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 November 30th 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 COT stock market data is the VIX speculators sharply trimming their bearish bets. Stocks speculators pulled back on their VIX bearish bets for the third time in the past four weeks and by a total of 42,132 net contracts over that period. This reduction in bearish sentiment has brought the current net standing of -61,154 contracts to the least bearish level since August 3rd, a span of seventeen weeks. VIX speculators have been betting on lower volatility and positions have been as bearish as -103,286 contracts as recently as November 2nd before those positions cooled off and volatility has started to rise.
| Nov-30-2021 | OI | OI-Index | Spec-Net | Spec-Index | Com-Net | COM-Index | Smalls-Net | Smalls-Index |
|---|---|---|---|---|---|---|---|---|
| S&P500-Mini | 2,510,714 | 6 | 179,725 | 94 | -192,683 | 31 | 12,958 | 29 |
| Nikkei 225 | 17,463 | 9 | 1,768 | 64 | -2,099 | 45 | 331 | 31 |
| Nasdaq-Mini | 258,476 | 47 | 33,933 | 94 | -25,451 | 11 | -8,482 | 25 |
| DowJones-Mini | 101,603 | 72 | -6,836 | 27 | 2,518 | 66 | 4,318 | 62 |
| VIX | 325,869 | 34 | -61,154 | 60 | 68,347 | 42 | -7,193 | 29 |
| Nikkei 225 Yen | 52,198 | 32 | -1,050 | 19 | 23,966 | 90 | -22,916 | 34 |
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 59.9 percent. The commercials are Bearish with a score of 41.6 percent and the small traders (not shown in chart) are Bearish with a score of 29.1 percent.
| VIX Volatility Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 20.9 | 52.5 | 6.5 |
| – Percent of Open Interest Shorts: | 39.6 | 31.5 | 8.7 |
| – Net Position: | -61,154 | 68,347 | -7,193 |
| – Gross Longs: | 68,020 | 171,050 | 21,128 |
| – Gross Shorts: | 129,174 | 102,703 | 28,321 |
| – Long to Short Ratio: | 0.5 to 1 | 1.7 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 59.9 | 41.6 | 29.1 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 9.8 | -9.3 | -1.3 |
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 94.1 percent. The commercials are Bearish with a score of 31.4 percent and the small traders (not shown in chart) are Bearish with a score of 29.1 percent.
| S&P500 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 17.0 | 68.9 | 11.0 |
| – Percent of Open Interest Shorts: | 9.8 | 76.5 | 10.5 |
| – Net Position: | 179,725 | -192,683 | 12,958 |
| – Gross Longs: | 425,700 | 1,729,147 | 277,390 |
| – Gross Shorts: | 245,975 | 1,921,830 | 264,432 |
| – Long to Short Ratio: | 1.7 to 1 | 0.9 to 1 | 1.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 94.1 | 31.4 | 29.1 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 21.8 | -19.2 | -1.0 |
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 27.3 percent. The commercials are Bullish with a score of 65.5 percent and the small traders (not shown in chart) are Bullish with a score of 61.6 percent.
| Dow Jones Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 33.5 | 48.0 | 17.4 |
| – Percent of Open Interest Shorts: | 40.3 | 45.5 | 13.1 |
| – Net Position: | -6,836 | 2,518 | 4,318 |
| – Gross Longs: | 34,083 | 48,778 | 17,643 |
| – Gross Shorts: | 40,919 | 46,260 | 13,325 |
| – Long to Short Ratio: | 0.8 to 1 | 1.1 to 1 | 1.3 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 27.3 | 65.5 | 61.6 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -13.1 | 13.1 | -1.2 |
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 94.0 percent. The commercials are Bearish-Extreme with a score of 10.8 percent and the small traders (not shown in chart) are Bearish with a score of 25.0 percent.
| Nasdaq Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 33.5 | 50.5 | 14.2 |
| – Percent of Open Interest Shorts: | 20.4 | 60.3 | 17.5 |
| – Net Position: | 33,933 | -25,451 | -8,482 |
| – Gross Longs: | 86,716 | 130,523 | 36,787 |
| – Gross Shorts: | 52,783 | 155,974 | 45,269 |
| – Long to Short Ratio: | 1.6 to 1 | 0.8 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 94.0 | 10.8 | 25.0 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 20.7 | -22.1 | -2.5 |
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 Bearish with a score of 39.2 percent. The commercials are Bullish with a score of 52.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.8 percent.
| Russell 2000 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 13.0 | 77.4 | 8.5 |
| – Percent of Open Interest Shorts: | 19.7 | 74.7 | 4.6 |
| – Net Position: | -31,141 | 12,788 | 18,353 |
| – Gross Longs: | 60,401 | 359,478 | 39,571 |
| – Gross Shorts: | 91,542 | 346,690 | 21,218 |
| – Long to Short Ratio: | 0.7 to 1 | 1.0 to 1 | 1.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 39.2 | 52.6 | 84.8 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 19.2 | -21.4 | 13.7 |
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 63.9 percent. The commercials are Bearish with a score of 45.1 percent and the small traders (not shown in chart) are Bearish with a score of 31.0 percent.
| Nikkei Stock Average Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.6 | 58.2 | 26.8 |
| – Percent of Open Interest Shorts: | 4.4 | 70.2 | 24.9 |
| – Net Position: | 1,768 | -2,099 | 331 |
| – Gross Longs: | 2,545 | 10,166 | 4,686 |
| – Gross Shorts: | 777 | 12,265 | 4,355 |
| – Long to Short Ratio: | 3.3 to 1 | 0.8 to 1 | 1.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 63.9 | 45.1 | 31.0 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 2.0 | 5.8 | -28.8 |
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 Bearish-Extreme with a score of 19.9 percent. The commercials are Bullish with a score of 78.3 percent and the small traders (not shown in chart) are Bearish with a score of 40.8 percent.
| MSCI EAFE Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 6.8 | 90.2 | 2.4 |
| – Percent of Open Interest Shorts: | 4.7 | 93.0 | 1.7 |
| – Net Position: | 8,636 | -11,389 | 2,753 |
| – Gross Longs: | 27,744 | 368,338 | 9,731 |
| – Gross Shorts: | 19,108 | 379,727 | 6,978 |
| – Long to Short Ratio: | 1.5 to 1 | 1.0 to 1 | 1.4 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 19.9 | 78.3 | 40.8 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -6.9 | 11.0 | -22.7 |
Article By InvestMacro – 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).See CFTC criteria here.
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