Bonds

Archive for Bonds – Page 23

COT Bonds Futures Charts: 2-Year, 5-Year Treasury Notes, Eurodollar, 10-Year, Long Bond

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 May 25 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 -337,407 contracts in the data reported through Tuesday. This was a weekly lowering of -90,156 contracts from the previous week which had a total of -247,251 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 52.0 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 74.4 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.9	50.8	5.2
– Percent of Open Interest Shorts:	23.4	46.5	6.9
– Net Position:	-337,407	556,246	-218,839
– Gross Longs:	2,730,799	6,650,052	678,934
– Gross Shorts:	3,068,206	6,093,806	897,773
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.0	44.3	74.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.3	9.5	15.7

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week resulted in a net position of -247,959 contracts in the data reported through Tuesday. This was a weekly increase of 46,785 contracts from the previous week which had a total of -294,744 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 6.0 percent. The commercials are Bullish-Extreme with a score of 94.6 percent and the small traders (not shown in chart) are Bullish with a score of 53.2 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	4.3	76.8	1.8
– Percent of Open Interest Shorts:	26.4	53.8	2.7
– Net Position:	-247,959	257,765	-9,806
– Gross Longs:	48,298	861,103	20,062
– Gross Shorts:	296,257	603,338	29,868
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	6.0	94.6	53.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.4	15.5	-4.4

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week resulted in a net position of -263,456 contracts in the data reported through Tuesday. This was a weekly decrease of -38,724 contracts from the previous week which had a total of -224,732 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 34.9 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 54.1 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.9	74.5	6.3
– Percent of Open Interest Shorts:	29.0	64.9	4.8
– Net Position:	-263,456	226,934	36,522
– Gross Longs:	422,520	1,760,922	149,783
– Gross Shorts:	685,976	1,533,988	113,261
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	34.9	61.1	54.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	24.5	-24.7	10.9

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week resulted in a net position of -109,619 contracts in the data reported through Tuesday. This was a weekly decline of -119,153 contracts from the previous week which had a total of 9,534 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 78.7 percent. The commercials are Bearish with a score of 27.7 percent and the small traders (not shown in chart) are Bearish with a score of 28.7 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.1	78.4	8.5
– Percent of Open Interest Shorts:	13.3	72.5	11.3
– Net Position:	-109,619	202,363	-92,744
– Gross Longs:	342,368	2,659,008	289,241
– Gross Shorts:	451,987	2,456,645	381,985
– 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):	78.7	27.7	28.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.8	10.2	7.6

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week resulted in a net position of 104,398 contracts in the data reported through Tuesday. This was a weekly advance of 72,744 contracts from the previous week which had a total of 31,654 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 94.7 percent. The commercials are Bearish with a score of 34.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.5	68.5	8.6
– Percent of Open Interest Shorts:	16.2	64.6	14.8
– Net Position:	104,398	174,988	-279,386
– Gross Longs:	834,440	3,083,531	387,727
– Gross Shorts:	730,042	2,908,543	667,113
– 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):	94.7	34.6	0.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.8	-5.6	-13.1

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 171,322 contracts in the data reported through Tuesday. This was a weekly gain of 9,816 contracts from the previous week which had a total of 161,506 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 Bullish with a score of 73.0 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 0.0 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.5	69.6	8.8
– Percent of Open Interest Shorts:	9.1	70.6	18.3
– Net Position:	171,322	-15,810	-155,512
– Gross Longs:	320,528	1,143,178	144,736
– Gross Shorts:	149,206	1,158,988	300,248
– Long to Short Ratio:	2.1 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.0	39.8	0.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.1	3.9	-25.4

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week resulted in a net position of -119,353 contracts in the data reported through Tuesday. This was a weekly decrease of -36,373 contracts from the previous week which had a total of -82,980 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 76.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 7.2 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.4	76.8	14.0
– Percent of Open Interest Shorts:	14.7	63.0	18.5
– Net Position:	-119,353	176,497	-57,144
– Gross Longs:	68,604	981,864	178,650
– Gross Shorts:	187,957	805,367	235,794
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.5	76.4	7.2
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.5	3.8	-8.3

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -249,634 contracts in the data reported through Tuesday. This was a weekly decrease of -9,842 contracts from the previous week which had a total of -239,792 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 Bullish with a score of 75.8 percent. The commercials are Bullish with a score of 60.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.9 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.1	79.4	12.4
– Percent of Open Interest Shorts:	25.3	56.1	15.5
– Net Position:	-249,634	287,734	-38,100
– Gross Longs:	63,181	980,362	153,113
– Gross Shorts:	312,815	692,628	191,213
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	75.8	60.5	0.9
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.8	-0.1	-12.9

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).

08 May

COT Bonds Futures Charts: Eurodollars, Ultra 10-Year Notes, 2-Year, 5-Year, 30-Day FedFunds

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 May 04 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week resulted in a net position of -288,552 contracts in the data reported through Tuesday. This was a weekly fall of -117,508 contracts from the previous week which had a total of -171,044 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 Bullish with a score of 53.9 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	3.1	77.5	2.0
– Percent of Open Interest Shorts:	32.2	47.3	2.9
– Net Position:	-288,552	298,013	-9,461
– Gross Longs:	30,283	766,053	19,394
– Gross Shorts:	318,835	468,040	28,855
– Long to Short Ratio:	0.1 to 1	1.6 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.0	100.0	53.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-27.1	27.0	-5.0

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week resulted in a net position of -263,456 contracts in the data reported through Tuesday. This was a weekly decline of -38,724 contracts from the previous week which had a total of -224,732 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 32.0 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 54.1 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.9	74.5	6.3
– Percent of Open Interest Shorts:	29.0	64.9	4.8
– Net Position:	-263,456	226,934	36,522
– Gross Longs:	422,520	1,760,922	149,783
– Gross Shorts:	685,976	1,533,988	113,261
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	32.0	61.1	54.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.5	-24.7	10.9

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week resulted in a net position of -109,619 contracts in the data reported through Tuesday. This was a weekly reduction of -119,153 contracts from the previous week which had a total of 9,534 net contracts.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.1	78.4	8.5
– Percent of Open Interest Shorts:	13.3	72.5	11.3
– Net Position:	-109,619	202,363	-92,744
– Gross Longs:	342,368	2,659,008	289,241
– Gross Shorts:	451,987	2,456,645	381,985
– 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):	78.7	27.7	33.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.8	10.2	7.1

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week resulted in a net position of -7,245 contracts in the data reported through Tuesday. This was a weekly lowering of -63,004 contracts from the previous week which had a total of 55,759 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 82.4 percent. The commercials are Bearish with a score of 40.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.9 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.2	70.2	7.9
– Percent of Open Interest Shorts:	19.4	64.6	13.3
– Net Position:	-7,245	239,211	-231,966
– Gross Longs:	818,849	2,990,625	336,630
– Gross Shorts:	826,094	2,751,414	568,596
– 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):	82.4	40.8	10.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.2	8.5	-18.9

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 127,622 contracts in the data reported through Tuesday. This was a weekly advance of 257 contracts from the previous week which had a total of 127,365 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 61.4 percent. The commercials are Bullish with a score of 50.2 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:	19.7	72.1	7.8
– Percent of Open Interest Shorts:	11.4	70.7	17.5
– Net Position:	127,622	21,208	-148,830
– Gross Longs:	301,615	1,103,948	119,679
– Gross Shorts:	173,993	1,082,740	268,509
– Long to Short Ratio:	1.7 to 1	1.0 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.4	50.2	0.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-38.6	50.2	-26.8

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week resulted in a net position of -131,786 contracts in the data reported through Tuesday. This was a weekly fall of -15,169 contracts from the previous week which had a total of -116,617 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 46.1 percent. The commercials are Bullish with a score of 79.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.7 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.0	77.9	12.8
– Percent of Open Interest Shorts:	18.1	62.4	17.3
– Net Position:	-131,786	184,813	-53,027
– Gross Longs:	83,644	928,191	152,503
– Gross Shorts:	215,430	743,378	205,530
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.1	79.0	13.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.5	3.1	-4.3

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -251,517 contracts in the data reported through Tuesday. This was a weekly lowering of -689 contracts from the previous week which had a total of -250,828 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 75.1 percent. The commercials are Bullish with a score of 57.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.3	82.1	12.1
– Percent of Open Interest Shorts:	27.5	57.4	14.5
– Net Position:	-251,517	279,812	-28,295
– Gross Longs:	60,471	932,454	136,958
– Gross Shorts:	311,988	652,642	165,253
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	75.1	57.0	0.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.3	0.8	-12.4

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week resulted in a net position of 125,153 contracts in the data reported through Tuesday. This was a weekly reduction of -217,068 contracts from the previous week which had a total of 342,221 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 61.9 percent. The commercials are Bearish with a score of 37.4 percent and the small traders (not shown in chart) are Bullish with a score of 55.1 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.9	50.4	4.9
– Percent of Open Interest Shorts:	20.8	48.4	7.9
– Net Position:	125,153	242,656	-367,809
– Gross Longs:	2,662,831	6,139,211	590,518
– Gross Shorts:	2,537,678	5,896,555	958,327
– Long to Short Ratio:	1.0 to 1	1.0 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.9	37.4	55.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.0	11.1	-8.5

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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01 May

COT Bonds Futures Charts: Eurodollars, 2-Year Treasury Notes, Fed Funds, 10-Year Treasury 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 April 27 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week totaled a net position of -171,044 contracts in the data reported through Tuesday. This was a weekly reduction of -18,152 contracts from the previous week which had a total of -152,892 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 7.2 percent. The commercials are Bullish-Extreme with a score of 93.2 percent and the small traders (not shown in chart) are Bullish with a score of 51.2 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.2	72.2	1.9
– Percent of Open Interest Shorts:	23.3	55.0	2.9
– Net Position:	-171,044	181,942	-10,898
– Gross Longs:	75,851	764,115	19,965
– Gross Shorts:	246,895	582,173	30,863
– Long to Short Ratio:	0.3 to 1	1.3 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	7.2	93.2	51.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.1	7.6	-7.9

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week totaled a net position of -224,732 contracts in the data reported through Tuesday. This was a weekly gain of 12,698 contracts from the previous week which had a total of -237,430 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 Bearish with a score of 40.1 percent. The commercials are Bullish with a score of 54.6 percent and the small traders (not shown in chart) are Bullish with a score of 51.3 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.8	75.0	6.2
– Percent of Open Interest Shorts:	27.6	66.5	4.9
– Net Position:	-224,732	193,539	31,193
– Gross Longs:	407,822	1,720,277	142,515
– Gross Shorts:	632,554	1,526,738	111,322
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	40.1	54.6	51.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	19.1	-22.4	13.0

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week totaled a net position of 9,534 contracts in the data reported through Tuesday. This was a weekly rise of 33,783 contracts from the previous week which had a total of -24,249 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 91.1 percent. The commercials are Bearish-Extreme with a score of 17.0 percent and the small traders (not shown in chart) are Bearish with a score of 34.3 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.6	77.3	8.5
– Percent of Open Interest Shorts:	11.4	74.8	11.3
– Net Position:	9,534	82,004	-91,538
– Gross Longs:	392,216	2,603,900	287,669
– Gross Shorts:	382,682	2,521,896	379,207
– Long to Short Ratio:	1.0 to 1	1.0 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	91.1	17.0	34.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.5	3.6	8.9

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week totaled a net position of 55,759 contracts in the data reported through Tuesday. This was a weekly advance of 40,152 contracts from the previous week which had a total of 15,607 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-Extreme with a score of 89.4 percent. The commercials are Bearish with a score of 37.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.9 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.9	72.0	7.6
– Percent of Open Interest Shorts:	16.5	66.7	14.2
– Net Position:	55,759	208,930	-264,689
– Gross Longs:	714,330	2,874,584	304,533
– Gross Shorts:	658,571	2,665,654	569,222
– Long to Short Ratio:	1.1 to 1	1.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.4	37.9	1.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.7	0.5	-15.5

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week totaled a net position of 127,365 contracts in the data reported through Tuesday. This was a weekly increase of 342 contracts from the previous week which had a total of 127,023 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 with a score of 61.4 percent. The commercials are Bearish with a score of 45.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.7 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.7	71.4	8.3
– Percent of Open Interest Shorts:	11.0	71.1	17.2
– Net Position:	127,365	3,907	-131,272
– Gross Longs:	287,587	1,044,185	121,074
– Gross Shorts:	160,222	1,040,278	252,346
– Long to Short Ratio:	1.8 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.4	45.4	2.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-33.7	38.4	-8.5

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week totaled a net position of -116,617 contracts in the data reported through Tuesday. This was a weekly reduction of -9,033 contracts from the previous week which had a total of -107,584 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 77.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.5 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.3	79.1	12.4
– Percent of Open Interest Shorts:	16.1	64.0	17.7
– Net Position:	-116,617	179,036	-62,419
– Gross Longs:	74,380	938,645	147,292
– Gross Shorts:	190,997	759,609	209,711
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.5	77.2	6.5
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.6	-3.0	-13.1

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week totaled a net position of -250,828 contracts in the data reported through Tuesday. This was a weekly advance of 17,019 contracts from the previous week which had a total of -267,847 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 73.5 percent. The commercials are Bullish with a score of 53.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.0 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.6	82.3	11.6
– Percent of Open Interest Shorts:	27.7	58.3	13.6
– Net Position:	-250,828	272,787	-21,959
– Gross Longs:	63,602	934,224	132,115
– Gross Shorts:	314,430	661,437	154,074
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.5	53.9	1.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.8	5.5	-16.6

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week totaled a net position of 342,221 contracts in the data reported through Tuesday. This was a weekly lowering of -45,743 contracts from the previous week which had a total of 387,964 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 66.6 percent. The commercials are Bearish with a score of 32.8 percent and the small traders (not shown in chart) are Bullish with a score of 56.1 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.7	50.1	5.1
– Percent of Open Interest Shorts:	17.8	49.9	8.2
– Net Position:	342,221	18,273	-360,494
– Gross Longs:	2,404,580	5,819,867	592,736
– Gross Shorts:	2,062,359	5,801,594	953,230
– 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):	66.6	32.8	56.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.5	5.8	-6.3

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 investing Opinions

24 Apr

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

Fed Funds, 5-Year Treasury 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 April 20 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week resulted in a net position of -152,892 contracts in the data reported through Tuesday. This was a weekly reduction of -25,767 contracts from the previous week which had a total of -127,125 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 9.7 percent. The commercials are Bullish-Extreme with a score of 90.5 percent and the small traders (not shown in chart) are Bullish with a score of 54.4 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.0	70.9	2.1
– Percent of Open Interest Shorts:	22.4	55.6	2.9
– Net Position:	-152,892	162,087	-9,195
– Gross Longs:	84,995	752,818	21,868
– Gross Shorts:	237,887	590,731	31,063
– Long to Short Ratio:	0.4 to 1	1.3 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	9.7	90.5	54.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.5	3.0	-7.5

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week resulted in a net position of -237,430 contracts in the data reported through Tuesday. This was a weekly increase of 75,002 contracts from the previous week which had a total of -312,432 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 37.4 percent. The commercials are Bullish with a score of 58.7 percent and the small traders (not shown in chart) are Bearish with a score of 47.0 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.0	75.9	6.1
– Percent of Open Interest Shorts:	27.4	66.4	5.1
– Net Position:	-237,430	214,465	22,965
– Gross Longs:	384,259	1,719,518	138,541
– Gross Shorts:	621,689	1,505,053	115,576
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.4	58.7	47.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	35.4	-29.2	-9.4

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week resulted in a net position of -24,249 contracts in the data reported through Tuesday. This was a weekly gain of 59,998 contracts from the previous week which had a total of -84,247 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 87.6 percent. The commercials are Bearish with a score of 22.8 percent and the small traders (not shown in chart) are Bearish with a score of 24.3 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.7	79.1	8.0
– Percent of Open Interest Shorts:	11.4	74.7	11.7
– Net Position:	-24,249	146,919	-122,670
– Gross Longs:	358,590	2,652,886	268,363
– Gross Shorts:	382,839	2,505,967	391,033
– 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):	87.6	22.8	24.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.0	2.1	-5.2

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week resulted in a net position of 15,607 contracts in the data reported through Tuesday. This was a weekly gain of 18,259 contracts from the previous week which had a total of -2,652 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 85.0 percent. The commercials are Bearish with a score of 39.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.9 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.3	73.1	7.8
– Percent of Open Interest Shorts:	16.9	67.4	13.9
– Net Position:	15,607	223,746	-239,353
– Gross Longs:	673,632	2,846,970	302,428
– Gross Shorts:	658,025	2,623,224	541,781
– 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):	85.0	39.3	8.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.8	-2.6	-9.6

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 127,023 contracts in the data reported through Tuesday. This was a weekly reduction of -24,948 contracts from the previous week which had a total of 151,971 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 61.3 percent. The commercials are Bearish with a score of 45.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 3.5 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.3	71.7	8.2
– Percent of Open Interest Shorts:	10.5	71.5	17.2
– Net Position:	127,023	3,334	-130,357
– Gross Longs:	279,559	1,040,804	119,260
– Gross Shorts:	152,536	1,037,470	249,617
– Long to Short Ratio:	1.8 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.3	45.2	3.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-25.7	28.6	-4.3

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week resulted in a net position of -107,584 contracts in the data reported through Tuesday. This was a weekly increase of 10,425 contracts from the previous week which had a total of -118,009 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 54.8 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 13.1 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.7	78.0	12.7
– Percent of Open Interest Shorts:	15.8	64.4	17.2
– Net Position:	-107,584	161,324	-53,740
– Gross Longs:	79,705	925,044	150,692
– Gross Shorts:	187,289	763,720	204,432
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.8	71.5	13.1
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	25.6	-18.3	-10.5

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -267,847 contracts in the data reported through Tuesday. This was a weekly rise of 1 contracts from the previous week which had a total of -267,848 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 Bullish with a score of 65.9 percent. The commercials are Bullish with a score of 60.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 3.3 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.4	82.4	11.8
– Percent of Open Interest Shorts:	29.0	57.1	13.5
– Net Position:	-267,847	287,068	-19,221
– Gross Longs:	61,268	936,102	133,849
– Gross Shorts:	329,115	649,034	153,070
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	65.9	60.2	3.3
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.1	11.6	-7.6

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week resulted in a net position of 387,964 contracts in the data reported through Tuesday. This was a weekly decline of -9,620 contracts from the previous week which had a total of 397,584 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 67.3 percent. The commercials are Bearish with a score of 32.0 percent and the small traders (not shown in chart) are Bullish with a score of 57.3 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.5	49.5	5.2
– Percent of Open Interest Shorts:	17.1	49.8	8.3
– Net Position:	387,964	-37,162	-350,802
– Gross Longs:	2,341,318	5,651,337	595,873
– Gross Shorts:	1,953,354	5,688,499	946,675
– 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):	67.3	32.0	57.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.4	5.4	-3.9

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 investing Opinions

17 Apr

COT Bonds Futures Charts: Eurodollar, 2-Year Treasury Notes, 5-Year Treasury Notes, Fed Funds,

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 April 13 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week came in at a net position of -127,125 contracts in the data reported through Tuesday. This was a weekly lowering of -6,452 contracts from the previous week which had a total of -120,673 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 13.3 percent. The commercials are Bullish-Extreme with a score of 86.7 percent and the small traders (not shown in chart) are Bullish with a score of 57.6 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.1	69.8	2.3
– Percent of Open Interest Shorts:	20.4	56.8	3.0
– Net Position:	-127,125	134,520	-7,395
– Gross Longs:	83,807	723,584	23,358
– Gross Shorts:	210,932	589,064	30,753
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	13.3	86.7	57.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.3	2.2	-0.4

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week came in at a net position of -312,432 contracts in the data reported through Tuesday. This was a weekly increase of 63,388 contracts from the previous week which had a total of -375,820 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 with a score of 21.8 percent. The commercials are Bullish with a score of 72.6 percent and the small traders (not shown in chart) are Bearish with a score of 48.4 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.2	76.6	6.3
– Percent of Open Interest Shorts:	29.9	64.0	5.2
– Net Position:	-312,432	286,809	25,623
– Gross Longs:	371,174	1,749,602	144,097
– Gross Shorts:	683,606	1,462,793	118,474
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	21.8	72.6	48.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.4	14.5	-10.8

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week came in at a net position of -84,247 contracts in the data reported through Tuesday. This was a weekly fall of -76,630 contracts from the previous week which had a total of -7,617 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 81.3 percent. The commercials are Bearish with a score of 27.1 percent and the small traders (not shown in chart) are Bearish with a score of 30.2 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.6	78.7	8.2
– Percent of Open Interest Shorts:	13.0	73.0	11.4
– Net Position:	-84,247	195,397	-111,150
– Gross Longs:	364,283	2,708,144	282,197
– Gross Shorts:	448,530	2,512,747	393,347
– 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):	81.3	27.1	30.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.5	11.9	-9.1

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week came in at a net position of -2,652 contracts in the data reported through Tuesday. This was a weekly lowering of -87,211 contracts from the previous week which had a total of 84,559 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 40.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 11.3 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.7	72.8	7.9
– Percent of Open Interest Shorts:	17.8	66.8	13.8
– Net Position:	-2,652	233,204	-230,552
– Gross Longs:	689,720	2,837,439	308,644
– Gross Shorts:	692,372	2,604,235	539,196
– 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):	82.9	40.3	11.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.2	-4.3	-13.2

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week came in at a net position of 151,971 contracts in the data reported through Tuesday. This was a weekly decline of -18,664 contracts from the previous week which had a total of 170,635 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 67.9 percent. The commercials are Bearish with a score of 36.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.9 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.3	70.8	8.1
– Percent of Open Interest Shorts:	9.8	72.9	16.5
– Net Position:	151,971	-29,596	-122,375
– Gross Longs:	294,465	1,027,763	117,111
– Gross Shorts:	142,494	1,057,359	239,486
– Long to Short Ratio:	2.1 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.9	36.0	10.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.0	6.8	5.5

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week came in at a net position of -118,009 contracts in the data reported through Tuesday. This was a weekly advance of 485 contracts from the previous week which had a total of -118,494 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 51.0 percent. The commercials are Bullish with a score of 72.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.5 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.7	77.5	13.5
– Percent of Open Interest Shorts:	16.8	63.4	17.5
– Net Position:	-118,009	164,665	-46,656
– Gross Longs:	78,935	907,628	158,390
– Gross Shorts:	196,944	742,963	205,046
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.0	72.6	18.5
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	26.0	-21.6	-3.5

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week came in at a net position of -267,848 contracts in the data reported through Tuesday. This was a weekly fall of -6,029 contracts from the previous week which had a total of -261,819 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 with a score of 63.3 percent. The commercials are Bullish with a score of 60.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.5 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.4	82.4	11.8
– Percent of Open Interest Shorts:	29.0	57.0	13.6
– Net Position:	-267,848	287,986	-20,138
– Gross Longs:	61,551	935,097	133,920
– Gross Shorts:	329,399	647,111	154,058
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.3	60.9	2.5
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.2	6.7	-2.4

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week came in at a net position of 397,584 contracts in the data reported through Tuesday. This was a weekly reduction of -70,861 contracts from the previous week which had a total of 468,445 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 67.4 percent. The commercials are Bearish with a score of 31.7 percent and the small traders (not shown in chart) are Bullish with a score of 59.2 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.9	49.6	4.9
– Percent of Open Interest Shorts:	16.5	50.0	7.8
– Net Position:	397,584	-56,761	-340,823
– Gross Longs:	2,325,893	5,798,474	576,408
– Gross Shorts:	1,928,309	5,855,235	917,231
– 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):	67.4	31.7	59.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.2	3.5	-5.5

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 investing Opinions

10 Apr

COT Bonds Futures Charts: Fed Funds, 5-Year Treasury Notes, Eurodollar, 10-Year Treasury Notes

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

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 April 06 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week recorded a net position of -120,673 contracts in the data reported through Tuesday. This was a weekly fall of -38,042 contracts from the previous week which had a total of -82,631 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 14.3 percent. The commercials are Bullish-Extreme with a score of 86.0 percent and the small traders (not shown in chart) are Bullish with a score of 55.3 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.3	70.5	2.2
– Percent of Open Interest Shorts:	20.3	57.7	3.0
– Net Position:	-120,673	129,362	-8,689
– Gross Longs:	84,005	711,313	21,909
– Gross Shorts:	204,678	581,951	30,598
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	14.3	86.0	55.3
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.3	2.3	-13.4

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week recorded a net position of -375,820 contracts in the data reported through Tuesday. This was a weekly lowering of -29,128 contracts from the previous week which had a total of -346,692 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 8.6 percent. The commercials are Bullish-Extreme with a score of 85.7 percent and the small traders (not shown in chart) are Bearish with a score of 46.0 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.9	75.9	6.2
– Percent of Open Interest Shorts:	33.2	60.6	5.3
– Net Position:	-375,820	354,777	21,043
– Gross Longs:	390,901	1,754,671	142,678
– Gross Shorts:	766,721	1,399,894	121,635
– Long to Short Ratio:	0.5 to 1	1.3 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	8.6	85.7	46.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-70.0	73.9	-25.6

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week recorded a net position of -7,617 contracts in the data reported through Tuesday. This was a weekly lowering of -102,952 contracts from the previous week which had a total of 95,335 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 22.3 percent and the small traders (not shown in chart) are Bearish with a score of 21.4 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.6	76.3	7.6
– Percent of Open Interest Shorts:	13.8	72.3	11.3
– Net Position:	-7,617	141,544	-133,927
– Gross Longs:	485,239	2,727,948	271,735
– Gross Shorts:	492,856	2,586,404	405,662
– 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):	89.3	22.3	21.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.7	15.1	-26.1

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week recorded a net position of 84,559 contracts in the data reported through Tuesday. This was a weekly gain of 174,361 contracts from the previous week which had a total of -89,802 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 92.5 percent. The commercials are Bearish with a score of 30.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.2 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.7	72.0	8.0
– Percent of Open Interest Shorts:	16.5	68.7	13.4
– Net Position:	84,559	128,010	-212,569
– Gross Longs:	732,687	2,821,476	313,947
– Gross Shorts:	648,128	2,693,466	526,516
– 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):	92.5	30.1	16.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.0	-5.1	-7.8

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week recorded a net position of 170,635 contracts in the data reported through Tuesday. This was a weekly decrease of -64,475 contracts from the previous week which had a total of 235,110 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 72.8 percent. The commercials are Bearish with a score of 34.0 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:	21.0	71.1	7.6
– Percent of Open Interest Shorts:	9.1	73.7	17.0
– Net Position:	170,635	-36,437	-134,198
– Gross Longs:	300,246	1,017,164	108,960
– Gross Shorts:	129,611	1,053,601	243,158
– Long to Short Ratio:	2.3 to 1	1.0 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.8	34.0	0.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.7	2.7	-6.6

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week recorded a net position of -118,494 contracts in the data reported through Tuesday. This was a weekly decrease of -4,055 contracts from the previous week which had a total of -114,439 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 46.3 percent. The commercials are Bullish with a score of 73.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.2 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.2	78.6	13.2
– Percent of Open Interest Shorts:	16.3	64.3	17.5
– Net Position:	-118,494	168,164	-49,670
– Gross Longs:	72,722	920,918	154,881
– Gross Shorts:	191,216	752,754	204,551
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.3	73.7	16.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.4	-6.4	-13.6

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week recorded a net position of -261,819 contracts in the data reported through Tuesday. This was a weekly reduction of -2,695 contracts from the previous week which had a total of -259,124 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 Bullish with a score of 62.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.1	82.7	11.8
– Percent of Open Interest Shorts:	28.2	57.6	13.8
– Net Position:	-261,819	285,070	-23,251
– Gross Longs:	58,261	938,845	133,842
– Gross Shorts:	320,080	653,775	157,093
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	64.6	62.3	0.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.7	22.9	-7.9

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week recorded a net position of 468,445 contracts in the data reported through Tuesday. This was a weekly fall of -289,661 contracts from the previous week which had a total of 758,106 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 68.5 percent. The commercials are Bearish with a score of 30.2 percent and the small traders (not shown in chart) are Bullish with a score of 63.7 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.1	49.5	5.1
– Percent of Open Interest Shorts:	16.0	50.9	7.8
– Net Position:	468,445	-163,288	-305,157
– Gross Longs:	2,331,761	5,751,008	596,999
– Gross Shorts:	1,863,316	5,914,296	902,156
– Long to Short Ratio:	1.3 to 1	1.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.5	30.2	63.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.3	4.2	-2.3

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 investing Opinions

03 Apr

COT Bonds Futures Charts: 2-Year Treasury Note, Ultra 10-Year Notes, Eurodollars & Fed Funds

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

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 March 30 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds:

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.7	69.3	1.9
– Percent of Open Interest Shorts:	17.1	61.1	2.7
– Net Position:	-82,631	91,253	-8,622
– Gross Longs:	108,423	773,039	21,423
– Gross Shorts:	191,054	681,786	30,045
– Long to Short Ratio:	0.6 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	19.6	80.7	55.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.3	1.0	-9.5

2-Year Treasury Note:

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.5	75.1	6.2
– Percent of Open Interest Shorts:	32.4	61.3	5.1
– Net Position:	-346,692	322,028	24,664
– Gross Longs:	407,888	1,748,022	143,590
– Gross Shorts:	754,580	1,425,994	118,926
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	14.7	79.4	47.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-42.5	45.4	-16.9

5-Year Treasury Note:

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.6	73.5	7.5
– Percent of Open Interest Shorts:	14.1	72.9	10.7
– Net Position:	95,335	20,726	-116,061
– Gross Longs:	612,179	2,701,996	277,397
– Gross Shorts:	516,844	2,681,270	393,458
– 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	11.6	28.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.5	-2.0	-30.5

10-Year Treasury Note:

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.6	72.7	8.3
– Percent of Open Interest Shorts:	19.9	66.4	12.3
– Net Position:	-89,802	246,189	-156,387
– Gross Longs:	693,797	2,857,811	326,604
– Gross Shorts:	783,599	2,611,622	482,991
– 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):	73.4	41.5	31.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.3	17.6	3.0

Ultra 10-Year Notes:

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.1	68.9	7.7
– Percent of Open Interest Shorts:	5.7	76.4	17.6
– Net Position:	235,110	-101,477	-133,633
– Gross Longs:	312,051	928,708	103,248
– Gross Shorts:	76,941	1,030,185	236,881
– Long to Short Ratio:	4.1 to 1	0.9 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.8	15.8	0.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	20.6	-16.4	-18.0

US Treasury Bonds:

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.3	78.2	13.3
– Percent of Open Interest Shorts:	16.0	64.6	17.2
– Net Position:	-114,439	160,173	-45,734
– Gross Longs:	73,680	921,142	156,808
– Gross Shorts:	188,119	760,969	202,542
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	47.7	71.2	19.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	25.1	-17.8	-15.9

Ultra US Treasury Bonds:

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.3	82.5	11.8
– Percent of Open Interest Shorts:	28.4	58.0	13.2
– Net Position:	-259,124	275,130	-16,006
– Gross Longs:	60,132	927,697	132,375
– Gross Shorts:	319,256	652,567	148,381
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	64.9	58.3	1.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.9	15.4	-7.0

3-Month Eurodollars:

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.4	48.2	5.5
– Percent of Open Interest Shorts:	15.7	52.4	8.1
– Net Position:	758,106	-472,022	-286,084
– Gross Longs:	2,513,727	5,411,299	616,935
– Gross Shorts:	1,755,621	5,883,321	903,019
– Long to Short Ratio:	1.4 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.9	25.9	66.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.0	-2.2	-5.2

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 investing Opinions

27 Mar

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

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 March 23 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds:

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.9	69.6	1.9
– Percent of Open Interest Shorts:	17.0	61.9	2.5
– Net Position:	-77,447	84,148	-6,701
– Gross Longs:	108,006	761,408	21,052
– Gross Shorts:	185,453	677,260	27,753
– Long to Short Ratio:	0.6 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	20.3	79.7	58.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.0	0.0	-0.7

2-Year Treasury Note:

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.6	76.8	6.2
– Percent of Open Interest Shorts:	31.7	61.4	5.5
– Net Position:	-371,353	355,567	15,786
– Gross Longs:	358,007	1,766,136	142,139
– Gross Shorts:	729,360	1,410,569	126,353
– Long to Short Ratio:	0.5 to 1	1.3 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	9.6	85.8	43.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-42.0	49.7	-29.8

5-Year Treasury Note:

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.1	73.6	7.5
– Percent of Open Interest Shorts:	15.4	71.1	10.6
– Net Position:	23,047	87,030	-110,077
– Gross Longs:	563,476	2,583,170	262,000
– Gross Shorts:	540,429	2,496,140	372,077
– Long to Short Ratio:	1.0 to 1	1.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.5	17.5	33.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.2	6.6	-35.2

10-Year Treasury Note:

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.5	71.8	8.2
– Percent of Open Interest Shorts:	18.2	67.9	12.4
– Net Position:	12,297	150,830	-163,127
– Gross Longs:	719,545	2,788,076	317,965
– Gross Shorts:	707,248	2,637,246	481,092
– 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):	84.6	32.3	29.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.4	6.2	0.7

Ultra 10-Year Notes:

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.0	64.0	8.7
– Percent of Open Interest Shorts:	6.0	76.1	17.6
– Net Position:	273,629	-157,847	-115,782
– Gross Longs:	351,116	830,326	112,370
– Gross Shorts:	77,487	988,173	228,152
– Long to Short Ratio:	4.5 to 1	0.8 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	12.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	35.1	-34.2	-10.7

US Treasury Bonds:

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.4	77.5	12.5
– Percent of Open Interest Shorts:	18.1	62.9	16.5
– Net Position:	-127,751	175,142	-47,391
– Gross Longs:	88,348	928,017	150,109
– Gross Shorts:	216,099	752,875	197,500
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	43.3	75.9	18.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	24.7	-17.6	-15.5

Ultra US Treasury Bonds:

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.5	82.4	11.6
– Percent of Open Interest Shorts:	28.9	57.9	12.7
– Net Position:	-265,717	278,094	-12,377
– Gross Longs:	62,778	937,690	132,223
– Gross Shorts:	328,495	659,596	144,600
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.9	59.5	4.1
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.9	18.8	-0.9

3-Month Eurodollars:

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.5	47.3	5.5
– Percent of Open Interest Shorts:	16.0	52.0	8.2
– Net Position:	820,097	-517,996	-302,101
– Gross Longs:	2,557,984	5,138,354	593,215
– Gross Shorts:	1,737,887	5,656,350	895,316
– Long to Short Ratio:	1.5 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.9	25.2	64.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.0	-3.4	-10.8

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

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

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20 Mar

COT Bonds Futures Charts: Eurodollars, 2-Year, 5-Year, Ultra 10-Year Notes, 30-Day Fed Funds

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

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 March 16 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds:

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.1	71.7	1.9
– Percent of Open Interest Shorts:	17.6	59.6	2.6
– Net Position:	-120,238	126,824	-6,586
– Gross Longs:	63,712	751,386	20,219
– Gross Shorts:	183,950	624,562	26,805
– Long to Short Ratio:	0.3 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	14.3	85.6	59.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.1	2.0	1.0

2-Year Treasury Note:

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.1	76.0	5.9
– Percent of Open Interest Shorts:	29.5	62.9	5.6
– Net Position:	-316,515	309,918	6,597
– Gross Longs:	381,076	1,799,172	138,912
– Gross Shorts:	697,591	1,489,254	132,315
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	21.0	77.0	38.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-22.1	31.4	-30.0

5-Year Treasury Note:

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.0	72.4	7.9
– Percent of Open Interest Shorts:	14.9	71.2	11.2
– Net Position:	71,859	41,620	-113,479
– Gross Longs:	581,434	2,478,234	269,227
– Gross Shorts:	509,575	2,436,614	382,706
– 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):	97.6	13.4	31.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	19.4	-8.1	-35.7

10-Year Treasury Note:

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.4	72.3	8.1
– Percent of Open Interest Shorts:	17.3	66.9	13.5
– Net Position:	4,104	204,053	-208,157
– Gross Longs:	661,262	2,750,856	306,792
– Gross Shorts:	657,158	2,546,803	514,949
– 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):	83.7	37.4	17.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.0	12.2	-19.8

Ultra 10-Year Notes:

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.2	64.0	9.0
– Percent of Open Interest Shorts:	6.0	74.5	18.6
– Net Position:	255,181	-133,158	-122,023
– Gross Longs:	331,359	809,744	113,453
– Gross Shorts:	76,178	942,902	235,476
– Long to Short Ratio:	4.3 to 1	0.9 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	6.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	34.6	-35.1	-8.0

US Treasury Bonds:

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.7	77.1	12.7
– Percent of Open Interest Shorts:	19.6	61.4	16.4
– Net Position:	-143,237	188,582	-45,345
– Gross Longs:	92,408	927,941	152,576
– Gross Shorts:	235,645	739,359	197,921
– Long to Short Ratio:	0.4 to 1	1.3 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	38.2	80.2	19.5
– COT Index Reading (3 Year Range):	Bearish	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	23.3	-16.0	-16.1

Ultra US Treasury Bonds:

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.6	81.1	12.3
– Percent of Open Interest Shorts:	27.7	58.9	12.4
– Net Position:	-258,663	260,207	-1,544
– Gross Longs:	65,590	950,409	144,267
– Gross Shorts:	324,253	690,202	145,811
– 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):	64.2	52.3	13.4
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.4	13.9	10.8

3-Month Eurodollars:

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.8	47.8	5.2
– Percent of Open Interest Shorts:	16.2	51.5	8.2
– Net Position:	703,331	-391,915	-311,416
– Gross Longs:	2,417,592	5,063,373	553,161
– Gross Shorts:	1,714,261	5,455,288	864,577
– Long to Short Ratio:	1.4 to 1	0.9 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.1	27.0	62.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.3	-1.9	-18.4

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 investing Opinions

13 Mar

COT Bonds Futures Charts: 10-Year Treasury Notes, Eurodollar, Fed Funds

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

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 March 09 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds:

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.7	73.5	2.1
– Percent of Open Interest Shorts:	19.1	59.6	2.6
– Net Position:	-135,338	140,437	-5,099
– Gross Longs:	58,039	742,470	21,275
– Gross Shorts:	193,377	602,033	26,374
– Long to Short Ratio:	0.3 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.2	87.5	61.8
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.1	14.5	4.4

2-Year Treasury Note:

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.7	75.7	6.5
– Percent of Open Interest Shorts:	32.7	60.4	4.8
– Net Position:	-407,364	366,500	40,864
– Gross Longs:	375,846	1,812,750	156,826
– Gross Shorts:	783,210	1,446,250	115,962
– Long to Short Ratio:	0.5 to 1	1.3 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	2.1	87.9	56.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-35.6	38.4	-15.1

5-Year Treasury Note:

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.8	72.3	7.9
– Percent of Open Interest Shorts:	18.2	68.7	11.1
– Net Position:	-14,305	123,653	-109,348
– Gross Longs:	614,922	2,497,297	273,242
– Gross Shorts:	629,227	2,373,644	382,590
– 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):	88.6	20.7	33.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.8	2.5	-42.1

10-Year Treasury Note:

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.8	71.7	8.3
– Percent of Open Interest Shorts:	18.0	64.9	13.9
– Net Position:	-46,131	250,678	-204,547
– Gross Longs:	616,241	2,638,520	305,914
– Gross Shorts:	662,372	2,387,842	510,461
– 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):	78.2	41.9	18.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.1	15.4	-21.1

Ultra 10-Year Notes:

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.2	65.8	8.5
– Percent of Open Interest Shorts:	6.9	73.5	18.2
– Net Position:	224,382	-98,724	-125,658
– Gross Longs:	313,444	852,123	109,483
– Gross Shorts:	89,062	950,847	235,141
– Long to Short Ratio:	3.5 to 1	0.9 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	8.7	2.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	32.7	-27.6	-17.4

US Treasury Bonds:

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.6	76.5	12.3
– Percent of Open Interest Shorts:	24.4	58.4	15.7
– Net Position:	-178,806	218,869	-40,063
– Gross Longs:	116,329	924,857	149,104
– Gross Shorts:	295,135	705,988	189,167
– Long to Short Ratio:	0.4 to 1	1.3 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	26.0	89.9	23.6
– COT Index Reading (3 Year Range):	Bearish	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.0	1.5	-17.8

Ultra US Treasury Bonds:

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.4	81.3	11.9
– Percent of Open Interest Shorts:	27.0	58.9	12.8
– Net Position:	-250,679	260,600	-9,921
– Gross Longs:	62,968	943,406	138,132
– Gross Shorts:	313,647	682,806	148,053
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.3	52.4	6.2
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.6	18.3	-2.9

3-Month Eurodollars:

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.4	49.1	5.1
– Percent of Open Interest Shorts:	15.1	52.7	7.9
– Net Position:	740,975	-420,211	-320,764
– Gross Longs:	2,490,606	5,708,260	596,502
– Gross Shorts:	1,749,631	6,128,471	917,266
– Long to Short Ratio:	1.4 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.7	26.6	61.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.8	-0.4	-19.6

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

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

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