By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT 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 January 25th and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
Highlighting the COT bonds data is the continued improvement in the 5-Year Bond speculator positions. Speculative positioning in the 5-Year has seen bearish bets sharply falling for the third consecutive week and by a total of 262,418 contracts over that time-frame. This improvement in the 5-Year brings the net speculator standing to the least bearish level in nineteen weeks, dating back to September 14th when the spec standing was -24,366 contracts.
Joining the 5-Year (76,717 contracts) in gaining this week were the 2-Year Bond (-6,759 contracts), 10-Year (6,786 contracts), Ultra 10-Year (18,302 contracts) and the Fed Funds (61,711 contracts) while decreasing bets for the week were seen in Ultra US Bond (-4,895 contracts), Long US Bond (-16,599 contracts) and the Eurodollar (-294,011 contracts).
| Jan-25-2022 | OI | OI-Index | Spec-Net | Spec-Index | Com-Net | COM-Index | Smalls-Net | Smalls-Index |
|---|---|---|---|---|---|---|---|---|
| Eurodollar | 11,211,597 | 49 | -2,121,304 | 0 | 2,542,838 | 100 | -421,534 | 14 |
| FedFunds | 1,790,901 | 58 | 49,437 | 46 | -26,161 | 57 | -23,276 | 4 |
| 2-Year | 2,112,007 | 13 | 31,877 | 89 | 32,983 | 27 | -64,860 | 4 |
| Long T-Bond | 1,193,450 | 48 | -64,095 | 70 | 74,281 | 44 | -10,186 | 45 |
| 10-Year | 3,750,564 | 47 | -264,656 | 31 | 500,631 | 85 | -235,975 | 24 |
| 5-Year | 3,979,852 | 46 | -140,457 | 57 | 401,407 | 66 | -260,950 | 9 |
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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 14.2 percent.
| 3-Month Eurodollars Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 6.7 | 74.7 | 3.9 |
| – Percent of Open Interest Shorts: | 25.7 | 52.1 | 7.7 |
| – Net Position: | -2,121,304 | 2,542,838 | -421,534 |
| – Gross Longs: | 756,358 | 8,378,627 | 438,371 |
| – Gross Shorts: | 2,877,662 | 5,835,789 | 859,905 |
| – Long to Short Ratio: | 0.3 to 1 | 1.4 to 1 | 0.5 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 0.0 | 100.0 | 14.2 |
| – Strength Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -8.6 | 7.5 | 6.9 |
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 45.7 percent. The commercials are Bullish with a score of 56.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.2 percent.
| 30-Day Federal Funds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 7.1 | 72.4 | 1.3 |
| – Percent of Open Interest Shorts: | 4.4 | 73.8 | 2.6 |
| – Net Position: | 49,437 | -26,161 | -23,276 |
| – Gross Longs: | 127,925 | 1,296,350 | 23,599 |
| – Gross Shorts: | 78,488 | 1,322,511 | 46,875 |
| – Long to Short Ratio: | 1.6 to 1 | 1.0 to 1 | 0.5 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 45.7 | 56.7 | 4.2 |
| – Strength Index Reading (3 Year Range): | Bearish | Bullish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 17.1 | -15.6 | -25.6 |
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-Extreme with a score of 88.7 percent. The commercials are Bearish with a score of 27.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 3.5 percent.
| 2-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 18.5 | 71.2 | 6.2 |
| – Percent of Open Interest Shorts: | 17.0 | 69.6 | 9.3 |
| – Net Position: | 31,877 | 32,983 | -64,860 |
| – Gross Longs: | 391,570 | 1,503,920 | 130,535 |
| – Gross Shorts: | 359,693 | 1,470,937 | 195,395 |
| – Long to Short Ratio: | 1.1 to 1 | 1.0 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 88.7 | 27.0 | 3.5 |
| – Strength Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -2.7 | 1.4 | 3.5 |
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 57.0 percent. The commercials are Bullish with a score of 66.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.4 percent.
| 5-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 10.8 | 79.5 | 6.6 |
| – Percent of Open Interest Shorts: | 14.3 | 69.4 | 13.1 |
| – Net Position: | -140,457 | 401,407 | -260,950 |
| – Gross Longs: | 429,836 | 3,162,224 | 262,210 |
| – Gross Shorts: | 570,293 | 2,760,817 | 523,160 |
| – Long to Short Ratio: | 0.8 to 1 | 1.1 to 1 | 0.5 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 57.0 | 66.3 | 9.4 |
| – Strength Index Reading (3 Year Range): | Bullish | Bullish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 36.4 | -21.5 | -9.2 |
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 Bearish with a score of 31.3 percent. The commercials are Bullish-Extreme with a score of 84.5 percent and the small traders (not shown in chart) are Bearish with a score of 23.7 percent.
| 10-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 10.8 | 77.8 | 8.3 |
| – Percent of Open Interest Shorts: | 17.9 | 64.4 | 14.6 |
| – Net Position: | -264,656 | 500,631 | -235,975 |
| – Gross Longs: | 406,213 | 2,917,637 | 312,418 |
| – Gross Shorts: | 670,869 | 2,417,006 | 548,393 |
| – Long to Short Ratio: | 0.6 to 1 | 1.2 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 31.3 | 84.5 | 23.7 |
| – Strength Index Reading (3 Year Range): | Bearish | Bullish-Extreme | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 1.4 | -3.9 | 5.2 |
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 with a score of 52.7 percent. The commercials are Bullish with a score of 67.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.2 percent.
| Ultra 10-Year Notes Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 19.4 | 71.3 | 7.9 |
| – Percent of Open Interest Shorts: | 12.6 | 65.3 | 20.8 |
| – Net Position: | 94,332 | 82,395 | -176,727 |
| – Gross Longs: | 266,673 | 977,595 | 107,990 |
| – Gross Shorts: | 172,341 | 895,200 | 284,717 |
| – Long to Short Ratio: | 1.5 to 1 | 1.1 to 1 | 0.4 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 52.7 | 67.4 | 9.2 |
| – Strength Index Reading (3 Year Range): | Bullish | Bullish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -3.6 | 3.1 | 1.5 |
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 70.4 percent. The commercials are Bearish with a score of 43.8 percent and the small traders (not shown in chart) are Bearish with a score of 44.5 percent.
| US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 8.8 | 75.2 | 14.3 |
| – Percent of Open Interest Shorts: | 14.2 | 69.0 | 15.1 |
| – Net Position: | -64,095 | 74,281 | -10,186 |
| – Gross Longs: | 104,960 | 897,501 | 170,480 |
| – Gross Shorts: | 169,055 | 823,220 | 180,666 |
| – Long to Short Ratio: | 0.6 to 1 | 1.1 to 1 | 0.9 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 70.4 | 43.8 | 44.5 |
| – Strength Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -9.6 | 25.2 | -41.5 |
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 45.2 percent. The commercials are Bullish with a score of 67.8 percent and the small traders (not shown in chart) are Bullish with a score of 50.5 percent.
| Ultra US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 5.4 | 82.4 | 11.6 |
| – Percent of Open Interest Shorts: | 32.1 | 58.1 | 9.2 |
| – Net Position: | -343,245 | 312,275 | 30,970 |
| – Gross Longs: | 69,036 | 1,059,367 | 149,528 |
| – Gross Shorts: | 412,281 | 747,092 | 118,558 |
| – Long to Short Ratio: | 0.2 to 1 | 1.4 to 1 | 1.3 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 45.2 | 67.8 | 50.5 |
| – Strength Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -20.7 | 25.8 | -1.3 |
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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