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COT Bonds Futures Charts: Fed Funds, 3-Month Eurodollars, Ultra US Bond 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 June 22 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week equaled a net position of -1,027,697 contracts in the data reported through Tuesday. This was a weekly fall of -539,388 contracts from the previous week which had a total of -488,309 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 38.8 percent. The commercials are Bullish with a score of 55.7 percent and the small traders (not shown in chart) are Bullish with a score of 77.8 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.6	59.3	5.0
– Percent of Open Interest Shorts:	23.0	49.3	6.6
– Net Position:	-1,027,697	1,219,992	-192,295
– Gross Longs:	1,777,412	7,230,673	607,765
– Gross Shorts:	2,805,109	6,010,681	800,060
– Long to Short Ratio:	0.6 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	38.8	55.7	77.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.8	16.8	4.3

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week equaled a net position of -256,308 contracts in the data reported through Tuesday. This was a weekly gain of 9,371 contracts from the previous week which had a total of -265,679 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 8.0 percent. The commercials are Bullish-Extreme with a score of 91.4 percent and the small traders (not shown in chart) are Bullish with a score of 65.5 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	2.3	79.9	2.7
– Percent of Open Interest Shorts:	26.2	55.7	3.0
– Net Position:	-256,308	259,381	-3,073
– Gross Longs:	25,000	856,205	29,216
– Gross Shorts:	281,308	596,824	32,289
– Long to Short Ratio:	0.1 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	8.0	91.4	65.5
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.5	-2.9	7.0

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week equaled a net position of -152,907 contracts in the data reported through Tuesday. This was a weekly lowering of -35,967 contracts from the previous week which had a total of -116,940 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 63.4 percent. The commercials are Bearish with a score of 44.4 percent and the small traders (not shown in chart) are Bearish with a score of 41.6 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.6	71.7	6.8
– Percent of Open Interest Shorts:	26.0	64.9	6.2
– Net Position:	-152,907	140,046	12,861
– Gross Longs:	382,165	1,472,663	140,292
– Gross Shorts:	535,072	1,332,617	127,431
– Long to Short Ratio:	0.7 to 1	1.1 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.4	44.4	41.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.8	-0.5	-15.8

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week equaled a net position of -209,526 contracts in the data reported through Tuesday. This was a weekly reduction of -98,508 contracts from the previous week which had a total of -111,018 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 68.3 percent. The commercials are Bearish with a score of 40.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.1 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.5	79.0	7.9
– Percent of Open Interest Shorts:	17.6	68.8	11.9
– Net Position:	-209,526	349,248	-139,722
– Gross Longs:	397,254	2,721,853	271,622
– Gross Shorts:	606,780	2,372,605	411,344
– Long to Short Ratio:	0.7 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.3	40.7	8.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.3	3.4	-18.2

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week equaled a net position of -2,312 contracts in the data reported through Tuesday. This was a weekly decline of -36,648 contracts from the previous week which had a total of 34,336 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 81.1 percent. The commercials are Bearish with a score of 43.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 5.0 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.4	71.0	7.1
– Percent of Open Interest Shorts:	20.4	64.8	13.2
– Net Position:	-2,312	263,172	-260,860
– Gross Longs:	870,032	3,031,108	303,180
– Gross Shorts:	872,344	2,767,936	564,040
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.1	43.1	5.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.4	1.3	-2.8

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week equaled a net position of 214,461 contracts in the data reported through Tuesday. This was a weekly increase of 19,854 contracts from the previous week which had a total of 194,607 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 84.4 percent. The commercials are Bearish with a score of 27.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.9 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.1	72.0	7.6
– Percent of Open Interest Shorts:	6.0	75.9	17.8
– Net Position:	214,461	-60,111	-154,350
– Gross Longs:	305,059	1,092,678	115,510
– Gross Shorts:	90,598	1,152,789	269,860
– Long to Short Ratio:	3.4 to 1	0.9 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	84.4	27.4	2.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.7	-24.3	0.8

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week equaled a net position of -60,354 contracts in the data reported through Tuesday. This was a weekly reduction of -3,667 contracts from the previous week which had a total of -56,687 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 Bullish with a score of 71.7 percent. The commercials are Bearish with a score of 45.3 percent and the small traders (not shown in chart) are Bearish with a score of 37.8 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.3	74.1	14.3
– Percent of Open Interest Shorts:	14.4	67.4	15.9
– Net Position:	-60,354	78,959	-18,605
– Gross Longs:	109,167	873,996	168,398
– Gross Shorts:	169,521	795,037	187,003
– Long to Short Ratio:	0.6 to 1	1.1 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.7	45.3	37.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.0	-26.7	37.8

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week equaled a net position of -228,949 contracts in the data reported through Tuesday. This was a weekly advance of 13,460 contracts from the previous week which had a total of -242,409 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 85.5 percent. The commercials are Bearish with a score of 36.1 percent and the small traders (not shown in chart) are Bearish with a score of 25.9 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.6	79.1	12.0
– Percent of Open Interest Shorts:	27.7	59.7	12.2
– Net Position:	-228,949	232,264	-3,315
– Gross Longs:	102,926	947,822	143,231
– Gross Shorts:	331,875	715,558	146,546
– Long to Short Ratio:	0.3 to 1	1.3 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.5	36.1	25.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.7	-13.8	25.9

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).

21 Jun

COT Bonds Futures Charts: Fed Funds, 10-Year Treasuries, 2-Year, 5-Year Treasury Notes, Eurodollars

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

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

The latest COT data is updated through Tuesday June 15 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week was a net position of -488,309 contracts in the data reported through Tuesday. This was a weekly decrease of -62,031 contracts from the previous week which had a total of -426,278 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 48.0 percent. The commercials are Bearish with a score of 46.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.1 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.2	52.8	5.5
– Percent of Open Interest Shorts:	22.2	47.8	6.6
– Net Position:	-488,309	616,176	-127,867
– Gross Longs:	2,215,955	6,424,614	672,185
– Gross Shorts:	2,704,264	5,808,438	800,052
– 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):	48.0	46.2	86.1
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.5	5.9	31.0

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week was a net position of -265,679 contracts in the data reported through Tuesday. This was a weekly lift of 55,238 contracts from the previous week which had a total of -320,917 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 6.8 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 55.6 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	2.7	77.6	2.2
– Percent of Open Interest Shorts:	28.1	51.5	3.0
– Net Position:	-265,679	274,190	-8,511
– Gross Longs:	28,685	813,941	23,258
– Gross Shorts:	294,364	539,751	31,769
– Long to Short Ratio:	0.1 to 1	1.5 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	6.8	93.2	55.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.8	-2.9	1.7

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week was a net position of -116,940 contracts in the data reported through Tuesday. This was a weekly fall of -1,407 contracts from the previous week which had a total of -115,533 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 68.1 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 56.6 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.7	66.9	7.6
– Percent of Open Interest Shorts:	29.2	63.3	5.6
– Net Position:	-116,940	75,769	41,171
– Gross Longs:	502,238	1,419,278	160,879
– Gross Shorts:	619,178	1,343,509	119,708
– Long to Short Ratio:	0.8 to 1	1.1 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.1	32.0	56.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	33.2	-29.1	2.5

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week was a net position of -111,018 contracts in the data reported through Tuesday. This was a weekly lift of 27,160 contracts from the previous week which had a total of -138,178 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 78.6 percent. The commercials are Bearish with a score of 25.9 percent and the small traders (not shown in chart) are Bearish with a score of 38.0 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.6	75.9	8.7
– Percent of Open Interest Shorts:	16.7	70.7	10.7
– Net Position:	-111,018	182,709	-71,691
– Gross Longs:	480,659	2,685,328	307,631
– Gross Shorts:	591,677	2,502,619	379,322
– 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):	78.6	25.9	38.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.1	-1.7	9.2

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week was a net position of 34,336 contracts in the data reported through Tuesday. This was a weekly fall of -139,084 contracts from the previous week which had a total of 173,420 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 38.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.4 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.6	69.6	7.2
– Percent of Open Interest Shorts:	20.8	64.9	12.8
– Net Position:	34,336	209,999	-244,335
– Gross Longs:	951,423	3,062,847	318,298
– Gross Shorts:	917,087	2,852,848	562,633
– 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	38.0	9.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.5	-2.8	-3.3

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week was a net position of 194,607 contracts in the data reported through Tuesday. This was a weekly lift of 42,572 contracts from the previous week which had a total of 152,035 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 79.1 percent. The commercials are Bearish with a score of 34.1 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:	19.3	72.2	7.2
– Percent of Open Interest Shorts:	6.8	74.6	17.3
– Net Position:	194,607	-36,358	-158,249
– Gross Longs:	300,068	1,124,350	111,282
– Gross Shorts:	105,461	1,160,708	269,531
– Long to Short Ratio:	2.8 to 1	1.0 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	79.1	34.1	0.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.7	-16.1	-7.1

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week was a net position of -56,687 contracts in the data reported through Tuesday. This was a weekly rise of 13,901 contracts from the previous week which had a total of -70,588 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 73.1 percent. The commercials are Bullish with a score of 50.1 percent and the small traders (not shown in chart) are Bearish with a score of 22.9 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.7	74.3	13.9
– Percent of Open Interest Shorts:	14.4	66.5	17.1
– Net Position:	-56,687	94,046	-37,359
– Gross Longs:	116,862	893,891	167,707
– Gross Shorts:	173,549	799,845	205,066
– Long to Short Ratio:	0.7 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.1	50.1	22.9
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	27.0	-28.9	12.4

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week was a net position of -242,409 contracts in the data reported through Tuesday. This was a weekly decline of -9,145 contracts from the previous week which had a total of -233,264 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 78.9 percent. The commercials are Bearish with a score of 45.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.7 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.7	79.8	11.7
– Percent of Open Interest Shorts:	27.7	58.9	12.6
– Net Position:	-242,409	254,315	-11,906
– Gross Longs:	94,134	971,081	141,913
– Gross Shorts:	336,543	716,766	153,819
– Long to Short Ratio:	0.3 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.9	45.8	19.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.4	-11.2	11.8

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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11 Jun

COT Bonds Charts: 5-Year Treasury Notes, Eurodollar, 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 June 08 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week equaled a net position of -426,278 contracts in the data reported through Tuesday. This was a weekly gain of 19,229 contracts from the previous week which had a total of -445,507 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 Bearish with a score of 45.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 85.6 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.2	51.0	5.0
– Percent of Open Interest Shorts:	24.3	46.9	6.0
– Net Position:	-426,278	558,021	-131,743
– Gross Longs:	2,884,621	6,951,798	684,419
– Gross Shorts:	3,310,899	6,393,777	816,162
– 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):	49.1	45.3	85.6
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.2	8.5	29.5

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week equaled a net position of -320,917 contracts in the data reported through Tuesday. This was a weekly decline of -23,739 contracts from the previous week which had a total of -297,178 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 53.7 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	2.3	79.7	2.0
– Percent of Open Interest Shorts:	32.8	48.3	2.9
– Net Position:	-320,917	330,488	-9,571
– Gross Longs:	23,915	839,012	20,607
– Gross Shorts:	344,832	508,524	30,178
– 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	53.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.5	18.0	2.4

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week equaled a net position of -115,533 contracts in the data reported through Tuesday. This was a weekly decrease of -32,472 contracts from the previous week which had a total of -83,061 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 31.1 percent and the small traders (not shown in chart) are Bullish with a score of 58.3 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.1	67.6	7.5
– Percent of Open Interest Shorts:	28.5	64.2	5.4
– Net Position:	-115,533	71,107	44,426
– Gross Longs:	493,368	1,442,138	159,370
– Gross Shorts:	608,901	1,371,031	114,944
– Long to Short Ratio:	0.8 to 1	1.1 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.5	31.1	58.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	24.8	-23.5	7.0

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week equaled a net position of -138,178 contracts in the data reported through Tuesday. This was a weekly lowering of -15,476 contracts from the previous week which had a total of -122,702 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 75.7 percent. The commercials are Bearish with a score of 28.0 percent and the small traders (not shown in chart) are Bearish with a score of 39.6 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.4	76.8	9.1
– Percent of Open Interest Shorts:	16.3	70.8	11.1
– Net Position:	-138,178	206,021	-67,843
– Gross Longs:	431,968	2,676,863	318,034
– Gross Shorts:	570,146	2,470,842	385,877
– 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):	75.7	28.0	39.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.3	11.0	10.4

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week equaled a net position of 173,420 contracts in the data reported through Tuesday. This was a weekly boost of 118,576 contracts from the previous week which had a total of 54,844 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 27.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.6 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.2	68.9	7.0
– Percent of Open Interest Shorts:	18.3	66.6	13.2
– Net Position:	173,420	100,142	-273,562
– Gross Longs:	983,294	3,045,660	309,631
– Gross Shorts:	809,874	2,945,518	583,193
– Long to Short Ratio:	1.2 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	27.4	1.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.7	-10.5	-2.4

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week equaled a net position of 152,035 contracts in the data reported through Tuesday. This was a weekly lowering of -20,586 contracts from the previous week which had a total of 172,621 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 44.3 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:	18.5	71.4	7.2
– Percent of Open Interest Shorts:	9.3	71.4	16.3
– Net Position:	152,035	10	-152,045
– Gross Longs:	305,386	1,181,566	118,378
– Gross Shorts:	153,351	1,181,556	270,423
– Long to Short Ratio:	2.0 to 1	1.0 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.9	44.3	2.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.5	-1.1	-16.0

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week equaled a net position of -70,588 contracts in the data reported through Tuesday. This was a weekly rise of 23,179 contracts from the previous week which had a total of -93,767 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 68.1 percent. The commercials are Bullish with a score of 58.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.5 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.7	75.5	13.4
– Percent of Open Interest Shorts:	14.5	65.5	17.6
– Net Position:	-70,588	121,146	-50,558
– Gross Longs:	105,563	915,139	162,815
– Gross Shorts:	176,151	793,993	213,373
– Long to Short Ratio:	0.6 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.1	58.7	12.5
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	16.5	-18.4	9.4

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week equaled a net position of -233,264 contracts in the data reported through Tuesday. This was a weekly lift of 24,967 contracts from the previous week which had a total of -258,231 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 82.3 percent. The commercials are Bullish with a score of 52.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.6 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.6	80.3	11.2
– Percent of Open Interest Shorts:	27.0	57.8	14.3
– Net Position:	-233,264	270,317	-37,053
– Gross Longs:	91,437	966,066	134,668
– Gross Shorts:	324,701	695,749	171,721
– Long to Short Ratio:	0.3 to 1	1.4 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	82.3	52.8	1.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.5	-1.1	-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).

Bonds CountingPips Forex Blog investing Opinions

04 Jun

COT Bonds Futures Charts: Eurodollar, FedFunds, 10-Year, 2-Year, US Treasury Bonds

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

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

The latest COT data is updated through Tuesday June 01 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week came in at a net position of -445,507 contracts in the data reported through Tuesday. This was a weekly fall of -108,100 contracts from the previous week which had a total of -337,407 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 Bearish with a score of 46.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.1 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.6	50.7	5.2
– Percent of Open Interest Shorts:	23.9	46.1	6.5
– Net Position:	-445,507	619,608	-174,101
– Gross Longs:	2,761,407	6,800,787	691,108
– Gross Shorts:	3,206,914	6,181,179	865,209
– 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):	49.1	46.2	80.1
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.2	10.3	22.8

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week came in at a net position of -297,178 contracts in the data reported through Tuesday. This was a weekly lowering of -49,219 contracts from the previous week which had a total of -247,959 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 49.0 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	2.1	79.0	1.8
– Percent of Open Interest Shorts:	31.6	48.3	3.0
– Net Position:	-297,178	309,334	-12,156
– Gross Longs:	21,501	796,543	18,208
– Gross Shorts:	318,679	487,209	30,364
– Long to Short Ratio:	0.1 to 1	1.6 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.0	100.0	49.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.4	18.3	-5.4

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week came in at a net position of -83,061 contracts in the data reported through Tuesday. This was a weekly boost of 58,816 contracts from the previous week which had a total of -141,877 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 with a score of 75.8 percent. The commercials are Bearish with a score of 25.9 percent and the small traders (not shown in chart) are Bullish with a score of 55.4 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.5	67.5	6.9
– Percent of Open Interest Shorts:	27.2	65.5	5.2
– Net Position:	-83,061	44,148	38,913
– Gross Longs:	530,011	1,522,220	156,707
– Gross Shorts:	613,072	1,478,072	117,794
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	75.8	25.9	55.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	35.0	-32.8	8.4

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week came in at a net position of -122,702 contracts in the data reported through Tuesday. This was a weekly lowering of -6,987 contracts from the previous week which had a total of -115,715 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 77.4 percent. The commercials are Bearish with a score of 28.3 percent and the small traders (not shown in chart) are Bearish with a score of 31.3 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.1	77.3	8.7
– Percent of Open Interest Shorts:	15.6	71.4	11.1
– Net Position:	-122,702	209,541	-86,839
– Gross Longs:	422,839	2,707,722	303,216
– Gross Shorts:	545,541	2,498,181	390,055
– 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):	77.4	28.3	31.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.2	5.6	15.7

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week came in at a net position of 54,844 contracts in the data reported through Tuesday. This was a weekly fall of -49,554 contracts from the previous week which had a total of 104,398 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 38.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 3.9 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.2	69.5	7.3
– Percent of Open Interest Shorts:	20.0	64.7	13.3
– Net Position:	54,844	210,157	-265,001
– Gross Longs:	928,118	3,042,242	318,455
– Gross Shorts:	873,274	2,832,085	583,456
– 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):	89.3	38.0	3.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.3	-1.3	-6.9

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week came in at a net position of 172,621 contracts in the data reported through Tuesday. This was a weekly lift of 1,299 contracts from the previous week which had a total of 171,322 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 73.3 percent. The commercials are Bearish with a score of 39.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.7 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.3	68.7	7.2
– Percent of Open Interest Shorts:	9.9	69.8	16.5
– Net Position:	172,621	-18,004	-154,617
– Gross Longs:	336,069	1,140,281	119,944
– Gross Shorts:	163,448	1,158,285	274,561
– Long to Short Ratio:	2.1 to 1	1.0 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.3	39.2	0.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.0	-6.0	-18.6

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week came in at a net position of -93,767 contracts in the data reported through Tuesday. This was a weekly boost of 25,586 contracts from the previous week which had a total of -119,353 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.7 percent. The commercials are Bullish with a score of 67.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.0 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.3	76.0	12.9
– Percent of Open Interest Shorts:	16.2	63.4	17.7
– Net Position:	-93,767	149,914	-56,147
– Gross Longs:	99,179	906,672	154,418
– Gross Shorts:	192,946	756,758	210,565
– Long to Short Ratio:	0.5 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.7	67.9	8.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.0	-3.6	-1.9

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week came in at a net position of -258,231 contracts in the data reported through Tuesday. This was a weekly fall of -8,597 contracts from the previous week which had a total of -249,634 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 Bullish with a score of 63.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.7 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.2	81.5	10.9
– Percent of Open Interest Shorts:	27.9	56.7	14.1
– Net Position:	-258,231	295,258	-37,027
– Gross Longs:	73,428	968,999	130,064
– Gross Shorts:	331,659	673,741	167,091
– 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):	73.0	63.7	1.7
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.6	3.6	-12.8

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

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

Bonds CountingPips Forex Blog investing Opinions

29 May

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

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

Bonds CountingPips Forex Blog investing Opinions

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.

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 33.8 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	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).

Bonds CountingPips Forex Blog investing Opinions

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).

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