,740 | -11,213 |
| – Gross Longs: | 310,731 | 1,277,218 | 136,061 |
| – Gross Shorts: | 353,258 | 1,223,478 | 147,274 |
| – Long to Short Ratio: | 0.9 to 1 | 1.0 to 1 | 0.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 82.9 | 27.8 | 19.3 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -7.3 | 10.5 | -12.8 |
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 Bullish with a score of 55.2 percent. The commercials are Bullish with a score of 61.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.
| 5-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 9.7 | 79.6 | 7.0 |
| – Percent of Open Interest Shorts: | 18.5 | 64.3 | 13.5 |
| – Net Position: | -314,824 | 547,985 | -233,161 |
| – Gross Longs: | 345,060 | 2,842,467 | 248,462 |
| – Gross Shorts: | 659,884 | 2,294,482 | 481,623 |
| – Long to Short Ratio: | 0.5 to 1 | 1.2 to 1 | 0.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 55.2 | 61.8 | 0.0 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -44.8 | 48.0 | -33.1 |
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 95.0 percent. The commercials are Bearish with a score of 42.6 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: | 20.9 | 69.1 | 7.1 |
| – Percent of Open Interest Shorts: | 17.4 | 64.4 | 15.3 |
| – Net Position: | 141,333 | 192,710 | -334,043 |
| – Gross Longs: | 848,256 | 2,808,775 | 289,697 |
| – Gross Shorts: | 706,923 | 2,616,065 | 623,740 |
| – Long to Short Ratio: | 1.2 to 1 | 1.1 to 1 | 0.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 95.0 | 42.6 | 0.0 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 3.5 | 11.1 | -29.7 |
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 Bearish with a score of 49.1 percent. The commercials are Bullish with a score of 70.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.
| Ultra 10-Year Notes Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 17.1 | 74.9 | 7.6 |
| – Percent of Open Interest Shorts: | 11.5 | 68.4 | 19.7 |
| – Net Position: | 80,879 | 94,700 | -175,579 |
| – Gross Longs: | 248,258 | 1,087,022 | 110,087 |
| – Gross Shorts: | 167,379 | 992,322 | 285,666 |
| – Long to Short Ratio: | 1.5 to 1 | 1.1 to 1 | 0.4 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 49.1 | 70.8 | 0.0 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -0.3 | 6.6 | -15.1 |
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 58.0 percent. The commercials are Bullish with a score of 55.2 percent and the small traders (not shown in chart) are Bearish with a score of 43.6 percent.
| US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 8.7 | 75.2 | 13.9 |
| – Percent of Open Interest Shorts: | 16.7 | 66.3 | 14.8 |
| – Net Position: | -98,649 | 109,987 | -11,338 |
| – Gross Longs: | 107,189 | 927,032 | 171,374 |
| – Gross Shorts: | 205,838 | 817,045 | 182,712 |
| – Long to Short Ratio: | 0.5 to 1 | 1.1 to 1 | 0.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 58.0 | 55.2 | 43.6 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 0.2 | 10.0 | -25.5 |
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 57.3 percent. The commercials are Bullish with a score of 73.6 percent and the small traders (not shown in chart) are Bearish with a score of 20.7 percent.
| Ultra US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 4.6 | 82.5 | 12.0 |
| – Percent of Open Interest Shorts: | 30.2 | 56.0 | 12.9 |
| – Net Position: | -313,634 | 324,157 | -10,523 |
| – Gross Longs: | 55,695 | 1,008,685 | 146,619 |
| – Gross Shorts: | 369,329 | 684,528 | 157,142 |
| – Long to Short Ratio: | 0.2 to 1 | 1.5 to 1 | 0.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 57.3 | 73.6 | 20.7 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -24.3 | 41.0 | -17.1 |
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).
By RoboForex Analytical Department The NZD/USD pair has fallen to 0.5590 as of Friday, marking…
By JustMarkets The US stock market did not trade yesterday. Today, important data on the…
By ForexTime *Note: This report was written before the US NFP data was published* US30…
By JustMarkets At Wednesday’s close, the Dow Jones Industrial Average (US30) added 0.25%, the S&P…
By ForexTime GBPUSD hits lowest level since November 2023 Sterling expected to be most volatile…
By RoboForex Analytical Department The USD/JPY pair remained near the 158.00 mark on Thursday, consolidating…
This website uses cookies.
