By InvestMacro
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 October 29th and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
The COT stock markets speculator bets were overall lower this week as two out of the seven stock markets we cover had higher positioning while the other five markets had lower speculator contracts.
Free Reports:
Leading the gains for the stock markets was the S&P500-Mini (39,717 contracts) with the Nasdaq-Mini (2,462 contracts) also showing a rising week.
The markets with the declines in speculator bets this week were the Russell-Mini (-6,844 contracts), the VIX (-5,597 contracts), the DowJones-Mini (-2,611 contracts), the Nikkei 225 (-498 contracts) and with the MSCI EAFE-Mini (-143 contracts) also seeing lower bets on the week.
Legend: Weekly Speculators Change | Speculators Current Net Position | Speculators Strength Score compared to last 3-Years (0-100 range)
COT 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) showed that the VIX (95 percent) and the Russell-Mini (90 percent) lead the stock markets this week. The DowJones-Mini (76 percent) and S&P500-Mini (74 percent) come in as the next highest in the weekly strength scores.
On the downside, the MSCI EAFE-Mini (31 percent) comes in at the lowest strength level currently.
Strength Statistics:
VIX (94.9 percent) vs VIX previous week (100.0 percent)
S&P500-Mini (74.1 percent) vs S&P500-Mini previous week (68.2 percent)
DowJones-Mini (76.0 percent) vs DowJones-Mini previous week (80.2 percent)
Nasdaq-Mini (47.1 percent) vs Nasdaq-Mini previous week (43.3 percent)
Russell2000-Mini (90.2 percent) vs Russell2000-Mini previous week (94.8 percent)
Nikkei USD (59.2 percent) vs Nikkei USD previous week (63.4 percent)
EAFE-Mini (31.3 percent) vs EAFE-Mini previous week (31.5 percent)
COT Strength Score Trends (or move index, calculates the 6-week changes in strength scores) showed that the S&P500-Mini (28 percent) leads the past six weeks trends for the stock markets. The Russell-Mini (6 percent), the MSCI EAFE-Mini (6 percent) and the VIX (4 percent) are the next highest positive movers in the latest trends data.
The Nasdaq-Mini (-22 percent) leads the downside trend scores currently followed by the DowJones-Mini (-8 percent) with a lower trend score.
Strength Trend Statistics:
VIX (4.5 percent) vs VIX previous week (17.3 percent)
S&P500-Mini (27.7 percent) vs S&P500-Mini previous week (12.3 percent)
DowJones-Mini (-8.1 percent) vs DowJones-Mini previous week (6.6 percent)
Nasdaq-Mini (-21.9 percent) vs Nasdaq-Mini previous week (-35.6 percent)
Russell2000-Mini (6.1 percent) vs Russell2000-Mini previous week (8.9 percent)
Nikkei USD (-6.3 percent) vs Nikkei USD previous week (16.2 percent)
EAFE-Mini (6.3 percent) vs EAFE-Mini previous week (-5.9 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-Extreme with a score of 94.9 percent. The commercials are Bearish-Extreme with a score of 5.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 95.2 percent.
Our weekly trend-following model classifies the current market price position as: Strong Uptrend.
| VIX Volatility Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 29.5 | 40.0 | 9.1 |
| – Percent of Open Interest Shorts: | 30.0 | 40.8 | 7.8 |
| – Net Position: | -1,572 | -2,596 | 4,168 |
| – Gross Longs: | 95,529 | 129,726 | 29,505 |
| – Gross Shorts: | 97,101 | 132,322 | 25,337 |
| – Long to Short Ratio: | 1.0 to 1 | 1.0 to 1 | 1.2 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 94.9 | 5.8 | 95.2 |
| – Strength Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 4.5 | -11.8 | 37.0 |
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 74.1 percent. The commercials are Bearish-Extreme with a score of 15.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 96.5 percent.
Our weekly trend-following model classifies the current market price position as: Uptrend.
| S&P500 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 16.9 | 68.1 | 12.6 |
| – Percent of Open Interest Shorts: | 14.0 | 76.3 | 7.3 |
| – Net Position: | 62,698 | -177,608 | 114,910 |
| – Gross Longs: | 366,915 | 1,476,451 | 272,342 |
| – Gross Shorts: | 304,217 | 1,654,059 | 157,432 |
| – Long to Short Ratio: | 1.2 to 1 | 0.9 to 1 | 1.7 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 74.1 | 15.4 | 96.5 |
| – Strength Index Reading (3 Year Range): | Bullish | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 27.7 | -29.7 | 13.7 |
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 Bullish with a score of 76.0 percent. The commercials are Bearish-Extreme with a score of 19.5 percent and the small traders (not shown in chart) are Bullish with a score of 74.3 percent.
Our weekly trend-following model classifies the current market price position as: Uptrend.
| Dow Jones Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 25.7 | 53.3 | 18.3 |
| – Percent of Open Interest Shorts: | 15.0 | 67.7 | 14.6 |
| – Net Position: | 9,625 | -12,902 | 3,277 |
| – Gross Longs: | 23,118 | 47,980 | 16,452 |
| – Gross Shorts: | 13,493 | 60,882 | 13,175 |
| – Long to Short Ratio: | 1.7 to 1 | 0.8 to 1 | 1.2 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 76.0 | 19.5 | 74.3 |
| – Strength Index Reading (3 Year Range): | Bullish | Bearish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -8.1 | 4.5 | 11.6 |
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 with a score of 47.1 percent. The commercials are Bearish with a score of 34.7 percent and the small traders (not shown in chart) are Bullish with a score of 75.7 percent.
Our weekly trend-following model classifies the current market price position as: Strong Uptrend.
| Nasdaq Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 22.5 | 59.4 | 15.4 |
| – Percent of Open Interest Shorts: | 20.5 | 65.7 | 11.1 |
| – Net Position: | 5,122 | -16,238 | 11,116 |
| – Gross Longs: | 57,891 | 152,916 | 39,683 |
| – Gross Shorts: | 52,769 | 169,154 | 28,567 |
| – Long to Short Ratio: | 1.1 to 1 | 0.9 to 1 | 1.4 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 47.1 | 34.7 | 75.7 |
| – Strength Index Reading (3 Year Range): | Bearish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -21.9 | 18.3 | -4.9 |
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-Extreme with a score of 90.2 percent. The commercials are Bearish-Extreme with a score of 7.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.2 percent.
Our weekly trend-following model classifies the current market price position as: Uptrend.
| Russell 2000 Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 18.0 | 71.6 | 7.5 |
| – Percent of Open Interest Shorts: | 15.3 | 77.8 | 4.0 |
| – Net Position: | 11,943 | -27,139 | 15,196 |
| – Gross Longs: | 78,765 | 313,576 | 32,828 |
| – Gross Shorts: | 66,822 | 340,715 | 17,632 |
| – Long to Short Ratio: | 1.2 to 1 | 0.9 to 1 | 1.9 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 90.2 | 7.3 | 80.2 |
| – Strength Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 6.1 | -7.0 | 8.3 |
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 59.2 percent. The commercials are Bearish with a score of 37.5 percent and the small traders (not shown in chart) are Bullish with a score of 60.1 percent.
Our weekly trend-following model classifies the current market price position as: Weak Uptrend.
| Nikkei Stock Average Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 2.0 | 70.2 | 27.7 |
| – Percent of Open Interest Shorts: | 24.7 | 55.7 | 19.5 |
| – Net Position: | -2,464 | 1,576 | 888 |
| – Gross Longs: | 221 | 7,620 | 3,008 |
| – Gross Shorts: | 2,685 | 6,044 | 2,120 |
| – Long to Short Ratio: | 0.1 to 1 | 1.3 to 1 | 1.4 to 1 |
| NET POSITION TREND: | |||
| – Strength Index Score (3 Year Range Pct): | 59.2 | 37.5 | 60.1 |
| – Strength Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -6.3 | 4.8 | 1.0 |
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 with a score of 69.2 percent and the small traders (not shown in chart) are Bearish with a score of 32.2 percent.
Our weekly trend-following model classifies the current market price position as: Weak Uptrend.
| MSCI EAFE Mini Futures Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 7.3 | 89.6 | 2.7 |
| – Percent of Open Interest Shorts: | 15.5 | 82.1 | 2.0 |
| – Net Position: | -34,871 | 31,843 | 3,028 |
| – Gross Longs: | 31,027 | 379,781 | 11,564 |
| – Gross Shorts: | 65,898 | 347,938 | 8,536 |
| – 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): | 31.3 | 69.2 | 32.2 |
| – Strength Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 6.3 | -2.4 | -17.8 |
Article By InvestMacro – Receive our weekly COT Newsletter
*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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