08 Oct

COT Stock Market Charts: VIX Volatility, E-Mini Futures, SP500, Nasdaq, Russell-2000 & Dow Jones Industrial

October 8, 2021

By InvestMacro COT Home | Data Tables | Data 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 October 05 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Data Snapshot of Stock Market Traders | Columns Legend
Oct-05-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
S&P500-Mini2,437,353172,78466-96,9034924,11931
Nikkei 22522,46023-3,944402,255611,68948
Nasdaq-Mini225,15128-2,653745,45130-2,79838
DowJones-Mini96,24065-6,175281,042645,13366
VIX307,66429-69,5885775,89844-6,31032
Nikkei 225 Yen56,302384,5733419,84194-24,41431

 

VIX Volatility Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe VIX Volatility large speculator standing this week recorded a net position of -69,588 contracts in the data reported through Tuesday. This was a weekly decline of -2,229 contracts from the previous week which had a total of -67,359 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 56.7 percent. The commercials are Bearish with a score of 44.4 percent and the small traders (not shown in chart) are Bearish with a score of 32.5 percent.

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VIX Volatility Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.553.27.3
– Percent of Open Interest Shorts:38.128.59.4
– Net Position:-69,58875,898-6,310
– Gross Longs:47,549163,65222,530
– Gross Shorts:117,13787,75428,840
– Long to Short Ratio:0.4 to 11.9 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):56.744.432.5
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:1.4-1.41.0

 

S&P500 Mini Futures:

2-Year Treasury Bonds Futures COT ChartThe S&P500 Mini large speculator standing this week recorded a net position of 72,784 contracts in the data reported through Tuesday. This was a weekly reduction of -373 contracts from the previous week which had a total of 73,157 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 66.4 percent. The commercials are Bearish with a score of 48.5 percent and the small traders (not shown in chart) are Bearish with a score of 31.4 percent.

S&P500 Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.271.610.8
– Percent of Open Interest Shorts:12.275.69.8
– Net Position:72,784-96,90324,119
– Gross Longs:369,7311,744,827263,418
– Gross Shorts:296,9471,841,730239,299
– Long to Short Ratio:1.2 to 10.9 to 11.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):66.448.531.4
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:10.25.2-18.3

 

Dow Jones Mini Futures:

5-Year Treasury Bonds Futures COT ChartThe Dow Jones Mini large speculator standing this week recorded a net position of -6,175 contracts in the data reported through Tuesday. This was a weekly lift of 1,506 contracts from the previous week which had a total of -7,681 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 28.2 percent. The commercials are Bullish with a score of 63.7 percent and the small traders (not shown in chart) are Bullish with a score of 65.9 percent.

Dow Jones Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:30.449.618.1
– Percent of Open Interest Shorts:36.948.612.8
– Net Position:-6,1751,0425,133
– Gross Longs:29,29047,77617,406
– Gross Shorts:35,46546,73412,273
– Long to Short Ratio:0.8 to 11.0 to 11.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):28.263.765.9
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-6.08.1-9.5

 

Nasdaq Mini Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Nasdaq Mini large speculator standing this week recorded a net position of -2,653 contracts in the data reported through Tuesday. This was a weekly reduction of -373 contracts from the previous week which had a total of -2,280 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 73.5 percent. The commercials are Bearish with a score of 29.9 percent and the small traders (not shown in chart) are Bearish with a score of 37.7 percent.

Nasdaq Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.154.317.4
– Percent of Open Interest Shorts:27.351.818.6
– Net Position:-2,6535,451-2,798
– Gross Longs:58,770122,15039,085
– Gross Shorts:61,423116,69941,883
– Long to Short Ratio:1.0 to 11.0 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):73.529.937.7
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-0.1-8.029.6

 

Russell 2000 Mini Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Russell 2000 Mini large speculator standing this week recorded a net position of -58,613 contracts in the data reported through Tuesday. This was a weekly reduction of -2,970 contracts from the previous week which had a total of -55,643 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 20.5 percent. The commercials are Bullish with a score of 76.1 percent and the small traders (not shown in chart) are Bullish with a score of 60.0 percent.

Russell 2000 Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:13.279.06.5
– Percent of Open Interest Shorts:26.368.04.4
– Net Position:-58,61349,0789,535
– Gross Longs:58,691351,91229,146
– Gross Shorts:117,304302,83419,611
– Long to Short Ratio:0.5 to 11.2 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):20.576.160.0
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:9.7-11.610.3

 

Nikkei Stock Average (USD) Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Nikkei Stock Average (USD) large speculator standing this week recorded a net position of -3,944 contracts in the data reported through Tuesday. This was a weekly rise of 3,004 contracts from the previous week which had a total of -6,948 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 40.5 percent. The commercials are Bullish with a score of 61.1 percent and the small traders (not shown in chart) are Bearish with a score of 48.4 percent.

Nikkei Stock Average Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:9.671.219.1
– Percent of Open Interest Shorts:27.261.111.6
– Net Position:-3,9442,2551,689
– Gross Longs:2,16615,9884,296
– Gross Shorts:6,11013,7332,607
– Long to Short Ratio:0.4 to 11.2 to 11.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):40.561.148.4
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:0.5-11.743.5

 

MSCI EAFE Mini Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe MSCI EAFE Mini large speculator standing this week recorded a net position of 18,591 contracts in the data reported through Tuesday. This was a weekly decrease of -243 contracts from the previous week which had a total of 18,834 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 36.3 percent. The commercials are Bullish with a score of 58.8 percent and the small traders (not shown in chart) are Bullish with a score of 58.2 percent.

MSCI EAFE Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:8.388.52.6
– Percent of Open Interest Shorts:3.694.41.4
– Net Position:18,591-23,2554,664
– Gross Longs:32,645349,62610,285
– Gross Shorts:14,054372,8815,621
– Long to Short Ratio:2.3 to 10.9 to 11.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):36.358.858.2
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-22.920.114.5

 

Article By InvestMacro.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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