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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 03 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.
3-Month Eurodollars Futures:
The 3-Month Eurodollars large speculator standing this week totaled a net position of -717,833 contracts in the data reported through Tuesday. This was a weekly boost of 23,042 contracts from the previous week which had a total of -740,875 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 42.4 percent. The commercials are Bullish with a score of 52.8 percent and the small traders (not shown in chart) are Bullish with a score of 79.9 percent.
| 3-Month Eurodollars Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 16.1 | 59.1 | 5.2 |
| – Percent of Open Interest Shorts: | 22.0 | 51.8 | 6.6 |
| – Net Position: | -717,833 | 894,167 | -176,334 |
| – Gross Longs: | 1,967,652 | 7,224,439 | 634,205 |
| – Gross Shorts: | 2,685,485 | 6,330,272 | 810,539 |
| – Long to Short Ratio: | 0.7 to 1 | 1.1 to 1 | 0.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 42.4 | 52.8 | 79.9 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 5.5 | -5.4 | 2.1 |
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30-Day Federal Funds Futures:
The 30-Day Federal Funds large speculator standing this week totaled a net position of -96,108 contracts in the data reported through Tuesday. This was a weekly boost of 30,447 contracts from the previous week which had a total of -126,555 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 27.8 percent. The commercials are Bullish with a score of 71.3 percent and the small traders (not shown in chart) are Bullish with a score of 74.6 percent.
| 30-Day Federal Funds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 5.2 | 74.0 | 3.8 |
| – Percent of Open Interest Shorts: | 15.1 | 64.3 | 3.6 |
| – Net Position: | -96,108 | 94,180 | 1,928 |
| – Gross Longs: | 50,309 | 719,410 | 36,786 |
| – Gross Shorts: | 146,417 | 625,230 | 34,858 |
| – Long to Short Ratio: | 0.3 to 1 | 1.2 to 1 | 1.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 27.8 | 71.3 | 74.6 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 19.8 | -20.1 | 9.1 |
2-Year Treasury Note Futures:
The 2-Year Treasury Note large speculator standing this week totaled a net position of 14,591 contracts in the data reported through Tuesday. This was a weekly gain of 68,922 contracts from the previous week which had a total of -54,331 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 100.0 percent. The commercials are Bearish-Extreme with a score of 11.1 percent and the small traders (not shown in chart) are Bearish with a score of 44.4 percent.
| 2-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 21.2 | 68.9 | 7.4 |
| – Percent of Open Interest Shorts: | 20.5 | 70.6 | 6.5 |
| – Net Position: | 14,591 | -32,724 | 18,133 |
| – Gross Longs: | 422,404 | 1,370,120 | 147,718 |
| – Gross Shorts: | 407,813 | 1,402,844 | 129,585 |
| – Long to Short Ratio: | 1.0 to 1 | 1.0 to 1 | 1.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 100.0 | 11.1 | 44.4 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 38.8 | -33.2 | 2.8 |
5-Year Treasury Note Futures:
The 5-Year Treasury Note large speculator standing this week totaled a net position of -85,023 contracts in the data reported through Tuesday. This was a weekly decrease of -54,998 contracts from the previous week which had a total of -30,025 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 81.1 percent. The commercials are Bearish with a score of 28.0 percent and the small traders (not shown in chart) are Bearish with a score of 20.3 percent.
| 5-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 12.7 | 76.6 | 8.7 |
| – Percent of Open Interest Shorts: | 15.1 | 70.6 | 12.2 |
| – Net Position: | -85,023 | 205,408 | -120,385 |
| – Gross Longs: | 436,172 | 2,635,043 | 300,909 |
| – Gross Shorts: | 521,195 | 2,429,635 | 421,294 |
| – Long to Short Ratio: | 0.8 to 1 | 1.1 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 81.1 | 28.0 | 20.3 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 13.0 | -12.7 | 8.1 |
10-Year Treasury Note Futures:
The 10-Year Treasury Note large speculator standing this week totaled a net position of 87,735 contracts in the data reported through Tuesday. This was a weekly decline of -76,756 contracts from the previous week which had a total of 164,491 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 90.8 percent. The commercials are Bearish with a score of 28.2 percent and the small traders (not shown in chart) are Bearish with a score of 22.4 percent.
| 10-Year Treasury Note Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 21.5 | 67.6 | 8.9 |
| – Percent of Open Interest Shorts: | 19.4 | 64.9 | 13.7 |
| – Net Position: | 87,735 | 108,613 | -196,348 |
| – Gross Longs: | 882,849 | 2,769,646 | 366,384 |
| – Gross Shorts: | 795,114 | 2,661,033 | 562,732 |
| – Long to Short Ratio: | 1.1 to 1 | 1.0 to 1 | 0.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 90.8 | 28.2 | 22.4 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 9.7 | -14.9 | 17.4 |
Ultra 10-Year Notes Futures:
The Ultra 10-Year Notes large speculator standing this week totaled a net position of 91,086 contracts in the data reported through Tuesday. This was a weekly decrease of -14,342 contracts from the previous week which had a total of 105,428 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 51.8 percent. The commercials are Bullish with a score of 60.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.5 percent.
| Ultra 10-Year Notes Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 14.3 | 76.0 | 8.8 |
| – Percent of Open Interest Shorts: | 8.1 | 72.2 | 19.0 |
| – Net Position: | 91,086 | 56,543 | -147,629 |
| – Gross Longs: | 208,538 | 1,109,320 | 129,073 |
| – Gross Shorts: | 117,452 | 1,052,777 | 276,702 |
| – Long to Short Ratio: | 1.8 to 1 | 1.1 to 1 | 0.5 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 51.8 | 60.1 | 8.5 |
| – COT Index Reading (3 Year Range): | Bullish | Bullish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -32.6 | 32.7 | 5.0 |
US Treasury Bonds Futures:
The US Treasury Bonds large speculator standing this week totaled a net position of -95,235 contracts in the data reported through Tuesday. This was a weekly lowering of -12,320 contracts from the previous week which had a total of -82,915 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 59.2 percent. The commercials are Bearish with a score of 47.0 percent and the small traders (not shown in chart) are Bullish with a score of 61.3 percent.
| US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 11.0 | 71.7 | 15.3 |
| – Percent of Open Interest Shorts: | 18.9 | 64.7 | 14.3 |
| – Net Position: | -95,235 | 84,277 | 10,958 |
| – Gross Longs: | 132,762 | 866,420 | 184,264 |
| – Gross Shorts: | 227,997 | 782,143 | 173,306 |
| – Long to Short Ratio: | 0.6 to 1 | 1.1 to 1 | 1.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 59.2 | 47.0 | 61.3 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -12.5 | 1.7 | 23.5 |
Ultra US Treasury Bonds Futures:
The Ultra US Treasury Bonds large speculator standing this week totaled a net position of -235,055 contracts in the data reported through Tuesday. This was a weekly boost of 1,184 contracts from the previous week which had a total of -236,239 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 89.3 percent. The commercials are Bearish with a score of 34.9 percent and the small traders (not shown in chart) are Bearish with a score of 30.7 percent.
| Ultra US Treasury Bonds Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 8.7 | 77.3 | 11.7 |
| – Percent of Open Interest Shorts: | 27.3 | 59.0 | 11.4 |
| – Net Position: | -235,055 | 231,709 | 3,346 |
| – Gross Longs: | 110,729 | 978,488 | 147,749 |
| – Gross Shorts: | 345,784 | 746,779 | 144,403 |
| – Long to Short Ratio: | 0.3 to 1 | 1.3 to 1 | 1.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 89.3 | 34.9 | 30.7 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -2.5 | -0.2 | 4.8 |
Article By CountingPips.com – 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).
Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).
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