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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 October 19th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
| Oct-19-2021 | OI | OI-Index | Spec-Net | Spec-Index | Com-Net | COM-Index | Smalls-Net | Smalls-Index |
|---|---|---|---|---|---|---|---|---|
| S&P500-Mini | 2,386,587 | 0 | 67,619 | 65 | -85,275 | 51 | 17,656 | 30 |
| Nikkei 225 | 16,977 | 8 | 1,212 | 62 | -3,790 | 39 | 2,578 | 60 |
| Nasdaq-Mini | 237,365 | 35 | -3,057 | 73 | 10,428 | 33 | -7,371 | 27 |
| DowJones-Mini | 106,040 | 78 | 3,631 | 40 | -8,168 | 52 | 4,537 | 63 |
| VIX | 361,391 | 45 | -86,768 | 50 | 93,607 | 51 | -6,839 | 30 |
| Nikkei 225 Yen | 54,615 | 35 | 1,144 | 25 | 28,926 | 100 | -30,070 | 21 |
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 50.1 percent. The commercials are Bullish with a score of 50.9 percent and the small traders (not shown in chart) are Bearish with a score of 30.5 percent.
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| VIX Volatility Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 16.8 | 53.1 | 6.3 |
| – Percent of Open Interest Shorts: | 40.8 | 27.2 | 8.2 |
| – Net Position: | -86,768 | 93,607 | -6,839 |
| – Gross Longs: | 60,834 | 191,937 | 22,690 |
| – Gross Shorts: | 147,602 | 98,330 | 29,529 |
| – Long to Short Ratio: | 0.4 to 1 | 2.0 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 50.1 | 50.9 | 30.5 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 1.3 | -1.0 | -1.7 |
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 with a score of 65.5 percent. The commercials are Bullish with a score of 50.6 percent and the small traders (not shown in chart) are Bearish with a score of 30.1 percent.
| S&P500 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.7 | 72.0 | 10.8 |
| – Percent of Open Interest Shorts: | 11.8 | 75.6 | 10.1 |
| – Net Position: | 67,619 | -85,275 | 17,656 |
| – Gross Longs: | 350,155 | 1,718,651 | 258,179 |
| – Gross Shorts: | 282,536 | 1,803,926 | 240,523 |
| – Long to Short Ratio: | 1.2 to 1 | 1.0 to 1 | 1.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 65.5 | 50.6 | 30.1 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 16.9 | -0.7 | -19.3 |
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 Bearish with a score of 40.4 percent. The commercials are Bullish with a score of 52.4 percent and the small traders (not shown in chart) are Bullish with a score of 62.7 percent.
| Dow Jones Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 37.8 | 43.5 | 16.4 |
| – Percent of Open Interest Shorts: | 34.4 | 51.2 | 12.1 |
| – Net Position: | 3,631 | -8,168 | 4,537 |
| – Gross Longs: | 40,105 | 46,155 | 17,408 |
| – Gross Shorts: | 36,474 | 54,323 | 12,871 |
| – Long to Short Ratio: | 1.1 to 1 | 0.8 to 1 | 1.4 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 40.4 | 52.4 | 62.7 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 17.2 | -12.2 | -20.5 |
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 73.3 percent. The commercials are Bearish with a score of 32.9 percent and the small traders (not shown in chart) are Bearish with a score of 27.4 percent.
| Nasdaq Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 25.5 | 56.9 | 15.4 |
| – Percent of Open Interest Shorts: | 26.8 | 52.5 | 18.5 |
| – Net Position: | -3,057 | 10,428 | -7,371 |
| – Gross Longs: | 60,578 | 135,012 | 36,648 |
| – Gross Shorts: | 63,635 | 124,584 | 44,019 |
| – Long to Short Ratio: | 1.0 to 1 | 1.1 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 73.3 | 32.9 | 27.4 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -4.5 | 4.1 | 3.3 |
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 Bearish with a score of 20.0 percent. The commercials are Bullish with a score of 74.0 percent and the small traders (not shown in chart) are Bullish with a score of 71.1 percent.
| Russell 2000 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 12.4 | 79.7 | 7.0 |
| – Percent of Open Interest Shorts: | 25.4 | 69.7 | 4.1 |
| – Net Position: | -59,321 | 45,830 | 13,491 |
| – Gross Longs: | 56,745 | 364,548 | 32,132 |
| – Gross Shorts: | 116,066 | 318,718 | 18,641 |
| – Long to Short Ratio: | 0.5 to 1 | 1.1 to 1 | 1.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 20.0 | 74.0 | 71.1 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -2.0 | -1.0 | 12.6 |
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 61.9 percent. The commercials are Bearish with a score of 39.3 percent and the small traders (not shown in chart) are Bullish with a score of 59.9 percent.
| Nikkei Stock Average Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.0 | 56.2 | 29.6 |
| – Percent of Open Interest Shorts: | 6.8 | 78.6 | 14.5 |
| – Net Position: | 1,212 | -3,790 | 2,578 |
| – Gross Longs: | 2,371 | 9,546 | 5,033 |
| – Gross Shorts: | 1,159 | 13,336 | 2,455 |
| – Long to Short Ratio: | 2.0 to 1 | 0.7 to 1 | 2.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 61.9 | 39.3 | 59.9 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 34.3 | -31.7 | -5.1 |
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 Bearish with a score of 26.8 percent. The commercials are Bullish with a score of 67.3 percent and the small traders (not shown in chart) are Bullish with a score of 63.6 percent.
| MSCI EAFE Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 6.8 | 89.8 | 3.0 |
| – Percent of Open Interest Shorts: | 3.4 | 94.6 | 1.7 |
| – Net Position: | 12,839 | -18,092 | 5,253 |
| – Gross Longs: | 25,861 | 342,244 | 11,565 |
| – Gross Shorts: | 13,022 | 360,336 | 6,312 |
| – Long to Short Ratio: | 2.0 to 1 | 0.9 to 1 | 1.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 26.8 | 67.3 | 63.6 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -19.8 | 23.2 | -19.7 |
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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