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COT Speculator Extremes: Brazil Real leads weekly Bullish Standings, Mexican Peso is most Bearish

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

The latest update for the weekly Commitment of Traders (COT) report was released by the Commodity Futures Trading Commission (CFTC) on Friday for data ending on Tuesday July 20 2021.

This weekly Extreme Positions report highlights the Most Bullish and the Most Bearish Positions for the speculator category. Extreme positioning in these markets can foreshadow strong moves in the underlying instrument.

To signify an extreme position, we use the Strength Index (also known as the COT Index) of each instrument, which has been a common method among many leading COT practitioners. The Strength Index is simply a comparison of current trader positions against the range of positions over the previous 3 years. We use over 80 percent as extremely bullish and under 20 percent as extremely bearish. (Compare Strength Index scores across all markets in the data tables)


Speculators or Non-Commercials Explained:

Speculators, classified as non-commercial traders by CFTC, are made up of large trading funds, hedge funds, commodity funds and other significant for-profit participants. The Specs are generally regarded as trend-followers in their behavior towards price action – net speculator bets and prices tend to go in the same directions. These traders often look to buy when prices are rising and sell when prices are falling. To illustrate this point, many times speculator contracts can be found at their most extremes (bullish or bearish) when prices are also close to their highest or lowest levels.

These extreme levels can potentially be a signal of overbought and oversold conditions and other times can signal a breakout and possibly a counter-trend move taking in the price trend. These processes can play out in weeks to over many months and even years.


Here Are This Week’s Most Bullish Speculator Positions:

Brazil Real

Brazil Real leads most extreme cot standings and currencies
The Brazil Real speculator trader’s futures position comes in as the most bullish extreme standing this week for a second straight week. The BRL speculator level is currently at a 99 percent score of its 3-year range just down from last week’s 100% strength score (meaning speculative sentiment is at the highest level over past three years).

The extreme positioning shows that speculators have been shedding their bearish sentiment in the real that had prevailed in the currency since the second half of 2019. The BRLUSD price has been on the back-foot against the dollar for some time now but perhaps the newfound positive sentiment among speculators portends a potential breakout higher in the future.


Coffee Futures

Coffee Futures Extreme Positions Bullish

Coffee positions are at the second highest extreme position with the Strength Index Level is now at a 95 percent score of its 3-year range. The Coffee net positions rose by 21.1 percent this week from last week. Sentiment among speculators has been bullish since late in 2019 but the Coffee prices have particularly shot up since the fourth quarter of 2020. Even earlier this week Coffee futures jumped as supply constraints continue to keep prices elevated. It would seem likely that Coffee speculator positioning may stay bullish for time to come.


2-Year Bond

2-Year Bond Speculators Bullish Extreme

The 2-Year Bond speculator trader’s futures position comes in third this week in the extreme standings. The 2-Year Strength Index Level resides at a 93 percent score of its 3-year range.

The 2-Year speculators heavily cut back on their bearish positions this week while their bullish positions rose – creating an extreme reading in positioning. This reflects a dent in the economic outlook earlier in the week (and a quick drop in longer term bond yields) perhaps due to the Delta variant. The big picture outlook in the 2-Year is not changed very much as the 2-Year price has not moved much and the 2-Year yield remains at a depressed rate of 0.20 percent.


This Week’s Most Bearish Speculator Positions:

Mexican Peso

Mexican Peso Bearish Extreme leads the Week

The Mexican Peso speculator trader’s futures position comes in as the most bearish extreme standing this week. The MXN Strength Index Level is at a 1 percent score of its 3-year range.

Peso positions are the most bearish extreme of the week for a second straight week. Peso speculators have had considerably lower sentiment for the Mexican currency since the all-time high positioning that prevailed in late 2019 and into early 2020. The MXNUSD currency pair has been trending higher since the COVID-induced crash in the currency in March 2020. However, with the current sentiment so low, a further push higher in price could prompt speculators to exit their bearish positions and help the case for peso bulls going forward.


Palladium

COT Extremes: Palladium Speculator Standings are bearish

The Palladium speculator trader’s futures position comes in next for the most bearish extreme standing on the week. The Palladium Strength Index Level is at a 7 percent score of its 3-year range.

Palladium positioning has remained very subdued since the onset of the COVID outbreak in early 2020. Speculative positioning went from very bullish (pre-COVID) to extremely bearish (post) in that time-frame. In fact, the open interest numbers show a very low participation rate in the trading with current open interest levels (contracts open in the market) about only a half to one-third the open interest levels before the outbreak. Despite this, the Palladium price has trended higher consistently and continues to be in a bull market.


Fed Funds

Rounding out the extreme bearish positions, the Fed Funds speculator’s futures position comes in as third most bearish extreme standing of the week. The FedFunds Strength Index Level resides at a 17 percent score of its 3-year range. The net speculator position was -185,934 net contracts this week saw movement by -4,942 contracts from last week. The speculator long position was a total of 49,351 contracts against the total spec short position of 235,285 contracts.


*COT Report: The weekly commitment of traders report summarizes the total trader positions for open contracts in the futures trading markets. The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (speculators & large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators). Find CFTC criteria here: (https://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).
The Commitment of Traders report is published every Friday by the Commodity Futures Trading Commission (CFTC) and shows futures positions data that was reported as of the previous Tuesday (3 days behind).

Article by CountingPips – Get Our Weekly Newsletter here


 

COT Currency Futures Charts: US Dollar, Swiss Franc, Euro, Brazil Real, Japanese Yen, Pound, Peso, 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 July 6th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.


US Dollar Index Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week recorded a net position of 7,569 contracts in the data reported through Tuesday. This was a weekly rise of 8,017 contracts from the previous week which had a total of -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 with a score of 38.8 percent. The commercials are Bullish with a score of 53.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 89.9 percent.

US DOLLAR INDEX Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 73.8 2.0 20.3
– Percent of Open Interest Shorts: 53.4 37.0 5.7
– Net Position: 7,569 -13,020 5,451
– Gross Longs: 27,442 735 7,557
– Gross Shorts: 19,873 13,755 2,106
– Long to Short Ratio: 1.4 to 1 0.1 to 1 3.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 38.8 53.0 89.9
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 8.3 -12.7 36.7

 


Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week recorded a net position of 77,190 contracts in the data reported through Tuesday. This was a weekly fall of -9,956 contracts from the previous week which had a total of 87,146 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 58.7 percent. The commercials are Bearish with a score of 40.6 percent and the small traders (not shown in chart) are Bullish with a score of 57.4 percent.

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.5 55.2 13.5
– Percent of Open Interest Shorts: 19.4 73.0 6.8
– Net Position: 77,190 -124,158 46,968
– Gross Longs: 212,998 386,189 94,301
– Gross Shorts: 135,808 510,347 47,333
– Long to Short Ratio: 1.6 to 1 0.8 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 58.7 40.6 57.4
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.2 15.7 -42.6

 


British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week recorded a net position of 21,903 contracts in the data reported through Tuesday. This was a weekly rise of 4,180 contracts from the previous week which had a total of 17,723 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.8 percent. The commercials are Bearish-Extreme with a score of 14.6 percent and the small traders (not shown in chart) are Bullish with a score of 63.0 percent.

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.0 49.4 16.7
– Percent of Open Interest Shorts: 19.8 63.7 14.7
– Net Position: 21,903 -25,435 3,532
– Gross Longs: 57,232 88,387 29,841
– Gross Shorts: 35,329 113,822 26,309
– Long to Short Ratio: 1.6 to 1 0.8 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.8 14.6 63.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.3 14.6 -33.2

 


Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week recorded a net position of -69,136 contracts in the data reported through Tuesday. This was a weekly gain of 759 contracts from the previous week which had a total of -69,895 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 27.8 percent. The commercials are Bullish with a score of 78.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.3 percent.

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.4 75.8 8.1
– Percent of Open Interest Shorts: 49.1 31.0 19.3
– Net Position: -69,136 92,131 -22,995
– Gross Longs: 31,625 155,707 16,701
– Gross Shorts: 100,761 63,576 39,696
– Long to Short Ratio: 0.3 to 1 2.4 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 27.8 78.2 12.3
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.5 14.6 -22.5

 


Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week recorded a net position of 10,162 contracts in the data reported through Tuesday. This was a weekly decline of -903 contracts from the previous week which had a total of 11,065 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.1 percent. The commercials are Bearish with a score of 28.4 percent and the small traders (not shown in chart) are Bearish with a score of 37.3 percent.

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 43.0 35.2 21.4
– Percent of Open Interest Shorts: 20.3 36.2 43.2
– Net Position: 10,162 -446 -9,716
– Gross Longs: 19,230 15,763 9,595
– Gross Shorts: 9,068 16,209 19,311
– Long to Short Ratio: 2.1 to 1 1.0 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.1 28.4 37.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 17.7 -4.4 -20.4

 


Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week recorded a net position of 41,178 contracts in the data reported through Tuesday. This was a weekly decline of -4,623 contracts from the previous week which had a total of 45,801 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.3 percent. The commercials are Bearish-Extreme with a score of 9.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 85.2 percent.

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 34.6 42.6 21.9
– Percent of Open Interest Shorts: 14.2 75.6 9.3
– Net Position: 41,178 -66,667 25,489
– Gross Longs: 69,923 86,106 44,346
– Gross Shorts: 28,745 152,773 18,857
– Long to Short Ratio: 2.4 to 1 0.6 to 1 2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.3 9.9 85.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.0 5.6 -7.9

 


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 -24,870 contracts in the data reported through Tuesday. This was a weekly fall of -7,070 contracts from the previous week which had a total of -17,800 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 54.0 percent. The commercials are Bearish with a score of 43.4 percent and the small traders (not shown in chart) are Bullish with a score of 53.6 percent.

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 36.2 46.8 15.8
– Percent of Open Interest Shorts: 53.1 28.8 16.9
– Net Position: -24,870 26,485 -1,615
– Gross Longs: 53,352 68,894 23,265
– Gross Shorts: 78,222 42,409 24,880
– Long to Short Ratio: 0.7 to 1 1.6 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 54.0 43.4 53.6
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -26.8 33.0 -33.4

 


New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week recorded a net position of 1,761 contracts in the data reported through Tuesday. This was a weekly decrease of -1,363 contracts from the previous week which had a total of 3,124 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 74.2 percent. The commercials are Bearish with a score of 25.7 percent and the small traders (not shown in chart) are Bullish with a score of 67.9 percent.

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 46.5 39.6 11.1
– Percent of Open Interest Shorts: 42.3 46.9 8.0
– Net Position: 1,761 -3,063 1,302
– Gross Longs: 19,412 16,518 4,622
– Gross Shorts: 17,651 19,581 3,320
– Long to Short Ratio: 1.1 to 1 0.8 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 74.2 25.7 67.9
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.4 13.3 -20.1

 


Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week recorded a net position of -22,333 contracts in the data reported through Tuesday. This was a weekly decline of -2,879 contracts from the previous week which had a total of -19,454 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 3.6 percent. The commercials are Bullish-Extreme with a score of 94.4 percent and the small traders (not shown in chart) are Bullish with a score of 66.7 percent.

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 48.0 45.8 5.6
– Percent of Open Interest Shorts: 63.2 34.4 1.8
– Net Position: -22,333 16,747 5,586
– Gross Longs: 70,788 67,470 8,220
– Gross Shorts: 93,121 50,723 2,634
– Long to Short Ratio: 0.8 to 1 1.3 to 1 3.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 3.6 94.4 66.7
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.9 6.4 3.6

 


Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week recorded a net position of 21,305 contracts in the data reported through Tuesday. This was a weekly gain of 819 contracts from the previous week which had a total of 20,486 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 100.0 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 93.0 percent.

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 72.3 19.3 8.3
– Percent of Open Interest Shorts: 23.5 73.0 3.3
– Net Position: 21,305 -23,470 2,165
– Gross Longs: 31,593 8,438 3,628
– Gross Shorts: 10,288 31,908 1,463
– Long to Short Ratio: 3.1 to 1 0.3 to 1 2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 100.0 0.0 93.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 21.6 -22.3 8.0

 


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 8,897 contracts in the data reported through Tuesday. This was a weekly decrease of -1,441 contracts from the previous week which had a total of 10,338 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 34.4 percent. The commercials are Bullish with a score of 62.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.5 percent.

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 40.3 53.7 6.0
– Percent of Open Interest Shorts: 21.0 75.8 3.2
– Net Position: 8,897 -10,154 1,257
– Gross Longs: 18,556 24,696 2,742
– Gross Shorts: 9,659 34,850 1,485
– Long to Short Ratio: 1.9 to 1 0.7 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 34.4 62.3 80.5
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 8.3 -8.3 2.4

 


Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week recorded a net position of -1,271 contracts in the data reported through Tuesday. This was a weekly gain of 74 contracts from the previous week which had a total of -1,345 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 68.2 percent. The commercials are Bullish-Extreme with a score of 82.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.7 percent.

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 58.3 8.2 23.3
– Percent of Open Interest Shorts: 76.8 1.6 11.4
– Net Position: -1,271 450 821
– Gross Longs: 4,018 562 1,603
– Gross Shorts: 5,289 112 782
– Long to Short Ratio: 0.8 to 1 5.0 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 68.2 82.3 16.7
– COT Index Reading (3 Year Range): Bullish Bullish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 11.3 3.9 -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).

COT Bonds Futures Charts: 3-Month Eurodollars, Fed Funds, 10-Year, 5-Year, Ultra Treasury Notes

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

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

The latest COT data is updated through Tuesday July 6th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


3-Month Eurodollars Futures:

Eurodollar Bonds Futures COT ChartThe 3-Month Eurodollars large speculator standing this week came in at a net position of -1,197,398 contracts in the data reported through Tuesday. This was a weekly reduction of -116,804 contracts from the previous week which had a total of -1,080,594 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 35.9 percent. The commercials are Bullish with a score of 58.4 percent and the small traders (not shown in chart) are Bullish with a score of 77.7 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.3 61.0 5.0
– Percent of Open Interest Shorts: 23.0 49.7 6.6
– Net Position: -1,197,398 1,390,291 -192,893
– Gross Longs: 1,639,947 7,524,901 617,224
– Gross Shorts: 2,837,345 6,134,610 810,117
– Long to Short Ratio: 0.6 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 35.9 58.4 77.7
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.8 13.1 3.3

 


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 -182,471 contracts in the data reported through Tuesday. This was a weekly lift of 17,559 contracts from the previous week which had a total of -200,030 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 17.1 percent. The commercials are Bullish-Extreme with a score of 82.6 percent and the small traders (not shown in chart) are Bullish with a score of 62.0 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 4.4 74.8 3.0
– Percent of Open Interest Shorts: 22.3 56.4 3.5
– Net Position: -182,471 187,461 -4,990
– Gross Longs: 45,200 762,577 30,387
– Gross Shorts: 227,671 575,116 35,377
– Long to Short Ratio: 0.2 to 1 1.3 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 17.1 82.6 62.0
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 8.1 -8.5 8.8

 


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 -198,362 contracts in the data reported through Tuesday. This was a weekly fall of -7,106 contracts from the previous week which had a total of -191,256 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.0 percent. The commercials are Bullish with a score of 56.0 percent and the small traders (not shown in chart) are Bearish with a score of 33.6 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.7 72.9 6.8
– Percent of Open Interest Shorts: 27.2 63.3 6.9
– Net Position: -198,362 200,657 -2,295
– Gross Longs: 367,372 1,516,655 140,979
– Gross Shorts: 565,734 1,315,998 143,274
– Long to Short Ratio: 0.6 to 1 1.2 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 55.0 56.0 33.6
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.2 21.8 -29.9

 


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 -217,303 contracts in the data reported through Tuesday. This was a weekly fall of -2,948 contracts from the previous week which had a total of -214,355 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 67.5 percent. The commercials are Bearish with a score of 41.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.0 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.7 79.8 8.1
– Percent of Open Interest Shorts: 17.0 69.4 12.2
– Net Position: -217,303 361,799 -144,496
– Gross Longs: 374,520 2,782,568 282,444
– Gross Shorts: 591,823 2,420,769 426,940
– Long to Short Ratio: 0.6 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.5 41.8 6.0
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -10.5 12.5 -17.3

 


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 -25,593 contracts in the data reported through Tuesday. This was a weekly boost of 34,367 contracts from the previous week which had a total of -59,960 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 78.6 percent. The commercials are Bearish with a score of 44.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.9 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.9 68.4 7.9
– Percent of Open Interest Shorts: 22.5 61.9 13.8
– Net Position: -25,593 279,342 -253,749
– Gross Longs: 937,436 2,921,071 337,117
– Gross Shorts: 963,029 2,641,729 590,866
– Long to Short Ratio: 1.0 to 1 1.1 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 78.6 44.7 6.9
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.0 10.1 6.9

 


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 158,913 contracts in the data reported through Tuesday. This was a weekly decline of -38,070 contracts from the previous week which had a total of 196,983 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 69.7 percent. The commercials are Bearish with a score of 40.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.8 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.6 75.4 7.6
– Percent of Open Interest Shorts: 6.3 76.2 17.1
– Net Position: 158,913 -12,998 -145,915
– Gross Longs: 255,942 1,161,377 117,138
– Gross Shorts: 97,029 1,174,375 263,053
– Long to Short Ratio: 2.6 to 1 1.0 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 69.7 40.6 9.8
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.3 0.8 7.2

 


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 -107,911 contracts in the data reported through Tuesday. This was a weekly reduction of -11,932 contracts from the previous week which had a total of -95,979 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 54.6 percent. The commercials are Bullish with a score of 57.1 percent and the small traders (not shown in chart) are Bearish with a score of 46.1 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.7 73.9 15.1
– Percent of Open Interest Shorts: 17.9 64.0 15.8
– Net Position: -107,911 116,135 -8,224
– Gross Longs: 101,780 866,067 176,987
– Gross Shorts: 209,691 749,932 185,211
– Long to Short Ratio: 0.5 to 1 1.2 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 54.6 57.1 46.1
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.1 -19.2 38.8

 


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 -235,067 contracts in the data reported through Tuesday. This was a weekly decline of -18,678 contracts from the previous week which had a total of -216,389 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.3 percent. The commercials are Bearish with a score of 37.7 percent and the small traders (not shown in chart) are Bearish with a score of 26.2 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 9.3 78.3 12.0
– Percent of Open Interest Shorts: 29.0 58.4 12.2
– Net Position: -235,067 237,915 -2,848
– Gross Longs: 110,783 934,337 143,245
– Gross Shorts: 345,850 696,422 146,093
– Long to Short Ratio: 0.3 to 1 1.3 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.3 37.7 26.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.9 -22.2 25.3

 


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: Comex Gold, Palladium, Silver, Platinum & Copper

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 July 6th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


Gold Comex Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe Gold Comex Futures large speculator standing this week resulted in a net position of 182,821 contracts in the data reported through Tuesday. This was a weekly gain of 20,595 contracts from the previous week which had a total of 162,226 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 56.4 percent. The commercials are Bearish with a score of 41.5 percent and the small traders (not shown in chart) are Bullish with a score of 61.0 percent.

Gold Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 58.1 23.1 10.7
– Percent of Open Interest Shorts: 18.8 69.2 3.9
– Net Position: 182,821 -214,726 31,905
– Gross Longs: 270,545 107,675 49,928
– Gross Shorts: 87,724 322,401 18,023
– Long to Short Ratio: 3.1 to 1 0.3 to 1 2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 56.4 41.5 61.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.1 8.8 -10.6

 


Silver Comex Futures:

2-Year Treasury Bonds Futures COT ChartThe Silver Comex Futures large speculator standing this week resulted in a net position of 44,488 contracts in the data reported through Tuesday. This was a weekly lift of 3,011 contracts from the previous week which had a total of 41,477 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 68.8 percent. The commercials are Bearish with a score of 32.7 percent and the small traders (not shown in chart) are Bearish with a score of 49.4 percent.

Silver Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 48.8 27.9 17.9
– Percent of Open Interest Shorts: 20.5 68.1 6.0
– Net Position: 44,488 -63,097 18,609
– Gross Longs: 76,790 43,915 28,067
– Gross Shorts: 32,302 107,012 9,458
– Long to Short Ratio: 2.4 to 1 0.4 to 1 3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 68.8 32.7 49.4
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.6 8.0 -19.2

 


Copper Grade #1 Futures:

5-Year Treasury Bonds Futures COT ChartThe Copper Grade #1 Futures large speculator standing this week resulted in a net position of 15,773 contracts in the data reported through Tuesday. This was a weekly lift of 4,412 contracts from the previous week which had a total of 11,361 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 53.7 percent. The commercials are Bearish with a score of 41.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.0 percent.

Copper Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 41.6 37.4 10.6
– Percent of Open Interest Shorts: 33.8 50.0 5.8
– Net Position: 15,773 -25,582 9,809
– Gross Longs: 84,324 75,804 21,489
– Gross Shorts: 68,551 101,386 11,680
– Long to Short Ratio: 1.2 to 1 0.7 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 53.7 41.9 82.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.7 7.3 -15.5

 


Platinum Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Platinum Futures large speculator standing this week resulted in a net position of 13,576 contracts in the data reported through Tuesday. This was a weekly decrease of -1,168 contracts from the previous week which had a total of 14,744 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 32.1 percent. The commercials are Bullish with a score of 67.2 percent and the small traders (not shown in chart) are Bullish with a score of 68.2 percent.

Platinum Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 51.2 28.5 18.0
– Percent of Open Interest Shorts: 26.7 66.7 4.3
– Net Position: 13,576 -21,181 7,605
– Gross Longs: 28,390 15,797 9,993
– Gross Shorts: 14,814 36,978 2,388
– Long to Short Ratio: 1.9 to 1 0.4 to 1 4.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 32.1 67.2 68.2
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.8 13.7 -25.6

 


Palladium Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Palladium Futures large speculator standing this week resulted in a net position of 2,303 contracts in the data reported through Tuesday. This was a weekly gain of 895 contracts from the previous week which had a total of 1,408 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 13.7 percent. The commercials are Bullish-Extreme with a score of 81.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.4 percent.

Palladium Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 52.7 30.0 15.0
– Percent of Open Interest Shorts: 30.0 59.4 8.4
– Net Position: 2,303 -2,976 673
– Gross Longs: 5,334 3,030 1,518
– Gross Shorts: 3,031 6,006 845
– Long to Short Ratio: 1.8 to 1 0.5 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 13.7 81.7 84.4
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.8 -2.5 -1.9

 


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 Futures Charts: Emerging Markets, VIX, Dow-Mini, Nasdaq-Mini, SP500, Russell-2000-Mini

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


VIX Volatility Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe VIX Volatility large speculator standing this week was a net position of -67,098 contracts in the data reported through Tuesday. This was a weekly decline of -407 contracts from the previous week which had a total of -66,691 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 42.9 percent and the small traders (not shown in chart) are Bearish with a score of 38.9 percent.

VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 23.3 50.9 6.7
– Percent of Open Interest Shorts: 42.9 29.9 8.1
– Net Position: -67,098 71,711 -4,613
– Gross Longs: 79,320 173,563 22,879
– Gross Shorts: 146,418 101,852 27,492
– 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): 57.6 42.9 38.9
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.3 1.4 9.0

 


S&P500 Mini Futures:

2-Year Treasury Bonds Futures COT ChartThe S&P500 Mini large speculator standing this week was a net position of 75,557 contracts in the data reported through Tuesday. This was a weekly rise of 20,390 contracts from the previous week which had a total of 55,167 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 66.9 percent. The commercials are Bearish with a score of 48.6 percent and the small traders (not shown in chart) are Bearish with a score of 30.8 percent.

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.4 72.0 10.4
– Percent of Open Interest Shorts: 12.5 75.7 9.5
– Net Position: 75,557 -96,773 21,216
– Gross Longs: 403,183 1,878,439 270,515
– Gross Shorts: 327,626 1,975,212 249,299
– Long to Short Ratio: 1.2 to 1 1.0 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 66.9 48.6 30.8
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 16.6 1.7 -21.8

 


Dow Jones Mini Futures:

5-Year Treasury Bonds Futures COT ChartThe Dow Jones Mini large speculator standing this week was a net position of 6,349 contracts in the data reported through Tuesday. This was a weekly rise of 7,174 contracts from the previous week which had a total of -825 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 42.0 percent. The commercials are Bullish with a score of 50.5 percent and the small traders (not shown in chart) are Bullish with a score of 72.5 percent.

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 37.8 43.8 16.1
– Percent of Open Interest Shorts: 31.8 55.7 10.1
– Net Position: 6,349 -12,705 6,356
– Gross Longs: 40,085 46,373 17,048
– Gross Shorts: 33,736 59,078 10,692
– 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): 42.0 50.5 72.5
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 23.2 -21.7 -2.3

 


Nasdaq Mini Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Nasdaq Mini large speculator standing this week was a net position of -1,571 contracts in the data reported through Tuesday. This was a weekly advance of 6,528 contracts from the previous week which had a total of -8,099 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 74.2 percent. The commercials are Bearish with a score of 37.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.7 percent.

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 28.8 55.1 14.4
– Percent of Open Interest Shorts: 29.5 47.5 21.3
– Net Position: -1,571 17,302 -15,731
– Gross Longs: 65,755 125,742 32,891
– Gross Shorts: 67,326 108,440 48,622
– Long to Short Ratio: 1.0 to 1 1.2 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 74.2 37.2 8.7
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.5 -3.1 -15.0

 


Russell 2000 Mini Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Russell 2000 Mini large speculator standing this week was a net position of -41,907 contracts in the data reported through Tuesday. This was a weekly decline of -6,657 contracts from the previous week which had a total of -35,250 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 66.5 percent and the small traders (not shown in chart) are Bullish with a score of 54.5 percent.

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.8 80.4 6.8
– Percent of Open Interest Shorts: 21.8 72.2 5.0
– Net Position: -41,907 34,318 7,589
– Gross Longs: 49,724 337,570 28,619
– Gross Shorts: 91,631 303,252 21,030
– Long to Short Ratio: 0.5 to 1 1.1 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 31.8 66.5 54.5
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.5 6.1 -3.7

 


Nikkei Stock Average (USD) Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Nikkei Stock Average (USD) large speculator standing this week was a net position of -4,253 contracts in the data reported through Tuesday. This was a weekly advance of 593 contracts from the previous week which had a total of -4,846 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 39.5 percent. The commercials are Bullish with a score of 74.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.0 59.0 21.9
– Percent of Open Interest Shorts: 44.4 22.3 33.3
– Net Position: -4,253 6,152 -1,899
– Gross Longs: 3,181 9,895 3,677
– Gross Shorts: 7,434 3,743 5,576
– Long to Short Ratio: 0.4 to 1 2.6 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 39.5 74.0 0.0
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.7 9.2 -29.3

 


MSCI EAFE Mini Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe MSCI EAFE Mini large speculator standing this week was a net position of 24,176 contracts in the data reported through Tuesday. This was a weekly decrease of -710 contracts from the previous week which had a total of 24,886 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 51.1 percent and the small traders (not shown in chart) are Bullish with a score of 50.7 percent.

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.9 88.3 2.6
– Percent of Open Interest Shorts: 3.2 94.9 1.7
– Net Position: 24,176 -28,014 3,838
– Gross Longs: 37,584 374,464 10,875
– Gross Shorts: 13,408 402,478 7,037
– Long to Short Ratio: 2.8 to 1 0.9 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 45.5 51.1 50.7
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.3 0.7 -2.1

 


MSCI Emerging Mkts Mini Futures:

Eurodollar Bonds Futures COT ChartThe MSCI Emerging Mkts Mini large speculator standing this week was a net position of 38,211 contracts in the data reported through Tuesday. This was a weekly reduction of -2,219 contracts from the previous week which had a total of 40,430 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 97.2 percent and the small traders (not shown in chart) are Bearish with a score of 40.4 percent.

MSCI Emerging Mkts Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.3 82.2 2.4
– Percent of Open Interest Shorts: 11.0 86.5 1.3
– Net Position: 38,211 -49,886 11,675
– Gross Longs: 165,150 950,685 27,250
– Gross Shorts: 126,939 1,000,571 15,575
– Long to Short Ratio: 1.3 to 1 1.0 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.0 97.2 40.4
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.0 6.8 7.3

 


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 Energy Futures Charts: Brent Crude Oil, Natural Gas, Bloomberg Index, RBOB Gasoline & Heating Oil

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 July 6th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


WTI Crude Oil Futures :

WTI Crude Oil Futures COT ChartThe WTI Crude Oil Futures large speculator standing this week reached a net position of 497,351 contracts in the data reported through Tuesday. This was a weekly decline of -25,139 contracts from the previous week which had a total of 522,490 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 62.2 percent. The commercials are Bearish with a score of 30.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.1 percent.

WTI Crude Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.5 34.1 4.6
– Percent of Open Interest Shorts: 5.9 56.9 2.4
– Net Position: 497,351 -551,362 54,011
– Gross Longs: 640,068 822,892 110,952
– Gross Shorts: 142,717 1,374,254 56,941
– Long to Short Ratio: 4.5 to 1 0.6 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 62.2 30.3 91.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.2 -6.8 7.0

 


Brent Crude Oil Futures :

Brent Last Day Crude Oil Futures COT ChartThe Brent Crude Oil Futures large speculator standing this week reached a net position of -24,846 contracts in the data reported through Tuesday. This was a weekly fall of -3,101 contracts from the previous week which had a total of -21,745 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 70.4 percent. The commercials are Bearish with a score of 29.7 percent and the small traders (not shown in chart) are Bullish with a score of 58.4 percent.

Brent Crude Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.1 52.7 4.9
– Percent of Open Interest Shorts: 29.9 41.3 3.5
– Net Position: -24,846 22,222 2,624
– Gross Longs: 33,083 102,271 9,427
– Gross Shorts: 57,929 80,049 6,803
– Long to Short Ratio: 0.6 to 1 1.3 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 70.4 29.7 58.4
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.6 8.8 -6.8

 


Natural Gas Futures :

Natural Gas Futures COT ChartThe Natural Gas Futures large speculator standing this week reached a net position of -108,054 contracts in the data reported through Tuesday. This was a weekly fall of -7,207 contracts from the previous week which had a total of -100,847 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.2 percent. The commercials are Bullish with a score of 53.4 percent and the small traders (not shown in chart) are Bullish with a score of 64.2 percent.

Natural Gas Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 24.9 39.8 4.4
– Percent of Open Interest Shorts: 32.4 34.8 1.9
– Net Position: -108,054 71,476 36,578
– Gross Longs: 360,454 574,894 63,570
– Gross Shorts: 468,508 503,418 26,992
– Long to Short Ratio: 0.8 to 1 1.1 to 1 2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 46.2 53.4 64.2
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -9.6 5.9 43.0

 


Gasoline Blendstock Futures :

RBOB Gasoline Energy Futures COT ChartThe Gasoline Blendstock Futures large speculator standing this week reached a net position of 50,417 contracts in the data reported through Tuesday. This was a weekly reduction of -13,442 contracts from the previous week which had a total of 63,859 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 10.7 percent. The commercials are Bullish-Extreme with a score of 80.1 percent and the small traders (not shown in chart) are Bullish with a score of 61.1 percent.

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 24.2 44.9 6.1
– Percent of Open Interest Shorts: 10.7 60.6 3.8
– Net Position: 50,417 -58,710 8,293
– Gross Longs: 90,182 167,149 22,562
– Gross Shorts: 39,765 225,859 14,269
– Long to Short Ratio: 2.3 to 1 0.7 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 10.7 80.1 61.1
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.4 3.9 -5.0

 


#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 reached a net position of 24,821 contracts in the data reported through Tuesday. This was a weekly decrease of -876 contracts from the previous week which had a total of 25,697 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 69.4 percent. The commercials are Bearish with a score of 26.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.1 percent.

Heating Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.1 49.6 11.0
– Percent of Open Interest Shorts: 10.0 60.7 5.9
– Net Position: 24,821 -45,718 20,897
– Gross Longs: 66,038 203,312 45,136
– Gross Shorts: 41,217 249,030 24,239
– Long to Short Ratio: 1.6 to 1 0.8 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 69.4 26.3 82.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.0 2.5 -9.7

 


Bloomberg Commodity Index Futures :

Bloomberg Commodity Index Futures COT ChartThe Bloomberg Commodity Index Futures large speculator standing this week reached a net position of -16,513 contracts in the data reported through Tuesday. This was a weekly advance of 5,008 contracts from the previous week which had a total of -21,521 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 24.3 percent. The commercials are Bullish with a score of 75.7 percent and the small traders (not shown in chart) are Bearish with a score of 39.3 percent.

Bloomberg Index Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 50.4 48.2 1.1
– Percent of Open Interest Shorts: 91.1 8.4 0.3
– Net Position: -16,513 16,170 343
– Gross Longs: 20,459 19,570 457
– Gross Shorts: 36,972 3,400 114
– Long to Short Ratio: 0.6 to 1 5.8 to 1 4.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 24.3 75.7 39.3
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 3.9 -3.9 -0.9

 


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

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


CORN Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe CORN large speculator standing this week was a net position of 326,814 contracts in the data reported through Tuesday. This was a weekly fall of -26,153 contracts from the previous week which had a total of 352,967 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 71.8 percent. The commercials are Bearish with a score of 33.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.6 percent.

CORN Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 28.6 48.3 8.6
– Percent of Open Interest Shorts: 7.0 66.2 12.3
– Net Position: 326,814 -271,509 -55,305
– Gross Longs: 432,234 730,546 130,766
– Gross Shorts: 105,420 1,002,055 186,071
– Long to Short Ratio: 4.1 to 1 0.7 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 71.8 33.2 4.6
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.0 15.4 -3.9

 


SUGAR Futures:

2-Year Treasury Bonds Futures COT ChartThe SUGAR large speculator standing this week was a net position of 264,005 contracts in the data reported through Tuesday. This was a weekly advance of 23,277 contracts from the previous week which had a total of 240,728 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 90.9 percent. The commercials are Bearish-Extreme with a score of 7.6 percent and the small traders (not shown in chart) are Bullish with a score of 76.6 percent.

SUGAR Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.6 43.0 9.4
– Percent of Open Interest Shorts: 4.3 77.3 3.5
– Net Position: 264,005 -319,625 55,620
– Gross Longs: 303,961 401,037 88,050
– Gross Shorts: 39,956 720,662 32,430
– Long to Short Ratio: 7.6 to 1 0.6 to 1 2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 90.9 7.6 76.6
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.3 -2.4 1.9

 


COFFEE Futures:

5-Year Treasury Bonds Futures COT ChartThe COFFEE large speculator standing this week was a net position of 54,981 contracts in the data reported through Tuesday. This was a weekly reduction of -5,895 contracts from the previous week which had a total of 60,876 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 90.7 percent. The commercials are Bearish-Extreme with a score of 10.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.0 percent.

COFFEE Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.1 47.1 4.0
– Percent of Open Interest Shorts: 10.6 68.1 2.5
– Net Position: 54,981 -59,276 4,295
– Gross Longs: 84,984 133,215 11,375
– Gross Shorts: 30,003 192,491 7,080
– Long to Short Ratio: 2.8 to 1 0.7 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 90.7 10.4 18.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.0 7.1 -10.4

 


SOYBEANS Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe SOYBEANS large speculator standing this week was a net position of 139,264 contracts in the data reported through Tuesday. This was a weekly gain of 5,253 contracts from the previous week which had a total of 134,011 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 64.8 percent. The commercials are Bearish with a score of 36.7 percent and the small traders (not shown in chart) are Bearish with a score of 45.9 percent.

SOYBEANS Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 29.3 48.2 7.3
– Percent of Open Interest Shorts: 9.1 66.1 9.6
– Net Position: 139,264 -123,663 -15,601
– Gross Longs: 202,163 332,819 50,389
– Gross Shorts: 62,899 456,482 65,990
– Long to Short Ratio: 3.2 to 1 0.7 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 64.8 36.7 45.9
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -20.2 19.0 1.7

 


SOYBEAN OIL Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe SOYBEAN OIL large speculator standing this week was a net position of 56,415 contracts in the data reported through Tuesday. This was a weekly lowering of -2,155 contracts from the previous week which had a total of 58,570 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 59.8 percent. The commercials are Bearish with a score of 42.7 percent and the small traders (not shown in chart) are Bearish with a score of 40.3 percent.

SOYBEAN OIL Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.1 51.8 6.7
– Percent of Open Interest Shorts: 7.5 64.8 5.2
– Net Position: 56,415 -63,623 7,208
– Gross Longs: 92,864 252,369 32,638
– Gross Shorts: 36,449 315,992 25,430
– Long to Short Ratio: 2.5 to 1 0.8 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 59.8 42.7 40.3
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.6 17.4 -30.8

 


SOYBEAN MEAL Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe SOYBEAN MEAL large speculator standing this week was a net position of 51,781 contracts in the data reported through Tuesday. This was a weekly gain of 3,572 contracts from the previous week which had a total of 48,209 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 59.1 percent. The commercials are Bearish with a score of 40.8 percent and the small traders (not shown in chart) are Bullish with a score of 54.2 percent.

SOYBEAN MEAL Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.8 51.1 12.3
– Percent of Open Interest Shorts: 8.1 70.3 6.8
– Net Position: 51,781 -72,645 20,864
– Gross Longs: 82,443 193,760 46,511
– Gross Shorts: 30,662 266,405 25,647
– Long to Short Ratio: 2.7 to 1 0.7 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 59.1 40.8 54.2
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.0 7.9 -22.2

 


LIVE CATTLE Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe LIVE CATTLE large speculator standing this week was a net position of 72,126 contracts in the data reported through Tuesday. This was a weekly decline of -947 contracts from the previous week which had a total of 73,073 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.4 percent. The commercials are Bullish with a score of 55.2 percent and the small traders (not shown in chart) are Bullish with a score of 67.3 percent.

LIVE CATTLE Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 37.1 38.5 9.2
– Percent of Open Interest Shorts: 13.2 59.8 11.9
– Net Position: 72,126 -63,972 -8,154
– Gross Longs: 111,751 116,138 27,713
– Gross Shorts: 39,625 180,110 35,867
– Long to Short Ratio: 2.8 to 1 0.6 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 37.4 55.2 67.3
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 3.7 -2.2 -7.0

 


LEAN HOGS Futures:

Eurodollar Bonds Futures COT ChartThe LEAN HOGS large speculator standing this week was a net position of 70,046 contracts in the data reported through Tuesday. This was a weekly fall of -1,653 contracts from the previous week which had a total of 71,699 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 86.5 percent. The commercials are Bearish-Extreme with a score of 17.9 percent and the small traders (not shown in chart) are Bearish with a score of 22.2 percent.

LEAN HOGS Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 39.5 33.1 8.1
– Percent of Open Interest Shorts: 13.0 55.2 12.5
– Net Position: 70,046 -58,317 -11,729
– Gross Longs: 104,371 87,546 21,297
– Gross Shorts: 34,325 145,863 33,026
– Long to Short Ratio: 3.0 to 1 0.6 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 86.5 17.9 22.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.8 12.8 -23.4

 


COTTON Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe COTTON large speculator standing this week was a net position of 69,538 contracts in the data reported through Tuesday. This was a weekly fall of -2,414 contracts from the previous week which had a total of 71,952 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 72.0 percent. The commercials are Bearish with a score of 26.1 percent and the small traders (not shown in chart) are Bullish with a score of 71.6 percent.

COTTON Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 37.2 43.6 6.8
– Percent of Open Interest Shorts: 5.8 79.2 2.7
– Net Position: 69,538 -78,685 9,147
– Gross Longs: 82,348 96,528 15,147
– Gross Shorts: 12,810 175,213 6,000
– Long to Short Ratio: 6.4 to 1 0.6 to 1 2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 72.0 26.1 71.6
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.0 -5.9 21.0

 


COCOA Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe COCOA large speculator standing this week was a net position of 8,767 contracts in the data reported through Tuesday. This was a weekly lowering of -8,747 contracts from the previous week which had a total of 17,514 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 31.3 percent. The commercials are Bullish with a score of 69.5 percent and the small traders (not shown in chart) are Bearish with a score of 27.8 percent.

COCOA Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.7 48.1 4.9
– Percent of Open Interest Shorts: 23.2 52.4 4.2
– Net Position: 8,767 -10,468 1,701
– Gross Longs: 65,899 118,691 12,070
– Gross Shorts: 57,132 129,159 10,369
– Long to Short Ratio: 1.2 to 1 0.9 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 31.3 69.5 27.8
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.2 15.8 -24.8

 


WHEAT Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe WHEAT large speculator standing this week was a net position of 16,597 contracts in the data reported through Tuesday. This was a weekly decline of -9,849 contracts from the previous week which had a total of 26,446 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 50.7 percent. The commercials are Bullish with a score of 55.0 percent and the small traders (not shown in chart) are Bearish with a score of 28.8 percent.

WHEAT Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 31.1 41.6 6.8
– Percent of Open Interest Shorts: 26.2 42.0 11.4
– Net Position: 16,597 -1,367 -15,230
– Gross Longs: 104,413 139,776 22,986
– Gross Shorts: 87,816 141,143 38,216
– 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): 50.7 55.0 28.8
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -1.3 3.6 -15.2

 


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 Currency Futures Charts: US Dollar, Euro, Aussie, Yen, Pound, Pound Sterling, Loonie

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

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

The latest COT data is updated through Tuesday June 29 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.


US Dollar Index Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week was a net position of -448 contracts in the data reported through Tuesday. This was a weekly rise of 62 contracts from the previous week which had a total of -510 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 25.0 percent. The commercials are Bullish with a score of 67.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.5 percent.

US DOLLAR INDEX Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 72.0 2.4 20.7
– Percent of Open Interest Shorts: 73.2 15.3 6.5
– Net Position: -448 -4,507 4,955
– Gross Longs: 25,133 845 7,224
– Gross Shorts: 25,581 5,352 2,269
– Long to Short Ratio: 1.0 to 1 0.2 to 1 3.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 25.0 67.1 83.5
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.4 1.6 27.6

 


Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week was a net position of 87,146 contracts in the data reported through Tuesday. This was a weekly lowering of -1,911 contracts from the previous week which had a total of 89,057 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 61.8 percent. The commercials are Bearish with a score of 37.1 percent and the small traders (not shown in chart) are Bullish with a score of 62.5 percent.

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.0 55.6 13.5
– Percent of Open Interest Shorts: 17.5 75.2 6.5
– Net Position: 87,146 -136,602 49,456
– Gross Longs: 209,058 387,635 94,487
– Gross Shorts: 121,912 524,237 45,031
– Long to Short Ratio: 1.7 to 1 0.7 to 1 2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.8 37.1 62.5
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.9 10.3 -33.5

 


British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week was a net position of 17,723 contracts in the data reported through Tuesday. This was a weekly decline of -204 contracts from the previous week which had a total of 17,927 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 86.8 percent. The commercials are Bearish-Extreme with a score of 12.3 percent and the small traders (not shown in chart) are Bullish with a score of 79.7 percent.

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.5 48.8 20.1
– Percent of Open Interest Shorts: 20.0 66.1 13.2
– Net Position: 17,723 -29,348 11,625
– Gross Longs: 51,596 82,559 34,027
– Gross Shorts: 33,873 111,907 22,402
– Long to Short Ratio: 1.5 to 1 0.7 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 86.8 12.3 79.7
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.2 9.6 -18.8

 


Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week was a net position of -69,895 contracts in the data reported through Tuesday. This was a weekly lowering of -16,033 contracts from the previous week which had a total of -53,862 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 27.3 percent. The commercials are Bullish with a score of 78.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.5 percent.

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.0 76.2 9.5
– Percent of Open Interest Shorts: 49.7 29.4 20.6
– Net Position: -69,895 91,715 -21,820
– Gross Longs: 27,380 149,165 18,496
– Gross Shorts: 97,275 57,450 40,316
– Long to Short Ratio: 0.3 to 1 2.6 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 27.3 78.0 14.5
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.4 13.1 -16.6

 


Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week was a net position of 11,065 contracts in the data reported through Tuesday. This was a weekly reduction of -2,487 contracts from the previous week which had a total of 13,552 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 90.5 percent. The commercials are Bearish with a score of 25.5 percent and the small traders (not shown in chart) are Bearish with a score of 42.6 percent.

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 44.4 29.7 25.5
– Percent of Open Interest Shorts: 18.5 37.3 43.8
– Net Position: 11,065 -3,241 -7,824
– Gross Longs: 18,941 12,669 10,865
– Gross Shorts: 7,876 15,910 18,689
– Long to Short Ratio: 2.4 to 1 0.8 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 90.5 25.5 42.6
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 23.8 -8.7 -20.0

 


Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week was a net position of 45,801 contracts in the data reported through Tuesday. This was a weekly advance of 2,576 contracts from the previous week which had a total of 43,225 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 93.2 percent. The commercials are Bearish-Extreme with a score of 7.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.5 percent.

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 34.7 42.4 22.1
– Percent of Open Interest Shorts: 11.4 78.3 9.5
– Net Position: 45,801 -70,782 24,981
– Gross Longs: 68,301 83,461 43,608
– Gross Shorts: 22,500 154,243 18,627
– Long to Short Ratio: 3.0 to 1 0.5 to 1 2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 93.2 7.3 84.5
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.3 2.6 -5.9

 


Australian Dollar Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Australian Dollar large speculator standing this week was a net position of -17,800 contracts in the data reported through Tuesday. This was a weekly reduction of -225 contracts from the previous week which had a total of -17,575 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 61.9 percent. The commercials are Bearish with a score of 34.8 percent and the small traders (not shown in chart) are Bullish with a score of 60.5 percent.

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 34.8 46.5 17.4
– Percent of Open Interest Shorts: 47.4 35.0 16.3
– Net Position: -17,800 16,252 1,548
– Gross Longs: 48,824 65,391 24,473
– Gross Shorts: 66,624 49,139 22,925
– Long to Short Ratio: 0.7 to 1 1.3 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.9 34.8 60.5
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -23.2 28.7 -29.3

 


New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week was a net position of 3,124 contracts in the data reported through Tuesday. This was a weekly decrease of -162 contracts from the previous week which had a total of 3,286 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 76.5 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 62.3 percent.

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 48.2 38.0 10.9
– Percent of Open Interest Shorts: 40.6 47.4 9.0
– Net Position: 3,124 -3,921 797
– Gross Longs: 19,914 15,696 4,521
– Gross Shorts: 16,790 19,617 3,724
– Long to Short Ratio: 1.2 to 1 0.8 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 76.5 24.4 62.3
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.9 11.7 -25.0

 


Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week was a net position of -19,454 contracts in the data reported through Tuesday. This was a weekly boost of 9,137 contracts from the previous week which had a total of -28,591 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 5.0 percent. The commercials are Bullish-Extreme with a score of 93.5 percent and the small traders (not shown in chart) are Bullish with a score of 62.2 percent.

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 49.5 44.6 5.4
– Percent of Open Interest Shorts: 62.9 34.2 2.3
– Net Position: -19,454 14,937 4,517
– Gross Longs: 71,449 64,373 7,780
– Gross Shorts: 90,903 49,436 3,263
– Long to Short Ratio: 0.8 to 1 1.3 to 1 2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 5.0 93.5 62.2
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.7 4.5 0.8

 


Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week was a net position of 20,486 contracts in the data reported through Tuesday. This was a weekly boost of 2,221 contracts from the previous week which had a total of 18,265 net contracts.

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

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 67.8 22.8 9.1
– Percent of Open Interest Shorts: 24.9 71.5 3.4
– Net Position: 20,486 -23,230 2,744
– Gross Longs: 32,350 10,888 4,351
– Gross Shorts: 11,864 34,118 1,607
– Long to Short Ratio: 2.7 to 1 0.3 to 1 2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 100.0 0.0 100.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 21.8 -22.8 12.8

 


Russian Ruble Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Russian Ruble large speculator standing this week was a net position of 10,338 contracts in the data reported through Tuesday. This was a weekly advance of 242 contracts from the previous week which had a total of 10,096 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 57.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 42.7 50.3 6.8
– Percent of Open Interest Shorts: 19.4 77.8 2.6
– Net Position: 10,338 -12,207 1,869
– Gross Longs: 18,924 22,309 3,034
– Gross Shorts: 8,586 34,516 1,165
– Long to Short Ratio: 2.2 to 1 0.6 to 1 2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 37.9 57.6 100.0
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 13.4 -13.7 10.3

 


Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week was a net position of -1,345 contracts in the data reported through Tuesday. This was a weekly rise of 183 contracts from the previous week which had a total of -1,528 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 66.1 percent. The commercials are Bullish-Extreme with a score of 93.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.0 percent.

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 56.0 9.9 23.8
– Percent of Open Interest Shorts: 75.8 1.9 12.0
– Net Position: -1,345 545 800
– Gross Longs: 3,798 672 1,615
– Gross Shorts: 5,143 127 815
– Long to Short Ratio: 0.7 to 1 5.3 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 66.1 93.0 16.0
– COT Index Reading (3 Year Range): Bullish Bullish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -10.9 63.1 -5.7

 


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: Eurodollars, Fed Funds, 10-Year, 2-Year, 5-Year Treasury Notes, Long Bonds

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

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

The latest COT data is updated through Tuesday June 29 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


3-Month Eurodollars Futures:

Eurodollar Bonds Futures COT ChartThe 3-Month Eurodollars large speculator standing this week reached a net position of -1,080,594 contracts in the data reported through Tuesday. This was a weekly lowering of -52,897 contracts from the previous week which had a total of -1,027,697 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 57.4 percent and the small traders (not shown in chart) are Bullish with a score of 70.8 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.8 60.2 4.8
– Percent of Open Interest Shorts: 22.6 49.3 6.9
– Net Position: -1,080,594 1,326,857 -246,263
– Gross Longs: 1,682,162 7,338,321 591,597
– Gross Shorts: 2,762,756 6,011,464 837,860
– Long to Short Ratio: 0.6 to 1 1.2 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 37.9 57.4 70.8
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.3 13.3 -1.4

 


30-Day Federal Funds Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe 30-Day Federal Funds large speculator standing this week reached a net position of -200,030 contracts in the data reported through Tuesday. This was a weekly gain of 56,278 contracts from the previous week which had a total of -256,308 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-Extreme with a score of 14.9 percent. The commercials are Bullish-Extreme with a score of 84.7 percent and the small traders (not shown in chart) are Bullish with a score of 63.7 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 3.3 77.8 2.4
– Percent of Open Interest Shorts: 21.8 58.9 2.8
– Net Position: -200,030 204,108 -4,078
– Gross Longs: 35,137 841,077 25,885
– Gross Shorts: 235,167 636,969 29,963
– Long to Short Ratio: 0.1 to 1 1.3 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 14.9 84.7 63.7
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 11.7 -11.7 3.1

 


2-Year Treasury Note Futures:

2-Year Treasury Bonds Futures COT ChartThe 2-Year Treasury Note large speculator standing this week reached a net position of -191,256 contracts in the data reported through Tuesday. This was a weekly decline of -38,349 contracts from the previous week which had a total of -152,907 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 54.2 percent. The commercials are Bullish with a score of 53.3 percent and the small traders (not shown in chart) are Bearish with a score of 37.4 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.3 73.6 6.8
– Percent of Open Interest Shorts: 25.6 64.6 6.5
– Net Position: -191,256 186,384 4,872
– Gross Longs: 333,549 1,509,829 139,126
– Gross Shorts: 524,805 1,323,445 134,254
– Long to Short Ratio: 0.6 to 1 1.1 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 54.2 53.3 37.4
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.2 2.8 -19.2

 


5-Year Treasury Note Futures:

5-Year Treasury Bonds Futures COT ChartThe 5-Year Treasury Note large speculator standing this week reached a net position of -214,355 contracts in the data reported through Tuesday. This was a weekly decrease of -4,829 contracts from the previous week which had a total of -209,526 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 67.8 percent. The commercials are Bearish with a score of 42.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.1 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.8 79.9 8.0
– Percent of Open Interest Shorts: 16.8 69.5 12.3
– Net Position: -214,355 367,839 -153,484
– Gross Longs: 381,895 2,830,899 282,501
– Gross Shorts: 596,250 2,463,060 435,985
– Long to Short Ratio: 0.6 to 1 1.1 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.8 42.4 2.1
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.2 11.2 -25.0

 


10-Year Treasury Note Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe 10-Year Treasury Note large speculator standing this week reached a net position of -59,960 contracts in the data reported through Tuesday. This was a weekly fall of -57,648 contracts from the previous week which had a total of -2,312 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 74.9 percent. The commercials are Bearish with a score of 47.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.4 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.8 69.7 7.4
– Percent of Open Interest Shorts: 22.2 62.6 13.1
– Net Position: -59,960 304,490 -244,530
– Gross Longs: 894,366 2,995,077 317,867
– Gross Shorts: 954,326 2,690,587 562,397
– Long to Short Ratio: 0.9 to 1 1.1 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 74.9 47.1 9.4
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -9.9 8.1 2.1

 


Ultra 10-Year Notes Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Ultra 10-Year Notes large speculator standing this week reached a net position of 196,983 contracts in the data reported through Tuesday. This was a weekly reduction of -17,478 contracts from the previous week which had a total of 214,461 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 79.8 percent. The commercials are Bearish with a score of 33.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.6 73.8 7.3
– Percent of Open Interest Shorts: 5.8 76.2 17.6
– Net Position: 196,983 -38,027 -158,956
– Gross Longs: 287,070 1,137,481 112,476
– Gross Shorts: 90,087 1,175,508 271,432
– Long to Short Ratio: 3.2 to 1 1.0 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 79.8 33.6 0.0
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 9.4 -5.3 -12.4

 


US Treasury Bonds Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe US Treasury Bonds large speculator standing this week reached a net position of -95,979 contracts in the data reported through Tuesday. This was a weekly lowering of -35,625 contracts from the previous week which had a total of -60,354 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 58.9 percent. The commercials are Bullish with a score of 56.7 percent and the small traders (not shown in chart) are Bearish with a score of 37.7 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.3 75.3 14.2
– Percent of Open Interest Shorts: 16.5 65.5 15.8
– Net Position: -95,979 114,721 -18,742
– Gross Longs: 97,575 882,839 166,055
– Gross Shorts: 193,554 768,118 184,797
– Long to Short Ratio: 0.5 to 1 1.1 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 58.9 56.7 37.7
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.7 -10.1 35.4

 


Ultra US Treasury Bonds Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Ultra US Treasury Bonds large speculator standing this week reached a net position of -216,389 contracts in the data reported through Tuesday. This was a weekly rise of 12,560 contracts from the previous week which had a total of -228,949 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 90.3 percent. The commercials are Bearish with a score of 30.5 percent and the small traders (not shown in chart) are Bearish with a score of 26.1 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 9.7 78.1 11.9
– Percent of Open Interest Shorts: 27.8 59.7 12.1
– Net Position: -216,389 219,440 -3,051
– Gross Longs: 115,318 930,737 141,306
– Gross Shorts: 331,707 711,297 144,357
– Long to Short Ratio: 0.3 to 1 1.3 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 90.3 30.5 26.1
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 8.9 -23.4 21.4

 


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).

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

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

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

The latest COT data is updated through Tuesday June 29 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


Gold Comex Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe Gold Comex Futures large speculator standing this week resulted in a net position of 162,226 contracts in the data reported through Tuesday. This was a weekly decline of -3,988 contracts from the previous week which had a total of 166,214 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 51.1 percent. The commercials are Bearish with a score of 46.3 percent and the small traders (not shown in chart) are Bullish with a score of 63.4 percent.

Gold Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 56.1 23.7 11.3
– Percent of Open Interest Shorts: 20.3 66.7 4.0
– Net Position: 162,226 -195,120 32,894
– Gross Longs: 254,206 107,398 51,048
– Gross Shorts: 91,980 302,518 18,154
– Long to Short Ratio: 2.8 to 1 0.4 to 1 2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 51.1 46.3 63.4
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -9.4 9.2 -2.7

 


Silver Comex Futures:

2-Year Treasury Bonds Futures COT ChartThe Silver Comex Futures large speculator standing this week resulted in a net position of 41,477 contracts in the data reported through Tuesday. This was a weekly advance of 1,606 contracts from the previous week which had a total of 39,871 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 65.9 percent. The commercials are Bearish with a score of 37.8 percent and the small traders (not shown in chart) are Bearish with a score of 31.4 percent.

Silver Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 45.7 30.7 16.6
– Percent of Open Interest Shorts: 19.3 67.1 6.7
– Net Position: 41,477 -57,108 15,631
– Gross Longs: 71,855 48,274 26,084
– Gross Shorts: 30,378 105,382 10,453
– Long to Short Ratio: 2.4 to 1 0.5 to 1 2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 65.9 37.8 31.4
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.9 15.0 -46.8

 


Copper Grade #1 Futures:

5-Year Treasury Bonds Futures COT ChartThe Copper Grade #1 Futures large speculator standing this week resulted in a net position of 11,361 contracts in the data reported through Tuesday. This was a weekly rise of 3,675 contracts from the previous week which had a total of 7,686 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 Bearish with a score of 46.5 percent and the small traders (not shown in chart) are Bullish with a score of 68.5 percent.

Copper Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 42.2 38.8 9.9
– Percent of Open Interest Shorts: 36.5 48.3 6.2
– Net Position: 11,361 -18,841 7,480
– Gross Longs: 83,473 76,695 19,663
– Gross Shorts: 72,112 95,536 12,183
– 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): 50.5 46.5 68.5
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -19.9 22.0 -25.3

 


Platinum Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Platinum Futures large speculator standing this week resulted in a net position of 14,744 contracts in the data reported through Tuesday. This was a weekly gain of 1,804 contracts from the previous week which had a total of 12,940 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.5 percent. The commercials are Bullish with a score of 66.3 percent and the small traders (not shown in chart) are Bullish with a score of 61.7 percent.

Platinum Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 51.7 28.0 16.6
– Percent of Open Interest Shorts: 26.4 65.6 4.3
– Net Position: 14,744 -21,889 7,145
– Gross Longs: 30,141 16,318 9,646
– Gross Shorts: 15,397 38,207 2,501
– Long to Short Ratio: 2.0 to 1 0.4 to 1 3.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 33.5 66.3 61.7
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.9 16.9 -38.3

 


Palladium Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Palladium Futures large speculator standing this week resulted in a net position of 1,408 contracts in the data reported through Tuesday. This was a weekly increase of 336 contracts from the previous week which had a total of 1,072 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 7.6 percent. The commercials are Bullish-Extreme with a score of 88.3 percent and the small traders (not shown in chart) are Bullish with a score of 77.9 percent.

Palladium Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 48.7 33.4 15.5
– Percent of Open Interest Shorts: 33.4 54.8 9.4
– Net Position: 1,408 -1,969 561
– Gross Longs: 4,474 3,073 1,422
– Gross Shorts: 3,066 5,042 861
– Long to Short Ratio: 1.5 to 1 0.6 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 7.6 88.3 77.9
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.7 8.1 -5.1

 


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*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).