Archive for Bonds – Page 24

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 StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:8.370.52.2
– Percent of Open Interest Shorts:20.357.73.0
– Net Position:-120,673129,362-8,689
– Gross Longs:84,005711,31321,909
– Gross Shorts:204,678581,95130,598
– Long to Short Ratio:0.4 to 11.2 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):14.386.055.3
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-1.32.3-13.4

 

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 StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:16.975.96.2
– Percent of Open Interest Shorts:33.260.65.3
– Net Position:-375,820354,77721,043
– Gross Longs:390,9011,754,671142,678
– Gross Shorts:766,7211,399,894121,635
– Long to Short Ratio:0.5 to 11.3 to 11.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):8.685.746.0
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-70.073.9-25.6

 

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 StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:13.676.37.6
– Percent of Open Interest Shorts:13.872.311.3
– Net Position:-7,617141,544-133,927
– Gross Longs:485,2392,727,948271,735
– Gross Shorts:492,8562,586,404405,662
– Long to Short Ratio:1.0 to 11.1 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):89.322.321.4
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-10.715.1-26.1

 

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 StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:18.772.08.0
– Percent of Open Interest Shorts:16.568.713.4
– Net Position:84,559128,010-212,569
– Gross Longs:732,6872,821,476313,947
– Gross Shorts:648,1282,693,466526,516
– Long to Short Ratio:1.1 to 11.0 to 10.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):92.530.116.2
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish-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 StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:21.071.17.6
– Percent of Open Interest Shorts:9.173.717.0
– Net Position:170,635-36,437-134,198
– Gross Longs:300,2461,017,164108,960
– Gross Shorts:129,6111,053,601243,158
– Long to Short Ratio:2.3 to 11.0 to 10.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):72.834.00.0
– COT Index Reading (3 Year Range):BullishBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-0.72.7-6.6

 

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 StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:6.278.613.2
– Percent of Open Interest Shorts:16.364.317.5
– Net Position:-118,494168,164-49,670
– Gross Longs:72,722920,918154,881
– Gross Shorts:191,216752,754204,551
– Long to Short Ratio:0.4 to 11.2 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):46.373.716.2
– COT Index Reading (3 Year Range):BearishBullishBearish-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 StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:5.182.711.8
– Percent of Open Interest Shorts:28.257.613.8
– Net Position:-261,819285,070-23,251
– Gross Longs:58,261938,845133,842
– Gross Shorts:320,080653,775157,093
– Long to Short Ratio:0.2 to 11.4 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):64.662.30.0
– COT Index Reading (3 Year Range):BullishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-15.722.9-7.9

 

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 StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:20.149.55.1
– Percent of Open Interest Shorts:16.050.97.8
– Net Position:468,445-163,288-305,157
– Gross Longs:2,331,7615,751,008596,999
– Gross Shorts:1,863,3165,914,296902,156
– Long to Short Ratio:1.3 to 11.0 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):68.530.263.7
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-4.34.2-2.3

 

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).

Bonds CountingPips Forex Blog investing Opinions
03 Apr

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

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

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

The latest COT data is updated through Tuesday March 30 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds:

fed funds futures

30-Day Federal Funds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:9.769.31.9
– Percent of Open Interest Shorts:17.161.12.7
– Net Position:-82,63191,253-8,622
– Gross Longs:108,423773,03921,423
– Gross Shorts:191,054681,78630,045
– Long to Short Ratio:0.6 to 11.1 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):19.680.755.4
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-0.31.0-9.5

 

2-Year Treasury Note:

2-Year Treasury Note

2-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:17.575.16.2
– Percent of Open Interest Shorts:32.461.35.1
– Net Position:-346,692322,02824,664
– Gross Longs:407,8881,748,022143,590
– Gross Shorts:754,5801,425,994118,926
– Long to Short Ratio:0.5 to 11.2 to 11.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):14.779.447.9
– COT Index Reading (3 Year Range):Bearish-ExtremeBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-42.545.4-16.9

 

5-Year Treasury Note:

5-Year Treasury Note

5-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:16.673.57.5
– Percent of Open Interest Shorts:14.172.910.7
– Net Position:95,33520,726-116,061
– Gross Longs:612,1792,701,996277,397
– Gross Shorts:516,8442,681,270393,458
– Long to Short Ratio:1.2 to 11.0 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):100.011.628.3
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:10.5-2.0-30.5

 

10-Year Treasury Note:

10-Year Treasury Note

10-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:17.672.78.3
– Percent of Open Interest Shorts:19.966.412.3
– Net Position:-89,802246,189-156,387
– Gross Longs:693,7972,857,811326,604
– Gross Shorts:783,5992,611,622482,991
– Long to Short Ratio:0.9 to 11.1 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):73.441.531.7
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-21.317.63.0

 

Ultra 10-Year Notes:

Ultra 10-Year Notes

Ultra 10-Year Notes StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:23.168.97.7
– Percent of Open Interest Shorts:5.776.417.6
– Net Position:235,110-101,477-133,633
– Gross Longs:312,051928,708103,248
– Gross Shorts:76,9411,030,185236,881
– Long to Short Ratio:4.1 to 10.9 to 10.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):89.815.80.0
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:20.6-16.4-18.0

 

US Treasury Bonds:

US Treasury Bonds

US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:6.378.213.3
– Percent of Open Interest Shorts:16.064.617.2
– Net Position:-114,439160,173-45,734
– Gross Longs:73,680921,142156,808
– Gross Shorts:188,119760,969202,542
– Long to Short Ratio:0.4 to 11.2 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):47.771.219.2
– COT Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:25.1-17.8-15.9

 

Ultra US Treasury Bonds:

Ultra US Treasury Bonds

Ultra US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:5.382.511.8
– Percent of Open Interest Shorts:28.458.013.2
– Net Position:-259,124275,130-16,006
– Gross Longs:60,132927,697132,375
– Gross Shorts:319,256652,567148,381
– Long to Short Ratio:0.2 to 11.4 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):64.958.31.0
– COT Index Reading (3 Year Range):BullishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-9.915.4-7.0

 

3-Month Eurodollars:

3-Month Eurodollars

3-Month Eurodollars StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:22.448.25.5
– Percent of Open Interest Shorts:15.752.48.1
– Net Position:758,106-472,022-286,084
– Gross Longs:2,513,7275,411,299616,935
– Gross Shorts:1,755,6215,883,321903,019
– Long to Short Ratio:1.4 to 10.9 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):72.925.966.1
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:3.0-2.2-5.2

 

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

*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).

Bonds CountingPips Forex Blog investing Opinions
27 Mar

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

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

The latest COT data is updated through Tuesday March 23 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds:

COT Bonds Futures Charts

30-Day Federal Funds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:9.969.61.9
– Percent of Open Interest Shorts:17.061.92.5
– Net Position:-77,44784,148-6,701
– Gross Longs:108,006761,40821,052
– Gross Shorts:185,453677,26027,753
– Long to Short Ratio:0.6 to 11.1 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):20.379.758.9
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:0.00.0-0.7

 

2-Year Treasury Note:

COT Bonds Futures Charts

2-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.676.86.2
– Percent of Open Interest Shorts:31.761.45.5
– Net Position:-371,353355,56715,786
– Gross Longs:358,0071,766,136142,139
– Gross Shorts:729,3601,410,569126,353
– Long to Short Ratio:0.5 to 11.3 to 11.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):9.685.843.2
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-42.049.7-29.8

 

5-Year Treasury Note:

COT Bonds Futures Charts

5-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:16.173.67.5
– Percent of Open Interest Shorts:15.471.110.6
– Net Position:23,04787,030-110,077
– Gross Longs:563,4762,583,170262,000
– Gross Shorts:540,4292,496,140372,077
– Long to Short Ratio:1.0 to 11.0 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):92.517.533.1
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:2.26.6-35.2

 

10-Year Treasury Note:

COT Bonds Futures Charts

10-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:18.571.88.2
– Percent of Open Interest Shorts:18.267.912.4
– Net Position:12,297150,830-163,127
– Gross Longs:719,5452,788,076317,965
– Gross Shorts:707,2482,637,246481,092
– Long to Short Ratio:1.0 to 11.1 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):84.632.329.8
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-7.46.20.7

 

Ultra 10-Year Notes:

COT Bonds Futures Charts

Ultra 10-Year Notes StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:27.064.08.7
– Percent of Open Interest Shorts:6.076.117.6
– Net Position:273,629-157,847-115,782
– Gross Longs:351,116830,326112,370
– Gross Shorts:77,487988,173228,152
– Long to Short Ratio:4.5 to 10.8 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):100.00.012.2
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:35.1-34.2-10.7

 

US Treasury Bonds:

COT Bonds Futures Charts

US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:7.477.512.5
– Percent of Open Interest Shorts:18.162.916.5
– Net Position:-127,751175,142-47,391
– Gross Longs:88,348928,017150,109
– Gross Shorts:216,099752,875197,500
– Long to Short Ratio:0.4 to 11.2 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):43.375.918.0
– COT Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:24.7-17.6-15.5

 

Ultra US Treasury Bonds:

COT Bonds Futures Charts

Ultra US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:5.582.411.6
– Percent of Open Interest Shorts:28.957.912.7
– Net Position:-265,717278,094-12,377
– Gross Longs:62,778937,690132,223
– Gross Shorts:328,495659,596144,600
– Long to Short Ratio:0.2 to 11.4 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):61.959.54.1
– COT Index Reading (3 Year Range):BullishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-14.918.8-0.9

 

3-Month Eurodollars:

COT Bonds Futures Charts

3-Month Eurodollars StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:23.547.35.5
– Percent of Open Interest Shorts:16.052.08.2
– Net Position:820,097-517,996-302,101
– Gross Longs:2,557,9845,138,354593,215
– Gross Shorts:1,737,8875,656,350895,316
– Long to Short Ratio:1.5 to 10.9 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):73.925.264.1
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:5.0-3.4-10.8

 

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

*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).

Bonds CountingPips Forex Blog investing Opinions
20 Mar

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

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

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

The latest COT data is updated through Tuesday March 16 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds:

30-Day Federal Funds

30-Day Federal Funds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:6.171.71.9
– Percent of Open Interest Shorts:17.659.62.6
– Net Position:-120,238126,824-6,586
– Gross Longs:63,712751,38620,219
– Gross Shorts:183,950624,56226,805
– Long to Short Ratio:0.3 to 11.2 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):14.385.659.1
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-2.12.01.0

 

2-Year Treasury Note:

2-Year Treasury Note

2-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:16.176.05.9
– Percent of Open Interest Shorts:29.562.95.6
– Net Position:-316,515309,9186,597
– Gross Longs:381,0761,799,172138,912
– Gross Shorts:697,5911,489,254132,315
– Long to Short Ratio:0.5 to 11.2 to 11.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):21.077.038.3
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-22.131.4-30.0

 

5-Year Treasury Note:

5-Year Treasury Note

5-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:17.072.47.9
– Percent of Open Interest Shorts:14.971.211.2
– Net Position:71,85941,620-113,479
– Gross Longs:581,4342,478,234269,227
– Gross Shorts:509,5752,436,614382,706
– Long to Short Ratio:1.1 to 11.0 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):97.613.431.9
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:19.4-8.1-35.7

 

10-Year Treasury Note:

10-Year Treasury Note

10-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:17.472.38.1
– Percent of Open Interest Shorts:17.366.913.5
– Net Position:4,104204,053-208,157
– Gross Longs:661,2622,750,856306,792
– Gross Shorts:657,1582,546,803514,949
– Long to Short Ratio:1.0 to 11.1 to 10.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):83.737.417.4
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-6.012.2-19.8

 

Ultra 10-Year Notes:

Ultra 10-Year Notes

Ultra 10-Year Notes StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.264.09.0
– Percent of Open Interest Shorts:6.074.518.6
– Net Position:255,181-133,158-122,023
– Gross Longs:331,359809,744113,453
– Gross Shorts:76,178942,902235,476
– Long to Short Ratio:4.3 to 10.9 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):100.00.06.1
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:34.6-35.1-8.0

 

US Treasury Bonds:

US Treasury Bonds

US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:7.777.112.7
– Percent of Open Interest Shorts:19.661.416.4
– Net Position:-143,237188,582-45,345
– Gross Longs:92,408927,941152,576
– Gross Shorts:235,645739,359197,921
– Long to Short Ratio:0.4 to 11.3 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):38.280.219.5
– COT Index Reading (3 Year Range):BearishBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:23.3-16.0-16.1

 

Ultra US Treasury Bonds:

Ultra US Treasury Bonds

Ultra US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:5.681.112.3
– Percent of Open Interest Shorts:27.758.912.4
– Net Position:-258,663260,207-1,544
– Gross Longs:65,590950,409144,267
– Gross Shorts:324,253690,202145,811
– Long to Short Ratio:0.2 to 11.4 to 11.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):64.252.313.4
– COT Index Reading (3 Year Range):BullishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-15.413.910.8

 

3-Month Eurodollars:

3-Month Eurodollars

3-Month Eurodollars StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:22.847.85.2
– Percent of Open Interest Shorts:16.251.58.2
– Net Position:703,331-391,915-311,416
– Gross Longs:2,417,5925,063,373553,161
– Gross Shorts:1,714,2615,455,288864,577
– Long to Short Ratio:1.4 to 10.9 to 10.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):72.127.062.9
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:4.3-1.9-18.4

 

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

*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).

Bonds CountingPips Forex Blog investing Opinions
13 Mar

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

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

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

The latest COT data is updated through Tuesday March 09 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds:

30-Day Federal Funds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:5.773.52.1
– Percent of Open Interest Shorts:19.159.62.6
– Net Position:-135,338140,437-5,099
– Gross Longs:58,039742,47021,275
– Gross Shorts:193,377602,03326,374
– Long to Short Ratio:0.3 to 11.2 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):12.287.561.8
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-15.114.54.4

 

2-Year Treasury Note:

2-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.775.76.5
– Percent of Open Interest Shorts:32.760.44.8
– Net Position:-407,364366,50040,864
– Gross Longs:375,8461,812,750156,826
– Gross Shorts:783,2101,446,250115,962
– Long to Short Ratio:0.5 to 11.3 to 11.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):2.187.956.4
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-35.638.4-15.1

 

5-Year Treasury Note:

5-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:17.872.37.9
– Percent of Open Interest Shorts:18.268.711.1
– Net Position:-14,305123,653-109,348
– Gross Longs:614,9222,497,297273,242
– Gross Shorts:629,2272,373,644382,590
– Long to Short Ratio:1.0 to 11.1 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):88.620.733.4
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:8.82.5-42.1

 

10-Year Treasury Note:

10-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:16.871.78.3
– Percent of Open Interest Shorts:18.064.913.9
– Net Position:-46,131250,678-204,547
– Gross Longs:616,2412,638,520305,914
– Gross Shorts:662,3722,387,842510,461
– Long to Short Ratio:0.9 to 11.1 to 10.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):78.241.918.4
– COT Index Reading (3 Year Range):BullishBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-9.115.4-21.1

 

Ultra 10-Year Notes:

Ultra 10-Year Notes StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:24.265.88.5
– Percent of Open Interest Shorts:6.973.518.2
– Net Position:224,382-98,724-125,658
– Gross Longs:313,444852,123109,483
– Gross Shorts:89,062950,847235,141
– Long to Short Ratio:3.5 to 10.9 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):100.08.72.6
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:32.7-27.6-17.4

 

US Treasury Bonds:

US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:9.676.512.3
– Percent of Open Interest Shorts:24.458.415.7
– Net Position:-178,806218,869-40,063
– Gross Longs:116,329924,857149,104
– Gross Shorts:295,135705,988189,167
– Long to Short Ratio:0.4 to 11.3 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):26.089.923.6
– COT Index Reading (3 Year Range):BearishBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:6.01.5-17.8

 

Ultra US Treasury Bonds:

Ultra US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:5.481.311.9
– Percent of Open Interest Shorts:27.058.912.8
– Net Position:-250,679260,600-9,921
– Gross Longs:62,968943,406138,132
– Gross Shorts:313,647682,806148,053
– Long to Short Ratio:0.2 to 11.4 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):66.352.46.2
– COT Index Reading (3 Year Range):BullishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-13.618.3-2.9

 

3-Month Eurodollars:

3-Month Eurodollars StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:21.449.15.1
– Percent of Open Interest Shorts:15.152.77.9
– Net Position:740,975-420,211-320,764
– Gross Longs:2,490,6065,708,260596,502
– Gross Shorts:1,749,6316,128,471917,266
– Long to Short Ratio:1.4 to 10.9 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):72.726.661.7
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:2.8-0.4-19.6

 

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

*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).

Bonds CountingPips Forex Blog investing Opinions
06 Mar

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

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

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

The latest COT data is updated through Tuesday March 02 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds:

30-Day Federal Funds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:7.172.21.8
– Percent of Open Interest Shorts:18.360.22.5
– Net Position:-111,057118,220-7,163
– Gross Longs:69,511711,87517,501
– Gross Shorts:180,568593,65524,664
– Long to Short Ratio:0.4 to 11.2 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):15.684.458.1
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-18.618.03.7

 

2-Year Treasury Note:

2-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:18.073.76.7
– Percent of Open Interest Shorts:29.364.54.7
– Net Position:-257,527211,45246,075
– Gross Longs:410,9691,682,377153,211
– Gross Shorts:668,4961,470,925107,136
– Long to Short Ratio:0.6 to 11.1 to 11.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):33.358.159.2
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:5.8-0.2-14.2

 

5-Year Treasury Note:

5-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:20.070.57.6
– Percent of Open Interest Shorts:19.268.710.1
– Net Position:26,48760,979-87,466
– Gross Longs:699,7662,467,626266,697
– Gross Shorts:673,2792,406,647354,163
– Long to Short Ratio:1.0 to 11.0 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):92.815.241.5
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:27.5-18.4-21.3

 

10-Year Treasury Note:

10-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.072.18.8
– Percent of Open Interest Shorts:17.764.314.0
– Net Position:-95,611278,002-182,391
– Gross Longs:534,3232,563,667314,620
– Gross Shorts:629,9342,285,665497,011
– Long to Short Ratio:0.8 to 11.1 to 10.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):72.744.624.5
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-15.619.6-16.7

 

Ultra 10-Year Notes:

Ultra 10-Year Notes StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:22.468.08.3
– Percent of Open Interest Shorts:8.072.318.4
– Net Position:182,235-53,882-128,353
– Gross Longs:284,102863,870104,869
– Gross Shorts:101,867917,752233,222
– Long to Short Ratio:2.8 to 10.9 to 10.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):97.122.50.0
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:19.4-9.2-26.7

 

US Treasury Bonds:

US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:9.876.512.2
– Percent of Open Interest Shorts:25.357.615.6
– Net Position:-190,334232,454-42,120
– Gross Longs:120,484939,647149,680
– Gross Shorts:310,818707,193191,800
– Long to Short Ratio:0.4 to 11.3 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):20.394.222.0
– COT Index Reading (3 Year Range):BearishBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:2.56.0-21.1

 

Ultra US Treasury Bonds:

Ultra US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:5.780.911.7
– Percent of Open Interest Shorts:28.157.113.2
– Net Position:-255,460272,678-17,218
– Gross Longs:65,849926,471134,351
– Gross Shorts:321,309653,793151,569
– Long to Short Ratio:0.2 to 11.4 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):64.757.30.0
– COT Index Reading (3 Year Range):BullishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-11.618.1-7.8

 

3-Month Eurodollars:

3-Month Eurodollars StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:19.850.44.8
– Percent of Open Interest Shorts:14.553.17.4
– Net Position:606,399-308,521-297,878
– Gross Longs:2,268,3505,771,615545,063
– Gross Shorts:1,661,9516,080,136842,941
– Long to Short Ratio:1.4 to 10.9 to 10.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):70.628.264.6
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-0.82.4-15.3

 

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).

Bonds CountingPips Forex Blog investing Opinions
04 Mar

Sovereign bond selloff resumes after a short break

By Hussein Sayed Chief Market Strategist (Gulf & MENA), ForexTime

Asian equity markets suffered hefty losses following yesterday’s declines in Wall Street as bond yields resumed their rally. Japan’s Nikkei 225 and Hong Kong’s HSI dropped nearly 3% with the rest of the Asian stock indices all in the red, while US stock futures show no signs of recovery. All three major indices are indicating a negative start led by Tech stocks. In currencies, the dollar ticked higher against its major peers with USDJPY climbing to a seven-month high above 107.

With US inflation expectations over the next five years reaching a 13-year high and long term-borrowing costs on the rise, central banks face tough challenges comforting investors. Financial conditions are tightening despite the monetary policy being loose and policymakers clearly signaling no intention of raising interest rates anytime soon. The Federal Reserve may need to step up their game by targeting purchases of long-dated bonds to prevent yields from going higher, but so far there are no signs of them implementing this strategy. All eyes will be on Fed Chair Jerome Powell today for any signals of possible changes to monetary policy such as yield curve control.

The sovereign bond selloff is not confined to the US. UK 10-year gilts rose more than 10 basis points to 0.8% after Finance Minister Rishi Sunak announced the country’s 2021 budget. And despite the Eurozone being well behind in vaccinating their population and in terms of their economic recovery, bonds also sold off in Germany, France, Italy and Spain. That tells us it is not just economic fundamentals impacting bond prices, but there seems to be a domino effect caused by rising yields in the US.

Energy and Financials were the only sectors ending in the green on the S&P 500 yesterday. The shift to those value sectors will likely resume along with industrials and basic materials after the passing of Biden’s $1.9 trillion pandemic relief bill.

Oil is another asset class firmly on the radar of many traders. Prices rose for a second straight session after Brent crude tested a two-week low of $62.38 on Tuesday. While the record drop in US gasoline inventories lent prices some support, its today’s OPEC+ meeting that will dictate direction over the short-term. If Saudi Arabia chooses not to continue with its unilateral one million b/d output cut and the group increases production by another 500k b/d, we will end up with 1.5 million b/d additional output. That seems to be the base case scenario for many traders.

Given that recent price moves have been driven more by speculative trading than market fundamentals, any disappointment may lead to a sharp selloff. For prices to remain near their pre-pandemic levels or higher, we need to see a positive surprise. That could occur by keeping the group’s output unchanged or if we get a gradual rollback of Saudi Arabia’s unilateral cuts. It is hard to predict the next move of the cartel due to the various opinions within the group’s members, and that is what makes it an exciting event to watch.

Disclaimer: The content in this article comprises personal opinions and should not be construed as containing personal and/or other investment advice and/or an offer of and/or solicitation for any transactions in financial instruments and/or a guarantee and/or prediction of future performance. ForexTime (FXTM), its affiliates, agents, directors, officers or employees do not guarantee the accuracy, validity, timeliness or completeness, of any information or data made available and assume no liability as to any loss arising from any investment based on the same.

Forex-Time-LogoArticle by ForexTime

ForexTime Ltd (FXTM) is an award winning international online forex broker regulated by CySEC 185/12 www.forextime.com

Bonds Financial News Stock Market News
27 Feb

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

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

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

The latest COT data is updated through Tuesday February 23 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds:

30-Day Federal Funds

30-Day Federal Funds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:8.272.41.9
– Percent of Open Interest Shorts:17.662.92.0
– Net Position:-111,478112,803-1,325
– Gross Longs:98,122863,14822,222
– Gross Shorts:209,600750,34523,547
– Long to Short Ratio:0.5 to 11.2 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):15.583.768.7
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-19.317.913.1

 

2-Year Treasury Note:

2-Year Treasury Note

2-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.263.66.1
– Percent of Open Interest Shorts:27.964.83.2
– Net Position:-39,871-29,66069,531
– Gross Longs:623,6881,512,141145,752
– Gross Shorts:663,5591,541,80176,221
– Long to Short Ratio:0.9 to 11.0 to 11.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):78.611.771.6
– COT Index Reading (3 Year Range):BullishBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:52.3-48.2-0.4

 

5-Year Treasury Note:

5-Year Treasury Note

5-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:22.061.98.4
– Percent of Open Interest Shorts:19.562.610.2
– Net Position:95,406-29,241-66,165
– Gross Longs:833,9862,343,372318,667
– Gross Shorts:738,5802,372,613384,832
– Long to Short Ratio:1.1 to 11.0 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):100.07.249.4
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:44.9-34.5-16.0

 

10-Year Treasury Note:

10-Year Treasury Note

10-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.964.110.2
– Percent of Open Interest Shorts:15.859.614.7
– Net Position:2,789181,377-184,166
– Gross Longs:642,5432,594,445411,118
– Gross Shorts:639,7542,413,068595,284
– Long to Short Ratio:1.0 to 11.1 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):83.535.324.0
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:5.81.8-19.8

 

Ultra 10-Year Notes:

Ultra 10-Year Notes

Ultra 10-Year Notes StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:19.069.09.9
– Percent of Open Interest Shorts:6.272.419.2
– Net Position:173,188-46,157-127,031
– Gross Longs:258,297940,572135,254
– Gross Shorts:85,109986,729262,285
– Long to Short Ratio:3.0 to 11.0 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):94.124.90.0
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:14.4-2.4-34.1

 

US Treasury Bonds:

US Treasury Bonds

US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:10.473.213.8
– Percent of Open Interest Shorts:22.958.116.3
– Net Position:-156,309188,155-31,846
– Gross Longs:129,775914,249172,342
– Gross Shorts:286,084726,094204,188
– Long to Short Ratio:0.5 to 11.3 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):30.280.129.9
– COT Index Reading (3 Year Range):BearishBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:11.7-12.0-1.9

 

Ultra US Treasury Bonds:

Ultra US Treasury Bonds

Ultra US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:7.676.812.6
– Percent of Open Interest Shorts:25.757.613.8
– Net Position:-215,036228,517-13,481
– Gross Longs:90,156912,983150,059
– Gross Shorts:305,192684,466163,540
– Long to Short Ratio:0.3 to 11.3 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):77.939.41.6
– COT Index Reading (3 Year Range):BullishBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:5.3-4.1-5.4

 

3-Month Eurodollars:

3-Month Eurodollars

3-Month Eurodollars StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:20.548.24.7
– Percent of Open Interest Shorts:14.052.27.2
– Net Position:752,498-465,476-287,022
– Gross Longs:2,372,3705,575,667543,029
– Gross Shorts:1,619,8726,041,143830,051
– Long to Short Ratio:1.5 to 10.9 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):72.926.066.1
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:1.70.1-15.3

 

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).

Bonds CountingPips Forex Blog investing Opinions
26 Feb

Yields surge triggers market drama

By Han Tan Market Analyst, ForexTime

The surge in Treasury yields sent shockwaves across broader markets on Thursday, with 10-year yields briefly breaching the 1.60 mark to hit a new one-year high before moderating. At the time of writing, 10-year yields remain some 40 basis points higher on a month-to-date basis.

The steep ascent in yields is prompting investors to cast serious doubt over their exposure to equities, especially for tech stocks. The Nasdaq Composite index has seen its February gains whittled down to 0.37%, with US equity futures pointing to further declines at the Friday open.

Asian benchmark indices are ending the month on a downer, while the rising yields are giving reason for the dollar index (DXY) to keep its head above the 90 psychological level for the time being. The VIX index, also known as Wall Street’s fear gauge also shot above the 30 mark shortly before the US session ended.

Markets paying little heed to the Fed’s narrative

Investors clearly have a hard time buying into the Fed speak insisting that its too early to talk about tapering. Despite repeated attempts this week by Fed Chair Jerome Powell and other Fed presidents to reframe the narrative, saying that the rising yields are indicative of a rosier economic outlook, investors are instead interpreting the economic data through the US monetary policy lens.

While cognizant of the Fed’s desire to avoid the same policy missteps following the global financial crisis over a decade ago, markets however are of the opinion that improving US economic conditions will cajole the central bank into tightening their policy settings sooner than expected. Fed funds futures are already pointing to an interest rate hike that’s brought forward to end-2022.

The better-than-expected economic prints released this week, including the weekly initial jobless claims, January durable goods orders, and February consumer confidence, are only adding fuel to expectations that the Fed will have to bring its tapering plans forward, despite policymakers’ insistence otherwise. And with President Joe Biden’s $1.9 trillion fiscal stimulus programme still in the pipeline, investors are ramping up the chances of an overheating US economy that’s accompanied by the desired inflation overshoot, which in turn shortens the runway till the Fed’s eventual pullback.

With such a debate raging in the markets, we can expect to see more volatile days ahead until markets can reach a greater consensus and a firmer understanding over the Fed’s next policy steps, which should in turn offer a new equilibrium for Treasury yields.

Gold set to post second straight monthly decline

Spot gold is on course to register its 6th monthly loss from the past seven, with rising Treasury yields dealing a blow to the non-yielding precious metal. Bullions year-to-date losses stand at 6.7% at the time of writing.

Despite the threat of rising inflation, investors are clearly willing to ditch gold in favour of other assets that can better ride on the economic recovery’s coattails, as well as the subsequent inflation overshoot. Gold ETFs have shed their holdings by more than 2 million ounces so far this year.

Gold bulls will have all to do in attempting to break the precious metal out of its current downtrend, barring any Fed intervention in quelling the yields surge.

 

Disclaimer: The content in this article comprises personal opinions and should not be construed as containing personal and/or other investment advice and/or an offer of and/or solicitation for any transactions in financial instruments and/or a guarantee and/or prediction of future performance. ForexTime (FXTM), its affiliates, agents, directors, officers or employees do not guarantee the accuracy, validity, timeliness or completeness, of any information or data made available and assume no liability as to any loss arising from any investment based on the same.

Forex-Time-LogoArticle by ForexTime

ForexTime Ltd (FXTM) is an award winning international online forex broker regulated by CySEC 185/12 www.forextime.com

Bonds Financial News
20 Feb

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

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

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

The latest COT data is updated through Tuesday February 16 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds:

Fed Funds Futures Chart

30-Day Federal Funds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:11.869.61.6
– Percent of Open Interest Shorts:18.862.31.9
– Net Position:-80,39183,820-3,429
– Gross Longs:136,008799,27018,550
– Gross Shorts:216,399715,45021,979
– Long to Short Ratio:0.6 to 11.1 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):19.979.764.9
– COT Index Reading (3 Year Range):Bearish-ExtremeBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-17.916.89.8

 

2-Year Treasury Note:

2-year bond Futures Chart

2-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:22.167.67.1
– Percent of Open Interest Shorts:28.264.04.6
– Net Position:-142,48985,74056,749
– Gross Longs:518,1501,584,929165,585
– Gross Shorts:660,6391,499,189108,836
– Long to Short Ratio:0.8 to 11.1 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):57.233.964.8
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:8.6-4.8-8.7

 

5-Year Treasury Note:

5-year bond Futures Chart

5-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:22.566.68.3
– Percent of Open Interest Shorts:22.765.49.4
– Net Position:-6,15243,260-37,108
– Gross Longs:793,2412,345,137292,707
– Gross Shorts:799,3932,301,877329,815
– Long to Short Ratio:1.0 to 11.0 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):93.713.660.2
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:29.8-20.1-17.3

 

10-Year Treasury Note:

10-year Futures Chart

10-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:17.969.39.5
– Percent of Open Interest Shorts:15.067.514.2
– Net Position:103,41364,055-167,468
– Gross Longs:645,2502,498,104343,023
– Gross Shorts:541,8372,434,049510,491
– Long to Short Ratio:1.2 to 11.0 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):94.623.931.9
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:8.34.8-32.9

 

Ultra 10-Year Notes:

ultra 10-year bonds Futures Chart

Ultra 10-Year Notes StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:19.169.59.0
– Percent of Open Interest Shorts:6.672.918.1
– Net Position:157,117-43,013-114,104
– Gross Longs:239,996872,832113,410
– Gross Shorts:82,879915,845227,514
– Long to Short Ratio:2.9 to 11.0 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):88.725.84.6
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:8.8-3.1-17.3

 

US Treasury Bonds:

long us bond Futures Chart

US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:8.475.912.7
– Percent of Open Interest Shorts:24.258.014.8
– Net Position:-191,002215,916-24,914
– Gross Longs:101,705916,697153,685
– Gross Shorts:292,707700,781178,599
– Long to Short Ratio:0.3 to 11.3 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):20.188.935.2
– COT Index Reading (3 Year Range):BearishBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-1.06.4-12.8

 

Ultra US Treasury Bonds:

ultra us treasury Futures Chart

Ultra US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:8.177.712.9
– Percent of Open Interest Shorts:28.556.713.6
– Net Position:-229,297237,111-7,814
– Gross Longs:91,785875,369144,842
– Gross Shorts:321,082638,258152,656
– Long to Short Ratio:0.3 to 11.4 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):73.344.06.5
– COT Index Reading (3 Year Range):BullishBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:1.6-4.96.5

 

3-Month Eurodollars:

eurodollars bonds Futures Chart

3-Month Eurodollars StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:18.348.95.2
– Percent of Open Interest Shorts:13.451.77.3
– Net Position:563,386-317,754-245,632
– Gross Longs:2,087,5895,566,009586,384
– Gross Shorts:1,524,2035,883,763832,016
– Long to Short Ratio:1.4 to 10.9 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):70.028.071.3
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-2.94.8-18.7

 

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).

Bonds CountingPips Forex Blog investing Opinions
← Previous Page
Next Page →