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 August 9th 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 higher this week as five out of the seven stock markets we cover had higher positioning this week while two markets had decreasing spec contracts.
Leading the gains for stock markets was the MSCI EAFE Mini (8,666 contracts) and the Russell 2000 Mini (7,087 contracts) with the Dow Jones Mini (5,711 contracts), VIX (643 contracts) and Nikkei 225 USD (375 contracts) also showing positive weeks.
Free Reports:
The stock markets leading the declines this week were the S&P500 Mini (-12,376 contracts) and the Nasdaq Mini (-3,637 contracts) with falling speculator bets on the week.
| Aug-09-2022 | OI | OI-Index | Spec-Net | Spec-Index | Com-Net | COM-Index | Smalls-Net | Smalls-Index |
|---|---|---|---|---|---|---|---|---|
| S&P500-Mini | 2,299,388 | 8 | -244,261 | 11 | 312,241 | 100 | -67,980 | 12 |
| Nikkei 225 | 14,297 | 10 | -4,260 | 57 | 3,462 | 47 | 798 | 38 |
| Nasdaq-Mini | 258,784 | 47 | 21,075 | 87 | -1,167 | 26 | -19,908 | 8 |
| DowJones-Mini | 75,394 | 35 | -12,710 | 21 | 17,168 | 82 | -4,458 | 15 |
| VIX | 341,699 | 39 | -98,195 | 60 | 103,104 | 39 | -4,909 | 68 |
| Nikkei 225 Yen | 59,192 | 42 | 7,655 | 58 | 23,075 | 84 | -30,730 | 11 |
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 (86.8 percent) continues to lead stocks and remains in a bullish extreme position (above 80 percent). The VIX (60.1 percent) and the Nikkei USD (57.2 percent) come in as the next highest stock markets in strength scores. On the downside, the Russell 2000-Mini (4.0 percent), the S&P500-Mini (10.9 percent) and the EAFE-Mini (11.7 percent) come in as the lowest strength scores currently and are all in bearish extreme speculator levels (below 20 percent).
Strength Statistics:
VIX (60.1 percent) vs VIX previous week (59.8 percent)
S&P500-Mini (10.9 percent) vs S&P500-Mini previous week (13.2 percent)
DowJones-Mini (21.4 percent) vs DowJones-Mini previous week (13.8 percent)
Nasdaq-Mini (86.8 percent) vs Nasdaq-Mini previous week (88.8 percent)
Russell2000-Mini (4.0 percent) vs Russell2000-Mini previous week (0.0 percent)
Nikkei USD (57.2 percent) vs Nikkei USD previous week (55.4 percent)
EAFE-Mini (11.7 percent) vs EAFE-Mini previous week (1.9 percent)
Strength Score Trends (or move index, calculates the 6-week changes in strength scores) show that the DowJones-Mini (16.5 percent) leads the past six weeks trends for stocks and is the only positive mover in the data. The VIX (-24.3 percent), the EAFE-Mini (-23.6 percent) and the S&P500-Mini (-19.5 percent) lead the downside trend scores currently. The data shows that overall, the speculators have had a bearish tilt over that past six weeks.
Strength Trend Statistics:
VIX (-24.3 percent) vs VIX previous week (-24.5 percent)
S&P500-Mini (-19.5 percent) vs S&P500-Mini previous week (-21.8 percent)
DowJones-Mini (16.5 percent) vs DowJones-Mini previous week (9.4 percent)
Nasdaq-Mini (-1.7 percent) vs Nasdaq-Mini previous week (-3.4 percent)
Russell2000-Mini (-4.6 percent) vs Russell2000-Mini previous week (-8.1 percent)
Nikkei USD (-12.6 percent) vs Nikkei USD previous week (-14.5 percent)
EAFE-Mini (-23.6 percent) vs EAFE-Mini previous week (-35.9 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 60.1 percent. The commercials are Bearish with a score of 39.3 percent and the small traders (not shown in chart) are Bullish with a score of 67.5 percent.
| VIX Volatility Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 12.1 | 60.9 | 7.4 |
| – Percent of Open Interest Shorts: | 40.8 | 30.7 | 8.8 |
| – Net Position: | -98,195 | 103,104 | -4,909 |
| – Gross Longs: | 41,377 | 208,085 | 25,269 |
| – Gross Shorts: | 139,572 | 104,981 | 30,178 |
| – Long to Short Ratio: | 0.3 to 1 | 2.0 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 60.1 | 39.3 | 67.5 |
| – Strength Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -24.3 | 22.6 | 11.2 |
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 10.9 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 12.1 percent.
| S&P500 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 9.9 | 77.6 | 9.5 |
| – Percent of Open Interest Shorts: | 20.5 | 64.1 | 12.5 |
| – Net Position: | -244,261 | 312,241 | -67,980 |
| – Gross Longs: | 227,064 | 1,785,298 | 218,709 |
| – Gross Shorts: | 471,325 | 1,473,057 | 286,689 |
| – Long to Short Ratio: | 0.5 to 1 | 1.2 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 10.9 | 100.0 | 12.1 |
| – Strength Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -19.5 | 21.1 | -8.1 |
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 21.4 percent. The commercials are Bullish-Extreme with a score of 82.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.6 percent.
| Dow Jones Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 26.5 | 59.1 | 13.7 |
| – Percent of Open Interest Shorts: | 43.4 | 36.3 | 19.7 |
| – Net Position: | -12,710 | 17,168 | -4,458 |
| – Gross Longs: | 20,008 | 44,527 | 10,357 |
| – Gross Shorts: | 32,718 | 27,359 | 14,815 |
| – Long to Short Ratio: | 0.6 to 1 | 1.6 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 21.4 | 82.0 | 14.6 |
| – Strength Index Reading (3 Year Range): | Bearish | Bullish-Extreme | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 16.5 | -16.8 | 0.8 |
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 Bullish-Extreme with a score of 86.8 percent. The commercials are Bearish with a score of 25.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 7.5 percent.
| Nasdaq Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 28.6 | 57.8 | 11.7 |
| – Percent of Open Interest Shorts: | 20.4 | 58.3 | 19.4 |
| – Net Position: | 21,075 | -1,167 | -19,908 |
| – Gross Longs: | 73,939 | 149,705 | 30,221 |
| – Gross Shorts: | 52,864 | 150,872 | 50,129 |
| – Long to Short Ratio: | 1.4 to 1 | 1.0 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 86.8 | 25.8 | 7.5 |
| – Strength Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -1.7 | 11.5 | -32.2 |
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 4.0 percent. The commercials are Bullish-Extreme with a score of 96.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.4 percent.
| Russell 2000 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 5.2 | 89.8 | 3.6 |
| – Percent of Open Interest Shorts: | 26.0 | 68.2 | 4.4 |
| – Net Position: | -112,867 | 117,463 | -4,596 |
| – Gross Longs: | 28,422 | 488,823 | 19,479 |
| – Gross Shorts: | 141,289 | 371,360 | 24,075 |
| – Long to Short Ratio: | 0.2 to 1 | 1.3 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 4.0 | 96.6 | 13.4 |
| – Strength Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -4.6 | 3.9 | 2.3 |
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 with a score of 57.2 percent. The commercials are Bearish with a score of 47.0 percent and the small traders (not shown in chart) are Bearish with a score of 38.3 percent.
| Nikkei Stock Average Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 15.9 | 56.1 | 27.4 |
| – Percent of Open Interest Shorts: | 45.7 | 31.9 | 21.9 |
| – Net Position: | -4,260 | 3,462 | 798 |
| – Gross Longs: | 2,278 | 8,017 | 3,922 |
| – Gross Shorts: | 6,538 | 4,555 | 3,124 |
| – Long to Short Ratio: | 0.3 to 1 | 1.8 to 1 | 1.3 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 57.2 | 47.0 | 38.3 |
| – Strength Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -12.6 | 6.8 | 16.1 |
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 11.7 percent. The commercials are Bullish-Extreme with a score of 93.2 percent and the small traders (not shown in chart) are Bearish with a score of 39.4 percent.
| MSCI EAFE Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 5.1 | 92.4 | 2.0 |
| – Percent of Open Interest Shorts: | 10.9 | 87.1 | 1.4 |
| – Net Position: | -22,848 | 20,497 | 2,351 |
| – Gross Longs: | 19,817 | 362,255 | 7,872 |
| – Gross Shorts: | 42,665 | 341,758 | 5,521 |
| – 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): | 11.7 | 93.2 | 39.4 |
| – Strength Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -23.6 | 24.6 | -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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