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 release was delayed by the CFTC due to the New Year’s holiday.
The latest COT data is updated through Tuesday December 28th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
Highlighting the COT stock market data is the rebound in the VIX Volatility futures bearish bets after multiple weeks of bullish buying. The speculative net position in the VIX futures saw bearish bets rise last week by 15,586 contracts following declining bearish positions in the previous four straight weeks and in six out of the previous seven weeks. VIX bearish positions had risen as high as -103,286 contracts on November 2nd before seeing traders shed their bearish bets sharply over the next six weeks.
The only stock market that saw higher speculator bets last week were Dow Jones Industrial Average Mini positions (8,107 contracts).
The markets with lower speculator bets on the week were the VIX (-15,586 contracts), S&P500 Mini (-33,087 contracts), Nasdaq Mini (-11,256 contracts), Russell 2000 Mini (-8,126 contracts), Nikkei 225 USD (-333 contracts), MSCI EAFE Mini (-8,779 contracts) and the MSCI Emerging Markets Mini (-2,219 contracts).
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| Dec-28-2021 | OI | OI-Index | Spec-Net | Spec-Index | Com-Net | COM-Index | Smalls-Net | Smalls-Index |
|---|---|---|---|---|---|---|---|---|
| S&P500-Mini | 2,287,852 | 1 | 103,294 | 84 | -137,776 | 41 | 34,482 | 34 |
| Nikkei 225 | 15,319 | 3 | -7,795 | 40 | 6,861 | 64 | 934 | 39 |
| Nasdaq-Mini | 211,097 | 19 | 14,104 | 83 | -15,035 | 17 | 931 | 46 |
| DowJones-Mini | 96,749 | 65 | -1,158 | 34 | -1,929 | 60 | 3,087 | 55 |
| VIX | 277,502 | 20 | -47,195 | 71 | 56,225 | 31 | -9,030 | 22 |
| Nikkei 225 Yen | 41,696 | 17 | 3,115 | 30 | 13,623 | 71 | -16,738 | 46 |
VIX Volatility Futures:
The VIX Volatility large speculator standing this week equaled a net position of -47,195 contracts in the data reported through Tuesday. This was a weekly fall of -15,586 contracts from the previous week which had a total of -31,609 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 71.5 percent. The commercials are Bearish with a score of 31.2 percent and the small traders (not shown in chart) are Bearish with a score of 22.1 percent.
| VIX Volatility Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 21.2 | 51.3 | 6.4 |
| – Percent of Open Interest Shorts: | 38.2 | 31.0 | 9.7 |
| – Net Position: | -47,195 | 56,225 | -9,030 |
| – Gross Longs: | 58,799 | 142,296 | 17,818 |
| – Gross Shorts: | 105,994 | 86,071 | 26,848 |
| – Long to Short Ratio: | 0.6 to 1 | 1.7 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 71.5 | 31.2 | 22.1 |
| – Strength Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 6.4 | -7.0 | 8.2 |
S&P500 Mini Futures:
The S&P500 Mini large speculator standing this week equaled a net position of 103,294 contracts in the data reported through Tuesday. This was a weekly lowering of -33,087 contracts from the previous week which had a total of 136,381 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 84.2 percent. The commercials are Bearish with a score of 41.2 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: | 17.6 | 69.2 | 11.3 |
| – Percent of Open Interest Shorts: | 13.1 | 75.2 | 9.8 |
| – Net Position: | 103,294 | -137,776 | 34,482 |
| – Gross Longs: | 403,614 | 1,582,654 | 259,664 |
| – Gross Shorts: | 300,320 | 1,720,430 | 225,182 |
| – Long to Short Ratio: | 1.3 to 1 | 0.9 to 1 | 1.2 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 84.2 | 41.2 | 33.6 |
| – Strength Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -1.6 | 2.2 | -1.0 |
Dow Jones Mini Futures:
The Dow Jones Mini large speculator standing this week equaled a net position of -1,158 contracts in the data reported through Tuesday. This was a weekly gain of 8,107 contracts from the previous week which had a total of -9,265 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 34.4 percent. The commercials are Bullish with a score of 60.0 percent and the small traders (not shown in chart) are Bullish with a score of 55.0 percent.
| Dow Jones Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 36.8 | 47.5 | 15.1 |
| – Percent of Open Interest Shorts: | 38.0 | 49.5 | 11.9 |
| – Net Position: | -1,158 | -1,929 | 3,087 |
| – Gross Longs: | 35,616 | 45,963 | 14,621 |
| – Gross Shorts: | 36,774 | 47,892 | 11,534 |
| – Long to Short Ratio: | 1.0 to 1 | 1.0 to 1 | 1.3 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 34.4 | 60.0 | 55.0 |
| – Strength Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 3.9 | -1.9 | -8.6 |
Nasdaq Mini Futures:
The Nasdaq Mini large speculator standing this week equaled a net position of 14,104 contracts in the data reported through Tuesday. This was a weekly fall of -11,256 contracts from the previous week which had a total of 25,360 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 82.9 percent. The commercials are Bearish-Extreme with a score of 17.3 percent and the small traders (not shown in chart) are Bearish with a score of 46.1 percent.
| Nasdaq Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 32.8 | 49.3 | 16.8 |
| – Percent of Open Interest Shorts: | 26.2 | 56.4 | 16.4 |
| – Net Position: | 14,104 | -15,035 | 931 |
| – Gross Longs: | 69,315 | 104,127 | 35,448 |
| – Gross Shorts: | 55,211 | 119,162 | 34,517 |
| – Long to Short Ratio: | 1.3 to 1 | 0.9 to 1 | 1.0 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 82.9 | 17.3 | 46.1 |
| – Strength Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 0.4 | -3.4 | 10.9 |
Russell 2000 Mini Futures:
The Russell 2000 Mini large speculator standing this week equaled a net position of -20,299 contracts in the data reported through Tuesday. This was a weekly reduction of -8,126 contracts from the previous week which had a total of -12,173 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 46.5 percent. The commercials are Bearish with a score of 48.8 percent and the small traders (not shown in chart) are Bullish with a score of 70.9 percent.
| Russell 2000 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 15.8 | 76.7 | 6.8 |
| – Percent of Open Interest Shorts: | 20.2 | 75.2 | 3.9 |
| – Net Position: | -20,299 | 6,890 | 13,409 |
| – Gross Longs: | 72,956 | 353,989 | 31,421 |
| – Gross Shorts: | 93,255 | 347,099 | 18,012 |
| – Long to Short Ratio: | 0.8 to 1 | 1.0 to 1 | 1.7 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 46.5 | 48.8 | 70.9 |
| – Strength Index Reading (3 Year Range): | Bearish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -0.1 | 4.7 | -19.9 |
Nikkei Stock Average (USD) Futures:
The Nikkei Stock Average (USD) large speculator standing this week equaled a net position of -7,795 contracts in the data reported through Tuesday. This was a weekly fall of -333 contracts from the previous week which had a total of -7,462 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 40.4 percent. The commercials are Bullish with a score of 64.0 percent and the small traders (not shown in chart) are Bearish with a score of 38.8 percent.
| Nikkei Stock Average Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 10.7 | 63.2 | 25.9 |
| – Percent of Open Interest Shorts: | 61.5 | 18.4 | 19.8 |
| – Net Position: | -7,795 | 6,861 | 934 |
| – Gross Longs: | 1,633 | 9,684 | 3,969 |
| – Gross Shorts: | 9,428 | 2,823 | 3,035 |
| – Long to Short Ratio: | 0.2 to 1 | 3.4 to 1 | 1.3 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 40.4 | 64.0 | 38.8 |
| – Strength Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -44.0 | 45.9 | 1.4 |
MSCI EAFE Mini Futures:
The MSCI EAFE Mini large speculator standing this week equaled a net position of 5,290 contracts in the data reported through Tuesday. This was a weekly decline of -8,779 contracts from the previous week which had a total of 14,069 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 14.3 percent. The commercials are Bullish-Extreme with a score of 80.5 percent and the small traders (not shown in chart) are Bullish with a score of 58.6 percent.
| MSCI EAFE Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 6.2 | 90.6 | 2.9 |
| – Percent of Open Interest Shorts: | 4.8 | 93.2 | 1.7 |
| – Net Position: | 5,290 | -10,002 | 4,712 |
| – Gross Longs: | 23,909 | 349,662 | 11,330 |
| – Gross Shorts: | 18,619 | 359,664 | 6,618 |
| – Long to Short Ratio: | 1.3 to 1 | 1.0 to 1 | 1.7 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 14.3 | 80.5 | 58.6 |
| – Strength Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -8.0 | -0.6 | 47.2 |
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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