InvestMacro

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC).

The latest COT data is updated through Tuesday February 15th and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting the COT bonds data is the continued rise in the Eurodollar bearish bets. The speculative position in the Eurodollar futures has been dropping sharply with higher bearish bets since flipping over from bullish to bearish in May of 2021. The Eurodollar futures are the largest futures market with open interest normally over 10 million contracts each week and are used to make a bet on short-term interest rates (3-month Libor). A decline in Eurodollar futures shows an increase in (deposit) interest rates while an increase in Eurodollar futures shows the opposite. In times of stress (Great Financial Crisis, Covid Crisis), Eurodollar futures have surged higher and in times of normalization, Eurodollar futures usually trend downward. The speculators Eurodollar positioning has been on a downtrend and is currently at the most bearish level of the past one hundred and sixty-six weeks, dating back to December 11th of 2018.

Joining the Eurodollar (-256,945 contracts) in falling this week were the 2-Year Bond (-104,328 contracts), Ultra 10-Year (-30,140 contracts), Fed Funds (-6,129 contracts), 5-Year Bond (-59,036 contracts) and the Ultra US Bond (-14,287 contracts) while increasing bets for the week were seen in the 10-Year Bond (27,847 contracts) and the Long US Bond (8,180 contracts).

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week recorded a net position of -2,293,237 contracts in the data reported through Tuesday. This was a weekly decline of -256,945 contracts from the previous week which had a total of -2,036,292 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 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.0 percent.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week recorded a net position of 22,521 contracts in the data reported through Tuesday. This was a weekly decline of -6,129 contracts from the previous week which had a total of 28,650 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 59.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.9 percent.

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week recorded a net position of -115,758 contracts in the data reported through Tuesday. This was a weekly lowering of -104,328 contracts from the previous week which had a total of -11,430 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 58.9 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 14.6 percent.

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week recorded a net position of -191,415 contracts in the data reported through Tuesday. This was a weekly reduction of -59,036 contracts from the previous week which had a total of -132,379 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 47.7 percent. The commercials are Bullish with a score of 68.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.6 percent.

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week recorded a net position of -174,063 contracts in the data reported through Tuesday. This was a weekly boost of 27,847 contracts from the previous week which had a total of -201,910 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 Bearish with a score of 45.3 percent. The commercials are Bullish with a score of 76.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 17.6 percent.

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week recorded a net position of 13,871 contracts in the data reported through Tuesday. This was a weekly reduction of -30,140 contracts from the previous week which had a total of 44,011 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 31.4 percent. The commercials are Bullish-Extreme with a score of 80.9 percent and the small traders (not shown in chart) are Bearish with a score of 28.4 percent.

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week recorded a net position of -24,845 contracts in the data reported through Tuesday. This was a weekly rise of 8,180 contracts from the previous week which had a total of -33,025 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 84.5 percent. The commercials are Bearish with a score of 33.8 percent and the small traders (not shown in chart) are Bearish with a score of 38.2 percent.

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week recorded a net position of -330,139 contracts in the data reported through Tuesday. This was a weekly decrease of -14,287 contracts from the previous week which had a total of -315,852 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 50.5 percent. The commercials are Bullish with a score of 61.1 percent and the small traders (not shown in chart) are Bullish with a score of 50.9 percent.

Article By InvestMacro – Receive our weekly COT Reports by Email

*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) were positioned in the futures markets.

The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC).

The latest COT data is updated through Tuesday February 8th and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting the COT bonds data is the decrease in the 10-Year Bond futures bearish positions. The bearish speculative position in the 10-Year has declined for three out of the past four weeks and by a total of 141,929 contracts over that four-week period. The 10-Year has been on a strong bearish trend and the large speculators position fell over into bearish territory on October 19th with bets hitting a 100-week bearish high on January 11th at -343,839 contracts. Since then, bearish bets have been on the decline and this week the speculator standing reached it’s least bearish level of the past fifteen weeks at a total of -201,910 contracts.

Joining the 10-Year (72,965 contracts) in gaining this week were the Eurodollar (73,184 contracts), Long US Bond (3,523 contracts) and the Ultra US Bond (17,741 contracts) while decreasing bets for the week were seen in 2-Year Bond (-58,904 contracts), Fed Funds (-3,950 contracts), Ultra 10-Year (-33,495 contracts) and the 5-Year (-11,855 contracts).

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week recorded a net position of -2,036,292 contracts in the data reported through Tuesday. This was a weekly gain of 73,184 contracts from the previous week which had a total of -2,109,476 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 1.8 percent. The commercials are Bullish-Extreme with a score of 98.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.7 percent.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week recorded a net position of 28,650 contracts in the data reported through Tuesday. This was a weekly decline of -3,950 contracts from the previous week which had a total of 32,600 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 43.2 percent. The commercials are Bullish with a score of 57.9 percent and the small traders (not shown in chart) are Bearish with a score of 31.5 percent.

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week recorded a net position of -11,430 contracts in the data reported through Tuesday. This was a weekly decrease of -58,904 contracts from the previous week which had a total of 47,474 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 80.0 percent. The commercials are Bearish with a score of 42.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.5 percent.

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week recorded a net position of -132,379 contracts in the data reported through Tuesday. This was a weekly decline of -11,855 contracts from the previous week which had a total of -120,524 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 58.5 percent. The commercials are Bullish with a score of 62.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.5 percent.

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week recorded a net position of -201,910 contracts in the data reported through Tuesday. This was a weekly rise of 72,965 contracts from the previous week which had a total of -274,875 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 41.0 percent. The commercials are Bullish-Extreme with a score of 82.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.3 percent.

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week recorded a net position of 44,011 contracts in the data reported through Tuesday. This was a weekly reduction of -33,495 contracts from the previous week which had a total of 77,506 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 39.4 percent. The commercials are Bullish with a score of 76.2 percent and the small traders (not shown in chart) are Bearish with a score of 20.4 percent.

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week recorded a net position of -33,025 contracts in the data reported through Tuesday. This was a weekly advance of 3,523 contracts from the previous week which had a total of -36,548 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 37.1 percent and the small traders (not shown in chart) are Bearish with a score of 36.4 percent.

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week recorded a net position of -315,852 contracts in the data reported through Tuesday. This was a weekly rise of 17,741 contracts from the previous week which had a total of -333,593 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 56.4 percent. The commercials are Bullish with a score of 54.2 percent and the small traders (not shown in chart) are Bullish with a score of 50.8 percent.

Article By InvestMacro – Receive our weekly COT Reports by Email

*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) were positioned in the futures markets.

The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC).

The latest COT data is updated through Tuesday February 1st and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting the COT bonds data is the continued rise in the 2-Year Bond futures bets. Speculative positions rose this week following two weekly decreases and this week’s gain brings the current standing to the highest level in the past four weeks. Overall, the 2-Year bond speculator bets have now been in bullish territory for ten consecutive weeks which marks the longest streak since the fall of 2016 when bullish bets also ran off a ten-week streak. The bullishness has pushed the 2-Year into an extreme bullish speculator strength reading of 91.9 percent (current speculator standing compared to past three years, above 80 is bullish extreme, below 20 is bearish extreme). Despite the speculator sentiment, the 2-Year price has been falling sharply (in tandem with other US bonds) as the US Federal Reserve is getting ready to raise their benchmark interest rate, most likely in the March Fed meeting.

Joining the 2-Year Bond (15,597 contracts) in gaining this week are Eurodollar (11,828 contracts), Long US Bond (27,547 contracts), 5-Year (19,933 contracts), Ultra US Bond (9,652 contracts) while decreasing bets for the week were seen in 10-Year (-10,219 contracts), Ultra 10-Year (-16,826 contracts) and the Fed Funds (-16,837 contracts).

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week reached a net position of -2,109,476 contracts in the data reported through Tuesday. This was a weekly boost of 11,828 contracts from the previous week which had a total of -2,121,304 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 0.3 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 7.4 percent.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week reached a net position of 32,600 contracts in the data reported through Tuesday. This was a weekly lowering of -16,837 contracts from the previous week which had a total of 49,437 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 43.6 percent. The commercials are Bullish with a score of 58.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 3.9 percent.

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week reached a net position of 47,474 contracts in the data reported through Tuesday. This was a weekly lift of 15,597 contracts from the previous week which had a total of 31,877 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 91.9 percent. The commercials are Bearish with a score of 31.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week reached a net position of -120,524 contracts in the data reported through Tuesday. This was a weekly increase of 19,933 contracts from the previous week which had a total of -140,457 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 60.6 percent. The commercials are Bullish with a score of 67.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.5 percent.

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week reached a net position of -274,875 contracts in the data reported through Tuesday. This was a weekly decline of -10,219 contracts from the previous week which had a total of -264,656 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 29.7 percent. The commercials are Bullish-Extreme with a score of 92.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 11.4 percent.

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week reached a net position of 77,506 contracts in the data reported through Tuesday. This was a weekly lowering of -16,826 contracts from the previous week which had a total of 94,332 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 Bearish with a score of 48.2 percent. The commercials are Bullish with a score of 71.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.5 percent.

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week reached a net position of -36,548 contracts in the data reported through Tuesday. This was a weekly boost of 27,547 contracts from the previous week which had a total of -64,095 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 80.3 percent. The commercials are Bearish with a score of 38.4 percent and the small traders (not shown in chart) are Bearish with a score of 36.0 percent.

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week reached a net position of -333,593 contracts in the data reported through Tuesday. This was a weekly increase of 9,652 contracts from the previous week which had a total of -343,245 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 49.1 percent. The commercials are Bullish with a score of 66.0 percent and the small traders (not shown in chart) are Bearish with a score of 46.2 percent.

Article By InvestMacro – Receive our weekly COT Reports by Email

*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) were positioned in the futures markets.

The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC).

The latest COT data is updated through Tuesday January 25th and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting the COT bonds data is the continued improvement in the 5-Year Bond speculator positions. Speculative positioning in the 5-Year has seen bearish bets sharply falling for the third consecutive week and by a total of 262,418 contracts over that time-frame. This improvement in the 5-Year brings the net speculator standing to the least bearish level in nineteen weeks, dating back to September 14th when the spec standing was -24,366 contracts.

Joining the 5-Year (76,717 contracts) in gaining this week were the 2-Year Bond (-6,759 contracts), 10-Year (6,786 contracts), Ultra 10-Year (18,302 contracts) and the Fed Funds (61,711 contracts) while decreasing bets for the week were seen in Ultra US Bond (-4,895 contracts), Long US Bond (-16,599 contracts) and the Eurodollar (-294,011 contracts).

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week came in at a net position of -2,121,304 contracts in the data reported through Tuesday. This was a weekly decrease of -294,011 contracts from the previous week which had a total of -1,827,293 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 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.2 percent.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week came in at a net position of 49,437 contracts in the data reported through Tuesday. This was a weekly increase of 61,711 contracts from the previous week which had a total of -12,274 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 45.7 percent. The commercials are Bullish with a score of 56.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.2 percent.

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week came in at a net position of 31,877 contracts in the data reported through Tuesday. This was a weekly reduction of -6,759 contracts from the previous week which had a total of 38,636 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 88.7 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 3.5 percent.

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week came in at a net position of -140,457 contracts in the data reported through Tuesday. This was a weekly boost of 76,717 contracts from the previous week which had a total of -217,174 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 57.0 percent. The commercials are Bullish with a score of 66.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.4 percent.

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week came in at a net position of -264,656 contracts in the data reported through Tuesday. This was a weekly gain of 6,786 contracts from the previous week which had a total of -271,442 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 31.3 percent. The commercials are Bullish-Extreme with a score of 84.5 percent and the small traders (not shown in chart) are Bearish with a score of 23.7 percent.

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week came in at a net position of 94,332 contracts in the data reported through Tuesday. This was a weekly rise of 18,302 contracts from the previous week which had a total of 76,030 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 52.7 percent. The commercials are Bullish with a score of 67.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.2 percent.

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week came in at a net position of -64,095 contracts in the data reported through Tuesday. This was a weekly fall of -16,599 contracts from the previous week which had a total of -47,496 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 70.4 percent. The commercials are Bearish with a score of 43.8 percent and the small traders (not shown in chart) are Bearish with a score of 44.5 percent.

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week came in at a net position of -343,245 contracts in the data reported through Tuesday. This was a weekly lowering of -4,895 contracts from the previous week which had a total of -338,350 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 45.2 percent. The commercials are Bullish with a score of 67.8 percent and the small traders (not shown in chart) are Bullish with a score of 50.5 percent.

Article By InvestMacro – Receive our weekly COT Reports by Email

*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) were positioned in the futures markets.

The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC).

The latest COT data is updated through Tuesday January 18th and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting the COT bonds data is the retreat in the 5-Year Bond bearish bets over the past couple of weeks. Speculators have reduced their bearish bets for the 5-Year Bond sharply for two straight weeks and by a total of 185,701 contracts over that two-week time-frame. This has brought the total net speculator standing from -402,875 contracts on January 4th to -217,174 contracts on January 18th. The drop in bearish bets brings the overall speculator standing to the least bearish level since September 21st when positions totaled -147,423 contracts. Speculative positions have been trending more and more bearish since early September as sentiment for bonds in general has eroded.

Joining the 5-Year (82,483 contracts) in gaining this week were the 10-Year (72,397 contracts), Long US Bond (17,542 contracts) and the FedFunds (55,280 contracts) while decreasing bets for the week were seen in Eurodollar (-46,964 contracts), 2-Year Bond (-13,181 contracts), Ultra 10-Year (-18,214 contracts) and the Ultra US Bond (-28,819 contracts).

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week resulted in a net position of -1,827,293 contracts in the data reported through Tuesday. This was a weekly decline of -46,964 contracts from the previous week which had a total of -1,780,329 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 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.8 percent.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week resulted in a net position of -12,274 contracts in the data reported through Tuesday. This was a weekly boost of 55,280 contracts from the previous week which had a total of -67,554 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 38.1 percent. The commercials are Bullish with a score of 64.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.4 percent.

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week resulted in a net position of 38,636 contracts in the data reported through Tuesday. This was a weekly lowering of -13,181 contracts from the previous week which had a total of 51,817 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 90.1 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 3.3 percent.

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week resulted in a net position of -217,174 contracts in the data reported through Tuesday. This was a weekly advance of 82,483 contracts from the previous week which had a total of -299,657 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 43.0 percent. The commercials are Bullish with a score of 76.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.1 percent.

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week resulted in a net position of -271,442 contracts in the data reported through Tuesday. This was a weekly boost of 72,397 contracts from the previous week which had a total of -343,839 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 30.2 percent. The commercials are Bullish-Extreme with a score of 89.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.4 percent.

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 76,030 contracts in the data reported through Tuesday. This was a weekly reduction of -18,214 contracts from the previous week which had a total of 94,244 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 47.8 percent. The commercials are Bullish with a score of 73.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 7.0 percent.

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week resulted in a net position of -47,496 contracts in the data reported through Tuesday. This was a weekly boost of 17,542 contracts from the previous week which had a total of -65,038 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 76.4 percent. The commercials are Bearish with a score of 39.3 percent and the small traders (not shown in chart) are Bearish with a score of 42.6 percent.

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -338,350 contracts in the data reported through Tuesday. This was a weekly decline of -28,819 contracts from the previous week which had a total of -309,531 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 47.2 percent. The commercials are Bullish with a score of 62.8 percent and the small traders (not shown in chart) are Bullish with a score of 54.3 percent.

Article By InvestMacro – Receive our weekly COT Reports by Email

*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) were positioned in the futures markets.

The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC).

The latest COT data is updated through Tuesday January 11th 2022 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting the COT bonds data is the positioning in the 10-Year Bond futures market. The 10-Year saw the largest decline of speculator bets this week (-66,916 contracts) in all the markets we cover and the 10-Year futures have now had higher bearish bets in four out of the past five weeks. The speculator’s position is at the lowest level in 100 weeks, dating back to February 11th of 2020 and is now extremely bearish with a 19.1 percent strength score (current level compared to past three years of data, above 80% is bullish extreme, below 20% is bearish extreme) while the commercials are bullish extreme with a 97.1 percent score. The small traders are on the speculator’s side with a bearish extreme score of 18.4 percent. Only time will tell if this represents a turning point for 10-Year bonds but with all three trader groups in extreme positioning, it is definitely a market to watch.

The contracts with higher speculator bets this week were the 2-Year Bond (9,818 contracts), Eurodollar (28,727 contracts), FedFunds (17,737 contracts) and the 5-Year (103,218 contracts) while decreasing bets for the week were seen in 10-Year (-66,916 contracts), Ultra 10-Year (-2,361 contracts), Long US Bond (-15,488 contracts) and the Ultra US Bond (-19,930 contracts).

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week equaled a net position of -1,780,329 contracts in the data reported through Tuesday. This was a weekly increase of 28,727 contracts from the previous week which had a total of -1,809,056 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 1.1 percent. The commercials are Bullish-Extreme with a score of 99.2 percent and the small traders (not shown in chart) are Bearish with a score of 22.2 percent.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week equaled a net position of -67,554 contracts in the data reported through Tuesday. This was a weekly lift of 17,737 contracts from the previous week which had a total of -85,291 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 31.3 percent. The commercials are Bullish with a score of 68.4 percent and the small traders (not shown in chart) are Bullish with a score of 55.2 percent.

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week equaled a net position of 51,817 contracts in the data reported through Tuesday. This was a weekly rise of 9,818 contracts from the previous week which had a total of 41,999 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 92.7 percent. The commercials are Bearish with a score of 23.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.0 percent.

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week equaled a net position of -299,657 contracts in the data reported through Tuesday. This was a weekly gain of 103,218 contracts from the previous week which had a total of -402,875 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 27.9 percent. The commercials are Bullish-Extreme with a score of 86.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.5 percent.

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week equaled a net position of -343,839 contracts in the data reported through Tuesday. This was a weekly decline of -66,916 contracts from the previous week which had a total of -276,923 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 19.1 percent. The commercials are Bullish-Extreme with a score of 97.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.4 percent.

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week equaled a net position of 94,244 contracts in the data reported through Tuesday. This was a weekly lowering of -2,361 contracts from the previous week which had a total of 96,605 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 52.6 percent. The commercials are Bullish with a score of 70.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 3.4 percent.

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week equaled a net position of -65,038 contracts in the data reported through Tuesday. This was a weekly lowering of -15,488 contracts from the previous week which had a total of -49,550 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 70.1 percent. The commercials are Bearish with a score of 42.3 percent and the small traders (not shown in chart) are Bearish with a score of 48.9 percent.

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week equaled a net position of -309,531 contracts in the data reported through Tuesday. This was a weekly decrease of -19,930 contracts from the previous week which had a total of -289,601 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 58.9 percent. The commercials are Bullish with a score of 59.3 percent and the small traders (not shown in chart) are Bearish with a score of 38.8 percent.

Article By InvestMacro – Receive our weekly COT Reports by Email

*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) were positioned in the futures markets.

The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC).

The latest COT data is updated through Tuesday January 4th 2022 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting the COT bonds data is the sharp drop in the 5-Year Bond futures bets. The speculators net position this week fell by -104,188 contracts which marked the largest one-week decline since September and brought the overall net position down to -402,875 contracts. This is the most bearish speculator standing since November 9th and the second most in the past year. The current speculator strength score (current level compared to past three years of data where above 80 is bullish-extreme and below 20 is bearish-extreme) shows a bearish-extreme reading at just a 9.1 percent score for the week.

The speculator positions that rose this week were the Eurodollar (18,792 contracts), FedFunds (8,038 contracts) and the Ultra US Bond (11,116 contracts) while decreasing bets were seen in the 2-Year Bond (-45,805 contracts), 5-Year (-104,188 contracts), 10-Year (-63,613 contracts), Ultra 10-Year (-17,211 contracts) and the Long US Bond (-29,595 contracts).

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week resulted in a net position of -1,809,056 contracts in the data reported through Tuesday. This was a weekly gain of 18,792 contracts from the previous week which had a total of -1,827,848 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 0.4 percent. The commercials are Bullish-Extreme with a score of 99.8 percent and the small traders (not shown in chart) are Bearish with a score of 22.5 percent.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week resulted in a net position of -85,291 contracts in the data reported through Tuesday. This was a weekly gain of 8,038 contracts from the previous week which had a total of -93,329 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 29.1 percent. The commercials are Bullish with a score of 72.0 percent and the small traders (not shown in chart) are Bearish with a score of 26.6 percent.

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week resulted in a net position of 41,999 contracts in the data reported through Tuesday. This was a weekly decrease of -45,805 contracts from the previous week which had a total of 87,804 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 90.7 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 1.5 percent.

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week resulted in a net position of -402,875 contracts in the data reported through Tuesday. This was a weekly decline of -104,188 contracts from the previous week which had a total of -298,687 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 9.1 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.0 percent.

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week resulted in a net position of -276,923 contracts in the data reported through Tuesday. This was a weekly fall of -63,613 contracts from the previous week which had a total of -213,310 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-Extreme with a score of 86.4 percent and the small traders (not shown in chart) are Bearish with a score of 23.0 percent.

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 96,605 contracts in the data reported through Tuesday. This was a weekly fall of -17,211 contracts from the previous week which had a total of 113,816 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 53.3 percent. The commercials are Bullish with a score of 61.5 percent and the small traders (not shown in chart) are Bearish with a score of 20.3 percent.

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week resulted in a net position of -49,550 contracts in the data reported through Tuesday. This was a weekly decrease of -29,595 contracts from the previous week which had a total of -19,955 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 75.6 percent. The commercials are Bearish with a score of 28.8 percent and the small traders (not shown in chart) are Bullish with a score of 70.3 percent.

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -289,601 contracts in the data reported through Tuesday. This was a weekly increase of 11,116 contracts from the previous week which had a total of -300,717 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 67.1 percent. The commercials are Bearish with a score of 46.5 percent and the small traders (not shown in chart) are Bearish with a score of 43.1 percent.

Article By InvestMacro – Receive our weekly COT Reports by Email

*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) were positioned in the futures markets.

The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC). The latest release was delayed by the CFTC due to the New Year’s holiday.

The latest COT data is updated through Tuesday December 28th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting the COT bonds data is the jump in bets for the 10-Year Bond. Speculators sharply boosted their 10-Year bets by the largest one-week amount (+125,989) of the past fifteen weeks on December 28th. This rebound strongly trimmed the overall bearish level after it had hit a 97-week bearish high on December 21st at -339,299 contracts. The 10-Year speculator standing has been in bearish territory now for eleven consecutive weeks, dating back to October 19th.

Joining the 10-Year (125,989 contracts) with gains on the week were the 2-Year Bond (8,471 contracts), Ultra 10-Year (2,904 contracts), Long US Bond (16,129 contracts) and the 5-Year (47,689 contracts) while decreasing bets for the week were seen in the Eurodollar (-13,028 contracts), FedFunds (-3,900 contracts) and the Ultra US Bond (-3,156 contracts).

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week recorded a net position of -1,827,848 contracts in the data reported through Tuesday. This was a weekly lowering of -13,028 contracts from the previous week which had a total of -1,814,820 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 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish with a score of 31.1 percent.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week recorded a net position of -93,329 contracts in the data reported through Tuesday. This was a weekly decline of -3,900 contracts from the previous week which had a total of -89,429 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 28.1 percent. The commercials are Bullish with a score of 72.9 percent and the small traders (not shown in chart) are Bearish with a score of 26.6 percent.

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week recorded a net position of 87,804 contracts in the data reported through Tuesday. This was a weekly rise of 8,471 contracts from the previous week which had a total of 79,333 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 14.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 5.0 percent.

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week recorded a net position of -298,687 contracts in the data reported through Tuesday. This was a weekly boost of 47,689 contracts from the previous week which had a total of -346,376 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 28.1 percent. The commercials are Bullish-Extreme with a score of 87.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.8 percent.

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week recorded a net position of -213,310 contracts in the data reported through Tuesday. This was a weekly boost of 125,989 contracts from the previous week which had a total of -339,299 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 39.2 percent. The commercials are Bullish with a score of 79.3 percent and the small traders (not shown in chart) are Bearish with a score of 21.6 percent.

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week recorded a net position of 113,816 contracts in the data reported through Tuesday. This was a weekly lift of 2,904 contracts from the previous week which had a total of 110,912 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 57.8 percent. The commercials are Bullish with a score of 54.6 percent and the small traders (not shown in chart) are Bearish with a score of 24.8 percent.

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week recorded a net position of -19,955 contracts in the data reported through Tuesday. This was a weekly gain of 16,129 contracts from the previous week which had a total of -36,084 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 86.3 percent. The commercials are Bearish-Extreme with a score of 16.7 percent and the small traders (not shown in chart) are Bullish with a score of 76.9 percent.

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week recorded a net position of -300,717 contracts in the data reported through Tuesday. This was a weekly decrease of -3,156 contracts from the previous week which had a total of -297,561 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 62.5 percent. The commercials are Bearish with a score of 44.3 percent and the small traders (not shown in chart) are Bullish with a score of 54.3 percent.

Article By InvestMacro – Receive our weekly COT Reports by Email

*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) were positioned in the futures markets.

The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC). The latest release was delayed by the CFTC due to the Christmas holiday.

The latest COT data is updated through Tuesday December 21st 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting the COT bonds data is the sharp drop in the 10-Year Bond futures. Speculator positioning in the 10-Year has fallen for two straight weeks and last week’s sharp decline marked the largest one-week fall of the past seven weeks. The weakness in speculator sentiment has pushed the current level (-339,299 contracts) to the most bearish level of the past ninety-seven weeks, dating all the way back to February 11th of 2020. The 10-Year contracts have also fallen into a bearish-extreme reading in the speculator strength index with a score of 19.8 percent (current level compared to past 3-year range, with below 20 percent equaling an extreme bearish score).

The bond markets with rising contracts last week were the 2-Year Bond (34,135 contracts), Ultra 10-Year (2,891 contracts) and the Long US Bond (1,234 contracts) while decreasing bets for the week were seen in Eurodollar (-92,289 contracts), 10-Year (-65,443 contracts), FedFunds (-117 contracts), 5-Year (-6,573 contracts) and the Ultra US Bond (-5,088 contracts).

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week reached a net position of -1,814,820 contracts in the data reported through Tuesday. This was a weekly decrease of -92,289 contracts from the previous week which had a total of -1,722,531 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 3.1 percent. The commercials are Bullish-Extreme with a score of 93.1 percent and the small traders (not shown in chart) are Bearish with a score of 37.1 percent.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week reached a net position of -89,429 contracts in the data reported through Tuesday. This was a weekly reduction of -117 contracts from the previous week which had a total of -89,312 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 Bearish with a score of 28.6 percent. The commercials are Bullish with a score of 72.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.2 percent.

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week reached a net position of 79,333 contracts in the data reported through Tuesday. This was a weekly gain of 34,135 contracts from the previous week which had a total of 45,198 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 17.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.4 percent.

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week reached a net position of -346,376 contracts in the data reported through Tuesday. This was a weekly lowering of -6,573 contracts from the previous week which had a total of -339,803 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 19.4 percent. The commercials are Bullish-Extreme with a score of 94.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.8 percent.

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week reached a net position of -339,299 contracts in the data reported through Tuesday. This was a weekly fall of -65,443 contracts from the previous week which had a total of -273,856 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 19.8 percent. The commercials are Bullish-Extreme with a score of 93.4 percent and the small traders (not shown in chart) are Bearish with a score of 24.3 percent.

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week reached a net position of 110,912 contracts in the data reported through Tuesday. This was a weekly lift of 2,891 contracts from the previous week which had a total of 108,021 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 57.0 percent. The commercials are Bullish with a score of 55.9 percent and the small traders (not shown in chart) are Bearish with a score of 23.6 percent.

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week reached a net position of -36,084 contracts in the data reported through Tuesday. This was a weekly boost of 1,234 contracts from the previous week which had a total of -37,318 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 80.5 percent. The commercials are Bearish with a score of 24.0 percent and the small traders (not shown in chart) are Bullish with a score of 71.6 percent.

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week reached a net position of -297,561 contracts in the data reported through Tuesday. This was a weekly fall of -5,088 contracts from the previous week which had a total of -292,473 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 63.8 percent. The commercials are Bearish with a score of 44.6 percent and the small traders (not shown in chart) are Bullish with a score of 51.6 percent.

Article By InvestMacro – Receive our weekly COT Reports by Email

*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) were positioned in the futures markets.

The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC). The latest COT data is updated through Tuesday December 14th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting this week’s COT bonds data is the continued strengthening of the speculators net positions in the 2-Year Bond futures. Speculator net positions have increased in 2-year bonds for the third straight week and for the ninth time out of the past eleven weeks. The net speculator position turned bullish on November 30th after spending fourteen straight weeks in bearish territory and has now climbed to the most bullish level of the past one-hundred and eighty-five weeks, dating all the way back to May 29th of 2018. At the moment, both the speculators (+45,198 contracts) and commercials (+26,586 contracts) are bullish on the 2-year futures while the small traders make up the other side of the contracts with bearish positioning with a total of -71,784 contracts.

Joining the 2-Year Bond (12,593 contracts) with rising bets this week were the Long US Bond (9,204 contracts), the FedFunds (24,007 contracts) and the 5-Year (47,728 contracts) while decreasing bets for the week were seen in the Eurodollar (-347,668 contracts), 10-Year (-6,850 contracts), Ultra 10-Year (-5,586 contracts) and the Ultra US Bond (-2,119 contracts).

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week equaled a net position of -1,722,531 contracts in the data reported through Tuesday. This was a weekly decrease of -347,668 contracts from the previous week which had a total of -1,374,863 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 7.8 percent. The commercials are Bullish-Extreme with a score of 90.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 17.2 percent.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week equaled a net position of -89,312 contracts in the data reported through Tuesday. This was a weekly increase of 24,007 contracts from the previous week which had a total of -113,319 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 28.6 percent. The commercials are Bullish with a score of 72.3 percent and the small traders (not shown in chart) are Bearish with a score of 29.8 percent.

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week equaled a net position of 45,198 contracts in the data reported through Tuesday. This was a weekly rise of 12,593 contracts from the previous week which had a total of 32,605 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 with a score of 25.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week equaled a net position of -339,803 contracts in the data reported through Tuesday. This was a weekly boost of 47,728 contracts from the previous week which had a total of -387,531 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 20.6 percent. The commercials are Bullish-Extreme with a score of 90.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.6 percent.

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week equaled a net position of -273,856 contracts in the data reported through Tuesday. This was a weekly decline of -6,850 contracts from the previous week which had a total of -267,006 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 29.9 percent. The commercials are Bullish-Extreme with a score of 88.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.5 percent.

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week equaled a net position of 108,021 contracts in the data reported through Tuesday. This was a weekly fall of -5,586 contracts from the previous week which had a total of 113,607 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 56.3 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 7.6 percent.

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week equaled a net position of -37,318 contracts in the data reported through Tuesday. This was a weekly lift of 9,204 contracts from the previous week which had a total of -46,522 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 80.0 percent. The commercials are Bearish-Extreme with a score of 18.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.0 percent.

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week equaled a net position of -292,473 contracts in the data reported through Tuesday. This was a weekly fall of -2,119 contracts from the previous week which had a total of -290,354 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 65.9 percent. The commercials are Bearish with a score of 42.0 percent and the small traders (not shown in chart) are Bullish with a score of 51.8 percent.

Article By InvestMacro – Receive our weekly COT Reports by Email

*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) were positioned in the futures markets.

The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.