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COT Bonds Futures Charts: Ultra Notes, Fed Funds, 10-Year, 5-Year Treasuries & Eurodollars

By CountingPips.com COT Home | Data Tables | Data Downloads | 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 September 14th 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 resulted in a net position of -604,156 contracts in the data reported through Tuesday. This was a weekly reduction of -17,717 contracts from the previous week which had a total of -586,439 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 40.6 percent. The commercials are Bullish with a score of 53.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.9 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.2	59.7	5.5
– Percent of Open Interest Shorts:	19.3	53.5	6.6
– Net Position:	-604,156	741,169	-137,013
– Gross Longs:	1,704,062	7,143,202	652,368
– Gross Shorts:	2,308,218	6,402,033	789,381
– 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):	40.6	53.4	84.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.1	-2.7	5.1

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week resulted in a net position of -78,328 contracts in the data reported through Tuesday. This was a weekly boost of 9,611 contracts from the previous week which had a total of -87,939 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 30.0 percent. The commercials are Bullish with a score of 70.1 percent and the small traders (not shown in chart) are Bullish with a score of 52.2 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.1	75.6	2.3
– Percent of Open Interest Shorts:	12.5	67.6	2.9
– Net Position:	-78,328	84,423	-6,095
– Gross Longs:	53,854	801,957	24,724
– Gross Shorts:	132,182	717,534	30,819
– Long to Short Ratio:	0.4 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	30.0	70.1	52.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.2	-1.2	-17.5

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week resulted in a net position of -24,633 contracts in the data reported through Tuesday. This was a weekly advance of 40,624 contracts from the previous week which had a total of -65,257 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 86.9 percent. The commercials are Bearish-Extreme with a score of 19.0 percent and the small traders (not shown in chart) are Bearish with a score of 37.3 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.7	70.3	7.7
– Percent of Open Interest Shorts:	20.9	69.8	6.8
– Net Position:	-24,633	8,404	16,229
– Gross Longs:	379,123	1,355,400	147,556
– Gross Shorts:	403,756	1,346,996	131,327
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.9	19.0	37.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.7	7.9	-1.1

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week resulted in a net position of -24,366 contracts in the data reported through Tuesday. This was a weekly advance of 39,146 contracts from the previous week which had a total of -63,512 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 87.5 percent. The commercials are Bearish with a score of 23.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.4 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.6	75.3	8.5
– Percent of Open Interest Shorts:	13.3	70.9	12.2
– Net Position:	-24,366	156,367	-132,001
– Gross Longs:	447,697	2,673,515	300,332
– Gross Shorts:	472,063	2,517,148	432,333
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.5	23.6	15.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.3	-4.3	-4.9

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week resulted in a net position of 129,423 contracts in the data reported through Tuesday. This was a weekly lift of 128,643 contracts from the previous week which had a total of 780 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 95.3 percent. The commercials are Bearish with a score of 26.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.7 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.0	67.4	9.1
– Percent of Open Interest Shorts:	17.7	65.1	14.7
– Net Position:	129,423	91,595	-221,018
– Gross Longs:	827,686	2,658,129	358,460
– Gross Shorts:	698,263	2,566,534	579,478
– Long to Short Ratio:	1.2 to 1	1.0 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	95.3	26.8	15.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.5	-1.7	-6.6

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 92,958 contracts in the data reported through Tuesday. This was a weekly rise of 1,383 contracts from the previous week which had a total of 91,575 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 52.3 percent. The commercials are Bullish with a score of 64.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 5.5 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.0	75.9	8.8
– Percent of Open Interest Shorts:	8.6	70.9	20.2
– Net Position:	92,958	73,514	-166,472
– Gross Longs:	218,434	1,105,815	127,864
– Gross Shorts:	125,476	1,032,301	294,336
– Long to Short Ratio:	1.7 to 1	1.1 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.3	64.9	5.5
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.5	4.8	-12.6

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week resulted in a net position of -60,600 contracts in the data reported through Tuesday. This was a weekly lift of 22,971 contracts from the previous week which had a total of -83,571 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 71.6 percent. The commercials are Bearish with a score of 34.9 percent and the small traders (not shown in chart) are Bullish with a score of 63.8 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.8	70.6	16.0
– Percent of Open Interest Shorts:	16.7	66.8	14.8
– Net Position:	-60,600	46,509	14,091
– Gross Longs:	146,257	874,144	197,631
– Gross Shorts:	206,857	827,635	183,540
– Long to Short Ratio:	0.7 to 1	1.1 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.6	34.9	63.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.4	-12.0	2.5

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -301,788 contracts in the data reported through Tuesday. This was a weekly reduction of -13,189 contracts from the previous week which had a total of -288,599 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 62.1 percent. The commercials are Bullish with a score of 50.4 percent and the small traders (not shown in chart) are Bearish with a score of 46.2 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.0	79.1	13.4
– Percent of Open Interest Shorts:	30.2	56.9	11.4
– Net Position:	-301,788	276,818	24,970
– Gross Longs:	75,040	986,011	166,577
– Gross Shorts:	376,828	709,193	141,607
– Long to Short Ratio:	0.2 to 1	1.4 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.1	50.4	46.2
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-27.2	22.1	15.5

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).

10 Sep

COT Bonds Futures Charts: 10-Year Treasuries, Eurodollars, Fed Funds, US Treasury Bonds & Ultra Notes

By CountingPips.com COT Home | Data Tables | Data Downloads | 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 September 7th 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 came in at a net position of -586,439 contracts in the data reported through Tuesday. This was a weekly gain of 150,353 contracts from the previous week which had a total of -736,792 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 42.0 percent. The commercials are Bullish with a score of 52.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.3 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.5	59.0	5.0
– Percent of Open Interest Shorts:	21.1	53.1	6.4
– Net Position:	-586,439	759,467	-173,028
– Gross Longs:	2,118,472	7,556,117	643,596
– Gross Shorts:	2,704,911	6,796,650	816,624
– Long to Short Ratio:	0.8 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.0	52.8	80.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.9	-3.3	4.8

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week came in at a net position of -87,939 contracts in the data reported through Tuesday. This was a weekly gain of 12,346 contracts from the previous week which had a total of -100,285 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 28.8 percent. The commercials are Bullish with a score of 71.4 percent and the small traders (not shown in chart) are Bearish with a score of 49.7 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.3	75.6	2.6
– Percent of Open Interest Shorts:	14.1	66.0	3.3
– Net Position:	-87,939	95,213	-7,274
– Gross Longs:	52,327	752,315	25,982
– Gross Shorts:	140,266	657,102	33,256
– Long to Short Ratio:	0.4 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	28.8	71.4	49.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.8	-5.3	10.9

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week came in at a net position of -65,257 contracts in the data reported through Tuesday. This was a weekly fall of -44,687 contracts from the previous week which had a total of -20,570 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 77.9 percent. The commercials are Bearish with a score of 28.5 percent and the small traders (not shown in chart) are Bearish with a score of 33.0 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.4	70.4	7.3
– Percent of Open Interest Shorts:	22.7	67.4	7.0
– Net Position:	-65,257	57,753	7,504
– Gross Longs:	377,641	1,372,906	143,339
– Gross Shorts:	442,898	1,315,153	135,835
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.9	28.5	33.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.4	2.2	-0.4

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week came in at a net position of -63,512 contracts in the data reported through Tuesday. This was a weekly decline of -35,376 contracts from the previous week which had a total of -28,136 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 83.4 percent. The commercials are Bearish with a score of 27.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.0 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.0	77.8	8.2
– Percent of Open Interest Shorts:	11.9	72.0	12.1
– Net Position:	-63,512	201,205	-137,693
– Gross Longs:	346,413	2,683,162	281,154
– Gross Shorts:	409,925	2,481,957	418,847
– 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):	83.4	27.6	13.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.5	2.9	0.4

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week came in at a net position of 780 contracts in the data reported through Tuesday. This was a weekly boost of 30,599 contracts from the previous week which had a total of -29,819 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 81.4 percent. The commercials are Bearish with a score of 39.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.2 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.2	69.4	8.8
– Percent of Open Interest Shorts:	19.1	63.7	14.6
– Net Position:	780	225,778	-226,558
– Gross Longs:	747,865	2,711,723	344,871
– Gross Shorts:	747,085	2,485,945	571,429
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.4	39.8	14.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.6	18.3	-6.8

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week came in at a net position of 91,575 contracts in the data reported through Tuesday. This was a weekly fall of -10,304 contracts from the previous week which had a total of 101,879 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 51.9 percent. The commercials are Bullish with a score of 67.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.3	75.4	8.3
– Percent of Open Interest Shorts:	8.9	69.6	20.4
– Net Position:	91,575	83,122	-174,697
– Gross Longs:	220,804	1,090,484	119,965
– Gross Shorts:	129,229	1,007,362	294,662
– Long to Short Ratio:	1.7 to 1	1.1 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.9	67.6	0.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.7	12.3	-20.1

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week came in at a net position of -83,571 contracts in the data reported through Tuesday. This was a weekly boost of 20,639 contracts from the previous week which had a total of -104,210 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 63.4 percent. The commercials are Bearish with a score of 47.7 percent and the small traders (not shown in chart) are Bullish with a score of 50.2 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.8	72.4	15.1
– Percent of Open Interest Shorts:	17.6	65.3	15.4
– Net Position:	-83,571	86,594	-3,023
– Gross Longs:	130,380	877,928	183,178
– Gross Shorts:	213,951	791,334	186,201
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.4	47.7	50.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.2	6.3	-15.2

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week came in at a net position of -288,599 contracts in the data reported through Tuesday. This was a weekly lowering of -6,224 contracts from the previous week which had a total of -282,375 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 67.5 percent. The commercials are Bullish with a score of 52.3 percent and the small traders (not shown in chart) are Bearish with a score of 34.0 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.3	77.7	12.3
– Percent of Open Interest Shorts:	30.3	55.4	11.6
– Net Position:	-288,599	280,674	7,925
– Gross Longs:	91,722	975,782	154,116
– Gross Shorts:	380,321	695,108	146,191
– Long to Short Ratio:	0.2 to 1	1.4 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.5	52.3	34.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.4	28.1	-3.5

Article By CountingPips.com – Receive our weekly COT Reports by Email

Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).

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03 Sep

COT Bonds Futures Charts: Eurodollars, Fed Funds, 10-Years, 2-Years, Long Bonds & Ultra Notes

By CountingPips.com COT Home | Data Tables | Data Downloads | 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 31 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 resulted in a net position of -736,792 contracts in the data reported through Tuesday. This was a weekly decline of -34,777 contracts from the previous week which had a total of -702,015 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 42.1 percent. The commercials are Bullish with a score of 52.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.8 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.2	59.5	5.2
– Percent of Open Interest Shorts:	22.0	52.5	6.4
– Net Position:	-736,792	882,252	-145,460
– Gross Longs:	2,046,261	7,531,576	659,525
– Gross Shorts:	2,783,053	6,649,324	804,985
– 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):	42.1	52.6	83.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.1	-1.0	6.9

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week resulted in a net position of -100,285 contracts in the data reported through Tuesday. This was a weekly decline of -29,846 contracts from the previous week which had a total of -70,439 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 27.2 percent. The commercials are Bullish with a score of 73.7 percent and the small traders (not shown in chart) are Bearish with a score of 36.8 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	4.8	76.3	2.3
– Percent of Open Interest Shorts:	14.3	65.6	3.6
– Net Position:	-100,285	113,476	-13,191
– Gross Longs:	51,535	812,652	24,868
– Gross Shorts:	151,820	699,176	38,059
– Long to Short Ratio:	0.3 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	27.2	73.7	36.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.6	-10.1	-4.7

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week resulted in a net position of -20,570 contracts in the data reported through Tuesday. This was a weekly fall of -11,204 contracts from the previous week which had a total of -9,366 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 87.8 percent. The commercials are Bearish-Extreme with a score of 19.9 percent and the small traders (not shown in chart) are Bearish with a score of 33.2 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.3	70.3	7.3
– Percent of Open Interest Shorts:	20.3	69.6	6.9
– Net Position:	-20,570	12,656	7,914
– Gross Longs:	375,763	1,371,541	142,447
– Gross Shorts:	396,333	1,358,885	134,533
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.8	19.9	33.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.3	-6.6	-1.9

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week resulted in a net position of -28,136 contracts in the data reported through Tuesday. This was a weekly lowering of -123,337 contracts from the previous week which had a total of 95,201 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 87.1 percent. The commercials are Bearish with a score of 24.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.9 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.8	76.9	8.3
– Percent of Open Interest Shorts:	11.6	72.3	12.2
– Net Position:	-28,136	161,517	-133,381
– Gross Longs:	374,560	2,671,046	289,367
– Gross Shorts:	402,696	2,509,529	422,748
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.1	24.1	14.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.3	-6.2	12.0

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week resulted in a net position of -29,819 contracts in the data reported through Tuesday. This was a weekly reduction of -143,131 contracts from the previous week which had a total of 113,312 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 78.1 percent. The commercials are Bearish with a score of 41.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.6 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.4	69.8	8.6
– Percent of Open Interest Shorts:	19.1	63.6	14.1
– Net Position:	-29,819	247,621	-217,802
– Gross Longs:	724,938	2,755,658	340,466
– Gross Shorts:	754,757	2,508,037	558,268
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.1	41.9	16.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.8	8.0	9.7

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 101,879 contracts in the data reported through Tuesday. This was a weekly gain of 19,967 contracts from the previous week which had a total of 81,912 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 54.7 percent. The commercials are Bullish with a score of 63.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.5	75.8	8.5
– Percent of Open Interest Shorts:	8.5	71.0	20.2
– Net Position:	101,879	69,412	-171,291
– Gross Longs:	225,405	1,101,694	122,925
– Gross Shorts:	123,526	1,032,282	294,216
– Long to Short Ratio:	1.8 to 1	1.1 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.7	63.7	0.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.1	14.3	-19.2

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week resulted in a net position of -104,210 contracts in the data reported through Tuesday. This was a weekly reduction of -4,878 contracts from the previous week which had a total of -99,332 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 56.0 percent. The commercials are Bullish with a score of 54.1 percent and the small traders (not shown in chart) are Bullish with a score of 50.6 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.3	73.7	14.8
– Percent of Open Interest Shorts:	17.8	65.0	15.0
– Net Position:	-104,210	106,744	-2,534
– Gross Longs:	114,253	903,006	181,120
– Gross Shorts:	218,463	796,262	183,654
– Long to Short Ratio:	0.5 to 1	1.1 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.0	54.1	50.6
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.3	5.3	-10.3

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -282,375 contracts in the data reported through Tuesday. This was a weekly decline of -28,405 contracts from the previous week which had a total of -253,970 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 70.0 percent. The commercials are Bullish with a score of 52.8 percent and the small traders (not shown in chart) are Bearish with a score of 28.8 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.0	77.4	12.0
– Percent of Open Interest Shorts:	29.4	55.1	11.9
– Net Position:	-282,375	281,684	691
– Gross Longs:	88,813	978,422	151,645
– Gross Shorts:	371,188	696,738	150,954
– Long to Short Ratio:	0.2 to 1	1.4 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	70.0	52.8	28.8
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-22.7	33.1	-8.4

Article By CountingPips.com – Receive our weekly COT Reports by Email

Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).

Bonds CountingPips Forex Blog Opinions

30 Aug

Powell Prepares Markets For Bond Tapering

By Ino.com

Stocks rose on Friday posting a winning week as Fed Chair Jerome Powell prepared the markets for the central bank to pull back on some of its monetary stimulus, saying it’s likely to start tapering its $120 billion in monthly bond purchases this year.

The DOW gained 241.69 points or +0.69%, to 35,454.81. The S&P 500 rose +0.88% to hit a new intraday high and closed at 4,509.37, and the NASDAQ added +1.23%, also hitting a new record during the session, closing at 15,129.50.

The three major indexes closed out the week in the green with the DOW finishing up +0.96%, while the S&P 500 added +1.52% and the NASDAQ gained +2.82%.

The 10-year Treasury yield, which ran up this week into the Powell speech, eased slightly after the Fed Chair’s remarks as he made clear that interest rate hikes would not immediately follow after tapering was over.

“The timing and pace of the coming reduction in asset purchases will not be intended to carry a direct signal regarding the timing of interest rate liftoff, for which we have articulated a different and substantially more stringent test,” Powell said.

Powell also said inflation is solidly around the central bank’s 2% target rate, one of the goals of the Fed’s dual mandate. It has “much ground to cover” to reach its other goal of maximum employment, however, though there has “been clear progress” toward it, Powell added. The Fed has used the term “substantial further progress” as a benchmark for when it will start tightening policy.

Based on statements from other Fed officials, a tapering announcement could come as soon as the Fed’s Sept. 21-22 meeting.

Key Levels To Watch Next Week:

S&P 500 (CME:SP500): 4,367.73
Dow (INDEX:DJI): 35,610.57
NASDAQ (NASDAQ:COMP): 14,423.16
U.S. Dollar (ICE:DX): 92.47
Gold (NYMEX:GC.Z21): 1,821.30
Crude Oil (NYMEX:CL.V21): 67.52
Bitcoin (BITCOIN:BITSTAMPUSD): 50,562.11

Every Success,
Jeremy Lutz
INO.com and MarketClub.com

By Ino.com – See our Trader Blog, INO TV Free & Market Analysis Alerts

Source: Powell Prepares Markets For Bond Tapering

Bonds Economics & Fundamentals Financial News

27 Aug

COT Bonds Futures Charts: Fed Funds, 10-Year Treasuries, Ultra, Long Bonds, 3-Month Eurodollars

By CountingPips.com COT Home | Data Tables | Data Downloads | 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 24 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 equaled a net position of -702,015 contracts in the data reported through Tuesday. This was a weekly lowering of -78,587 contracts from the previous week which had a total of -623,428 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 Bearish with a score of 42.7 percent. The commercials are Bullish with a score of 53.0 percent and the small traders (not shown in chart) are Bullish with a score of 75.8 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.2	59.6	5.0
– Percent of Open Interest Shorts:	22.8	52.3	6.7
– Net Position:	-702,015	909,814	-207,799
– Gross Longs:	2,140,571	7,436,636	629,349
– Gross Shorts:	2,842,586	6,526,822	837,148
– Long to Short Ratio:	0.8 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.7	53.0	75.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.9	-7.2	5.9

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week equaled a net position of -70,439 contracts in the data reported through Tuesday. This was a weekly increase of 12,650 contracts from the previous week which had a total of -83,089 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 30.9 percent. The commercials are Bullish with a score of 70.1 percent and the small traders (not shown in chart) are Bearish with a score of 45.5 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.0	75.5	2.1
– Percent of Open Interest Shorts:	12.7	67.4	3.5
– Net Position:	-70,439	84,483	-14,044
– Gross Longs:	62,457	788,837	22,378
– Gross Shorts:	132,896	704,354	36,422
– Long to Short Ratio:	0.5 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	30.9	70.1	45.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.6	-12.9	-8.3

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week equaled a net position of -9,366 contracts in the data reported through Tuesday. This was a weekly reduction of -39,563 contracts from the previous week which had a total of 30,197 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 90.3 percent. The commercials are Bearish-Extreme with a score of 17.3 percent and the small traders (not shown in chart) are Bearish with a score of 35.0 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.5	67.3	7.6
– Percent of Open Interest Shorts:	18.9	67.3	7.1
– Net Position:	-9,366	-824	10,190
– Gross Longs:	379,752	1,381,496	156,602
– Gross Shorts:	389,118	1,382,320	146,412
– 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):	90.3	17.3	35.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	27.0	-24.9	4.4

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week equaled a net position of 95,201 contracts in the data reported through Tuesday. This was a weekly lift of 97,283 contracts from the previous week which had a total of -2,082 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 13.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.1 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.4	72.6	9.1
– Percent of Open Interest Shorts:	10.7	71.5	12.8
– Net Position:	95,201	37,665	-132,866
– Gross Longs:	481,119	2,610,347	327,344
– Gross Shorts:	385,918	2,572,682	460,210
– Long to Short Ratio:	1.2 to 1	1.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	13.1	15.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	28.6	-27.4	15.1

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week equaled a net position of 113,312 contracts in the data reported through Tuesday. This was a weekly decrease of -31,904 contracts from the previous week which had a total of 145,216 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 93.5 percent. The commercials are Bearish with a score of 27.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.4 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.2	67.0	9.2
– Percent of Open Interest Shorts:	18.4	64.7	14.2
– Net Position:	113,312	94,012	-207,324
– Gross Longs:	883,348	2,796,374	385,697
– Gross Shorts:	770,036	2,702,362	593,021
– 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):	93.5	27.0	19.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.2	-8.7	8.8

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week equaled a net position of 81,912 contracts in the data reported through Tuesday. This was a weekly lowering of -7,871 contracts from the previous week which had a total of 89,783 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 49.4 percent. The commercials are Bullish with a score of 64.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.5 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.1	67.9	8.2
– Percent of Open Interest Shorts:	8.2	63.7	17.4
– Net Position:	81,912	71,018	-152,930
– Gross Longs:	219,188	1,137,478	137,975
– Gross Shorts:	137,276	1,066,460	290,905
– Long to Short Ratio:	1.6 to 1	1.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	49.4	64.2	4.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-16.2	24.3	-19.1

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week equaled a net position of -99,332 contracts in the data reported through Tuesday. This was a weekly fall of -19,127 contracts from the previous week which had a total of -80,205 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 57.7 percent. The commercials are Bearish with a score of 45.2 percent and the small traders (not shown in chart) are Bullish with a score of 69.0 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.1	72.2	15.6
– Percent of Open Interest Shorts:	17.9	66.0	14.0
– Net Position:	-99,332	78,597	20,735
– Gross Longs:	126,525	909,245	196,360
– Gross Shorts:	225,857	830,648	175,625
– 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):	57.7	45.2	69.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.7	-0.3	6.7

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week equaled a net position of -253,970 contracts in the data reported through Tuesday. This was a weekly decrease of -6,623 contracts from the previous week which had a total of -247,347 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 81.6 percent. The commercials are Bearish with a score of 32.6 percent and the small traders (not shown in chart) are Bearish with a score of 37.8 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.1	73.8	12.3
– Percent of Open Interest Shorts:	28.2	55.7	11.3
– Net Position:	-253,970	240,631	13,339
– Gross Longs:	120,907	980,555	163,388
– Gross Shorts:	374,877	739,924	150,049
– Long to Short Ratio:	0.3 to 1	1.3 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.6	32.6	37.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.5	7.1	2.7

Article By CountingPips.com – Receive our weekly COT Reports by Email

Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).

Bonds CountingPips Forex Blog Opinions

21 Aug

COT Bonds Futures Charts: 30-Day Fed Funds, 10-Year Treasuries, US Bonds, Eurodollar

By CountingPips.com COT Home | Data Tables | Data Downloads | 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 17 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 was a net position of -623,428 contracts in the data reported through Tuesday. This was a weekly boost of 22,955 contracts from the previous week which had a total of -646,383 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 44.1 percent. The commercials are Bullish with a score of 51.3 percent and the small traders (not shown in chart) are Bullish with a score of 79.2 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.9	58.9	5.2
– Percent of Open Interest Shorts:	22.0	52.3	6.7
– Net Position:	-623,428	804,569	-181,141
– Gross Longs:	2,048,765	7,161,441	628,988
– Gross Shorts:	2,672,193	6,356,872	810,129
– Long to Short Ratio:	0.8 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	44.1	51.3	79.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.1	-9.6	1.5

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week was a net position of -83,089 contracts in the data reported through Tuesday. This was a weekly decrease of -1,374 contracts from the previous week which had a total of -81,715 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 29.4 percent. The commercials are Bullish with a score of 71.5 percent and the small traders (not shown in chart) are Bearish with a score of 48.4 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.6	74.8	2.2
– Percent of Open Interest Shorts:	13.8	65.3	3.5
– Net Position:	-83,089	95,569	-12,480
– Gross Longs:	56,245	755,222	22,549
– Gross Shorts:	139,334	659,653	35,029
– Long to Short Ratio:	0.4 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	29.4	71.5	48.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.3	-11.2	-13.6

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week was a net position of 30,197 contracts in the data reported through Tuesday. This was a weekly fall of -4,431 contracts from the previous week which had a total of 34,628 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 99.0 percent. The commercials are Bearish-Extreme with a score of 9.1 percent and the small traders (not shown in chart) are Bearish with a score of 38.1 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.2	69.0	7.8
– Percent of Open Interest Shorts:	19.7	71.2	7.1
– Net Position:	30,197	-43,298	13,101
– Gross Longs:	418,052	1,360,604	153,083
– Gross Shorts:	387,855	1,403,902	139,982
– Long to Short Ratio:	1.1 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	99.0	9.1	38.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	50.6	-46.9	8.6

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week was a net position of -2,082 contracts in the data reported through Tuesday. This was a weekly lift of 43,876 contracts from the previous week which had a total of -45,958 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 89.8 percent. The commercials are Bearish with a score of 21.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.4 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.8	74.9	8.9
– Percent of Open Interest Shorts:	12.8	71.3	12.5
– Net Position:	-2,082	126,967	-124,885
– Gross Longs:	447,419	2,627,057	313,260
– Gross Shorts:	449,501	2,500,090	438,145
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.8	21.0	18.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.5	-20.8	8.2

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week was a net position of 145,216 contracts in the data reported through Tuesday. This was a weekly boost of 36,407 contracts from the previous week which had a total of 108,809 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 97.0 percent. The commercials are Bearish with a score of 24.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.5 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.0	67.4	9.0
– Percent of Open Interest Shorts:	18.4	65.8	14.1
– Net Position:	145,216	65,390	-210,606
– Gross Longs:	895,445	2,741,764	364,476
– Gross Shorts:	750,229	2,676,374	575,082
– Long to Short Ratio:	1.2 to 1	1.0 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	97.0	24.2	18.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	18.4	-20.8	11.6

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week was a net position of 89,783 contracts in the data reported through Tuesday. This was a weekly lowering of -14,662 contracts from the previous week which had a total of 104,445 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 51.5 percent. The commercials are Bullish with a score of 62.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.5 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.5	73.9	8.8
– Percent of Open Interest Shorts:	8.5	69.7	19.0
– Net Position:	89,783	63,177	-152,960
– Gross Longs:	217,690	1,108,556	132,048
– Gross Shorts:	127,907	1,045,379	285,008
– Long to Short Ratio:	1.7 to 1	1.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.5	62.0	4.5
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.3	21.4	-5.3

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week was a net position of -80,205 contracts in the data reported through Tuesday. This was a weekly boost of 15,432 contracts from the previous week which had a total of -95,637 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 64.6 percent. The commercials are Bearish with a score of 43.5 percent and the small traders (not shown in chart) are Bullish with a score of 58.0 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.9	71.3	15.2
– Percent of Open Interest Shorts:	18.5	65.2	14.6
– Net Position:	-80,205	73,365	6,840
– Gross Longs:	144,224	865,340	184,410
– Gross Shorts:	224,429	791,975	177,570
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	64.6	43.5	58.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.0	-13.6	12.0

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week was a net position of -247,347 contracts in the data reported through Tuesday. This was a weekly gain of 580 contracts from the previous week which had a total of -247,927 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 84.3 percent. The commercials are Bearish with a score of 42.1 percent and the small traders (not shown in chart) are Bearish with a score of 27.9 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.1	75.6	11.4
– Percent of Open Interest Shorts:	27.8	56.8	11.5
– Net Position:	-247,347	247,849	-502
– Gross Longs:	119,649	997,296	150,871
– Gross Shorts:	366,996	749,447	151,373
– 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):	84.3	42.1	27.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.0	4.4	1.7

Article By CountingPips.com – Receive our weekly COT Reports by Email

Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).

Bonds CountingPips Forex Blog Opinions

13 Aug

COT Bonds Charts: Fed Funds, 10-Years, 2-Years, 5-Year Treasuries, Eurodollars

By CountingPips.com COT Home | Data Tables | Data Downloads | 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 10 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 recorded a net position of -646,383 contracts in the data reported through Tuesday. This was a weekly increase of 71,450 contracts from the previous week which had a total of -717,833 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 43.7 percent. The commercials are Bullish with a score of 51.8 percent and the small traders (not shown in chart) are Bullish with a score of 78.4 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.0	58.7	5.2
– Percent of Open Interest Shorts:	22.2	51.9	6.8
– Net Position:	-646,383	834,249	-187,866
– Gross Longs:	2,084,667	7,208,032	644,103
– Gross Shorts:	2,731,050	6,373,783	831,969
– Long to Short Ratio:	0.8 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	43.7	51.8	78.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.7	-8.1	7.5

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week recorded a net position of -81,715 contracts in the data reported through Tuesday. This was a weekly boost of 14,393 contracts from the previous week which had a total of -96,108 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 29.5 percent. The commercials are Bullish with a score of 71.1 percent and the small traders (not shown in chart) are Bullish with a score of 52.1 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.8	74.5	2.6
– Percent of Open Interest Shorts:	14.0	65.2	3.6
– Net Position:	-81,715	92,140	-10,425
– Gross Longs:	57,143	737,015	25,648
– Gross Shorts:	138,858	644,875	36,073
– Long to Short Ratio:	0.4 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	29.5	71.1	52.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.6	-13.6	-11.6

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week recorded a net position of 34,628 contracts in the data reported through Tuesday. This was a weekly increase of 20,037 contracts from the previous week which had a total of 14,591 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 8.6 percent and the small traders (not shown in chart) are Bearish with a score of 37.1 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.6	68.9	7.6
– Percent of Open Interest Shorts:	19.9	71.2	7.0
– Net Position:	34,628	-45,893	11,265
– Gross Longs:	424,999	1,353,227	149,008
– Gross Shorts:	390,371	1,399,120	137,743
– Long to Short Ratio:	1.1 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	8.6	37.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	50.0	-44.7	3.6

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week recorded a net position of -45,958 contracts in the data reported through Tuesday. This was a weekly rise of 39,065 contracts from the previous week which had a total of -85,023 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 85.2 percent. The commercials are Bearish with a score of 25.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.6 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.3	76.2	8.8
– Percent of Open Interest Shorts:	13.6	71.0	12.7
– Net Position:	-45,958	179,889	-133,931
– Gross Longs:	423,320	2,620,343	304,150
– Gross Shorts:	469,278	2,440,454	438,081
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.2	25.7	14.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.6	-16.7	8.2

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week recorded a net position of 108,809 contracts in the data reported through Tuesday. This was a weekly advance of 21,074 contracts from the previous week which had a total of 87,735 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 93.1 percent. The commercials are Bearish with a score of 27.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.0 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.3	67.5	9.1
– Percent of Open Interest Shorts:	18.6	65.0	14.3
– Net Position:	108,809	103,879	-212,688
– Gross Longs:	867,821	2,752,073	371,005
– Gross Shorts:	759,012	2,648,194	583,693
– Long to Short Ratio:	1.1 to 1	1.0 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	93.1	27.8	18.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	18.2	-19.3	8.6

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week recorded a net position of 104,445 contracts in the data reported through Tuesday. This was a weekly lift of 13,359 contracts from the previous week which had a total of 91,086 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 55.3 percent. The commercials are Bullish with a score of 57.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.2 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.8	75.7	8.5
– Percent of Open Interest Shorts:	7.6	72.5	18.9
– Net Position:	104,445	46,180	-150,625
– Gross Longs:	215,386	1,098,685	123,231
– Gross Shorts:	110,941	1,052,505	273,856
– Long to Short Ratio:	1.9 to 1	1.0 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.3	57.2	6.2
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.4	23.6	6.2

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week recorded a net position of -95,637 contracts in the data reported through Tuesday. This was a weekly decline of -402 contracts from the previous week which had a total of -95,235 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 59.1 percent. The commercials are Bearish with a score of 47.6 percent and the small traders (not shown in chart) are Bullish with a score of 60.2 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.4	71.5	15.4
– Percent of Open Interest Shorts:	19.4	64.3	14.6
– Net Position:	-95,637	86,080	9,557
– Gross Longs:	137,142	856,937	184,906
– Gross Shorts:	232,779	770,857	175,349
– 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):	59.1	47.6	60.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.1	-9.1	22.5

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week recorded a net position of -247,927 contracts in the data reported through Tuesday. This was a weekly reduction of -12,872 contracts from the previous week which had a total of -235,055 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 84.1 percent. The commercials are Bearish with a score of 40.1 percent and the small traders (not shown in chart) are Bearish with a score of 31.6 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.9	76.8	11.8
– Percent of Open Interest Shorts:	28.3	57.7	11.5
– Net Position:	-247,927	243,227	4,700
– Gross Longs:	113,167	978,847	150,919
– Gross Shorts:	361,094	735,620	146,219
– 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):	84.1	40.1	31.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.9	10.6	5.6

Article By CountingPips.com – Receive our weekly COT Reports by Email

Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).

Bonds CountingPips Forex Blog Opinions

06 Aug

Bonds COT Charts: Fed Funds, 10-Year, 2-Year, 5-Year, Long Bond & 3-Month Eurodollars

By CountingPips.com COT Home | Data Tables | Data Downloads | 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 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

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

Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).

Bonds CountingPips Forex Blog Opinions

30 Jul

COT Bonds Charts: Fed Funds, 10-Year, 2-Year, 5-Year Treasuries & Eurodollars

By CountingPips.com COT Home | Data Tables | Data Downloads | 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 27 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 was a net position of -740,875 contracts in the data reported through Tuesday. This was a weekly boost of 4,060 contracts from the previous week which had a total of -744,935 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 42.0 percent. The commercials are Bullish with a score of 53.6 percent and the small traders (not shown in chart) are Bullish with a score of 75.4 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.5	59.1	5.0
– Percent of Open Interest Shorts:	21.7	51.1	6.8
– Net Position:	-740,875	951,440	-210,565
– Gross Longs:	1,867,231	7,095,708	604,249
– Gross Shorts:	2,608,106	6,144,268	814,814
– Long to Short Ratio:	0.7 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.0	53.6	75.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.5	5.5	-10.7

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week was a net position of -126,555 contracts in the data reported through Tuesday. This was a weekly increase of 59,379 contracts from the previous week which had a total of -185,934 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 24.0 percent. The commercials are Bullish with a score of 76.7 percent and the small traders (not shown in chart) are Bearish with a score of 48.8 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.4	75.7	2.1
– Percent of Open Interest Shorts:	17.1	62.9	3.2
– Net Position:	-126,555	138,816	-12,261
– Gross Longs:	58,687	822,091	22,595
– Gross Shorts:	185,242	683,275	34,856
– Long to Short Ratio:	0.3 to 1	1.2 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	24.0	76.7	48.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.2	-16.4	-6.8

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week was a net position of -54,331 contracts in the data reported through Tuesday. This was a weekly increase of 3,752 contracts from the previous week which had a total of -58,083 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 94.4 percent. The commercials are Bearish with a score of 26.3 percent and the small traders (not shown in chart) are Bearish with a score of 39.2 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.9	71.6	7.1
– Percent of Open Interest Shorts:	21.7	69.3	6.7
– Net Position:	-54,331	46,056	8,275
– Gross Longs:	373,471	1,414,480	141,166
– Gross Shorts:	427,802	1,368,424	132,891
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	94.4	26.3	39.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	16.3	-5.7	-17.4

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week was a net position of -30,025 contracts in the data reported through Tuesday. This was a weekly gain of 39,009 contracts from the previous week which had a total of -69,034 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 87.0 percent. The commercials are Bearish with a score of 24.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.7 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.3	75.7	8.4
– Percent of Open Interest Shorts:	15.1	70.8	12.4
– Net Position:	-30,025	168,613	-138,588
– Gross Longs:	496,074	2,633,496	293,649
– Gross Shorts:	526,099	2,464,883	432,237
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.0	24.7	12.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.4	-1.2	-28.0

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week was a net position of 164,491 contracts in the data reported through Tuesday. This was a weekly boost of 75,565 contracts from the previous week which had a total of 88,926 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 99.0 percent. The commercials are Bearish with a score of 21.3 percent and the small traders (not shown in chart) are Bearish with a score of 21.0 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.3	66.6	9.0
– Percent of Open Interest Shorts:	18.2	65.7	14.0
– Net Position:	164,491	36,905	-201,396
– Gross Longs:	906,368	2,710,030	367,441
– Gross Shorts:	741,877	2,673,125	568,837
– Long to Short Ratio:	1.2 to 1	1.0 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	99.0	21.3	21.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.0	-16.7	11.6

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week was a net position of 105,428 contracts in the data reported through Tuesday. This was a weekly decline of -19,386 contracts from the previous week which had a total of 124,814 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 55.6 percent. The commercials are Bullish with a score of 55.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.7 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.8	76.3	8.5
– Percent of Open Interest Shorts:	7.8	73.7	18.2
– Net Position:	105,428	39,203	-144,631
– Gross Longs:	220,903	1,136,010	126,680
– Gross Shorts:	115,475	1,096,807	271,311
– Long to Short Ratio:	1.9 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.6	55.2	10.7
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-23.5	21.2	10.2

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week was a net position of -82,915 contracts in the data reported through Tuesday. This was a weekly increase of 17,693 contracts from the previous week which had a total of -100,608 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 63.6 percent. The commercials are Bearish with a score of 41.4 percent and the small traders (not shown in chart) are Bullish with a score of 65.4 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.9	72.0	16.2
– Percent of Open Interest Shorts:	16.9	66.4	14.9
– Net Position:	-82,915	66,824	16,091
– Gross Longs:	117,946	853,940	192,630
– Gross Shorts:	200,861	787,116	176,539
– 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):	63.6	41.4	65.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.4	-8.7	42.4

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week was a net position of -236,239 contracts in the data reported through Tuesday. This was a weekly decrease of -9,602 contracts from the previous week which had a total of -226,637 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 88.9 percent. The commercials are Bearish with a score of 31.2 percent and the small traders (not shown in chart) are Bearish with a score of 37.5 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.5	77.9	12.3
– Percent of Open Interest Shorts:	28.7	59.8	11.3
– Net Position:	-236,239	223,412	12,827
– Gross Longs:	117,812	962,619	152,000
– Gross Shorts:	354,051	739,207	139,173
– Long to Short Ratio:	0.3 to 1	1.3 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	88.9	31.2	37.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.5	-13.8	17.8

Article By CountingPips.com – Receive our weekly COT Reports by Email

Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).

Bonds CountingPips Forex Blog Opinions

24 Jul

COT Bonds Futures Charts: Fed Funds, 3-Month Eurodollars, 10-Year, 2-Year, Ultra Bonds

By CountingPips.com COT Home | Data Tables | Data Downloads | 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 20 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 equaled a net position of -744,935 contracts in the data reported through Tuesday. This was a weekly gain of 347,265 contracts from the previous week which had a total of -1,092,200 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 42.0 percent. The commercials are Bullish with a score of 53.2 percent and the small traders (not shown in chart) are Bullish with a score of 76.9 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.3	59.6	4.9
– Percent of Open Interest Shorts:	21.6	51.7	6.6
– Net Position:	-744,935	943,911	-198,976
– Gross Longs:	1,824,925	7,096,492	586,975
– Gross Shorts:	2,569,860	6,152,581	785,951
– Long to Short Ratio:	0.7 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.0	53.2	76.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.6	6.3	-8.7

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week equaled a net position of -185,934 contracts in the data reported through Tuesday. This was a weekly decline of -4,942 contracts from the previous week which had a total of -180,992 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-Extreme with a score of 16.7 percent. The commercials are Bullish-Extreme with a score of 83.8 percent and the small traders (not shown in chart) are Bullish with a score of 51.0 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	4.5	75.1	1.9
– Percent of Open Interest Shorts:	21.3	57.3	2.9
– Net Position:	-185,934	196,951	-11,017
– Gross Longs:	49,351	829,988	20,586
– Gross Shorts:	235,285	633,037	31,603
– Long to Short Ratio:	0.2 to 1	1.3 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	16.7	83.8	51.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	16.7	-16.2	-2.6

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week equaled a net position of -58,083 contracts in the data reported through Tuesday. This was a weekly advance of 73,357 contracts from the previous week which had a total of -131,440 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 93.4 percent. The commercials are Bearish with a score of 26.4 percent and the small traders (not shown in chart) are Bearish with a score of 40.8 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.8	70.7	7.2
– Percent of Open Interest Shorts:	22.7	68.4	6.6
– Net Position:	-58,083	46,804	11,279
– Gross Longs:	398,045	1,423,229	144,401
– Gross Shorts:	456,128	1,376,425	133,122
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	93.4	26.4	40.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.9	-4.7	-17.5

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week equaled a net position of -69,034 contracts in the data reported through Tuesday. This was a weekly boost of 109,042 contracts from the previous week which had a total of -178,076 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 82.9 percent. The commercials are Bearish with a score of 30.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.8 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.3	76.6	8.3
– Percent of Open Interest Shorts:	15.3	69.9	12.9
– Net Position:	-69,034	231,174	-162,140
– Gross Longs:	461,339	2,661,235	287,503
– Gross Shorts:	530,373	2,430,061	449,643
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	82.9	30.2	2.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.2	2.2	-39.5

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week equaled a net position of 88,926 contracts in the data reported through Tuesday. This was a weekly increase of 32,939 contracts from the previous week which had a total of 55,987 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 90.9 percent. The commercials are Bearish with a score of 33.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.9 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.2	67.0	8.0
– Percent of Open Interest Shorts:	21.0	63.0	14.1
– Net Position:	88,926	164,936	-253,862
– Gross Longs:	962,134	2,779,195	332,995
– Gross Shorts:	873,208	2,614,259	586,857
– Long to Short Ratio:	1.1 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.9	33.7	6.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.1	6.2	5.3

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week equaled a net position of 124,814 contracts in the data reported through Tuesday. This was a weekly fall of -18,282 contracts from the previous week which had a total of 143,096 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 60.7 percent. The commercials are Bearish with a score of 49.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 11.8 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.5	76.0	8.3
– Percent of Open Interest Shorts:	7.2	74.8	17.8
– Net Position:	124,814	18,412	-143,226
– Gross Longs:	233,116	1,145,047	124,342
– Gross Shorts:	108,302	1,126,635	267,568
– Long to Short Ratio:	2.2 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.7	49.4	11.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.2	5.2	6.6

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week equaled a net position of -100,608 contracts in the data reported through Tuesday. This was a weekly decrease of -8,698 contracts from the previous week which had a total of -91,910 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 57.3 percent. The commercials are Bearish with a score of 48.8 percent and the small traders (not shown in chart) are Bullish with a score of 60.9 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.4	72.3	15.3
– Percent of Open Interest Shorts:	18.7	64.9	14.4
– Net Position:	-100,608	90,135	10,473
– Gross Longs:	126,216	876,137	185,434
– Gross Shorts:	226,824	786,002	174,961
– 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):	57.3	48.8	60.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.8	-9.9	48.4

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week equaled a net position of -226,637 contracts in the data reported through Tuesday. This was a weekly advance of 8,996 contracts from the previous week which had a total of -235,633 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 92.8 percent. The commercials are Bearish with a score of 27.2 percent and the small traders (not shown in chart) are Bearish with a score of 37.2 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.7	77.8	12.2
– Percent of Open Interest Shorts:	28.2	60.3	11.2
– Net Position:	-226,637	214,235	12,402
– Gross Longs:	118,272	952,621	149,678
– Gross Shorts:	344,909	738,386	137,276
– Long to Short Ratio:	0.3 to 1	1.3 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.8	27.2	37.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.7	-25.0	35.5

Article By CountingPips.com – Receive our weekly COT Reports by Email

Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).

Bonds CountingPips Forex Blog Opinions

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