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 July 12th and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
COT stock market speculator bets were mostly lower this week as three out of the seven stock markets we cover had higher positioning while the other four markets had lower weekly net changes.
Leading the gains for stock markets was the MSCI EAFE Mini (11,147 contracts) with the Dow Jones Industrial Average Mini (3,240 contracts) and Russell 2000 Mini (815 contracts) also showing positive weeks.
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Meanwhile, leading the declines in speculator bets this week were the S&P500 Mini (-31,846 contracts) and the VIX (-20,866 contracts) with the Nasdaq Mini (-11,479 contracts) and the Nikkei 225 USD (-206 contracts) also registering lower bets on the week.
| Jul-12-2022 | OI | OI-Index | Spec-Net | Spec-Index | Com-Net | COM-Index | Smalls-Net | Smalls-Index |
|---|---|---|---|---|---|---|---|---|
| S&P500-Mini | 2,317,580 | 8 | -215,528 | 16 | 247,687 | 100 | -32,159 | 20 |
| Nikkei 225 | 13,053 | 7 | -1,951 | 68 | 3,206 | 46 | -1,255 | 13 |
| Nasdaq-Mini | 254,260 | 45 | 19,416 | 86 | -9,589 | 21 | -9,827 | 28 |
| DowJones-Mini | 67,254 | 24 | -19,843 | 11 | 25,635 | 94 | -5,792 | 7 |
| VIX | 281,586 | 21 | -66,367 | 76 | 73,802 | 25 | -7,435 | 55 |
| Nikkei 225 Yen | 61,838 | 46 | 7,547 | 57 | 25,338 | 88 | -32,885 | 7 |
Strength Scores (a normalized measure of Speculator positions over a 3-Year range, from 0 to 100 where above 80 is extreme bullish and below 20 is extreme bearish) show that the Nasdaq-Mini (85.9 percent) leads the stocks and is currently in a bullish extreme position. The VIX (76.0 percent) and the Nikkei USD (68.2 percent) come in as the next highest stock markets in strength scores. On the downside, the Russell2000-Mini (0.5 percent) comes in at the lowest strength level currently (extreme bearish) and continues to scrape the bottom of its 3-year range. The DowJones-Mini (11.1 percent), EAFE-Mini (12.6 percent) and the S&P500-Mini (16.3 percent) round out the next lowest scores and are also in extreme bearish levels (below 20 percent).
Strength Statistics:
VIX (76.0 percent) vs VIX previous week (86.4 percent)
S&P500-Mini (16.3 percent) vs S&P500-Mini previous week (22.2 percent)
DowJones-Mini (11.1 percent) vs DowJones-Mini previous week (7.1 percent)
Nasdaq-Mini (85.9 percent) vs Nasdaq-Mini previous week (92.3 percent)
Russell2000-Mini (0.5 percent) vs Russell2000-Mini previous week (0.0 percent)
Nikkei USD (68.2 percent) vs Nikkei USD previous week (69.2 percent)
EAFE-Mini (12.6 percent) vs EAFE-Mini previous week (0.0 percent)
Strength Score Trends (or move index, that calculates the 6-week changes in strength scores) show that the DowJones-Mini (7.8 percent) leads the past six weeks trends for stocks currently. The Nasdaq-Mini (7.7 percent) and the Nikkei USD (5.4 percent) fill out the top movers in the latest trends data. The S&P500-Mini (-44.0 percent) and the Russell 2000-Mini (-22.2 percent) lead the downside trend scores this week followed by the EAFE-Mini (-20.7 percent) which saw an improvement from last week (-37.5 percent).
Strength Trend Statistics:
VIX (-10.8 percent) vs VIX previous week (-1.0 percent)
S&P500-Mini (-44.0 percent) vs S&P500-Mini previous week (-43.1 percent)
DowJones-Mini (7.8 percent) vs DowJones-Mini previous week (1.2 percent)
Nasdaq-Mini (7.7 percent) vs Nasdaq-Mini previous week (9.6 percent)
Russell2000-Mini (-22.2 percent) vs Russell2000-Mini previous week (-24.8 percent)
Nikkei USD (5.4 percent) vs Nikkei USD previous week (-1.1 percent)
EAFE-Mini (-20.7 percent) vs EAFE-Mini previous week (-37.5 percent)
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 76.0 percent. The commercials are Bearish with a score of 25.0 percent and the small traders (not shown in chart) are Bullish with a score of 55.3 percent.
| VIX Volatility Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.5 | 59.2 | 8.2 |
| – Percent of Open Interest Shorts: | 38.1 | 33.0 | 10.8 |
| – Net Position: | -66,367 | 73,802 | -7,435 |
| – Gross Longs: | 40,825 | 166,659 | 23,039 |
| – Gross Shorts: | 107,192 | 92,857 | 30,474 |
| – Long to Short Ratio: | 0.4 to 1 | 1.8 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 76.0 | 25.0 | 55.3 |
| – Strength Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -10.8 | 10.1 | 4.8 |
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 16.3 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 19.6 percent.
| S&P500 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 9.7 | 77.8 | 10.1 |
| – Percent of Open Interest Shorts: | 19.0 | 67.1 | 11.4 |
| – Net Position: | -215,528 | 247,687 | -32,159 |
| – Gross Longs: | 224,577 | 1,802,289 | 233,148 |
| – Gross Shorts: | 440,105 | 1,554,602 | 265,307 |
| – Long to Short Ratio: | 0.5 to 1 | 1.2 to 1 | 0.9 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 16.3 | 100.0 | 19.6 |
| – Strength Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -44.0 | 39.8 | -1.6 |
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 Bearish-Extreme with a score of 11.1 percent. The commercials are Bullish-Extreme with a score of 93.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 7.5 percent.
| Dow Jones Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 20.3 | 64.3 | 14.5 |
| – Percent of Open Interest Shorts: | 49.8 | 26.2 | 23.1 |
| – Net Position: | -19,843 | 25,635 | -5,792 |
| – Gross Longs: | 13,674 | 43,227 | 9,777 |
| – Gross Shorts: | 33,517 | 17,592 | 15,569 |
| – Long to Short Ratio: | 0.4 to 1 | 2.5 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 11.1 | 93.9 | 7.5 |
| – Strength Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 7.8 | -5.1 | -11.5 |
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-Extreme with a score of 85.9 percent. The commercials are Bearish with a score of 20.6 percent and the small traders (not shown in chart) are Bearish with a score of 28.3 percent.
| Nasdaq Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 30.3 | 55.4 | 12.7 |
| – Percent of Open Interest Shorts: | 22.6 | 59.1 | 16.6 |
| – Net Position: | 19,416 | -9,589 | -9,827 |
| – Gross Longs: | 76,972 | 140,774 | 32,410 |
| – Gross Shorts: | 57,556 | 150,363 | 42,237 |
| – Long to Short Ratio: | 1.3 to 1 | 0.9 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 85.9 | 20.6 | 28.3 |
| – Strength Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 7.7 | -8.3 | -0.7 |
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 Bearish-Extreme with a score of 0.5 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 8.4 percent.
| Russell 2000 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 6.9 | 89.0 | 3.1 |
| – Percent of Open Interest Shorts: | 26.9 | 67.9 | 4.2 |
| – Net Position: | -117,778 | 123,998 | -6,220 |
| – Gross Longs: | 40,461 | 523,195 | 18,305 |
| – Gross Shorts: | 158,239 | 399,197 | 24,525 |
| – Long to Short Ratio: | 0.3 to 1 | 1.3 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 0.5 | 100.0 | 8.4 |
| – Strength Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -22.2 | 22.1 | -9.9 |
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 Bullish with a score of 68.2 percent. The commercials are Bearish with a score of 45.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.6 percent.
| Nikkei Stock Average Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 22.9 | 62.1 | 14.8 |
| – Percent of Open Interest Shorts: | 37.9 | 37.5 | 24.4 |
| – Net Position: | -1,951 | 3,206 | -1,255 |
| – Gross Longs: | 2,991 | 8,101 | 1,931 |
| – Gross Shorts: | 4,942 | 4,895 | 3,186 |
| – Long to Short Ratio: | 0.6 to 1 | 1.7 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 68.2 | 45.7 | 12.6 |
| – Strength Index Reading (3 Year Range): | Bullish | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 5.4 | -2.0 | -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-Extreme with a score of 12.6 percent. The commercials are Bullish-Extreme with a score of 93.1 percent and the small traders (not shown in chart) are Bearish with a score of 44.2 percent.
| MSCI EAFE Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 5.7 | 91.3 | 2.4 |
| – Percent of Open Interest Shorts: | 10.9 | 86.8 | 1.7 |
| – Net Position: | -22,036 | 19,139 | 2,897 |
| – Gross Longs: | 24,616 | 391,518 | 10,216 |
| – Gross Shorts: | 46,652 | 372,379 | 7,319 |
| – Long to Short Ratio: | 0.5 to 1 | 1.1 to 1 | 1.4 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 12.6 | 93.1 | 44.2 |
| – Strength Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -20.7 | 23.6 | -14.0 |
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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