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. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.
US DOLLAR INDEX Futures:
The US DOLLAR INDEX: large speculator standing this week equaled a net position of 4,449 contracts in the data reported through Tuesday. This was a weekly decrease of -1,277 contracts from the previous week which had a total of 5,726 net contracts.
This 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 33.5 percent. The commercials are Bullish with a score of 60.9 percent and the small traders (not shown in chart) are Bullish with a score of 68.3 percent.
| US DOLLAR INDEX Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 70.8 | 6.9 | 15.8 |
| – Percent of Open Interest Shorts: | 59.5 | 28.0 | 6.1 |
| – Net Position: | 4,449 | -8,231 | 3,782 |
| – Gross Longs: | 27,706 | 2,713 | 6,179 |
| – Gross Shorts: | 23,257 | 10,944 | 2,397 |
| – Long to Short Ratio: | 1.2 to 1 | 0.2 to 1 | 2.6 to 1 |
| NET POSITION TREND: | | | |
| – COT Index Score (3 Year Range Pct): | 33.5 | 60.9 | 68.3 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | | | |
| – 6-Week Change in Strength Index: | 31.6 | -35.5 | 39.3 |
EURO Currency Futures:
The EURO Currency: large speculator standing this week equaled a net position of 67,522 contracts in the data reported through Tuesday. This was a weekly reduction of -6,217 contracts from the previous week which had a total of 73,739 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.7 percent. The commercials are Bearish with a score of 44.7 percent and the small traders (not shown in chart) are Bullish with a score of 64.6 percent.
| EURO Currency Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 29.9 | 55.1 | 14.0 |
| – Percent of Open Interest Shorts: | 19.4 | 72.2 | 7.4 |
| – Net Position: | 67,522 | -109,741 | 42,219 |
| – Gross Longs: | 192,230 | 354,401 | 89,693 |
| – Gross Shorts: | 124,708 | 464,142 | 47,474 |
| – Long to Short Ratio: | 1.5 to 1 | 0.8 to 1 | 1.9 to 1 |
| NET POSITION TREND: | | | |
| – COT Index Score (3 Year Range Pct): | 55.7 | 44.7 | 64.6 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | | | |
| – 6-Week Change in Strength Index: | -21.7 | 23.9 | -24.2 |
BRITISH POUND STERLING Futures:
The BRITISH POUND STERLING: large speculator standing this week equaled a net position of 19,951 contracts in the data reported through Tuesday. This was a weekly lowering of -5,008 contracts from the previous week which had a total of 24,959 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 Bullish-Extreme with a score of 81.5 percent. The commercials are Bearish-Extreme with a score of 18.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.8 percent.
| BRITISH POUND Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 32.2 | 42.5 | 24.9 |
| – Percent of Open Interest Shorts: | 18.0 | 63.9 | 17.6 |
| – Net Position: | 19,951 | -30,127 | 10,176 |
| – Gross Longs: | 45,270 | 59,714 | 34,960 |
| – Gross Shorts: | 25,319 | 89,841 | 24,784 |
| – Long to Short Ratio: | 1.8 to 1 | 0.7 to 1 | 1.4 to 1 |
| NET POSITION TREND: | | | |
| – COT Index Score (3 Year Range Pct): | 81.5 | 18.3 | 86.8 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | | | |
| – 6-Week Change in Strength Index: | -7.3 | 8.0 | -8.2 |
JAPANESE YEN Futures:
The JAPANESE YEN: large speculator standing this week equaled a net position of -57,989 contracts in the data reported through Tuesday. This was a weekly lift of 1,492 contracts from the previous week which had a total of -59,481 net contracts.
This 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 34.5 percent. The commercials are Bullish with a score of 71.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.9 percent.
| JAPANESE YEN Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 16.3 | 71.7 | 11.5 |
| – Percent of Open Interest Shorts: | 51.6 | 23.9 | 24.0 |
| – Net Position: | -57,989 | 78,537 | -20,548 |
| – Gross Longs: | 26,794 | 117,846 | 18,907 |
| – Gross Shorts: | 84,783 | 39,309 | 39,455 |
| – Long to Short Ratio: | 0.3 to 1 | 3.0 to 1 | 0.5 to 1 |
| NET POSITION TREND: | | | |
| – COT Index Score (3 Year Range Pct): | 34.5 | 71.8 | 16.9 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish-Extreme |
| NET POSITION MOVEMENT INDEX: | | | |
| – 6-Week Change in Strength Index: | -52.3 | 50.5 | -38.2 |
SWISS FRANC Futures:
The SWISS FRANC: large speculator standing this week equaled a net position of 3,245 contracts in the data reported through Tuesday. This was a weekly decrease of -1,024 contracts from the previous week which had a total of 4,269 net contracts.
This 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 78.4 percent. The commercials are Bearish with a score of 40.3 percent and the small traders (not shown in chart) are Bearish with a score of 27.5 percent.
| SWISS FRANC Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 35.9 | 43.4 | 20.3 |
| – Percent of Open Interest Shorts: | 28.5 | 18.7 | 52.4 |
| – Net Position: | 3,245 | 10,786 | -14,031 |
| – Gross Longs: | 15,690 | 18,970 | 8,848 |
| – Gross Shorts: | 12,445 | 8,184 | 22,879 |
| – Long to Short Ratio: | 1.3 to 1 | 2.3 to 1 | 0.4 to 1 |
| NET POSITION TREND: | | | |
| – COT Index Score (3 Year Range Pct): | 78.4 | 40.3 | 27.5 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | | | |
| – 6-Week Change in Strength Index: | -12.9 | 24.7 | -41.1 |
CANADIAN DOLLAR Futures:
The CANADIAN DOLLAR: large speculator standing this week equaled a net position of 2,690 contracts in the data reported through Tuesday. This was a weekly lowering of -3,828 contracts from the previous week which had a total of 6,518 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 57.2 percent. The commercials are Bearish with a score of 29.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.1 percent.
| CANADIAN DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 28.6 | 42.9 | 27.5 |
| – Percent of Open Interest Shorts: | 27.0 | 60.6 | 11.4 |
| – Net Position: | 2,690 | -29,421 | 26,731 |
| – Gross Longs: | 47,506 | 71,329 | 45,729 |
| – Gross Shorts: | 44,816 | 100,750 | 18,998 |
| – Long to Short Ratio: | 1.1 to 1 | 0.7 to 1 | 2.4 to 1 |
| NET POSITION TREND: | | | |
| – COT Index Score (3 Year Range Pct): | 57.2 | 29.0 | 87.1 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | | | |
| – 6-Week Change in Strength Index: | -5.4 | 7.7 | -7.6 |
AUSTRALIAN DOLLAR Futures:
The AUSTRALIAN DOLLAR: large speculator standing this week equaled a net position of 4,066 contracts in the data reported through Tuesday. This was a weekly decrease of -8,197 contracts from the previous week which had a total of 12,263 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 86.3 percent. The commercials are Bearish-Extreme with a score of 8.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.2 percent.
| AUSTRALIAN DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 45.9 | 32.3 | 21.4 |
| – Percent of Open Interest Shorts: | 42.9 | 43.6 | 13.1 |
| – Net Position: | 4,066 | -15,494 | 11,428 |
| – Gross Longs: | 62,991 | 44,308 | 29,395 |
| – Gross Shorts: | 58,925 | 59,802 | 17,967 |
| – Long to Short Ratio: | 1.1 to 1 | 0.7 to 1 | 1.6 to 1 |
| NET POSITION TREND: | | | |
| – COT Index Score (3 Year Range Pct): | 86.3 | 8.2 | 82.2 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | | | |
| – 6-Week Change in Strength Index: | 6.4 | 2.0 | -17.8 |
NEW ZEALAND DOLLAR Futures:
The NEW ZEALAND DOLLAR: large speculator standing this week equaled a net position of 3,138 contracts in the data reported through Tuesday. This was a weekly decline of -908 contracts from the previous week which had a total of 4,046 net contracts.
This 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 65.1 percent. The commercials are Bearish with a score of 32.3 percent and the small traders (not shown in chart) are Bullish with a score of 73.2 percent.
| NEW ZEALAND DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 51.4 | 31.4 | 13.7 |
| – Percent of Open Interest Shorts: | 43.0 | 44.6 | 8.9 |
| – Net Position: | 3,138 | -4,926 | 1,788 |
| – Gross Longs: | 19,199 | 11,732 | 5,127 |
| – Gross Shorts: | 16,061 | 16,658 | 3,339 |
| – Long to Short Ratio: | 1.2 to 1 | 0.7 to 1 | 1.5 to 1 |
| NET POSITION TREND: | | | |
| – COT Index Score (3 Year Range Pct): | 65.1 | 32.3 | 73.2 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | | | |
| – 6-Week Change in Strength Index: | -16.4 | 18.2 | -21.4 |
MEXICAN PESO Futures:
The MEXICAN PESO: large speculator standing this week equaled a net position of -13,142 contracts in the data reported through Tuesday. This was a weekly boost of 1,971 contracts from the previous week which had a total of -15,113 net contracts.
This 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 8.2 percent. The commercials are Bullish-Extreme with a score of 90.6 percent and the small traders (not shown in chart) are Bullish with a score of 60.4 percent.
| MEXICAN PESO Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 42.1 | 51.1 | 5.2 |
| – Percent of Open Interest Shorts: | 51.7 | 44.5 | 2.2 |
| – Net Position: | -13,142 | 9,054 | 4,088 |
| – Gross Longs: | 57,610 | 69,930 | 7,085 |
| – Gross Shorts: | 70,752 | 60,876 | 2,997 |
| – Long to Short Ratio: | 0.8 to 1 | 1.1 to 1 | 2.4 to 1 |
| NET POSITION TREND: | | | |
| – COT Index Score (3 Year Range Pct): | 8.2 | 90.6 | 60.4 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | | | |
| – 6-Week Change in Strength Index: | -8.1 | 7.6 | 3.7 |
BRAZIL REAL Futures:
The BRAZIL REAL: large speculator standing this week equaled a net position of -26,506 contracts in the data reported through Tuesday. This was a weekly fall of -1,197 contracts from the previous week which had a total of -25,309 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 40.9 percent. The commercials are Bullish with a score of 61.8 percent and the small traders (not shown in chart) are Bullish with a score of 67.1 percent.
| BRAZIL REAL Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 22.4 | 70.3 | 6.0 |
| – Percent of Open Interest Shorts: | 81.1 | 11.0 | 6.7 |
| – Net Position: | -26,506 | 26,820 | -314 |
| – Gross Longs: | 10,103 | 31,766 | 2,716 |
| – Gross Shorts: | 36,609 | 4,946 | 3,030 |
| – Long to Short Ratio: | 0.3 to 1 | 6.4 to 1 | 0.9 to 1 |
| NET POSITION TREND: | | | |
| – COT Index Score (3 Year Range Pct): | 40.9 | 61.8 | 67.1 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | | | |
| – 6-Week Change in Strength Index: | -17.5 | 20.9 | -26.7 |
RUSSIAN RUBLE Futures:
The RUSSIAN RUBLE: large speculator standing this week equaled a net position of 6,875 contracts in the data reported through Tuesday. This was a weekly boost of 91 contracts from the previous week which had a total of 6,784 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 29.7 percent. The commercials are Bullish with a score of 69.1 percent and the small traders (not shown in chart) are Bullish with a score of 53.0 percent.
| RUSSIAN RUBLE Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 32.6 | 61.5 | 5.8 |
| – Percent of Open Interest Shorts: | 9.3 | 85.9 | 4.7 |
| – Net Position: | 6,875 | -7,185 | 310 |
| – Gross Longs: | 9,600 | 18,109 | 1,700 |
| – Gross Shorts: | 2,725 | 25,294 | 1,390 |
| – Long to Short Ratio: | 3.5 to 1 | 0.7 to 1 | 1.2 to 1 |
| NET POSITION TREND: | | | |
| – COT Index Score (3 Year Range Pct): | 29.7 | 69.1 | 53.0 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | | | |
| – 6-Week Change in Strength Index: | 16.9 | -16.0 | -5.4 |
BITCOIN FUTURES Futures:
The BITCOIN FUTURES: large speculator standing this week equaled a net position of -2,292 contracts in the data reported through Tuesday. This was a weekly decline of -77 contracts from the previous week which had a total of -2,215 net contracts.
This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 39.4 percent. The commercials are Bullish with a score of 76.9 percent and the small traders (not shown in chart) are Bullish with a score of 55.3 percent.
| BITCOIN Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 60.2 | 5.1 | 27.8 |
| – Percent of Open Interest Shorts: | 83.4 | 2.1 | 7.6 |
| – Net Position: | -2,292 | 300 | 1,992 |
| – Gross Longs: | 5,938 | 504 | 2,742 |
| – Gross Shorts: | 8,230 | 204 | 750 |
| – Long to Short Ratio: | 0.7 to 1 | 2.5 to 1 | 3.7 to 1 |
| NET POSITION TREND: | | | |
| – COT Index Score (3 Year Range Pct): | 39.4 | 76.9 | 55.3 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | | | |
| – 6-Week Change in Strength Index: | -5.8 | 26.3 | 0.3 |
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).
