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

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.

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US Dollar Index Futures:

The 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.

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

 

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Euro Currency Futures:

The 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

 

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British Pound Sterling Futures:

The 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

 

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Japanese Yen Futures:

The 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

 

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Swiss Franc Futures:

The 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

 

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Canadian Dollar Futures:

The 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

 

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Australian Dollar Futures:

The 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

 

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New Zealand Dollar Futures:

The 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

 

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Mexican Peso Futures:

The 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

 

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Brazilian Real Futures:

The 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

 

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Russian Ruble Futures:

The 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

 

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Bitcoin Futures:

The 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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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) 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).