COT Stock Market Charts: Speculators boost SP500-Mini Futures bets to 50-Week high

October 15, 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 12th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting this week’s stock market COT data is the S&P500 Mini contracts which rose sharply this week by 25,999 contracts. The S&P500 Mini bets have now gained for three out of the past four weeks and by a total of +134,625 contracts over that time-frame. This has brought the speculator level out of a negative position on September 14th to the current speculator position at a total of 98,783 contracts. The current standing marks the highest level since October 27th of 2020 when the total contracts reached 115,439 net positions.


Data Snapshot of Stock Market Traders | Columns Legend
Oct-12-2021 OI OI-Index Spec-Net Spec-Index Com-Net COM-Index Smalls-Net Smalls-Index
S&P500-Mini 2,403,163 0 98,783 71 -133,167 42 34,384 34
Nikkei 225 17,548 9 1,194 57 -2,536 45 1,342 44
Nasdaq-Mini 230,615 31 -818 75 2,876 28 -2,058 39
DowJones-Mini 102,040 73 -4,283 31 -3,119 59 7,402 78
VIX 329,905 36 -73,569 55 81,417 46 -7,848 27
Nikkei 225 Yen 56,171 38 4,608 34 26,699 100 -31,307 18

 


VIX Volatility Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe VIX Volatility large speculator standing this week recorded a net position of -73,569 contracts in the data reported through Tuesday. This was a weekly decrease of -3,981 contracts from the previous week which had a total of -69,588 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 55.1 percent. The commercials are Bearish with a score of 46.4 percent and the small traders (not shown in chart) are Bearish with a score of 26.6 percent.


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VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.3 52.1 6.3
– Percent of Open Interest Shorts: 38.6 27.4 8.7
– Net Position: -73,569 81,417 -7,848
– Gross Longs: 53,756 171,928 20,718
– Gross Shorts: 127,325 90,511 28,566
– Long to Short Ratio: 0.4 to 1 1.9 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 55.1 46.4 26.6
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.7 -4.4 -0.6

 


S&P500 Mini Futures:

2-Year Treasury Bonds Futures COT ChartThe S&P500 Mini large speculator standing this week recorded a net position of 98,783 contracts in the market data reported through Tuesday. This was a weekly increase of 25,999 contracts from the previous week which had a total of 72,784 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 71.0 percent. The commercials are Bearish with a score of 42.0 percent and the small traders (not shown in chart) are Bearish with a score of 33.6 percent.

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.8 70.9 10.9
– Percent of Open Interest Shorts: 11.7 76.4 9.5
– Net Position: 98,783 -133,167 34,384
– Gross Longs: 379,901 1,704,039 262,461
– Gross Shorts: 281,118 1,837,206 228,077
– Long to Short Ratio: 1.4 to 1 0.9 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 71.0 42.0 33.6
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 22.5 -7.2 -18.3

 


Dow Jones Mini Futures:

5-Year Treasury Bonds Futures COT ChartThe Dow Jones Mini large speculator standing this week recorded a net position of -4,283 contracts in the data reported through Tuesday. This was a weekly increase of 1,892 contracts from the previous week which had a total of -6,175 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 30.5 percent. The commercials are Bullish with a score of 58.6 percent and the small traders (not shown in chart) are Bullish with a score of 78.0 percent.

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 31.5 48.6 18.0
– Percent of Open Interest Shorts: 35.7 51.6 10.8
– Net Position: -4,283 -3,119 7,402
– Gross Longs: 32,183 49,542 18,417
– Gross Shorts: 36,466 52,661 11,015
– Long to Short Ratio: 0.9 to 1 0.9 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 30.5 58.6 78.0
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.2 2.0 0.7

 


Nasdaq Mini Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Nasdaq Mini large speculator standing this week recorded a net position of -818 contracts in the data reported through Tuesday. This was a weekly advance of 1,835 contracts from the previous week which had a total of -2,653 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 74.6 percent. The commercials are Bearish with a score of 28.3 percent and the small traders (not shown in chart) are Bearish with a score of 39.4 percent.

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.3 55.2 16.8
– Percent of Open Interest Shorts: 26.7 54.0 17.7
– Net Position: -818 2,876 -2,058
– Gross Longs: 60,671 127,302 38,670
– Gross Shorts: 61,489 124,426 40,728
– Long to Short Ratio: 1.0 to 1 1.0 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 74.6 28.3 39.4
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 0.9 -7.5 23.8

 


Russell 2000 Mini Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Russell 2000 Mini large speculator standing this week recorded a net position of -48,706 contracts in the market data reported through Tuesday. This was a weekly lift of 9,907 contracts from the previous week which had a total of -58,613 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 27.2 percent. The commercials are Bullish with a score of 68.6 percent and the small traders (not shown in chart) are Bullish with a score of 64.6 percent.

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.2 78.1 6.6
– Percent of Open Interest Shorts: 24.9 69.8 4.2
– Net Position: -48,706 37,536 11,170
– Gross Longs: 63,996 353,157 29,974
– Gross Shorts: 112,702 315,621 18,804
– Long to Short Ratio: 0.6 to 1 1.1 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 27.2 68.6 64.6
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 12.3 -14.6 12.6

 


Nikkei Stock Average (USD) Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Nikkei Stock Average (USD) large speculator standing this week recorded a net position of 1,194 contracts in the data reported through Tuesday. This was a weekly increase of 5,138 contracts from the previous week which had a total of -3,944 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 57.3 percent. The commercials are Bearish with a score of 45.3 percent and the small traders (not shown in chart) are Bearish with a score of 44.0 percent.

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 12.3 61.5 26.0
– Percent of Open Interest Shorts: 5.5 76.0 18.3
– Net Position: 1,194 -2,536 1,342
– Gross Longs: 2,167 10,796 4,558
– Gross Shorts: 973 13,332 3,216
– Long to Short Ratio: 2.2 to 1 0.8 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 57.3 45.3 44.0
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 17.0 -21.1 15.3

 


MSCI EAFE Mini Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe MSCI EAFE Mini large speculator standing this week recorded a net position of 16,454 contracts in the data reported through Tuesday. This was a weekly lowering of -2,137 contracts from the previous week which had a total of 18,591 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 32.8 percent. The commercials are Bullish with a score of 61.1 percent and the small traders (not shown in chart) are Bullish with a score of 65.3 percent.

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 7.0 89.7 2.7
– Percent of Open Interest Shorts: 2.8 95.3 1.3
– Net Position: 16,454 -21,896 5,442
– Gross Longs: 27,317 349,336 10,335
– Gross Shorts: 10,863 371,232 4,893
– Long to Short Ratio: 2.5 to 1 0.9 to 1 2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 32.8 61.1 65.3
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.0 2.6 2.0

 


Article By InvestMacro.comReceive 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).