COT Futures: This Week’s Stock Market Charts

May 7, 2022

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 May 3rd 2022 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

The stock markets that saw higher speculator bets this week were VIX (10,496 contracts), Dow Jones Industrial Average Mini (2,604 contracts), Nasdaq Mini (259 contracts) and the MSCI EAFE Mini (6,851 contracts). The markets with lower speculator bets this week were S&P500 Mini (-70,543 contracts), Russell 2000 Mini (-538 contracts), Nikkei 225 USD (-4,249 contracts) and the MSCI Emerging Markets Mini (-12,388 contracts).


Speculator strength standings for each Stock Market where strength index is current net position compared to past three years, above 80 is bullish extreme, below 20 is bearish extreme OI Strength = Current Open Interest level compared to last 3 years range Spec Strength = Current Net Speculator level compared to last 3 years range Strength Move = Six week change of Spec Strength


Data Snapshot of Stock Market Traders | Columns Legend
May-03-2022 OI OI-Index Spec-Net Spec-Index Com-Net COM-Index Smalls-Net Smalls-Index
S&P500-Mini 2,208,674 4 52,207 66 -58,797 55 6,590 28
Nikkei 225 11,749 0 -1,925 68 4,181 51 -2,256 0
Nasdaq-Mini 226,722 29 16,092 84 -6,367 23 -9,725 28
DowJones-Mini 79,448 41 -19,181 12 19,042 86 139 39
VIX 320,512 33 -61,729 78 69,674 23 -7,945 53
Nikkei 225 Yen 39,065 13 -4,440 11 21,337 81 -16,897 40

 


VIX Volatility Futures:

VIX Volatility Futures COT ChartThe VIX Volatility large speculator standing this week came in at a net position of -61,729 contracts in the data reported through Tuesday. This was a weekly gain of 10,496 contracts from the previous week which had a total of -72,225 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 78.3 percent. The commercials are Bearish with a score of 23.0 percent and the small traders (not shown in chart) are Bullish with a score of 52.8 percent.


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VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.0 53.4 7.4
– Percent of Open Interest Shorts: 37.2 31.7 9.9
– Net Position: -61,729 69,674 -7,945
– Gross Longs: 57,620 171,272 23,726
– Gross Shorts: 119,349 101,598 31,671
– Long to Short Ratio: 0.5 to 1 1.7 to 1 0.7 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct): 78.3 23.0 52.8
– Strength Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -1.7 1.6 0.5

 


S&P500 Mini Futures:

SP500 Mini Futures COT ChartThe S&P500 Mini large speculator standing this week came in at a net position of 52,207 contracts in the data reported through Tuesday. This was a weekly decrease of -70,543 contracts from the previous week which had a total of 122,750 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 65.9 percent. The commercials are Bullish with a score of 55.4 percent and the small traders (not shown in chart) are Bearish with a score of 27.7 percent.

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.3 69.9 11.1
– Percent of Open Interest Shorts: 14.0 72.5 10.8
– Net Position: 52,207 -58,797 6,590
– Gross Longs: 360,949 1,543,020 245,017
– Gross Shorts: 308,742 1,601,817 238,427
– Long to Short Ratio: 1.2 to 1 1.0 to 1 1.0 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct): 65.9 55.4 27.7
– Strength Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 19.7 -20.5 1.7

 


Dow Jones Mini Futures:

Dow Jones Mini Futures COT ChartThe Dow Jones Mini large speculator standing this week came in at a net position of -19,181 contracts in the data reported through Tuesday. This was a weekly rise of 2,604 contracts from the previous week which had a total of -21,785 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 11.9 percent. The commercials are Bullish-Extreme with a score of 85.8 percent and the small traders (not shown in chart) are Bearish with a score of 39.2 percent.

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.4 66.1 16.0
– Percent of Open Interest Shorts: 40.6 42.1 15.8
– Net Position: -19,181 19,042 139
– Gross Longs: 13,061 52,518 12,717
– Gross Shorts: 32,242 33,476 12,578
– Long to Short Ratio: 0.4 to 1 1.6 to 1 1.0 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct): 11.9 85.8 39.2
– Strength Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.4 4.3 4.3

 


Nasdaq Mini Futures:

Nasdaq Mini Futures COT ChartThe Nasdaq Mini large speculator standing this week came in at a net position of 16,092 contracts in the data reported through Tuesday. This was a weekly boost of 259 contracts from the previous week which had a total of 15,833 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 84.0 percent. The commercials are Bearish with a score of 22.6 percent and the small traders (not shown in chart) are Bearish with a score of 28.5 percent.

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 29.6 54.6 14.2
– Percent of Open Interest Shorts: 22.5 57.4 18.5
– Net Position: 16,092 -6,367 -9,725
– Gross Longs: 67,077 123,791 32,176
– Gross Shorts: 50,985 130,158 41,901
– Long to Short Ratio: 1.3 to 1 1.0 to 1 0.8 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct): 84.0 22.6 28.5
– Strength Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 7.4 -14.2 20.1

 


Russell 2000 Mini Futures:

Russell 2000 Mini Futures COT ChartThe Russell 2000 Mini large speculator standing this week came in at a net position of -44,795 contracts in the data reported through Tuesday. This was a weekly decline of -538 contracts from the previous week which had a total of -44,257 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 29.9 percent. The commercials are Bullish with a score of 75.0 percent and the small traders (not shown in chart) are Bearish with a score of 25.7 percent.

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.8 83.6 4.3
– Percent of Open Interest Shorts: 19.9 74.0 4.9
– Net Position: -44,795 47,415 -2,620
– Gross Longs: 53,619 413,078 21,398
– Gross Shorts: 98,414 365,663 24,018
– Long to Short Ratio: 0.5 to 1 1.1 to 1 0.9 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct): 29.9 75.0 25.7
– Strength Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 1.8 -0.9 -3.6

 


Nikkei Stock Average (USD) Futures:

Nikkei Stock Average (USD) Futures COT ChartThe Nikkei Stock Average (USD) large speculator standing this week came in at a net position of -1,925 contracts in the data reported through Tuesday. This was a weekly lowering of -4,249 contracts from the previous week which had a total of 2,324 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 68.3 percent. The commercials are Bullish with a score of 50.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 7.5 71.3 20.7
– Percent of Open Interest Shorts: 23.8 35.7 39.9
– Net Position: -1,925 4,181 -2,256
– Gross Longs: 877 8,372 2,436
– Gross Shorts: 2,802 4,191 4,692
– Long to Short Ratio: 0.3 to 1 2.0 to 1 0.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct): 68.3 50.6 0.0
– Strength Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.9 8.9 -40.4

 


MSCI EAFE Mini Futures:

MSCI EAFE Mini Futures COT ChartThe MSCI EAFE Mini large speculator standing this week came in at a net position of -1,409 contracts in the data reported through Tuesday. This was a weekly rise of 6,851 contracts from the previous week which had a total of -8,260 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 21.9 percent. The commercials are Bullish with a score of 78.4 percent and the small traders (not shown in chart) are Bearish with a score of 45.3 percent.

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 4.8 92.0 2.4
– Percent of Open Interest Shorts: 5.2 92.4 1.7
– Net Position: -1,409 -1,604 3,013
– Gross Longs: 19,862 378,067 9,917
– Gross Shorts: 21,271 379,671 6,904
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.4 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct): 21.9 78.4 45.3
– Strength Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 3.4 -10.5 45.3

 


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*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.