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COT Forex Futures Charts: US Dollar, Euro, Aussie, Yen, Pound, Swiss Franc, Peso, Bitcoin

By InvestMacro.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 September 21st 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.


Data Snapshot of Forex Market Traders | Columns Legend
Sep-21-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index45,9345825,10069-30,394245,29494
EUR663,5197112,09539-44,2496332,15431
GBP159,90813-218741,07330-85554
JPY191,21354-56,0713666,59466-10,52329
CHF56,83837-9,2175424,49758-15,28018
CAD118,5289-27,8773218,854639,02360
AUD185,49272-85,5840102,302100-16,71815
NZD36,691188,10285-9,221161,11966
MXN169,89833-19,015515,340943,67559
RUB53,6295918,23357-19,757401,52486
BRL23,390205,77276-6,787241,01579
Bitcoin7,34838-1,0257526099923

US Dollar Index Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week came in at a net position of 25,100 contracts in the data reported through Tuesday. This was a weekly advance of 827 contracts from the previous week which had a total of 24,273 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 69.1 percent. The commercials are Bearish with a score of 24.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 94.2 percent.

US DOLLAR INDEX Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 80.3 1.8 15.3
– Percent of Open Interest Shorts: 25.7 68.0 3.7
– Net Position: 25,100 -30,394 5,294
– Gross Longs: 36,883 849 7,006
– Gross Shorts: 11,783 31,243 1,712
– Long to Short Ratio: 3.1 to 1 0.0 to 1 4.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 69.1 24.1 94.2
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.0 -10.6 8.6

 


Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week came in at a net position of 12,095 contracts in the data reported through Tuesday. This was a weekly decrease of -15,710 contracts from the previous week which had a total of 27,805 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 38.7 percent. The commercials are Bullish with a score of 63.2 percent and the small traders (not shown in chart) are Bearish with a score of 30.9 percent.

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 28.5 57.4 12.9
– Percent of Open Interest Shorts: 26.7 64.1 8.0
– Net Position: 12,095 -44,249 32,154
– Gross Longs: 189,406 381,122 85,507
– Gross Shorts: 177,311 425,371 53,353
– Long to Short Ratio: 1.1 to 1 0.9 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 38.7 63.2 30.9
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.7 7.3 -6.4

 


British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week came in at a net position of -218 contracts in the data reported through Tuesday. This was a weekly decrease of -5,008 contracts from the previous week which had a total of 4,790 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 73.8 percent. The commercials are Bearish with a score of 30.3 percent and the small traders (not shown in chart) are Bullish with a score of 53.9 percent.

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.5 49.6 16.4
– Percent of Open Interest Shorts: 32.6 48.9 16.9
– Net Position: -218 1,073 -855
– Gross Longs: 51,910 79,287 26,218
– Gross Shorts: 52,128 78,214 27,073
– Long to Short Ratio: 1.0 to 1 1.0 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 73.8 30.3 53.9
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.3 6.1 -6.3

 


Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week came in at a net position of -56,071 contracts in the data reported through Tuesday. This was a weekly advance of 4,224 contracts from the previous week which had a total of -60,295 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 35.7 percent. The commercials are Bullish with a score of 66.1 percent and the small traders (not shown in chart) are Bearish with a score of 29.2 percent.

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.9 76.7 10.3
– Percent of Open Interest Shorts: 41.3 41.9 15.8
– Net Position: -56,071 66,594 -10,523
– Gross Longs: 22,844 146,680 19,685
– Gross Shorts: 78,915 80,086 30,208
– Long to Short Ratio: 0.3 to 1 1.8 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 35.7 66.1 29.2
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.8 -7.9 25.6

 


Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week came in at a net position of -9,217 contracts in the data reported through Tuesday. This was a weekly reduction of -3,339 contracts from the previous week which had a total of -5,878 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 53.9 percent. The commercials are Bullish with a score of 58.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.5 percent.

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.1 70.7 15.8
– Percent of Open Interest Shorts: 29.3 27.6 42.7
– Net Position: -9,217 24,497 -15,280
– Gross Longs: 7,447 40,201 9,004
– Gross Shorts: 16,664 15,704 24,284
– Long to Short Ratio: 0.4 to 1 2.6 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 53.9 58.4 18.5
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -33.0 25.5 -10.8

 


Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week came in at a net position of -27,877 contracts in the data reported through Tuesday. This was a weekly fall of -18,594 contracts from the previous week which had a total of -9,283 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 31.8 percent. The commercials are Bullish with a score of 63.5 percent and the small traders (not shown in chart) are Bullish with a score of 60.4 percent.

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.0 54.2 27.9
– Percent of Open Interest Shorts: 39.5 38.3 20.3
– Net Position: -27,877 18,854 9,023
– Gross Longs: 18,954 64,253 33,096
– Gross Shorts: 46,831 45,399 24,073
– Long to Short Ratio: 0.4 to 1 1.4 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 31.8 63.5 60.4
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -28.6 25.7 -10.1

 


Australian Dollar Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Australian Dollar large speculator standing this week came in at a net position of -85,584 contracts in the data reported through Tuesday. This was a weekly decline of -2,201 contracts from the previous week which had a total of -83,383 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.8 percent.

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.3 76.4 7.7
– Percent of Open Interest Shorts: 59.5 21.2 16.7
– Net Position: -85,584 102,302 -16,718
– Gross Longs: 24,746 141,655 14,298
– Gross Shorts: 110,330 39,353 31,016
– Long to Short Ratio: 0.2 to 1 3.6 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.0 100.0 14.8
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -35.6 29.8 -4.2

 


New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week came in at a net position of 8,102 contracts in the data reported through Tuesday. This was a weekly advance of 1,896 contracts from the previous week which had a total of 6,206 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 84.9 percent. The commercials are Bearish-Extreme with a score of 16.2 percent and the small traders (not shown in chart) are Bullish with a score of 65.7 percent.

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 53.7 30.0 13.3
– Percent of Open Interest Shorts: 31.6 55.1 10.2
– Net Position: 8,102 -9,221 1,119
– Gross Longs: 19,703 11,012 4,873
– Gross Shorts: 11,601 20,233 3,754
– Long to Short Ratio: 1.7 to 1 0.5 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 84.9 16.2 65.7
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 15.3 -16.6 18.1

 


Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week came in at a net position of -19,015 contracts in the data reported through Tuesday. This was a weekly reduction of -3,163 contracts from the previous week which had a total of -15,852 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 5.2 percent. The commercials are Bullish-Extreme with a score of 93.7 percent and the small traders (not shown in chart) are Bullish with a score of 58.6 percent.

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 52.2 43.3 3.9
– Percent of Open Interest Shorts: 63.4 34.3 1.7
– Net Position: -19,015 15,340 3,675
– Gross Longs: 88,733 73,538 6,561
– Gross Shorts: 107,748 58,198 2,886
– Long to Short Ratio: 0.8 to 1 1.3 to 1 2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 5.2 93.7 58.6
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.4 -2.9 4.6

 


Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week came in at a net position of 5,772 contracts in the data reported through Tuesday. This was a weekly reduction of -1,222 contracts from the previous week which had a total of 6,994 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 76.3 percent. The commercials are Bearish with a score of 24.4 percent and the small traders (not shown in chart) are Bullish with a score of 79.1 percent.

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 57.5 30.1 12.4
– Percent of Open Interest Shorts: 32.8 59.1 8.1
– Net Position: 5,772 -6,787 1,015
– Gross Longs: 13,443 7,036 2,911
– Gross Shorts: 7,671 13,823 1,896
– Long to Short Ratio: 1.8 to 1 0.5 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 76.3 24.4 79.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -19.8 20.8 -10.4

 


Russian Ruble Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Russian Ruble large speculator standing this week came in at a net position of 18,233 contracts in the data reported through Tuesday. This was a weekly decline of -1,990 contracts from the previous week which had a total of 20,223 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 56.5 percent. The commercials are Bearish with a score of 40.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.2 percent.

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 52.0 43.5 4.5
– Percent of Open Interest Shorts: 18.0 80.3 1.6
– Net Position: 18,233 -19,757 1,524
– Gross Longs: 27,871 23,314 2,391
– Gross Shorts: 9,638 43,071 867
– Long to Short Ratio: 2.9 to 1 0.5 to 1 2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 56.5 40.3 86.2
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 17.8 -17.5 3.2

 


Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week came in at a net position of -1,025 contracts in the data reported through Tuesday. This was a weekly advance of 162 contracts from the previous week which had a total of -1,187 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 Bearish with a score of 36.6 percent and the small traders (not shown in chart) are Bearish with a score of 22.5 percent.

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 59.6 5.3 25.1
– Percent of Open Interest Shorts: 73.5 5.0 11.5
– Net Position: -1,025 26 999
– Gross Longs: 4,376 390 1,845
– Gross Shorts: 5,401 364 846
– Long to Short Ratio: 0.8 to 1 1.1 to 1 2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 75.1 36.6 22.5
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.2 -6.5 -0.6

 


Article By InvestMacro.comReceive 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).

COT Bonds Futures Charts: Fed Funds, 10-Year, 2-Year, 5-Year, Ultra Treasuries 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 September 21st 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


Data Snapshot of Bond Market Traders | Columns Legend
Sep-21-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
Eurodollar12,141,88658-782,27437907,78356-125,50986
FedFunds1,118,97611-86,0542995,80572-9,75144
2-Year1,925,8263-30,4018612,6312017,77038
Long T-Bond1,208,30753-88,2716276,4534411,81862
10-Year3,934,3026061,22188168,16035-229,38113
5-Year3,563,94724-147,42375285,85935-138,43613

3-Month Eurodollars Futures:

Eurodollar Bonds Futures COT ChartThe 3-Month Eurodollars large speculator standing this week came in at a net position of -782,274 contracts in the data reported through Tuesday. This was a weekly fall of -178,118 contracts from the previous week which had a total of -604,156 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 36.9 percent. The commercials are Bullish with a score of 56.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.4 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.0 60.7 5.0
– Percent of Open Interest Shorts: 20.4 53.2 6.0
– Net Position: -782,274 907,783 -125,509
– Gross Longs: 1,694,812 7,368,621 603,851
– Gross Shorts: 2,477,086 6,460,838 729,360
– 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): 36.9 56.5 86.4
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.6 1.3 8.1

 


30-Day Federal Funds Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe 30-Day Federal Funds large speculator standing this week came in at a net position of -86,054 contracts in the data reported through Tuesday. This was a weekly reduction of -7,726 contracts from the previous week which had a total of -78,328 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 29.0 percent. The commercials are Bullish with a score of 71.5 percent and the small traders (not shown in chart) are Bearish with a score of 44.3 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.3 76.2 2.2
– Percent of Open Interest Shorts: 13.0 67.6 3.0
– Net Position: -86,054 95,805 -9,751
– Gross Longs: 59,411 852,761 24,091
– Gross Shorts: 145,465 756,956 33,842
– Long to Short Ratio: 0.4 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 29.0 71.5 44.3
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.5 0.4 1.5

 


2-Year Treasury Note Futures:

2-Year Treasury Bonds Futures COT ChartThe 2-Year Treasury Note large speculator standing this week came in at a net position of -30,401 contracts in the data reported through Tuesday. This was a weekly decrease of -5,768 contracts from the previous week which had a total of -24,633 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 85.6 percent. The commercials are Bearish-Extreme with a score of 19.9 percent and the small traders (not shown in chart) are Bearish with a score of 38.2 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.8 70.6 7.8
– Percent of Open Interest Shorts: 21.4 69.9 6.9
– Net Position: -30,401 12,631 17,770
– Gross Longs: 381,770 1,359,060 151,059
– Gross Shorts: 412,171 1,346,429 133,289
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 85.6 19.9 38.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.4 11.3 3.8

 


5-Year Treasury Note Futures:

5-Year Treasury Bonds Futures COT ChartThe 5-Year Treasury Note large speculator standing this week came in at a net position of -147,423 contracts in the data reported through Tuesday. This was a weekly lowering of -123,057 contracts from the previous week which had a total of -24,366 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 74.6 percent. The commercials are Bearish with a score of 35.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.7 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 12.4 76.1 8.1
– Percent of Open Interest Shorts: 16.5 68.1 12.0
– Net Position: -147,423 285,859 -138,436
– Gross Longs: 442,132 2,713,555 289,472
– Gross Shorts: 589,555 2,427,696 427,908
– 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): 74.6 35.1 12.7
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -10.6 9.4 -1.9

 


10-Year Treasury Note Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe 10-Year Treasury Note large speculator standing this week came in at a net position of 61,221 contracts in the data reported through Tuesday. This was a weekly decrease of -68,202 contracts from the previous week which had a total of 129,423 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 87.7 percent. The commercials are Bearish with a score of 35.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.5 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.8 69.5 8.6
– Percent of Open Interest Shorts: 18.3 65.2 14.4
– Net Position: 61,221 168,160 -229,381
– Gross Longs: 780,822 2,732,956 337,429
– Gross Shorts: 719,601 2,564,796 566,810
– 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): 87.7 35.4 13.5
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.2 6.5 -4.5

 


Ultra 10-Year Notes Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Ultra 10-Year Notes large speculator standing this week came in at a net position of 86,231 contracts in the data reported through Tuesday. This was a weekly fall of -6,727 contracts from the previous week which had a total of 92,958 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 62.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.5 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.4 75.7 8.6
– Percent of Open Interest Shorts: 9.4 71.1 19.1
– Net Position: 86,231 65,343 -151,574
– Gross Longs: 222,142 1,090,610 124,044
– Gross Shorts: 135,911 1,025,267 275,618
– Long to Short Ratio: 1.6 to 1 1.1 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 50.5 62.6 15.5
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.8 5.4 -0.6

 


US Treasury Bonds Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe US Treasury Bonds large speculator standing this week came in at a net position of -88,271 contracts in the data reported through Tuesday. This was a weekly lowering of -27,671 contracts from the previous week which had a total of -60,600 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.7 percent. The commercials are Bearish with a score of 44.5 percent and the small traders (not shown in chart) are Bullish with a score of 62.0 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.4 72.7 15.7
– Percent of Open Interest Shorts: 17.7 66.3 14.8
– Net Position: -88,271 76,453 11,818
– Gross Longs: 125,136 878,006 190,281
– Gross Shorts: 213,407 801,553 178,463
– Long to Short Ratio: 0.6 to 1 1.1 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.7 44.5 62.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.6 -3.1 1.8

 


Ultra US Treasury Bonds Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Ultra US Treasury Bonds large speculator standing this week came in at a net position of -294,765 contracts in the data reported through Tuesday. This was a weekly advance of 7,023 contracts from the previous week which had a total of -301,788 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 65.0 percent. The commercials are Bullish with a score of 50.4 percent and the small traders (not shown in chart) are Bearish with a score of 41.1 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 6.1 80.2 12.9
– Percent of Open Interest Shorts: 29.8 57.9 11.4
– Net Position: -294,765 276,897 17,868
– Gross Longs: 75,957 997,118 160,043
– Gross Shorts: 370,722 720,221 142,175
– Long to Short Ratio: 0.2 to 1 1.4 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 65.0 50.4 41.1
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -19.1 16.5 9.5

 


Article By InvestMacro.comReceive 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).

COT Stock Market Charts: VIX, E-Mini Futures, Dow, Nasdaq, SP500 & Russell-2000

By InvestMacro.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 September 21st 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


Data Snapshot of Stock Market Traders | Columns Legend
Sep-21-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
S&P500-Mini2,453,181249,81562-106,9524757,13738
Nikkei 22522,57716-6,693315,627721,06640
Nasdaq-Mini222,302269,42280-9,16021-26243
DowJones-Mini95,88464-16,801149,889766,91275
VIX323,31634-61,9276067,58641-5,65935
Nikkei 225 Yen51,3683111,427529,26271-20,68938

VIX Volatility Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe VIX Volatility large speculator standing this week reached a net position of -61,927 contracts in the data reported through Tuesday. This was a weekly gain of 21,763 contracts from the previous week which had a total of -83,690 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 59.6 percent. The commercials are Bearish with a score of 41.3 percent and the small traders (not shown in chart) are Bearish with a score of 34.9 percent.

VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.7 49.8 6.9
– Percent of Open Interest Shorts: 40.9 28.9 8.6
– Net Position: -61,927 67,586 -5,659
– Gross Longs: 70,256 160,872 22,204
– Gross Shorts: 132,183 93,286 27,863
– Long to Short Ratio: 0.5 to 1 1.7 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 59.6 41.3 34.9
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.7 -4.7 2.2

 


S&P500 Mini Futures:

2-Year Treasury Bonds Futures COT ChartThe S&P500 Mini large speculator standing this week reached a net position of 49,815 contracts in the data reported through Tuesday. This was a weekly rise of 85,657 contracts from the previous week which had a total of -35,842 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 62.4 percent. The commercials are Bearish with a score of 46.7 percent and the small traders (not shown in chart) are Bearish with a score of 38.4 percent.

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.3 70.8 11.6
– Percent of Open Interest Shorts: 13.3 75.2 9.2
– Net Position: 49,815 -106,952 57,137
– Gross Longs: 375,136 1,737,893 283,735
– Gross Shorts: 325,321 1,844,845 226,598
– Long to Short Ratio: 1.2 to 1 0.9 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 62.4 46.7 38.4
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.7 -1.2 -4.2

 


Dow Jones Mini Futures:

5-Year Treasury Bonds Futures COT ChartThe Dow Jones Mini large speculator standing this week reached a net position of -16,801 contracts in the data reported through Tuesday. This was a weekly decline of -4,900 contracts from the previous week which had a total of -11,901 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 with a score of 76.4 percent and the small traders (not shown in chart) are Bullish with a score of 75.4 percent.

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 25.8 53.1 18.9
– Percent of Open Interest Shorts: 43.4 42.8 11.7
– Net Position: -16,801 9,889 6,912
– Gross Longs: 24,785 50,954 18,099
– Gross Shorts: 41,586 41,065 11,187
– Long to Short Ratio: 0.6 to 1 1.2 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 14.3 76.4 75.4
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -23.6 19.7 13.3

 


Nasdaq Mini Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Nasdaq Mini large speculator standing this week reached a net position of 9,422 contracts in the data reported through Tuesday. This was a weekly reduction of -140 contracts from the previous week which had a total of 9,562 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 80.3 percent. The commercials are Bearish with a score of 20.9 percent and the small traders (not shown in chart) are Bearish with a score of 43.4 percent.

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 31.4 50.1 16.7
– Percent of Open Interest Shorts: 27.2 54.3 16.8
– Net Position: 9,422 -9,160 -262
– Gross Longs: 69,901 111,483 37,136
– Gross Shorts: 60,479 120,643 37,398
– Long to Short Ratio: 1.2 to 1 0.9 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 80.3 20.9 43.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 12.7 -21.5 27.3

 


Russell 2000 Mini Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Russell 2000 Mini large speculator standing this week reached a net position of -66,601 contracts in the data reported through Tuesday. This was a weekly lowering of -3,620 contracts from the previous week which had a total of -62,981 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 15.1 percent. The commercials are Bullish-Extreme with a score of 82.9 percent and the small traders (not shown in chart) are Bullish with a score of 53.0 percent.

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.8 81.9 6.5
– Percent of Open Interest Shorts: 26.2 68.1 4.9
– Net Position: -66,601 59,539 7,062
– Gross Longs: 46,679 353,611 28,247
– Gross Shorts: 113,280 294,072 21,185
– Long to Short Ratio: 0.4 to 1 1.2 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 15.1 82.9 53.0
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.2 4.6 5.5

 


Nikkei Stock Average (USD) Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Nikkei Stock Average (USD) large speculator standing this week reached a net position of -6,693 contracts in the data reported through Tuesday. This was a weekly boost of 2,708 contracts from the previous week which had a total of -9,401 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 31.5 percent. The commercials are Bullish with a score of 72.2 percent and the small traders (not shown in chart) are Bearish with a score of 40.5 percent.

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.7 70.3 18.0
– Percent of Open Interest Shorts: 41.3 45.4 13.3
– Net Position: -6,693 5,627 1,066
– Gross Longs: 2,634 15,870 4,069
– Gross Shorts: 9,327 10,243 3,003
– Long to Short Ratio: 0.3 to 1 1.5 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 31.5 72.2 40.5
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.2 -6.5 37.6

 


MSCI EAFE Mini Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe MSCI EAFE Mini large speculator standing this week reached a net position of 23,448 contracts in the data reported through Tuesday. This was a weekly reduction of -4,163 contracts from the previous week which had a total of 27,611 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 44.3 percent. The commercials are Bearish with a score of 49.7 percent and the small traders (not shown in chart) are Bullish with a score of 64.8 percent.

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.0 89.0 2.6
– Percent of Open Interest Shorts: 2.0 96.4 1.2
– Net Position: 23,448 -28,840 5,392
– Gross Longs: 31,361 346,924 10,057
– Gross Shorts: 7,913 375,764 4,665
– Long to Short Ratio: 4.0 to 1 0.9 to 1 2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 44.3 49.7 64.8
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.8 6.0 10.0

 


Article By InvestMacro.comReceive 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).

COT Soft Commodities Futures Charts: Corn, Soybeans, Wheat, Cattle, Hogs, Sugar, Coffee, Cotton

By InvestMacro.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 September 21 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


Data Snapshot of Commodity Market Traders | Columns Legend
Sep-21-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
WTI Crude2,101,55826355,97825-396,1806440,20272
Gold492,76523187,64758-212,6444224,99741
Silver145,5371215,63538-28,0557012,42012
Copper190,6592019,27056-24,484435,21455
Palladium9,05111-2,71303,043100-33025
Platinum73,415451,2184-6,995995,77743
Natural Gas1,378,35047-140,22036100,0746240,14681
Brent199,21639-32,2625830,181432,08154
Heating Oil423,6636335,89084-59,0511323,16191
Soybeans660,4721361,05445-39,35957-21,69536
Corn1,379,7701265,50164-199,01444-66,4875
Coffee288,2895060,11893-63,84693,72814
Sugar952,97541249,46788-290,3921340,92558
Wheat353,55181,842499,65450-11,49647

CORN Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe CORN large speculator standing this week totaled a net position of 265,501 contracts in the data reported through Tuesday. This was a weekly gain of 6,867 contracts from the previous week which had a total of 258,634 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 63.9 percent. The commercials are Bearish with a score of 43.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.8 percent.

CORN Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.7 50.2 8.5
– Percent of Open Interest Shorts: 7.5 64.6 13.3
– Net Position: 265,501 -199,014 -66,487
– Gross Longs: 368,776 692,567 117,018
– Gross Shorts: 103,275 891,581 183,505
– Long to Short Ratio: 3.6 to 1 0.8 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 63.9 43.6 4.8
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.2 7.3 2.7

 


SUGAR Futures:

2-Year Treasury Bonds Futures COT ChartThe SUGAR large speculator standing this week totaled a net position of 249,467 contracts in the data reported through Tuesday. This was a weekly decrease of -9,582 contracts from the previous week which had a total of 259,049 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 87.9 percent. The commercials are Bearish-Extreme with a score of 13.1 percent and the small traders (not shown in chart) are Bullish with a score of 58.5 percent.

SUGAR Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.9 45.8 9.4
– Percent of Open Interest Shorts: 4.7 76.2 5.1
– Net Position: 249,467 -290,392 40,925
– Gross Longs: 294,049 436,110 89,249
– Gross Shorts: 44,582 726,502 48,324
– Long to Short Ratio: 6.6 to 1 0.6 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 87.9 13.1 58.5
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -9.9 11.6 -16.1

 


COFFEE Futures:

5-Year Treasury Bonds Futures COT ChartThe COFFEE large speculator standing this week totaled a net position of 60,118 contracts in the data reported through Tuesday. This was a weekly gain of 2,051 contracts from the previous week which had a total of 58,067 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 92.8 percent. The commercials are Bearish-Extreme with a score of 8.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.1 percent.

COFFEE Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 27.0 42.6 3.6
– Percent of Open Interest Shorts: 6.2 64.8 2.3
– Net Position: 60,118 -63,846 3,728
– Gross Longs: 77,942 122,867 10,484
– Gross Shorts: 17,824 186,713 6,756
– Long to Short Ratio: 4.4 to 1 0.7 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 92.8 8.6 14.1
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.3 -4.3 -11.2

 


SOYBEANS Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe SOYBEANS large speculator standing this week totaled a net position of 61,054 contracts in the data reported through Tuesday. This was a weekly decrease of -4,701 contracts from the previous week which had a total of 65,755 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 45.5 percent. The commercials are Bullish with a score of 56.6 percent and the small traders (not shown in chart) are Bearish with a score of 35.7 percent.

SOYBEANS Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.0 56.8 7.2
– Percent of Open Interest Shorts: 11.8 62.7 10.5
– Net Position: 61,054 -39,359 -21,695
– Gross Longs: 138,867 375,002 47,718
– Gross Shorts: 77,813 414,361 69,413
– Long to Short Ratio: 1.8 to 1 0.9 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 45.5 56.6 35.7
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -15.1 15.8 -9.6

 


SOYBEAN MEAL Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe SOYBEAN MEAL large speculator standing this week totaled a net position of 13,810 contracts in the data reported through Tuesday. This was a weekly rise of 847 contracts from the previous week which had a total of 12,963 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 36.9 percent. The commercials are Bullish with a score of 63.5 percent and the small traders (not shown in chart) are Bearish with a score of 45.0 percent.

SOYBEAN MEAL Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.4 49.1 13.0
– Percent of Open Interest Shorts: 17.6 58.0 7.9
– Net Position: 13,810 -32,358 18,548
– Gross Longs: 78,062 179,344 47,411
– Gross Shorts: 64,252 211,702 28,863
– Long to Short Ratio: 1.2 to 1 0.8 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 36.9 63.5 45.0
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -22.8 22.9 -6.2

 


LIVE CATTLE Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe LIVE CATTLE large speculator standing this week totaled a net position of 44,556 contracts in the data reported through Tuesday. This was a weekly fall of -8,599 contracts from the previous week which had a total of 53,155 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 18.9 percent. The commercials are Bullish with a score of 77.6 percent and the small traders (not shown in chart) are Bullish with a score of 68.5 percent.

LIVE CATTLE Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.2 43.2 10.7
– Percent of Open Interest Shorts: 16.8 55.9 13.3
– Net Position: 44,556 -36,903 -7,653
– Gross Longs: 93,533 125,744 31,090
– Gross Shorts: 48,977 162,647 38,743
– Long to Short Ratio: 1.9 to 1 0.8 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 18.9 77.6 68.5
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -20.5 21.5 11.1

 


LEAN HOGS Futures:

Eurodollar Bonds Futures COT ChartThe LEAN HOGS large speculator standing this week totaled a net position of 60,363 contracts in the data reported through Tuesday. This was a weekly fall of -6,871 contracts from the previous week which had a total of 67,234 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 Bearish with a score of 34.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.9 percent.

LEAN HOGS Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 43.2 32.5 7.8
– Percent of Open Interest Shorts: 17.8 52.2 13.6
– Net Position: 60,363 -46,665 -13,698
– Gross Longs: 102,404 76,951 18,464
– Gross Shorts: 42,041 123,616 32,162
– Long to Short Ratio: 2.4 to 1 0.6 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 73.5 34.3 12.9
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -18.6 18.0 3.2

 


COTTON Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe COTTON large speculator standing this week totaled a net position of 95,025 contracts in the data reported through Tuesday. This was a weekly decline of -13,198 contracts from the previous week which had a total of 108,223 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 90.4 percent. The commercials are Bearish-Extreme with a score of 12.4 percent and the small traders (not shown in chart) are Bullish with a score of 52.0 percent.

COTTON Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 43.2 36.6 6.2
– Percent of Open Interest Shorts: 7.0 75.2 3.9
– Net Position: 95,025 -101,181 6,156
– Gross Longs: 113,474 96,189 16,348
– Gross Shorts: 18,449 197,370 10,192
– Long to Short Ratio: 6.2 to 1 0.5 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 90.4 12.4 52.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 0.1 3.8 -37.9

 


COCOA Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe COCOA large speculator standing this week totaled a net position of 25,439 contracts in the data reported through Tuesday. This was a weekly reduction of -2,597 contracts from the previous week which had a total of 28,036 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 46.5 percent. The commercials are Bullish with a score of 54.2 percent and the small traders (not shown in chart) are Bearish with a score of 33.3 percent.

COCOA Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 29.1 51.9 4.6
– Percent of Open Interest Shorts: 18.5 63.5 3.7
– Net Position: 25,439 -27,626 2,187
– Gross Longs: 69,586 123,960 11,047
– Gross Shorts: 44,147 151,586 8,860
– Long to Short Ratio: 1.6 to 1 0.8 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 46.5 54.2 33.3
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.2 -9.3 -9.0

 


WHEAT Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe WHEAT large speculator standing this week totaled a net position of 1,842 contracts in the data reported through Tuesday. This was a weekly fall of -2,732 contracts from the previous week which had a total of 4,574 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 48.6 percent. The commercials are Bullish with a score of 50.2 percent and the small traders (not shown in chart) are Bearish with a score of 46.7 percent.

WHEAT Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 24.5 43.4 8.0
– Percent of Open Interest Shorts: 24.0 40.7 11.2
– Net Position: 1,842 9,654 -11,496
– Gross Longs: 86,658 153,473 28,167
– Gross Shorts: 84,816 143,819 39,663
– 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): 48.6 50.2 46.7
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -35.6 40.0 3.2

 


Article By InvestMacro.comReceive 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).

COT Futures Metals Charts: Gold, Silver Comex, Copper, Platinum & Palladium

By InvestMacro.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 September 21st 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


Data Snapshot of Commodity Market Traders | Columns Legend
Sep-21-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
WTI Crude2,101,55826355,97825-396,1806440,20272
Gold492,76523187,64758-212,6444224,99741
Silver145,5371215,63538-28,0557012,42012
Copper190,6592019,27056-24,484435,21455
Palladium9,05111-2,71303,043100-33025
Platinum73,415451,2184-6,995995,77743
Natural Gas1,378,35047-140,22036100,0746240,14681
Brent199,21639-32,2625830,181432,08154
Heating Oil423,6636335,89084-59,0511323,16191
Soybeans660,4721361,05445-39,35957-21,69536
Corn1,379,7701265,50164-199,01444-66,4875
Coffee288,2895060,11893-63,84693,72814
Sugar952,97541249,46788-290,3921340,92558
Wheat353,55181,842499,65450-11,49647

Gold Comex Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe Gold Comex Futures large speculator standing this week recorded a net position of 187,647 contracts in the data reported through Tuesday. This was a weekly lowering of -20,113 contracts from the previous week which had a total of 207,760 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 57.6 percent. The commercials are Bearish with a score of 42.0 percent and the small traders (not shown in chart) are Bearish with a score of 40.8 percent.

Gold Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 60.2 24.2 9.3
– Percent of Open Interest Shorts: 22.1 67.4 4.2
– Net Position: 187,647 -212,644 24,997
– Gross Longs: 296,670 119,307 45,636
– Gross Shorts: 109,023 331,951 20,639
– Long to Short Ratio: 2.7 to 1 0.4 to 1 2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 57.6 42.0 40.8
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.9 -4.1 -5.8

 


Silver Comex Futures:

2-Year Treasury Bonds Futures COT ChartThe Silver Comex Futures large speculator standing this week recorded a net position of 15,635 contracts in the data reported through Tuesday. This was a weekly decrease of -11,041 contracts from the previous week which had a total of 26,676 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 37.9 percent. The commercials are Bullish with a score of 69.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.1 percent.

Silver Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 45.8 31.1 17.5
– Percent of Open Interest Shorts: 35.1 50.4 8.9
– Net Position: 15,635 -28,055 12,420
– Gross Longs: 66,708 45,282 25,423
– Gross Shorts: 51,073 73,337 13,003
– Long to Short Ratio: 1.3 to 1 0.6 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 37.9 69.7 12.1
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.8 11.3 -17.8

 


Copper Grade #1 Futures:

5-Year Treasury Bonds Futures COT ChartThe Copper Grade #1 Futures large speculator standing this week recorded a net position of 19,270 contracts in the data reported through Tuesday. This was a weekly reduction of -9,509 contracts from the previous week which had a total of 28,779 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 56.2 percent. The commercials are Bearish with a score of 42.6 percent and the small traders (not shown in chart) are Bullish with a score of 55.4 percent.

Copper Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 41.4 39.3 8.5
– Percent of Open Interest Shorts: 31.3 52.1 5.8
– Net Position: 19,270 -24,484 5,214
– Gross Longs: 78,931 74,936 16,223
– Gross Shorts: 59,661 99,420 11,009
– Long to Short Ratio: 1.3 to 1 0.8 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 56.2 42.6 55.4
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.0 10.1 -28.8

 


Platinum Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Platinum Futures large speculator standing this week recorded a net position of 1,218 contracts in the data reported through Tuesday. This was a weekly lift of 2,285 contracts from the previous week which had a total of -1,067 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 4.1 percent. The commercials are Bullish-Extreme with a score of 99.1 percent and the small traders (not shown in chart) are Bearish with a score of 42.6 percent.

Platinum Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 45.3 35.1 13.4
– Percent of Open Interest Shorts: 43.6 44.6 5.5
– Net Position: 1,218 -6,995 5,777
– Gross Longs: 33,230 25,750 9,810
– Gross Shorts: 32,012 32,745 4,033
– Long to Short Ratio: 1.0 to 1 0.8 to 1 2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 4.1 99.1 42.6
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.6 8.8 -21.9

 


Palladium Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Palladium Futures large speculator standing this week recorded a net position of -2,713 contracts in the data reported through Tuesday. This was a weekly decrease of -986 contracts from the previous week which had a total of -1,727 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 25.2 percent.

Palladium Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 28.7 54.5 13.0
– Percent of Open Interest Shorts: 58.7 20.8 16.6
– Net Position: -2,713 3,043 -330
– Gross Longs: 2,598 4,930 1,174
– Gross Shorts: 5,311 1,887 1,504
– Long to Short Ratio: 0.5 to 1 2.6 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.0 100.0 25.2
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -23.9 27.4 -47.5

 


Article By InvestMacro.comReceive 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).

COT Energy Futures Charts: WTI Crude Oil, Natural Gas, Bloomberg Index, Heating Oil & Brent Crude

By InvestMacro.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 September 21st 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


Data Snapshot of Commodity Market Traders | Columns Legend
Sep-21-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
WTI Crude2,101,55826355,97825-396,1806440,20272
Gold492,76523187,64758-212,6444224,99741
Silver145,5371215,63538-28,0557012,42012
Copper190,6592019,27056-24,484435,21455
Palladium9,05111-2,71303,043100-33025
Platinum73,415451,2184-6,995995,77743
Natural Gas1,378,35047-140,22036100,0746240,14681
Brent199,21639-32,2625830,181432,08154
Heating Oil423,6636335,89084-59,0511323,16191
Soybeans660,4721361,05445-39,35957-21,69536
Corn1,379,7701265,50164-199,01444-66,4875
Coffee288,2895060,11893-63,84693,72814
Sugar952,97541249,46788-290,3921340,92558
Wheat353,55181,842499,65450-11,49647

WTI Crude Oil Futures:

WTI Crude Oil Futures COT ChartThe WTI Crude Oil Futures large speculator standing this week totaled a net position of 355,978 contracts in the data reported through Tuesday. This was a weekly gain of 914 contracts from the previous week which had a total of 355,064 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 25.2 percent. The commercials are Bullish with a score of 63.7 percent and the small traders (not shown in chart) are Bullish with a score of 71.7 percent.

WTI Crude Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 24.1 34.7 4.3
– Percent of Open Interest Shorts: 7.2 53.5 2.4
– Net Position: 355,978 -396,180 40,202
– Gross Longs: 506,363 728,666 90,716
– Gross Shorts: 150,385 1,124,846 50,514
– Long to Short Ratio: 3.4 to 1 0.6 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 25.2 63.7 71.7
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.2 15.1 -8.3

 


Brent Crude Oil Futures:

Brent Last Day Crude Oil Futures COT ChartThe Brent Crude Oil Futures large speculator standing this week totaled a net position of -32,262 contracts in the data reported through Tuesday. This was a weekly gain of 653 contracts from the previous week which had a total of -32,915 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 57.7 percent. The commercials are Bearish with a score of 43.0 percent and the small traders (not shown in chart) are Bullish with a score of 53.7 percent.

Brent Crude Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.5 53.9 4.0
– Percent of Open Interest Shorts: 29.7 38.7 3.0
– Net Position: -32,262 30,181 2,081
– Gross Longs: 26,898 107,333 7,995
– Gross Shorts: 59,160 77,152 5,914
– Long to Short Ratio: 0.5 to 1 1.4 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 57.7 43.0 53.7
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.7 -0.6 7.1

 


Natural Gas Futures:

Natural Gas Futures COT ChartThe Natural Gas Futures large speculator standing this week totaled a net position of -140,220 contracts in the data reported through Tuesday. This was a weekly rise of 8,359 contracts from the previous week which had a total of -148,579 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 36.5 percent. The commercials are Bullish with a score of 62.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.6 percent.

Natural Gas Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 22.9 43.9 4.6
– Percent of Open Interest Shorts: 33.0 36.7 1.7
– Net Position: -140,220 100,074 40,146
– Gross Longs: 315,115 605,341 63,891
– Gross Shorts: 455,335 505,267 23,745
– Long to Short Ratio: 0.7 to 1 1.2 to 1 2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 36.5 62.4 80.6
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 1.1 -2.0 6.7

 


Gasoline Blendstock Futures:

RBOB Gasoline Energy Futures COT ChartThe Gasoline Blendstock Futures large speculator standing this week totaled a net position of 36,673 contracts in the data reported through Tuesday. This was a weekly decrease of -5,299 contracts from the previous week which had a total of 41,972 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 7.5 percent. The commercials are Bullish-Extreme with a score of 92.1 percent and the small traders (not shown in chart) are Bullish with a score of 61.0 percent.

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.8 49.5 6.7
– Percent of Open Interest Shorts: 15.8 63.0 4.2
– Net Position: 36,673 -44,943 8,270
– Gross Longs: 89,012 164,340 22,351
– Gross Shorts: 52,339 209,283 14,081
– Long to Short Ratio: 1.7 to 1 0.8 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 7.5 92.1 61.0
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.2 5.9 -16.3

 


#2 Heating Oil NY-Harbor Futures:

NY Harbor Heating Oil Energy Futures COT ChartThe #2 Heating Oil NY-Harbor Futures large speculator standing this week totaled a net position of 35,890 contracts in the data reported through Tuesday. This was a weekly gain of 5,899 contracts from the previous week which had a total of 29,991 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 83.7 percent. The commercials are Bearish-Extreme with a score of 12.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.2 percent.

Heating Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.9 47.7 10.8
– Percent of Open Interest Shorts: 9.4 61.6 5.3
– Net Position: 35,890 -59,051 23,161
– Gross Longs: 75,893 201,980 45,668
– Gross Shorts: 40,003 261,031 22,507
– Long to Short Ratio: 1.9 to 1 0.8 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 83.7 12.8 91.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.6 -5.8 15.2

 


Bloomberg Commodity Index Futures:

Bloomberg Commodity Index Futures COT ChartThe Bloomberg Commodity Index Futures large speculator standing this week totaled a net position of -6,148 contracts in the data reported through Tuesday. This was a weekly lowering of -1,370 contracts from the previous week which had a total of -4,778 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 46.0 percent. The commercials are Bullish with a score of 53.8 percent and the small traders (not shown in chart) are Bearish with a score of 40.7 percent.

Bloomberg Index Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 64.6 27.7 1.5
– Percent of Open Interest Shorts: 86.5 7.2 0.2
– Net Position: -6,148 5,775 373
– Gross Longs: 18,190 7,791 435
– Gross Shorts: 24,338 2,016 62
– Long to Short Ratio: 0.7 to 1 3.9 to 1 7.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 46.0 53.8 40.7
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 19.7 -19.7 -1.3

 


Article By InvestMacro.comReceive 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).

COT Currency Futures Charts: US Dollar Index, Japanese Yen, Swiss Franc, NZD, AUD & Bitcoin

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 September 14th 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.


Data Snapshot of Forex Market Traders | Columns Legend
Sep-21-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index45,9345825,10069-30,394245,29494
EUR663,5197112,09539-44,2496332,15431
GBP159,90813-218741,07330-85554
JPY191,21354-56,0713666,59466-10,52329
CHF56,83837-9,2175424,49758-15,28018
CAD118,5289-27,8773218,854639,02360
AUD185,49272-85,5840102,302100-16,71815
NZD36,691188,10285-9,221161,11966
MXN169,89833-19,015515,340943,67559
RUB53,6295918,23357-19,757401,52486
BRL23,390205,77276-6,787241,01579
Bitcoin7,34838-1,0257526099923

US Dollar Index Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week recorded a net position of 24,273 contracts in the data reported through Tuesday. This was a weekly increase of 2,808 contracts from the previous week which had a total of 21,465 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 67.7 percent. The commercials are Bearish with a score of 25.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 97.1 percent.

US DOLLAR INDEX Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 78.4 2.7 16.2
– Percent of Open Interest Shorts: 23.7 69.8 3.8
– Net Position: 24,273 -29,775 5,502
– Gross Longs: 34,805 1,219 7,185
– Gross Shorts: 10,532 30,994 1,683
– Long to Short Ratio: 3.3 to 1 0.0 to 1 4.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.7 25.1 97.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 9.3 -10.8 15.5

 


Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week recorded a net position of 27,805 contracts in the data reported through Tuesday. This was a weekly boost of 1,497 contracts from the previous week which had a total of 26,308 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 43.5 percent. The commercials are Bullish with a score of 57.0 percent and the small traders (not shown in chart) are Bearish with a score of 40.8 percent.

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 28.6 56.4 13.8
– Percent of Open Interest Shorts: 24.3 66.6 7.9
– Net Position: 27,805 -66,260 38,455
– Gross Longs: 186,554 368,593 90,270
– Gross Shorts: 158,749 434,853 51,815
– Long to Short Ratio: 1.2 to 1 0.8 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 43.5 57.0 40.8
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.1 3.6 -4.1

 


British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week recorded a net position of 4,790 contracts in the data reported through Tuesday. This was a weekly advance of 29,314 contracts from the previous week which had a total of -24,524 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 77.5 percent. The commercials are Bearish with a score of 21.9 percent and the small traders (not shown in chart) are Bullish with a score of 72.8 percent.

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 31.0 46.1 22.9
– Percent of Open Interest Shorts: 27.6 55.2 17.0
– Net Position: 4,790 -13,077 8,287
– Gross Longs: 44,161 65,679 32,596
– Gross Shorts: 39,371 78,756 24,309
– Long to Short Ratio: 1.1 to 1 0.8 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 77.5 21.9 72.8
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 3.5 -6.0 10.9

 


Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week recorded a net position of -60,295 contracts in the data reported through Tuesday. This was a weekly increase of 2,030 contracts from the previous week which had a total of -62,325 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 33.1 percent. The commercials are Bullish with a score of 66.8 percent and the small traders (not shown in chart) are Bearish with a score of 40.3 percent.

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.3 76.4 11.4
– Percent of Open Interest Shorts: 42.7 41.0 15.5
– Net Position: -60,295 68,035 -7,740
– Gross Longs: 21,728 146,716 21,950
– Gross Shorts: 82,023 78,681 29,690
– Long to Short Ratio: 0.3 to 1 1.9 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 33.1 66.8 40.3
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.1 0.2 9.1

 


Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week recorded a net position of -5,878 contracts in the data reported through Tuesday. This was a weekly fall of -6,098 contracts from the previous week which had a total of 220 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 50.6 percent and the small traders (not shown in chart) are Bearish with a score of 29.0 percent.

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.6 66.0 19.9
– Percent of Open Interest Shorts: 26.5 27.4 45.6
– Net Position: -5,878 17,574 -11,696
– Gross Longs: 6,170 30,053 9,048
– Gross Shorts: 12,048 12,479 20,744
– Long to Short Ratio: 0.5 to 1 2.4 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 59.7 50.6 29.0
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -23.5 20.9 -15.1

 


Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week recorded a net position of -9,283 contracts in the data reported through Tuesday. This was a weekly reduction of -3,273 contracts from the previous week which had a total of -6,010 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 47.3 percent. The commercials are Bullish with a score of 52.5 percent and the small traders (not shown in chart) are Bullish with a score of 58.7 percent.

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.9 58.5 19.1
– Percent of Open Interest Shorts: 26.2 57.7 14.6
– Net Position: -9,283 1,424 7,859
– Gross Longs: 36,677 102,846 33,509
– Gross Shorts: 45,960 101,422 25,650
– Long to Short Ratio: 0.8 to 1 1.0 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 47.3 52.5 58.7
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.0 15.3 -11.7

 


Australian Dollar Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Australian Dollar large speculator standing this week recorded a net position of -83,383 contracts in the data reported through Tuesday. This was a weekly reduction of -12,895 contracts from the previous week which had a total of -70,488 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 24.3 percent.

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.0 79.6 9.9
– Percent of Open Interest Shorts: 58.6 21.3 17.6
– Net Position: -83,383 96,033 -12,650
– Gross Longs: 13,116 131,163 16,375
– Gross Shorts: 96,499 35,130 29,025
– Long to Short Ratio: 0.1 to 1 3.7 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.0 100.0 24.3
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -42.2 36.8 -5.9

 


New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week recorded a net position of 6,206 contracts in the data reported through Tuesday. This was a weekly rise of 2,343 contracts from the previous week which had a total of 3,863 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 81.7 percent. The commercials are Bearish-Extreme with a score of 16.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 81.6 percent.

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 49.2 31.4 16.5
– Percent of Open Interest Shorts: 31.8 55.9 9.3
– Net Position: 6,206 -8,755 2,549
– Gross Longs: 17,554 11,196 5,873
– Gross Shorts: 11,348 19,951 3,324
– Long to Short Ratio: 1.5 to 1 0.6 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 81.7 16.9 81.6
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 11.0 -14.0 28.3

 


Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week recorded a net position of -15,852 contracts in the data reported through Tuesday. This was a weekly boost of 1,665 contracts from the previous week which had a total of -17,517 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 91.6 percent and the small traders (not shown in chart) are Bullish with a score of 63.3 percent.

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 54.3 41.1 4.1
– Percent of Open Interest Shorts: 63.2 34.8 1.4
– Net Position: -15,852 11,073 4,779
– Gross Longs: 95,948 72,569 7,213
– Gross Shorts: 111,800 61,496 2,434
– Long to Short Ratio: 0.9 to 1 1.2 to 1 3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 6.8 91.6 63.3
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.7 -2.9 1.9

 


Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week recorded a net position of 6,994 contracts in the data reported through Tuesday. This was a weekly advance of 660 contracts from the previous week which had a total of 12,258 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 78.0 percent. The commercials are Bearish with a score of 22.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.2 percent.

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 57.8 29.2 12.9
– Percent of Open Interest Shorts: 28.9 63.7 7.4
– Net Position: 6,994 -8,346 1,352
– Gross Longs: 13,983 7,055 3,130
– Gross Shorts: 6,989 15,401 1,778
– Long to Short Ratio: 2.0 to 1 0.5 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 78.0 22.3 83.2
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -22.0 22.3 -3.3

 


Russian Ruble Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Russian Ruble large speculator standing this week recorded a net position of 20,223 contracts in the data reported through Tuesday. This was a weekly decline of -722 contracts from the previous week which had a total of 20,945 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 34.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 98.6 percent.

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 41.7 48.2 4.0
– Percent of Open Interest Shorts: 12.0 80.7 1.2
– Net Position: 20,223 -22,149 1,926
– Gross Longs: 28,376 32,836 2,737
– Gross Shorts: 8,153 54,985 811
– Long to Short Ratio: 3.5 to 1 0.6 to 1 3.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.3 34.8 98.6
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 26.7 -25.8 -1.4

 


Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week recorded a net position of -1,187 contracts in the data reported through Tuesday. This was a weekly reduction of -93 contracts from the previous week which had a total of -1,094 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 70.5 percent. The commercials are Bearish with a score of 42.9 percent and the small traders (not shown in chart) are Bearish with a score of 25.9 percent.

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 58.4 5.8 27.4
– Percent of Open Interest Shorts: 76.3 4.5 10.7
– Net Position: -1,187 86 1,101
– Gross Longs: 3,866 385 1,811
– Gross Shorts: 5,053 299 710
– Long to Short Ratio: 0.8 to 1 1.3 to 1 2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 70.5 42.9 25.9
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.9 -37.9 8.5

 


Article By CountingPips.comReceive 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).

COT Bonds Futures Charts: Ultra Notes, Fed Funds, 10-Year, 5-Year Treasuries & 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 September 14th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


Data Snapshot of Bond Market Traders | Columns Legend
Sep-21-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
Eurodollar12,141,88658-782,27437907,78356-125,50986
FedFunds1,118,97611-86,0542995,80572-9,75144
2-Year1,925,8263-30,4018612,6312017,77038
Long T-Bond1,208,30753-88,2716276,4534411,81862
10-Year3,934,3026061,22188168,16035-229,38113
5-Year3,563,94724-147,42375285,85935-138,43613

3-Month Eurodollars Futures:

Eurodollar Bonds Futures COT ChartThe 3-Month Eurodollars large speculator standing this week resulted in a net position of -604,156 contracts in the data reported through Tuesday. This was a weekly reduction of -17,717 contracts from the previous week which had a total of -586,439 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 40.6 percent. The commercials are Bullish with a score of 53.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.9 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.2 59.7 5.5
– Percent of Open Interest Shorts: 19.3 53.5 6.6
– Net Position: -604,156 741,169 -137,013
– Gross Longs: 1,704,062 7,143,202 652,368
– Gross Shorts: 2,308,218 6,402,033 789,381
– 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): 40.6 53.4 84.9
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.1 -2.7 5.1

 


30-Day Federal Funds Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe 30-Day Federal Funds large speculator standing this week resulted in a net position of -78,328 contracts in the data reported through Tuesday. This was a weekly boost of 9,611 contracts from the previous week which had a total of -87,939 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 30.0 percent. The commercials are Bullish with a score of 70.1 percent and the small traders (not shown in chart) are Bullish with a score of 52.2 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.1 75.6 2.3
– Percent of Open Interest Shorts: 12.5 67.6 2.9
– Net Position: -78,328 84,423 -6,095
– Gross Longs: 53,854 801,957 24,724
– Gross Shorts: 132,182 717,534 30,819
– Long to Short Ratio: 0.4 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 30.0 70.1 52.2
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.2 -1.2 -17.5

 


2-Year Treasury Note Futures:

2-Year Treasury Bonds Futures COT ChartThe 2-Year Treasury Note large speculator standing this week resulted in a net position of -24,633 contracts in the data reported through Tuesday. This was a weekly advance of 40,624 contracts from the previous week which had a total of -65,257 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 86.9 percent. The commercials are Bearish-Extreme with a score of 19.0 percent and the small traders (not shown in chart) are Bearish with a score of 37.3 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.7 70.3 7.7
– Percent of Open Interest Shorts: 20.9 69.8 6.8
– Net Position: -24,633 8,404 16,229
– Gross Longs: 379,123 1,355,400 147,556
– Gross Shorts: 403,756 1,346,996 131,327
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 86.9 19.0 37.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.7 7.9 -1.1

 


5-Year Treasury Note Futures:

5-Year Treasury Bonds Futures COT ChartThe 5-Year Treasury Note large speculator standing this week resulted in a net position of -24,366 contracts in the data reported through Tuesday. This was a weekly advance of 39,146 contracts from the previous week which had a total of -63,512 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 87.5 percent. The commercials are Bearish with a score of 23.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.4 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 12.6 75.3 8.5
– Percent of Open Interest Shorts: 13.3 70.9 12.2
– Net Position: -24,366 156,367 -132,001
– Gross Longs: 447,697 2,673,515 300,332
– Gross Shorts: 472,063 2,517,148 432,333
– 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): 87.5 23.6 15.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.3 -4.3 -4.9

 


10-Year Treasury Note Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe 10-Year Treasury Note large speculator standing this week resulted in a net position of 129,423 contracts in the data reported through Tuesday. This was a weekly lift of 128,643 contracts from the previous week which had a total of 780 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 95.3 percent. The commercials are Bearish with a score of 26.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.7 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.0 67.4 9.1
– Percent of Open Interest Shorts: 17.7 65.1 14.7
– Net Position: 129,423 91,595 -221,018
– Gross Longs: 827,686 2,658,129 358,460
– Gross Shorts: 698,263 2,566,534 579,478
– 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): 95.3 26.8 15.7
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.5 -1.7 -6.6

 


Ultra 10-Year Notes Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Ultra 10-Year Notes large speculator standing this week resulted in a net position of 92,958 contracts in the data reported through Tuesday. This was a weekly rise of 1,383 contracts from the previous week which had a total of 91,575 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 52.3 percent. The commercials are Bullish with a score of 64.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 5.5 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.0 75.9 8.8
– Percent of Open Interest Shorts: 8.6 70.9 20.2
– Net Position: 92,958 73,514 -166,472
– Gross Longs: 218,434 1,105,815 127,864
– Gross Shorts: 125,476 1,032,301 294,336
– Long to Short Ratio: 1.7 to 1 1.1 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 52.3 64.9 5.5
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 0.5 4.8 -12.6

 


US Treasury Bonds Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe US Treasury Bonds large speculator standing this week resulted in a net position of -60,600 contracts in the data reported through Tuesday. This was a weekly lift of 22,971 contracts from the previous week which had a total of -83,571 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 71.6 percent. The commercials are Bearish with a score of 34.9 percent and the small traders (not shown in chart) are Bullish with a score of 63.8 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.8 70.6 16.0
– Percent of Open Interest Shorts: 16.7 66.8 14.8
– Net Position: -60,600 46,509 14,091
– Gross Longs: 146,257 874,144 197,631
– Gross Shorts: 206,857 827,635 183,540
– 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): 71.6 34.9 63.8
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 12.4 -12.0 2.5

 


Ultra US Treasury Bonds Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -301,788 contracts in the data reported through Tuesday. This was a weekly reduction of -13,189 contracts from the previous week which had a total of -288,599 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 62.1 percent. The commercials are Bullish with a score of 50.4 percent and the small traders (not shown in chart) are Bearish with a score of 46.2 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 6.0 79.1 13.4
– Percent of Open Interest Shorts: 30.2 56.9 11.4
– Net Position: -301,788 276,818 24,970
– Gross Longs: 75,040 986,011 166,577
– Gross Shorts: 376,828 709,193 141,607
– Long to Short Ratio: 0.2 to 1 1.4 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 62.1 50.4 46.2
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -27.2 22.1 15.5

 


Article By CountingPips.comReceive 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).

COT Futures Metals Charts: Gold, Silver, Platinum, Palladium & Copper Grade #1

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 September 14 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


Data Snapshot of Commodity Market Traders | Columns Legend
Sep-21-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
WTI Crude2,101,55826355,97825-396,1806440,20272
Gold492,76523187,64758-212,6444224,99741
Silver145,5371215,63538-28,0557012,42012
Copper190,6592019,27056-24,484435,21455
Palladium9,05111-2,71303,043100-33025
Platinum73,415451,2184-6,995995,77743
Natural Gas1,378,35047-140,22036100,0746240,14681
Brent199,21639-32,2625830,181432,08154
Heating Oil423,6636335,89084-59,0511323,16191
Soybeans660,4721361,05445-39,35957-21,69536
Corn1,379,7701265,50164-199,01444-66,4875
Coffee288,2895060,11893-63,84693,72814
Sugar952,97541249,46788-290,3921340,92558
Wheat353,55181,842499,65450-11,49647

Gold Comex Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe Gold Comex Futures large speculator standing this week totaled a net position of 207,760 contracts in the data reported through Tuesday. This was a weekly lift of 1,721 contracts from the previous week which had a total of 206,039 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 62.8 percent. The commercials are Bearish with a score of 36.8 percent and the small traders (not shown in chart) are Bearish with a score of 44.7 percent.

Gold Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 60.6 23.5 9.3
– Percent of Open Interest Shorts: 19.6 69.8 4.1
– Net Position: 207,760 -234,251 26,491
– Gross Longs: 306,988 119,152 47,097
– Gross Shorts: 99,228 353,403 20,606
– Long to Short Ratio: 3.1 to 1 0.3 to 1 2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 62.8 36.8 44.7
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.9 -0.7 -21.9

 


Silver Comex Futures:

2-Year Treasury Bonds Futures COT ChartThe Silver Comex Futures large speculator standing this week totaled a net position of 26,676 contracts in the data reported through Tuesday. This was a weekly reduction of -1,880 contracts from the previous week which had a total of 28,556 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 49.4 percent. The commercials are Bullish with a score of 57.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.5 percent.

Silver Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 46.1 30.5 18.1
– Percent of Open Interest Shorts: 27.1 59.1 8.6
– Net Position: 26,676 -40,156 13,480
– Gross Longs: 64,827 42,909 25,503
– Gross Shorts: 38,151 83,065 12,023
– Long to Short Ratio: 1.7 to 1 0.5 to 1 2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 49.4 57.1 18.5
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -9.4 11.3 -15.4

 


Copper Grade #1 Futures:

5-Year Treasury Bonds Futures COT ChartThe Copper Grade #1 Futures large speculator standing this week totaled a net position of 28,779 contracts in the data reported through Tuesday. This was a weekly lift of 5,187 contracts from the previous week which had a total of 23,592 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 63.1 percent. The commercials are Bearish with a score of 34.6 percent and the small traders (not shown in chart) are Bullish with a score of 67.7 percent.

Copper Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 42.3 38.5 9.1
– Percent of Open Interest Shorts: 27.3 57.3 5.3
– Net Position: 28,779 -36,109 7,330
– Gross Longs: 81,223 73,999 17,569
– Gross Shorts: 52,444 110,108 10,239
– Long to Short Ratio: 1.5 to 1 0.7 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 63.1 34.6 67.7
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.5 6.2 -16.2

 


Platinum Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Platinum Futures large speculator standing this week totaled a net position of -1,067 contracts in the data reported through Tuesday. This was a weekly lowering of -7,416 contracts from the previous week which had a total of 6,349 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 0.8 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 65.5 percent.

Platinum Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 44.4 36.0 14.3
– Percent of Open Interest Shorts: 45.8 44.4 4.5
– Net Position: -1,067 -6,348 7,415
– Gross Longs: 33,649 27,334 10,867
– Gross Shorts: 34,716 33,682 3,452
– Long to Short Ratio: 1.0 to 1 0.8 to 1 3.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.8 100.0 65.5
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.3 14.9 -7.2

 


Palladium Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Palladium Futures large speculator standing this week totaled a net position of -1,727 contracts in the data reported through Tuesday. This was a weekly decrease of -1,392 contracts from the previous week which had a total of -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 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 25.0 percent.

Palladium Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 34.3 50.4 13.8
– Percent of Open Interest Shorts: 54.4 26.5 17.6
– Net Position: -1,727 2,060 -333
– Gross Longs: 2,954 4,337 1,184
– Gross Shorts: 4,681 2,277 1,517
– Long to Short Ratio: 0.6 to 1 1.9 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.0 100.0 25.0
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -16.9 20.9 -48.1

 


Article By CountingPips.comReceive 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).

COT Stock Market Charts: VIX, Dow, Nasdaq, SP500, Russell-2000, e-mini futures

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 September 14th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


Data Snapshot of Stock Market Traders | Columns Legend
Sep-21-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
S&P500-Mini2,453,181249,81562-106,9524757,13738
Nikkei 22522,57716-6,693315,627721,06640
Nasdaq-Mini222,302269,42280-9,16021-26243
DowJones-Mini95,88464-16,801149,889766,91275
VIX323,31634-61,9276067,58641-5,65935
Nikkei 225 Yen51,3683111,427529,26271-20,68938

VIX Volatility Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe VIX Volatility large speculator standing this week came in at a net position of -83,690 contracts in the data reported through Tuesday. This was a weekly lift of 6,365 contracts from the previous week which had a total of -90,055 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 51.3 percent. The commercials are Bearish with a score of 49.7 percent and the small traders (not shown in chart) are Bearish with a score of 30.8 percent.

VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.3 56.5 5.9
– Percent of Open Interest Shorts: 43.0 28.8 8.0
– Net Position: -83,690 90,439 -6,749
– Gross Longs: 56,313 184,132 19,267
– Gross Shorts: 140,003 93,693 26,016
– Long to Short Ratio: 0.4 to 1 2.0 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 51.3 49.7 30.8
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -10.3 9.5 4.4

 


S&P500 Mini Futures:

2-Year Treasury Bonds Futures COT ChartThe S&P500 Mini large speculator standing this week came in at a net position of -35,842 contracts in the data reported through Tuesday. This was a weekly fall of -7,477 contracts from the previous week which had a total of -28,365 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 Bearish with a score of 47.2 percent. The commercials are Bearish with a score of 44.9 percent and the small traders (not shown in chart) are Bullish with a score of 58.5 percent.

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.2 67.1 13.8
– Percent of Open Interest Shorts: 14.3 70.9 8.8
– Net Position: -35,842 -117,450 153,292
– Gross Longs: 401,492 2,047,705 422,141
– Gross Shorts: 437,334 2,165,155 268,849
– Long to Short Ratio: 0.9 to 1 0.9 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 47.2 44.9 58.5
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.6 1.3 14.7

 


Dow Jones Mini Futures:

5-Year Treasury Bonds Futures COT ChartThe Dow Jones Mini large speculator standing this week came in at a net position of -11,901 contracts in the data reported through Tuesday. This was a weekly lowering of -1,758 contracts from the previous week which had a total of -10,143 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 20.2 percent. The commercials are Bullish with a score of 67.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 92.0 percent.

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.6 51.3 17.8
– Percent of Open Interest Shorts: 36.4 49.8 9.6
– Net Position: -11,901 1,889 10,012
– Gross Longs: 32,212 62,132 21,585
– Gross Shorts: 44,113 60,243 11,573
– Long to Short Ratio: 0.7 to 1 1.0 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 20.2 67.2 92.0
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -22.1 16.2 23.2

 


Nasdaq Mini Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Nasdaq Mini large speculator standing this week came in at a net position of 9,562 contracts in the data reported through Tuesday. This was a weekly lift of 4,574 contracts from the previous week which had a total of 4,988 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 80.4 percent. The commercials are Bearish with a score of 24.9 percent and the small traders (not shown in chart) are Bearish with a score of 28.2 percent.

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 29.5 50.5 14.6
– Percent of Open Interest Shorts: 26.1 51.4 17.1
– Net Position: 9,562 -2,547 -7,015
– Gross Longs: 81,991 140,292 40,450
– Gross Shorts: 72,429 142,839 47,465
– Long to Short Ratio: 1.1 to 1 1.0 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 80.4 24.9 28.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.2 -9.0 8.1

 


Russell 2000 Mini Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Russell 2000 Mini large speculator standing this week came in at a net position of -62,981 contracts in the data reported through Tuesday. This was a weekly fall of -6,533 contracts from the previous week which had a total of -56,448 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 17.5 percent. The commercials are Bullish-Extreme with a score of 80.3 percent and the small traders (not shown in chart) are Bullish with a score of 53.8 percent.

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.9 81.2 6.6
– Percent of Open Interest Shorts: 23.9 69.7 5.1
– Net Position: -62,981 55,647 7,334
– Gross Longs: 52,975 393,680 31,945
– Gross Shorts: 115,956 338,033 24,611
– Long to Short Ratio: 0.5 to 1 1.2 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 17.5 80.3 53.8
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.6 2.0 2.0

 


Nikkei Stock Average (USD) Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Nikkei Stock Average (USD) large speculator standing this week came in at a net position of -9,401 contracts in the data reported through Tuesday. This was a weekly decrease of -907 contracts from the previous week which had a total of -8,494 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 Bearish with a score of 22.6 percent. The commercials are Bullish-Extreme with a score of 88.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.2 percent.

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.8 68.6 17.6
– Percent of Open Interest Shorts: 54.1 23.5 22.4
– Net Position: -9,401 10,537 -1,136
– Gross Longs: 3,229 16,019 4,099
– Gross Shorts: 12,630 5,482 5,235
– Long to Short Ratio: 0.3 to 1 2.9 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 22.6 88.5 12.2
– COT Index Reading (3 Year Range): Bearish Bullish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.0 10.4 10.4

 


MSCI EAFE Mini Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe MSCI EAFE Mini large speculator standing this week came in at a net position of 27,611 contracts in the data reported through Tuesday. This was a weekly gain of 2,771 contracts from the previous week which had a total of 24,840 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 51.2 percent. The commercials are Bearish with a score of 46.9 percent and the small traders (not shown in chart) are Bearish with a score of 42.7 percent.

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 7.8 89.2 2.6
– Percent of Open Interest Shorts: 1.7 96.0 1.9
– Net Position: 27,611 -30,569 2,958
– Gross Longs: 35,137 400,350 11,606
– Gross Shorts: 7,526 430,919 8,648
– Long to Short Ratio: 4.7 to 1 0.9 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 51.2 46.9 42.7
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.0 6.6 -14.4

 


Article By CountingPips.comReceive 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).