COT Currency Charts: US Dollar Index Speculators boost bullish bets to 103-Week high

October 8, 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 October 5th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.

Highlighting the currency COT data this week is the US Dollar Index positioning. Speculators increased their bullish bets this week by +5,565 contracts which marked the largest one-week gain in three months. The bullish speculator position has now risen for seven straight weeks and for fifteen out of the past sixteen weeks. This bullishness has brought the current bullish standing for US Dollar Index speculators to the highest level in the past 103 weeks, dating back to October 15th of 2019.


Data Snapshot of Forex Market Traders | Columns Legend
Oct-05-2021 OI OI-Index Spec-Net Spec-Index Com-Net COM-Index Smalls-Net Smalls-Index
USD Index 57,194 83 32,026 81 -38,817 10 6,791 100
EUR 693,591 82 -22,334 28 -8,487 73 30,821 29
GBP 182,338 27 -20,018 60 25,676 45 -5,658 44
JPY 226,379 95 -63,694 29 84,463 79 -20,769 8
CHF 55,970 36 -15,679 43 29,586 64 -13,907 22
CAD 120,168 10 -26,866 33 15,455 61 11,411 64
AUD 188,691 74 -89,979 0 108,693 100 -18,714 10
NZD 35,861 16 8,056 85 -7,886 18 -170 51
MXN 168,119 33 -35,579 0 33,693 100 1,886 51
RUB 52,913 58 20,409 62 -22,491 34 2,082 100
BRL 22,976 20 -2,290 66 1,269 35 1,021 79
Bitcoin 8,886 51 -1,518 61 554 0 964 21

 


US Dollar Index Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week was a net position of 32,026 contracts in the data reported through Tuesday. This was a weekly advance of 5,565 contracts from the previous week which had a total of 26,461 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 81.0 percent. The commercials are Bearish-Extreme with a score of 10.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.


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US DOLLAR INDEX Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 78.2 3.3 14.9
– Percent of Open Interest Shorts: 22.2 71.2 3.1
– Net Position: 32,026 -38,817 6,791
– Gross Longs: 44,715 1,879 8,543
– Gross Shorts: 12,689 40,696 1,752
– Long to Short Ratio: 3.5 to 1 0.0 to 1 4.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 81.0 10.1 100.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 20.1 -21.7 16.8

 


Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week was a net position of -22,334 contracts in the data reported through Tuesday. This was a weekly decline of -23,206 contracts from the previous week which had a total of 872 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 28.1 percent. The commercials are Bullish with a score of 73.3 percent and the small traders (not shown in chart) are Bearish with a score of 28.8 percent.

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 28.4 57.2 13.1
– Percent of Open Interest Shorts: 31.6 58.4 8.6
– Net Position: -22,334 -8,487 30,821
– Gross Longs: 196,819 396,534 90,564
– Gross Shorts: 219,153 405,021 59,743
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 28.1 73.3 28.8
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.4 13.8 -3.1

 


British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week was a net position of -20,018 contracts in the data reported through Tuesday. This was a weekly lowering of -21,982 contracts from the previous week which had a total of 1,964 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 44.9 percent and the small traders (not shown in chart) are Bearish with a score of 43.9 percent.

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.4 58.1 14.1
– Percent of Open Interest Shorts: 37.4 44.0 17.2
– Net Position: -20,018 25,676 -5,658
– Gross Longs: 48,137 105,899 25,681
– Gross Shorts: 68,155 80,223 31,339
– Long to Short Ratio: 0.7 to 1 1.3 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 59.6 44.9 43.9
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.4 3.8 -6.7

 


Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week was a net position of -63,694 contracts in the data reported through Tuesday. This was a weekly gain of 1,066 contracts from the previous week which had a total of -64,760 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 28.7 percent. The commercials are Bullish with a score of 79.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 7.5 percent.

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.9 77.4 8.1
– Percent of Open Interest Shorts: 42.1 40.1 17.3
– Net Position: -63,694 84,463 -20,769
– Gross Longs: 31,569 175,160 18,406
– Gross Shorts: 95,263 90,697 39,175
– Long to Short Ratio: 0.3 to 1 1.9 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 28.7 79.0 7.5
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 1.9 1.2 -11.4

 


Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week was a net position of -15,679 contracts in the data reported through Tuesday. This was a weekly lowering of -4,092 contracts from the previous week which had a total of -11,587 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 42.6 percent. The commercials are Bullish with a score of 64.2 percent and the small traders (not shown in chart) are Bearish with a score of 22.5 percent.

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 4.1 79.7 16.2
– Percent of Open Interest Shorts: 32.1 26.9 41.0
– Net Position: -15,679 29,586 -13,907
– Gross Longs: 2,274 44,633 9,051
– Gross Shorts: 17,953 15,047 22,958
– Long to Short Ratio: 0.1 to 1 3.0 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 42.6 64.2 22.5
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -34.6 29.7 -19.1

 


Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week was a net position of -26,866 contracts in the data reported through Tuesday. This was a weekly decrease of -6,631 contracts from the previous week which had a total of -20,235 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 32.6 percent. The commercials are Bullish with a score of 61.3 percent and the small traders (not shown in chart) are Bullish with a score of 64.0 percent.

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.5 54.4 28.8
– Percent of Open Interest Shorts: 37.8 41.5 19.3
– Net Position: -26,866 15,455 11,411
– Gross Longs: 18,580 65,338 34,639
– Gross Shorts: 45,446 49,883 23,228
– Long to Short Ratio: 0.4 to 1 1.3 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 32.6 61.3 64.0
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -27.3 18.9 3.9

 


Australian Dollar Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Australian Dollar large speculator standing this week was a net position of -89,979 contracts in the data reported through Tuesday. This was a weekly reduction of -3,596 contracts from the previous week which had a total of -86,383 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 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.1 percent.

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 9.3 80.3 7.7
– Percent of Open Interest Shorts: 56.9 22.7 17.6
– Net Position: -89,979 108,693 -18,714
– Gross Longs: 17,471 151,501 14,474
– Gross Shorts: 107,450 42,808 33,188
– Long to Short Ratio: 0.2 to 1 3.5 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.0 100.0 10.1
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -31.4 23.3 5.0

 


New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week was a net position of 8,056 contracts in the data reported through Tuesday. This was a weekly reduction of -2,190 contracts from the previous week which had a total of 10,246 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 84.8 percent. The commercials are Bearish-Extreme with a score of 18.2 percent and the small traders (not shown in chart) are Bullish with a score of 51.4 percent.

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 49.9 37.9 10.3
– Percent of Open Interest Shorts: 27.4 59.9 10.8
– Net Position: 8,056 -7,886 -170
– Gross Longs: 17,887 13,588 3,702
– Gross Shorts: 9,831 21,474 3,872
– Long to Short Ratio: 1.8 to 1 0.6 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 84.8 18.2 51.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 14.1 -15.0 14.4

 


Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week was a net position of -35,579 contracts in the data reported through Tuesday. This was a weekly reduction of -15,984 contracts from the previous week which had a total of -19,595 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 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bullish with a score of 51.0 percent.

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 45.8 49.9 3.3
– Percent of Open Interest Shorts: 67.0 29.9 2.2
– Net Position: -35,579 33,693 1,886
– Gross Longs: 77,074 83,926 5,540
– Gross Shorts: 112,653 50,233 3,654
– Long to Short Ratio: 0.7 to 1 1.7 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.0 100.0 51.0
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.7 5.8 -1.5

 


Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week was a net position of -2,290 contracts in the data reported through Tuesday. This was a weekly decrease of -7,376 contracts from the previous week which had a total of 5,086 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 65.6 percent. The commercials are Bearish with a score of 35.1 percent and the small traders (not shown in chart) are Bullish with a score of 79.2 percent.

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 44.3 42.0 13.3
– Percent of Open Interest Shorts: 54.2 36.5 8.9
– Net Position: -2,290 1,269 1,021
– Gross Longs: 10,170 9,646 3,064
– Gross Shorts: 12,460 8,377 2,043
– Long to Short Ratio: 0.8 to 1 1.2 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 65.6 35.1 79.2
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -20.9 20.9 -0.5

 


Russian Ruble Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Russian Ruble large speculator standing this week was a net position of 20,409 contracts in the data reported through Tuesday. This was a weekly decrease of -419 contracts from the previous week which had a total of 20,828 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 61.7 percent. The commercials are Bearish with a score of 34.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 55.0 39.0 5.8
– Percent of Open Interest Shorts: 16.4 81.5 1.9
– Net Position: 20,409 -22,491 2,082
– Gross Longs: 29,107 20,634 3,092
– Gross Shorts: 8,698 43,125 1,010
– Long to Short Ratio: 3.3 to 1 0.5 to 1 3.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.7 34.0 100.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 17.6 -19.5 31.6

 


Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week was a net position of -1,518 contracts in the data reported through Tuesday. This was a weekly lowering of -635 contracts from the previous week which had a total of -883 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 61.2 percent. The commercials are Bullish-Extreme with a score of 92.2 percent and the small traders (not shown in chart) are Bearish with a score of 21.4 percent.

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 62.8 6.7 19.8
– Percent of Open Interest Shorts: 79.9 0.5 8.9
– Net Position: -1,518 554 964
– Gross Longs: 5,581 599 1,758
– Gross Shorts: 7,099 45 794
– Long to Short Ratio: 0.8 to 1 13.3 to 1 2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.2 92.2 21.4
– COT Index Reading (3 Year Range): Bullish Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.4 61.4 -5.9

 


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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) as well as their open interest (contracts open in the market at time of reporting).

Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).