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COT Stock Market Charts: Speculators boost SP500-Mini Futures bets to 50-Week high

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

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

The latest COT data is updated through Tuesday October 12th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting this week’s stock market COT data is the S&P500 Mini contracts which rose sharply this week by 25,999 contracts. The S&P500 Mini bets have now gained for three out of the past four weeks and by a total of +134,625 contracts over that time-frame. This has brought the speculator level out of a negative position on September 14th to the current speculator position at a total of 98,783 contracts. The current standing marks the highest level since October 27th of 2020 when the total contracts reached 115,439 net positions.

Data Snapshot of Stock Market Traders | Columns Legend

Oct-12-2021	OI	OI-Index	Spec-Net	Spec-Index	Com-Net	COM-Index	Smalls-Net	Smalls-Index
S&P500-Mini	2,403,163	0	98,783	71	-133,167	42	34,384	34
Nikkei 225	17,548	9	1,194	57	-2,536	45	1,342	44
Nasdaq-Mini	230,615	31	-818	75	2,876	28	-2,058	39
DowJones-Mini	102,040	73	-4,283	31	-3,119	59	7,402	78
VIX	329,905	36	-73,569	55	81,417	46	-7,848	27
Nikkei 225 Yen	56,171	38	4,608	34	26,699	100	-31,307	18

VIX Volatility Futures:

The VIX Volatility large speculator standing this week recorded a net position of -73,569 contracts in the data reported through Tuesday. This was a weekly decrease of -3,981 contracts from the previous week which had a total of -69,588 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.1 percent. The commercials are Bearish with a score of 46.4 percent and the small traders (not shown in chart) are Bearish with a score of 26.6 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.3	52.1	6.3
– Percent of Open Interest Shorts:	38.6	27.4	8.7
– Net Position:	-73,569	81,417	-7,848
– Gross Longs:	53,756	171,928	20,718
– Gross Shorts:	127,325	90,511	28,566
– Long to Short Ratio:	0.4 to 1	1.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.1	46.4	26.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.7	-4.4	-0.6

S&P500 Mini Futures:

The S&P500 Mini large speculator standing this week recorded a net position of 98,783 contracts in the market data reported through Tuesday. This was a weekly increase of 25,999 contracts from the previous week which had a total of 72,784 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 71.0 percent. The commercials are Bearish with a score of 42.0 percent and the small traders (not shown in chart) are Bearish with a score of 33.6 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.8	70.9	10.9
– Percent of Open Interest Shorts:	11.7	76.4	9.5
– Net Position:	98,783	-133,167	34,384
– Gross Longs:	379,901	1,704,039	262,461
– Gross Shorts:	281,118	1,837,206	228,077
– Long to Short Ratio:	1.4 to 1	0.9 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.0	42.0	33.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.5	-7.2	-18.3

Dow Jones Mini Futures:

The Dow Jones Mini large speculator standing this week recorded a net position of -4,283 contracts in the data reported through Tuesday. This was a weekly increase of 1,892 contracts from the previous week which had a total of -6,175 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 30.5 percent. The commercials are Bullish with a score of 58.6 percent and the small traders (not shown in chart) are Bullish with a score of 78.0 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.5	48.6	18.0
– Percent of Open Interest Shorts:	35.7	51.6	10.8
– Net Position:	-4,283	-3,119	7,402
– Gross Longs:	32,183	49,542	18,417
– Gross Shorts:	36,466	52,661	11,015
– Long to Short Ratio:	0.9 to 1	0.9 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	30.5	58.6	78.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.2	2.0	0.7

Nasdaq Mini Futures:

The Nasdaq Mini large speculator standing this week recorded a net position of -818 contracts in the data reported through Tuesday. This was a weekly advance of 1,835 contracts from the previous week which had a total of -2,653 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 74.6 percent. The commercials are Bearish with a score of 28.3 percent and the small traders (not shown in chart) are Bearish with a score of 39.4 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.3	55.2	16.8
– Percent of Open Interest Shorts:	26.7	54.0	17.7
– Net Position:	-818	2,876	-2,058
– Gross Longs:	60,671	127,302	38,670
– Gross Shorts:	61,489	124,426	40,728
– Long to Short Ratio:	1.0 to 1	1.0 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.6	28.3	39.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.9	-7.5	23.8

Russell 2000 Mini Futures:

The Russell 2000 Mini large speculator standing this week recorded a net position of -48,706 contracts in the market data reported through Tuesday. This was a weekly lift of 9,907 contracts from the previous week which had a total of -58,613 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 27.2 percent. The commercials are Bullish with a score of 68.6 percent and the small traders (not shown in chart) are Bullish with a score of 64.6 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.2	78.1	6.6
– Percent of Open Interest Shorts:	24.9	69.8	4.2
– Net Position:	-48,706	37,536	11,170
– Gross Longs:	63,996	353,157	29,974
– Gross Shorts:	112,702	315,621	18,804
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	27.2	68.6	64.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.3	-14.6	12.6

Nikkei Stock Average (USD) Futures:

The Nikkei Stock Average (USD) large speculator standing this week recorded a net position of 1,194 contracts in the data reported through Tuesday. This was a weekly increase of 5,138 contracts from the previous week which had a total of -3,944 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 57.3 percent. The commercials are Bearish with a score of 45.3 percent and the small traders (not shown in chart) are Bearish with a score of 44.0 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.3	61.5	26.0
– Percent of Open Interest Shorts:	5.5	76.0	18.3
– Net Position:	1,194	-2,536	1,342
– Gross Longs:	2,167	10,796	4,558
– Gross Shorts:	973	13,332	3,216
– Long to Short Ratio:	2.2 to 1	0.8 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.3	45.3	44.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.0	-21.1	15.3

MSCI EAFE Mini Futures:

The MSCI EAFE Mini large speculator standing this week recorded a net position of 16,454 contracts in the data reported through Tuesday. This was a weekly lowering of -2,137 contracts from the previous week which had a total of 18,591 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 with a score of 32.8 percent. The commercials are Bullish with a score of 61.1 percent and the small traders (not shown in chart) are Bullish with a score of 65.3 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.0	89.7	2.7
– Percent of Open Interest Shorts:	2.8	95.3	1.3
– Net Position:	16,454	-21,896	5,442
– Gross Longs:	27,317	349,336	10,335
– Gross Shorts:	10,863	371,232	4,893
– Long to Short Ratio:	2.5 to 1	0.9 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	32.8	61.1	65.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.0	2.6	2.0

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

*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) were positioned in the futures markets.

The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators).

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

15 Oct

COT Energy Charts: Speculators raise Heating Oil Futures bets to 156-week high

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

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

Highlighting this week’s data is the Heating Oil bullish speculator positions which rose to the highest level in the past 156 weeks at a total of 39,137 contracts. This is the most bullish level dating back to October 16th of 2018 when the net position totaled 43,385 contracts. Heating Oil speculative contracts have increased for four straight weeks and for ten out of the last thirteen weeks. The speculator strength score is currently at 100 percent showing that speculator sentiment is at a three-year high.

Data Snapshot of Commodity Market Traders | Columns Legend

Oct-12-2021	OI	OI-Index	Spec-Net	Spec-Index	Com-Net	COM-Index	Smalls-Net	Smalls-Index
WTI Crude	2,231,227	48	404,776	41	-453,684	46	48,908	84
Gold	484,382	21	185,539	54	-207,614	46	22,075	33
Silver	139,403	6	17,987	40	-30,292	69	12,305	11
Copper	194,817	23	22,481	59	-25,867	42	3,386	45
Palladium	9,296	13	-2,496	4	2,625	95	-129	37
Platinum	59,344	21	10,919	18	-16,756	85	5,837	43
Natural Gas	1,314,022	40	-130,902	39	91,201	60	39,701	79
Brent	205,521	44	-34,924	57	29,563	37	5,361	82
Heating Oil	429,908	68	39,137	100	-65,644	1	26,507	90
Soybeans	759,101	35	41,990	41	-9,665	64	-32,325	18
Corn	1,400,377	4	279,288	66	-223,336	40	-55,952	11
Coffee	305,141	62	69,085	99	-73,808	2	4,723	21
Sugar	891,672	25	246,188	87	-294,674	12	48,486	68
Wheat	385,204	23	-4,534	43	12,969	53	-8,435	61

WTI Crude Oil Futures:

The WTI Crude Oil Futures large speculator standing this week came in at a net position of 404,776 contracts in the data reported through Tuesday. This was a weekly advance of 6,469 contracts from the previous week which had a total of 398,307 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 40.9 percent. The commercials are Bearish with a score of 46.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.9 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.3	32.3	4.7
– Percent of Open Interest Shorts:	7.1	52.7	2.5
– Net Position:	404,776	-453,684	48,908
– Gross Longs:	564,001	721,614	105,276
– Gross Shorts:	159,225	1,175,298	56,368
– Long to Short Ratio:	3.5 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	40.9	46.5	83.9
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.5	-17.8	15.7

Brent Crude Oil Futures:

The Brent Crude Oil Futures large speculator standing this week came in at a net position of -34,924 contracts in the data reported through Tuesday. This was a weekly rise of 2,097 contracts from the previous week which had a total of -37,021 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 56.6 percent. The commercials are Bearish with a score of 36.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.4 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.9	49.6	4.9
– Percent of Open Interest Shorts:	32.9	35.2	2.3
– Net Position:	-34,924	29,563	5,361
– Gross Longs:	32,761	101,894	10,063
– Gross Shorts:	67,685	72,331	4,702
– Long to Short Ratio:	0.5 to 1	1.4 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.6	36.8	82.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.6	-23.8	38.5

Natural Gas Futures:

The Natural Gas Futures large speculator standing this week came in at a net position of -130,902 contracts in the data reported through Tuesday. This was a weekly boost of 2,806 contracts from the previous week which had a total of -133,708 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 39.3 percent. The commercials are Bullish with a score of 59.6 percent and the small traders (not shown in chart) are Bullish with a score of 79.5 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.7	44.3	5.0
– Percent of Open Interest Shorts:	30.7	37.4	2.0
– Net Position:	-130,902	91,201	39,701
– Gross Longs:	272,106	582,327	65,639
– Gross Shorts:	403,008	491,126	25,938
– Long to Short Ratio:	0.7 to 1	1.2 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	39.3	59.6	79.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.1	-6.0	13.4

Gasoline Blendstock Futures:

The Gasoline Blendstock Futures large speculator standing this week came in at a net position of 47,193 contracts in the data reported through Tuesday. This was a weekly fall of -3,859 contracts from the previous week which had a total of 51,052 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 18.1 percent. The commercials are Bullish with a score of 79.3 percent and the small traders (not shown in chart) are Bullish with a score of 74.7 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.7	45.7	7.6
– Percent of Open Interest Shorts:	14.5	63.1	4.4
– Net Position:	47,193	-57,753	10,560
– Gross Longs:	95,137	151,406	25,077
– Gross Shorts:	47,944	209,159	14,517
– Long to Short Ratio:	2.0 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	18.1	79.3	74.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.1	-6.4	8.2

#2 Heating Oil NY-Harbor Futures:

The #2 Heating Oil NY-Harbor Futures large speculator standing this week came in at a net position of 39,137 contracts in the cot data reported through Tuesday. This was a weekly gain of 1,589 contracts from the previous week which had a total of 37,548 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 1.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 90.2 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.9	49.7	11.6
– Percent of Open Interest Shorts:	7.8	65.0	5.4
– Net Position:	39,137	-65,644	26,507
– Gross Longs:	72,833	213,808	49,877
– Gross Shorts:	33,696	279,452	23,370
– Long to Short Ratio:	2.2 to 1	0.8 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	1.3	90.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.8	-9.5	29.1

Bloomberg Commodity Index Futures:

The Bloomberg Commodity Index Futures large speculator standing this week came in at a net position of -16,117 contracts in the data reported through Tuesday. This was a weekly reduction of -3,443 contracts from the previous week which had a total of -12,674 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 25.1 percent. The commercials are Bullish with a score of 74.5 percent and the small traders (not shown in chart) are Bearish with a score of 47.3 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.2	42.6	1.5
– Percent of Open Interest Shorts:	90.2	4.9	0.2
– Net Position:	-16,117	15,593	524
– Gross Longs:	21,178	17,609	621
– Gross Shorts:	37,295	2,016	97
– Long to Short Ratio:	0.6 to 1	8.7 to 1	6.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	25.1	74.5	47.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.4	0.1	7.1

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

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

CountingPips Forex Blog Energy Opinions

15 Oct

COT Soft Commodities Charts: Coffee Speculators push bullish bets to over 4-month high

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

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

Highlighting this week’s data is Coffee which saw speculators raise their bullish net positions to the highest level in over four months. Coffee bullish bets have now increased for nine consecutive weeks and came in this week at a total of 69,085 contracts. This marks the second highest level on record and just below the all-time high set on June 1st of this year at a total of 70,773 contracts. Speculators currently have a 99 percent strength index score which means that speculative trader sentiment is at the very top of the range over the past three years.

Data Snapshot of Commodity Market Traders | Columns Legend

Oct-12-2021	OI	OI-Index	Spec-Net	Spec-Index	Com-Net	COM-Index	Smalls-Net	Smalls-Index
WTI Crude	2,231,227	48	404,776	41	-453,684	46	48,908	84
Gold	484,382	21	185,539	54	-207,614	46	22,075	33
Silver	139,403	6	17,987	40	-30,292	69	12,305	11
Copper	194,817	23	22,481	59	-25,867	42	3,386	45
Palladium	9,296	13	-2,496	4	2,625	95	-129	37
Platinum	59,344	21	10,919	18	-16,756	85	5,837	43
Natural Gas	1,314,022	40	-130,902	39	91,201	60	39,701	79
Brent	205,521	44	-34,924	57	29,563	37	5,361	82
Heating Oil	429,908	68	39,137	100	-65,644	1	26,507	90
Soybeans	759,101	35	41,990	41	-9,665	64	-32,325	18
Corn	1,400,377	4	279,288	66	-223,336	40	-55,952	11
Coffee	305,141	62	69,085	99	-73,808	2	4,723	21
Sugar	891,672	25	246,188	87	-294,674	12	48,486	68
Wheat	385,204	23	-4,534	43	12,969	53	-8,435	61

CORN Futures:

The CORN large speculator standing this week reached a net position of 279,288 contracts in the data reported through Tuesday. This was a weekly reduction of -17,717 contracts from the previous week which had a total of 297,005 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 65.7 percent. The commercials are Bearish with a score of 40.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.8 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.8	49.0	9.3
– Percent of Open Interest Shorts:	8.8	64.9	13.3
– Net Position:	279,288	-223,336	-55,952
– Gross Longs:	402,726	685,667	130,383
– Gross Shorts:	123,438	909,003	186,335
– Long to Short Ratio:	3.3 to 1	0.8 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	65.7	40.1	10.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.2	1.2	9.4

SUGAR Futures:

The SUGAR large speculator standing this week reached a net position of 246,188 contracts in the data reported through Tuesday. This was a weekly fall of -1,187 contracts from the previous week which had a total of 247,375 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 87.2 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 67.8 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.0	41.9	10.7
– Percent of Open Interest Shorts:	5.4	74.9	5.3
– Net Position:	246,188	-294,674	48,486
– Gross Longs:	294,624	373,277	95,832
– Gross Shorts:	48,436	667,951	47,346
– Long to Short Ratio:	6.1 to 1	0.6 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.2	12.3	67.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.3	8.4	1.4

COFFEE Futures:

The COFFEE large speculator standing this week reached a net position of 69,085 contracts in the data reported through Tuesday. This was a weekly boost of 2,514 contracts from the previous week which had a total of 66,571 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 98.8 percent. The commercials are Bearish-Extreme with a score of 2.0 percent and the small traders (not shown in chart) are Bearish with a score of 21.0 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.9	39.7	3.9
– Percent of Open Interest Shorts:	5.3	63.9	2.4
– Net Position:	69,085	-73,808	4,723
– Gross Longs:	85,275	121,291	12,017
– Gross Shorts:	16,190	195,099	7,294
– Long to Short Ratio:	5.3 to 1	0.6 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	98.8	2.0	21.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.7	-8.9	-4.7

SOYBEANS Futures:

The SOYBEANS large speculator standing this week reached a net position of 41,990 contracts in the data reported through Tuesday. This was a weekly decline of -9,411 contracts from the previous week which had a total of 51,401 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 40.8 percent. The commercials are Bullish with a score of 63.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.1 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.7	58.2	6.5
– Percent of Open Interest Shorts:	12.2	59.5	10.7
– Net Position:	41,990	-9,665	-32,325
– Gross Longs:	134,258	441,827	48,964
– Gross Shorts:	92,268	451,492	81,289
– Long to Short Ratio:	1.5 to 1	1.0 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	40.8	63.5	18.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.7	11.4	-15.6

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week reached a net position of -2,587 contracts in the data reported through Tuesday. This was a weekly fall of -5,049 contracts from the previous week which had a total of 2,462 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 71.5 percent and the small traders (not shown in chart) are Bullish with a score of 53.4 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.7	49.0	12.2
– Percent of Open Interest Shorts:	20.3	53.3	7.3
– Net Position:	-2,587	-18,056	20,643
– Gross Longs:	83,287	207,667	51,696
– Gross Shorts:	85,874	225,723	31,053
– Long to Short Ratio:	1.0 to 1	0.9 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	27.3	71.5	53.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-25.2	21.5	19.5

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week reached a net position of 42,789 contracts in the data reported through Tuesday. This was a weekly gain of 8,937 contracts from the previous week which had a total of 33,852 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 17.7 percent. The commercials are Bullish with a score of 78.5 percent and the small traders (not shown in chart) are Bullish with a score of 70.2 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.4	44.4	10.8
– Percent of Open Interest Shorts:	17.3	57.1	13.3
– Net Position:	42,789	-35,822	-6,967
– Gross Longs:	91,514	125,280	30,551
– Gross Shorts:	48,725	161,102	37,518
– Long to Short Ratio:	1.9 to 1	0.8 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	17.7	78.5	70.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-30.1	31.6	15.8

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week reached a net position of 71,544 contracts in the data reported through Tuesday. This was a weekly lowering of -1,885 contracts from the previous week which had a total of 73,429 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 85.3 percent. The commercials are Bearish with a score of 26.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.9	30.1	7.3
– Percent of Open Interest Shorts:	14.4	51.6	14.2
– Net Position:	71,544	-54,143	-17,401
– Gross Longs:	107,881	75,606	18,368
– Gross Shorts:	36,337	129,749	35,769
– Long to Short Ratio:	3.0 to 1	0.6 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.3	26.4	0.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.1	5.6	-10.6

COTTON Futures:

The COTTON large speculator standing this week reached a net position of 111,391 contracts in the data reported through Tuesday. This was a weekly fall of -9,895 contracts from the previous week which had a total of 121,286 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-Extreme with a score of 93.7 percent. The commercials are Bearish-Extreme with a score of 5.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 92.6 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	43.3	35.8	7.5
– Percent of Open Interest Shorts:	4.5	79.0	3.1
– Net Position:	111,391	-124,049	12,658
– Gross Longs:	124,338	102,682	21,438
– Gross Shorts:	12,947	226,731	8,780
– Long to Short Ratio:	9.6 to 1	0.5 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	93.7	5.4	92.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.0	-3.6	9.6

COCOA Futures:

The COCOA large speculator standing this week reached a net position of 40,221 contracts in the data reported through Tuesday. This was a weekly reduction of -3,776 contracts from the previous week which had a total of 43,997 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 60.0 percent. The commercials are Bearish with a score of 38.4 percent and the small traders (not shown in chart) are Bullish with a score of 66.2 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.8	45.1	5.2
– Percent of Open Interest Shorts:	15.0	62.9	3.2
– Net Position:	40,221	-45,299	5,078
– Gross Longs:	78,546	115,118	13,171
– Gross Shorts:	38,325	160,417	8,093
– Long to Short Ratio:	2.0 to 1	0.7 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.0	38.4	66.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.2	-13.1	27.2

WHEAT Futures:

The WHEAT large speculator standing this week reached a net position of -4,534 contracts in the data reported through Tuesday. This was a weekly fall of -11,846 contracts from the previous week which had a total of 7,312 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 Bearish with a score of 43.1 percent. The commercials are Bullish with a score of 53.5 percent and the small traders (not shown in chart) are Bullish with a score of 61.3 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.6	41.3	8.1
– Percent of Open Interest Shorts:	25.8	37.9	10.3
– Net Position:	-4,534	12,969	-8,435
– Gross Longs:	94,728	159,131	31,296
– Gross Shorts:	99,262	146,162	39,731
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	43.1	53.5	61.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-23.3	25.2	6.8

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

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

CountingPips Forex Blog investing Opinions Soft Commodities

08 Oct

COT Currency Charts: US Dollar Index Speculators boost bullish bets to 103-Week high

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

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

The latest COT data is updated through Tuesday October 5th 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.

Highlighting the currency COT data this week is the US Dollar Index positioning. Speculators increased their bullish bets this week by +5,565 contracts which marked the largest one-week gain in three months. The bullish speculator position has now risen for seven straight weeks and for fifteen out of the past sixteen weeks. This bullishness has brought the current bullish standing for US Dollar Index speculators to the highest level in the past 103 weeks, dating back to October 15th of 2019.

Data Snapshot of Forex Market Traders | Columns Legend

Oct-05-2021	OI	OI-Index	Spec-Net	Spec-Index	Com-Net	COM-Index	Smalls-Net	Smalls-Index
USD Index	57,194	83	32,026	81	-38,817	10	6,791	100
EUR	693,591	82	-22,334	28	-8,487	73	30,821	29
GBP	182,338	27	-20,018	60	25,676	45	-5,658	44
JPY	226,379	95	-63,694	29	84,463	79	-20,769	8
CHF	55,970	36	-15,679	43	29,586	64	-13,907	22
CAD	120,168	10	-26,866	33	15,455	61	11,411	64
AUD	188,691	74	-89,979	0	108,693	100	-18,714	10
NZD	35,861	16	8,056	85	-7,886	18	-170	51
MXN	168,119	33	-35,579	0	33,693	100	1,886	51
RUB	52,913	58	20,409	62	-22,491	34	2,082	100
BRL	22,976	20	-2,290	66	1,269	35	1,021	79
Bitcoin	8,886	51	-1,518	61	554	0	964	21

US Dollar Index Futures:

The US Dollar Index large speculator standing this week was a net position of 32,026 contracts in the data reported through Tuesday. This was a weekly advance of 5,565 contracts from the previous week which had a total of 26,461 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-Extreme with a score of 81.0 percent. The commercials are Bearish-Extreme with a score of 10.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	78.2	3.3	14.9
– Percent of Open Interest Shorts:	22.2	71.2	3.1
– Net Position:	32,026	-38,817	6,791
– Gross Longs:	44,715	1,879	8,543
– Gross Shorts:	12,689	40,696	1,752
– Long to Short Ratio:	3.5 to 1	0.0 to 1	4.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.0	10.1	100.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	20.1	-21.7	16.8

Euro Currency Futures:

The Euro Currency large speculator standing this week was a net position of -22,334 contracts in the data reported through Tuesday. This was a weekly decline of -23,206 contracts from the previous week which had a total of 872 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 28.1 percent. The commercials are Bullish with a score of 73.3 percent and the small traders (not shown in chart) are Bearish with a score of 28.8 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.4	57.2	13.1
– Percent of Open Interest Shorts:	31.6	58.4	8.6
– Net Position:	-22,334	-8,487	30,821
– Gross Longs:	196,819	396,534	90,564
– Gross Shorts:	219,153	405,021	59,743
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	28.1	73.3	28.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.4	13.8	-3.1

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week was a net position of -20,018 contracts in the data reported through Tuesday. This was a weekly lowering of -21,982 contracts from the previous week which had a total of 1,964 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.6 percent. The commercials are Bearish with a score of 44.9 percent and the small traders (not shown in chart) are Bearish with a score of 43.9 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.4	58.1	14.1
– Percent of Open Interest Shorts:	37.4	44.0	17.2
– Net Position:	-20,018	25,676	-5,658
– Gross Longs:	48,137	105,899	25,681
– Gross Shorts:	68,155	80,223	31,339
– Long to Short Ratio:	0.7 to 1	1.3 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.6	44.9	43.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.4	3.8	-6.7

Japanese Yen Futures:

The Japanese Yen large speculator standing this week was a net position of -63,694 contracts in the data reported through Tuesday. This was a weekly gain of 1,066 contracts from the previous week which had a total of -64,760 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 28.7 percent. The commercials are Bullish with a score of 79.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 7.5 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.9	77.4	8.1
– Percent of Open Interest Shorts:	42.1	40.1	17.3
– Net Position:	-63,694	84,463	-20,769
– Gross Longs:	31,569	175,160	18,406
– Gross Shorts:	95,263	90,697	39,175
– Long to Short Ratio:	0.3 to 1	1.9 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	28.7	79.0	7.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.9	1.2	-11.4

Swiss Franc Futures:

The Swiss Franc large speculator standing this week was a net position of -15,679 contracts in the data reported through Tuesday. This was a weekly lowering of -4,092 contracts from the previous week which had a total of -11,587 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 42.6 percent. The commercials are Bullish with a score of 64.2 percent and the small traders (not shown in chart) are Bearish with a score of 22.5 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	4.1	79.7	16.2
– Percent of Open Interest Shorts:	32.1	26.9	41.0
– Net Position:	-15,679	29,586	-13,907
– Gross Longs:	2,274	44,633	9,051
– Gross Shorts:	17,953	15,047	22,958
– Long to Short Ratio:	0.1 to 1	3.0 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.6	64.2	22.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-34.6	29.7	-19.1

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week was a net position of -26,866 contracts in the data reported through Tuesday. This was a weekly decrease of -6,631 contracts from the previous week which had a total of -20,235 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 32.6 percent. The commercials are Bullish with a score of 61.3 percent and the small traders (not shown in chart) are Bullish with a score of 64.0 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.5	54.4	28.8
– Percent of Open Interest Shorts:	37.8	41.5	19.3
– Net Position:	-26,866	15,455	11,411
– Gross Longs:	18,580	65,338	34,639
– Gross Shorts:	45,446	49,883	23,228
– Long to Short Ratio:	0.4 to 1	1.3 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	32.6	61.3	64.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-27.3	18.9	3.9

Australian Dollar Futures:

The Australian Dollar large speculator standing this week was a net position of -89,979 contracts in the data reported through Tuesday. This was a weekly reduction of -3,596 contracts from the previous week which had a total of -86,383 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.1 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.3	80.3	7.7
– Percent of Open Interest Shorts:	56.9	22.7	17.6
– Net Position:	-89,979	108,693	-18,714
– Gross Longs:	17,471	151,501	14,474
– Gross Shorts:	107,450	42,808	33,188
– Long to Short Ratio:	0.2 to 1	3.5 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.0	100.0	10.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-31.4	23.3	5.0

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week was a net position of 8,056 contracts in the data reported through Tuesday. This was a weekly reduction of -2,190 contracts from the previous week which had a total of 10,246 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 84.8 percent. The commercials are Bearish-Extreme with a score of 18.2 percent and the small traders (not shown in chart) are Bullish with a score of 51.4 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	49.9	37.9	10.3
– Percent of Open Interest Shorts:	27.4	59.9	10.8
– Net Position:	8,056	-7,886	-170
– Gross Longs:	17,887	13,588	3,702
– Gross Shorts:	9,831	21,474	3,872
– Long to Short Ratio:	1.8 to 1	0.6 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	84.8	18.2	51.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.1	-15.0	14.4

Mexican Peso Futures:

The Mexican Peso large speculator standing this week was a net position of -35,579 contracts in the data reported through Tuesday. This was a weekly reduction of -15,984 contracts from the previous week which had a total of -19,595 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bullish with a score of 51.0 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.8	49.9	3.3
– Percent of Open Interest Shorts:	67.0	29.9	2.2
– Net Position:	-35,579	33,693	1,886
– Gross Longs:	77,074	83,926	5,540
– Gross Shorts:	112,653	50,233	3,654
– Long to Short Ratio:	0.7 to 1	1.7 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.0	100.0	51.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.7	5.8	-1.5

Brazilian Real Futures:

The Brazilian Real large speculator standing this week was a net position of -2,290 contracts in the data reported through Tuesday. This was a weekly decrease of -7,376 contracts from the previous week which had a total of 5,086 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 65.6 percent. The commercials are Bearish with a score of 35.1 percent and the small traders (not shown in chart) are Bullish with a score of 79.2 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.3	42.0	13.3
– Percent of Open Interest Shorts:	54.2	36.5	8.9
– Net Position:	-2,290	1,269	1,021
– Gross Longs:	10,170	9,646	3,064
– Gross Shorts:	12,460	8,377	2,043
– Long to Short Ratio:	0.8 to 1	1.2 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	65.6	35.1	79.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-20.9	20.9	-0.5

Russian Ruble Futures:

The Russian Ruble large speculator standing this week was a net position of 20,409 contracts in the data reported through Tuesday. This was a weekly decrease of -419 contracts from the previous week which had a total of 20,828 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.7 percent. The commercials are Bearish with a score of 34.0 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:	55.0	39.0	5.8
– Percent of Open Interest Shorts:	16.4	81.5	1.9
– Net Position:	20,409	-22,491	2,082
– Gross Longs:	29,107	20,634	3,092
– Gross Shorts:	8,698	43,125	1,010
– Long to Short Ratio:	3.3 to 1	0.5 to 1	3.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.7	34.0	100.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.6	-19.5	31.6

Bitcoin Futures:

The Bitcoin large speculator standing this week was a net position of -1,518 contracts in the data reported through Tuesday. This was a weekly lowering of -635 contracts from the previous week which had a total of -883 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 61.2 percent. The commercials are Bullish-Extreme with a score of 92.2 percent and the small traders (not shown in chart) are Bearish with a score of 21.4 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	62.8	6.7	19.8
– Percent of Open Interest Shorts:	79.9	0.5	8.9
– Net Position:	-1,518	554	964
– Gross Longs:	5,581	599	1,758
– Gross Shorts:	7,099	45	794
– Long to Short Ratio:	0.8 to 1	13.3 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.2	92.2	21.4
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.4	61.4	-5.9

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

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

CountingPips Forex Blog Forex and Currency News investing Opinions

08 Oct

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

By InvestMacro COT Home | COT 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).

Data Snapshot of Bond Market Traders | Columns Legend

Oct-05-2021	OI	OI-Index	Spec-Net	Spec-Index	Com-Net	COM-Index	Smalls-Net	Smalls-Index
Eurodollar	12,461,197	64	-760,843	36	996,972	58	-236,129	72
FedFunds	1,112,644	11	-78,348	30	89,978	71	-11,630	40
2-Year	1,773,474	0	-42,527	83	53,740	28	-11,213	19
Long T-Bond	1,232,198	56	-98,649	58	109,987	55	-11,338	44
10-Year	4,063,952	69	141,333	95	192,710	43	-334,043	0
5-Year	3,571,119	24	-314,824	55	547,985	62	-233,161	0

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week reached a net position of -760,843 contracts in the data reported through Tuesday. This was a weekly lift of 134,187 contracts from the previous week which had a total of -895,030 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 with a score of 35.7 percent. The commercials are Bullish with a score of 58.1 percent and the small traders (not shown in chart) are Bullish with a score of 72.1 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.0	60.7	4.8
– Percent of Open Interest Shorts:	20.1	52.7	6.7
– Net Position:	-760,843	996,972	-236,129
– Gross Longs:	1,746,555	7,566,476	594,467
– Gross Shorts:	2,507,398	6,569,504	830,596
– Long to Short Ratio:	0.7 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.7	58.1	72.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.1	1.5	-3.7

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week reached a net position of -78,348 contracts in the data reported through Tuesday. This was a weekly rise of 8,633 contracts from the previous week which had a total of -86,981 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 29.9 percent. The commercials are Bullish with a score of 70.8 percent and the small traders (not shown in chart) are Bearish with a score of 40.2 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.4	77.0	2.2
– Percent of Open Interest Shorts:	12.4	68.9	3.2
– Net Position:	-78,348	89,978	-11,630
– Gross Longs:	59,841	856,937	24,136
– Gross Shorts:	138,189	766,959	35,766
– Long to Short Ratio:	0.4 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	29.9	70.8	40.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.0	0.7	5.3

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week reached a net position of -42,527 contracts in the data reported through Tuesday. This was a weekly boost of 20,302 contracts from the previous week which had a total of -62,829 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 82.9 percent. The commercials are Bearish with a score of 27.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.3 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.5	72.0	7.7
– Percent of Open Interest Shorts:	19.9	69.0	8.3
– Net Position:	-42,527	53,740	-11,213
– Gross Longs:	310,731	1,277,218	136,061
– Gross Shorts:	353,258	1,223,478	147,274
– Long to Short Ratio:	0.9 to 1	1.0 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	82.9	27.8	19.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.3	10.5	-12.8

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week reached a net position of -314,824 contracts in the data reported through Tuesday. This was a weekly lowering of -15,628 contracts from the previous week which had a total of -299,196 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 55.2 percent. The commercials are Bullish with a score of 61.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.7	79.6	7.0
– Percent of Open Interest Shorts:	18.5	64.3	13.5
– Net Position:	-314,824	547,985	-233,161
– Gross Longs:	345,060	2,842,467	248,462
– Gross Shorts:	659,884	2,294,482	481,623
– Long to Short Ratio:	0.5 to 1	1.2 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.2	61.8	0.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-44.8	48.0	-33.1

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week reached a net position of 141,333 contracts in the data reported through Tuesday. This was a weekly lowering of -39,874 contracts from the previous week which had a total of 181,207 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 95.0 percent. The commercials are Bearish with a score of 42.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.9	69.1	7.1
– Percent of Open Interest Shorts:	17.4	64.4	15.3
– Net Position:	141,333	192,710	-334,043
– Gross Longs:	848,256	2,808,775	289,697
– Gross Shorts:	706,923	2,616,065	623,740
– Long to Short Ratio:	1.2 to 1	1.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	95.0	42.6	0.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.5	11.1	-29.7

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week reached a net position of 80,879 contracts in the data reported through Tuesday. This was a weekly increase of 5,032 contracts from the previous week which had a total of 75,847 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 49.1 percent. The commercials are Bullish with a score of 70.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.1	74.9	7.6
– Percent of Open Interest Shorts:	11.5	68.4	19.7
– Net Position:	80,879	94,700	-175,579
– Gross Longs:	248,258	1,087,022	110,087
– Gross Shorts:	167,379	992,322	285,666
– Long to Short Ratio:	1.5 to 1	1.1 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	49.1	70.8	0.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.3	6.6	-15.1

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week reached a net position of -98,649 contracts in the data reported through Tuesday. This was a weekly lift of 8,291 contracts from the previous week which had a total of -106,940 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 58.0 percent. The commercials are Bullish with a score of 55.2 percent and the small traders (not shown in chart) are Bearish with a score of 43.6 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.7	75.2	13.9
– Percent of Open Interest Shorts:	16.7	66.3	14.8
– Net Position:	-98,649	109,987	-11,338
– Gross Longs:	107,189	927,032	171,374
– Gross Shorts:	205,838	817,045	182,712
– 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):	58.0	55.2	43.6
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.2	10.0	-25.5

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week reached a net position of -313,634 contracts in the data reported through Tuesday. This was a weekly decline of -13,841 contracts from the previous week which had a total of -299,793 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 57.3 percent. The commercials are Bullish with a score of 73.6 percent and the small traders (not shown in chart) are Bearish with a score of 20.7 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	4.6	82.5	12.0
– Percent of Open Interest Shorts:	30.2	56.0	12.9
– Net Position:	-313,634	324,157	-10,523
– Gross Longs:	55,695	1,008,685	146,619
– Gross Shorts:	369,329	684,528	157,142
– Long to Short Ratio:	0.2 to 1	1.5 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.3	73.6	20.7
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.3	41.0	-17.1

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

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

Bonds CountingPips Forex Blog Opinions

08 Oct

COT Energy Charts: #2 Heating Oil Speculator bets gain for 3rd week as futures prices hit multi-year high

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

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

Heating Oil speculators increased their bullish bets for a third straight week as heating oil prices continue to rise. Speculative positions have stayed above the +20,000 contracts now for twenty-one straight weeks and have a strength index score of 91.9 which shows a bullish-extreme reading (the level of bullish speculator positioning over the past three-year range). Heating Oil futures market prices have also jumped to the highest level since 2014 above $2.4 a gallon this week.

Data Snapshot of Commodity Market Traders | Columns Legend

Oct-05-2021	OI	OI-Index	Spec-Net	Spec-Index	Com-Net	COM-Index	Smalls-Net	Smalls-Index
WTI Crude	2,230,794	48	398,307	39	-443,259	50	44,952	78
Gold	483,789	21	182,582	53	-203,702	47	21,120	31
Silver	139,763	7	16,379	39	-27,778	72	11,399	6
Copper	185,655	16	14,417	53	-18,918	46	4,501	51
Palladium	9,705	14	-3,230	0	3,510	99	-280	28
Platinum	62,109	25	5,515	10	-10,403	94	4,888	30
Natural Gas	1,376,788	50	-133,708	38	96,637	61	37,071	73
Brent	197,795	38	-37,021	51	30,935	42	6,086	89
Heating Oil	440,286	77	37,548	92	-66,885	0	29,337	100
Soybeans	715,835	25	51,401	43	-22,592	61	-28,809	24
Corn	1,397,458	4	297,005	68	-237,593	38	-59,412	9
Coffee	306,363	63	66,571	97	-71,022	4	4,451	19
Sugar	888,354	28	247,375	87	-293,135	13	45,760	64
Wheat	373,320	17	7,312	53	3,695	44	-11,007	49

WTI Crude Oil Futures:

The WTI Crude Oil Futures large speculator standing this week reached a net position of 398,307 contracts in the data reported through Tuesday. This was a weekly advance of 24,493 contracts from the previous week which had a total of 373,814 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 Bearish with a score of 49.6 percent and the small traders (not shown in chart) are Bullish with a score of 78.4 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.6	32.6	4.6
– Percent of Open Interest Shorts:	6.7	52.5	2.6
– Net Position:	398,307	-443,259	44,952
– Gross Longs:	548,561	726,829	103,241
– Gross Shorts:	150,254	1,170,088	58,289
– Long to Short Ratio:	3.7 to 1	0.6 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	38.8	49.6	78.4
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.7	-10.6	15.9

Brent Crude Oil Futures:

The Brent Crude Oil Futures large speculator standing this week reached a net position of -37,021 contracts in the data reported through Tuesday. This was a weekly rise of 4,339 contracts from the previous week which had a total of -41,360 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 51.2 percent. The commercials are Bearish with a score of 41.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 88.8 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.2	52.1	5.8
– Percent of Open Interest Shorts:	35.0	36.5	2.8
– Net Position:	-37,021	30,935	6,086
– Gross Longs:	32,129	103,093	11,563
– Gross Shorts:	69,150	72,158	5,477
– Long to Short Ratio:	0.5 to 1	1.4 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.2	41.8	88.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.2	-4.3	52.3

Natural Gas Futures:

The Natural Gas Futures large speculator standing this week reached a net position of -133,708 contracts in the data reported through Tuesday. This was a weekly rise of 12,972 contracts from the previous week which had a total of -146,680 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 38.4 percent. The commercials are Bullish with a score of 61.3 percent and the small traders (not shown in chart) are Bullish with a score of 72.8 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.0	44.4	4.7
– Percent of Open Interest Shorts:	30.7	37.3	2.0
– Net Position:	-133,708	96,637	37,071
– Gross Longs:	289,262	610,703	64,111
– Gross Shorts:	422,970	514,066	27,040
– Long to Short Ratio:	0.7 to 1	1.2 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	38.4	61.3	72.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.9	-10.6	1.6

Gasoline Blendstock Futures:

The Gasoline Blendstock Futures large speculator standing this week reached a net position of 51,052 contracts in the data reported through Tuesday. This was a weekly advance of 7,875 contracts from the previous week which had a total of 43,177 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 22.1 percent. The commercials are Bullish with a score of 78.2 percent and the small traders (not shown in chart) are Bullish with a score of 58.1 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.7	43.1	7.1
– Percent of Open Interest Shorts:	14.4	61.8	4.6
– Net Position:	51,052	-58,840	7,788
– Gross Longs:	96,435	135,314	22,305
– Gross Shorts:	45,383	194,154	14,517
– Long to Short Ratio:	2.1 to 1	0.7 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	22.1	78.2	58.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.4	-16.2	11.8

#2 Heating Oil NY-Harbor Futures:

The #2 Heating Oil NY-Harbor Futures large speculator standing this week reached a net position of 37,548 contracts in the data reported through Tuesday. This was a weekly increase of 958 contracts from the previous week which had a total of 36,590 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 91.9 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.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.4	47.5	11.3
– Percent of Open Interest Shorts:	7.9	62.7	4.7
– Net Position:	37,548	-66,885	29,337
– Gross Longs:	72,173	208,955	49,824
– Gross Shorts:	34,625	275,840	20,487
– Long to Short Ratio:	2.1 to 1	0.8 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	91.9	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:	4.9	-15.3	37.5

Bloomberg Commodity Index Futures:

The Bloomberg Commodity Index Futures large speculator standing this week reached a net position of -12,674 contracts in the data reported through Tuesday. This was a weekly fall of -3,056 contracts from the previous week which had a total of -9,618 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 32.3 percent. The commercials are Bullish with a score of 67.4 percent and the small traders (not shown in chart) are Bearish with a score of 43.7 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	55.5	37.8	1.4
– Percent of Open Interest Shorts:	89.1	5.3	0.3
– Net Position:	-12,674	12,233	441
– Gross Longs:	20,938	14,249	536
– Gross Shorts:	33,612	2,016	95
– Long to Short Ratio:	0.6 to 1	7.1 to 1	5.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	32.3	67.4	43.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.7	-7.0	4.6

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

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

CountingPips Forex Blog Energy Opinions

08 Oct

COT Soft Commodities Charts: Cotton speculators bets continue to rise to new 3-Year high

By InvestMacro COT Home | Data Tables | Data Downloads | COT Newsletter

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

Cotton speculative positions continued to draw higher this week with a gain of +5,154 contracts. This is the eleventh rise in the past thirteen weeks to bring the speculator level to over a 3-year high dating back to June 12th of 2018. Cotton prices have been surging as well with prices reaching the highest thresholds since 2011. Needless to say that the Cotton Speculator Strength Index is currently at a 100 percent score again this week (meaning the highest level of bullish speculator positioning over the past three-year range). Joining Cotton with bullish-extreme strength readings this week are Lean Hogs, COFFEE and Sugar among the soft commodities.

Data Snapshot of Commodity Market Traders | Columns Legend

Oct-05-2021	OI	OI-Index	Spec-Net	Spec-Index	Com-Net	COM-Index	Smalls-Net	Smalls-Index
WTI Crude	2,230,794	48	398,307	39	-443,259	50	44,952	78
Gold	483,789	21	182,582	53	-203,702	47	21,120	31
Silver	139,763	7	16,379	39	-27,778	72	11,399	6
Copper	185,655	16	14,417	53	-18,918	46	4,501	51
Palladium	9,705	14	-3,230	0	3,510	99	-280	28
Platinum	62,109	25	5,515	10	-10,403	94	4,888	30
Natural Gas	1,376,788	50	-133,708	38	96,637	61	37,071	73
Brent	197,795	38	-37,021	51	30,935	42	6,086	89
Heating Oil	440,286	77	37,548	92	-66,885	0	29,337	100
Soybeans	715,835	25	51,401	43	-22,592	61	-28,809	24
Corn	1,397,458	4	297,005	68	-237,593	38	-59,412	9
Coffee	306,363	63	66,571	97	-71,022	4	4,451	19
Sugar	888,354	28	247,375	87	-293,135	13	45,760	64
Wheat	373,320	17	7,312	53	3,695	44	-11,007	49

CORN Futures:

The CORN large speculator standing this week recorded a net position of 297,005 contracts in the data reported through Tuesday. This was a weekly boost of 18,459 contracts from the previous week which had a total of 278,546 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 68.0 percent. The commercials are Bearish with a score of 38.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.9 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.4	48.0	9.0
– Percent of Open Interest Shorts:	8.1	65.0	13.3
– Net Position:	297,005	-237,593	-59,412
– Gross Longs:	410,799	670,303	126,389
– Gross Shorts:	113,794	907,896	185,801
– Long to Short Ratio:	3.6 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.0	38.1	8.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.3	2.7	8.5

SUGAR Futures:

The SUGAR large speculator standing this week recorded a net position of 247,375 contracts in the data reported through Tuesday. This was a weekly fall of -1,540 contracts from the previous week which had a total of 248,915 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 87.5 percent. The commercials are Bearish-Extreme with a score of 12.6 percent and the small traders (not shown in chart) are Bullish with a score of 64.4 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.4	41.9	10.0
– Percent of Open Interest Shorts:	5.6	74.9	4.8
– Net Position:	247,375	-293,135	45,760
– Gross Longs:	296,884	372,006	88,637
– Gross Shorts:	49,509	665,141	42,877
– Long to Short Ratio:	6.0 to 1	0.6 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.5	12.6	64.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.6	10.9	-6.9

COFFEE Futures:

The COFFEE large speculator standing this week recorded a net position of 66,571 contracts in the data reported through Tuesday. This was a weekly lift of 996 contracts from the previous week which had a total of 65,575 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-Extreme with a score of 96.9 percent. The commercials are Bearish-Extreme with a score of 4.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.1 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.6	39.6	3.8
– Percent of Open Interest Shorts:	5.9	62.8	2.4
– Net Position:	66,571	-71,022	4,451
– Gross Longs:	84,602	121,365	11,705
– Gross Shorts:	18,031	192,387	7,254
– Long to Short Ratio:	4.7 to 1	0.6 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	96.9	4.2	19.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.7	-8.4	0.5

SOYBEANS Futures:

The SOYBEANS large speculator standing this week recorded a net position of 51,401 contracts in the data reported through Tuesday. This was a weekly reduction of -13,319 contracts from the previous week which had a total of 64,720 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 43.1 percent. The commercials are Bullish with a score of 60.5 percent and the small traders (not shown in chart) are Bearish with a score of 23.9 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.2	56.2	6.7
– Percent of Open Interest Shorts:	12.0	59.4	10.8
– Net Position:	51,401	-22,592	-28,809
– Gross Longs:	137,547	402,376	48,264
– Gross Shorts:	86,146	424,968	77,073
– Long to Short Ratio:	1.6 to 1	0.9 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	43.1	60.5	23.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.4	13.6	-12.6

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week recorded a net position of 2,462 contracts in the data reported through Tuesday. This was a weekly fall of -11,337 contracts from the previous week which had a total of 13,799 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 30.3 percent. The commercials are Bullish with a score of 69.2 percent and the small traders (not shown in chart) are Bearish with a score of 49.5 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.1	49.0	11.9
– Percent of Open Interest Shorts:	19.5	54.6	7.0
– Net Position:	2,462	-22,153	19,691
– Gross Longs:	80,454	196,027	47,656
– Gross Shorts:	77,992	218,180	27,965
– Long to Short Ratio:	1.0 to 1	0.9 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	30.3	69.2	49.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-27.6	25.5	8.0

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week recorded a net position of 33,852 contracts in the data reported through Tuesday. This was a weekly fall of -6,311 contracts from the previous week which had a total of 40,163 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 11.7 percent. The commercials are Bullish-Extreme with a score of 84.3 percent and the small traders (not shown in chart) are Bullish with a score of 74.6 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.7	44.9	10.8
– Percent of Open Interest Shorts:	19.0	54.8	12.6
– Net Position:	33,852	-28,700	-5,152
– Gross Longs:	88,928	130,125	31,412
– Gross Shorts:	55,076	158,825	36,564
– Long to Short Ratio:	1.6 to 1	0.8 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	11.7	84.3	74.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-41.9	42.5	26.7

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week recorded a net position of 73,429 contracts in the data reported through Tuesday. This was a weekly rise of 9,406 contracts from the previous week which had a total of 64,023 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 87.2 percent. The commercials are Bearish with a score of 23.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.7 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.7	30.0	7.3
– Percent of Open Interest Shorts:	14.2	52.2	13.7
– Net Position:	73,429	-57,148	-16,281
– Gross Longs:	109,947	77,177	18,907
– Gross Shorts:	36,518	134,325	35,188
– Long to Short Ratio:	3.0 to 1	0.6 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.2	23.2	0.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.3	1.9	-2.8

COTTON Futures:

The COTTON large speculator standing this week recorded a net position of 121,286 contracts in the data reported through Tuesday. This was a weekly advance of 5,154 contracts from the previous week which had a total of 116,132 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 88.5 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	46.2	32.9	7.3
– Percent of Open Interest Shorts:	4.5	78.7	3.2
– Net Position:	121,286	-133,285	11,999
– Gross Longs:	134,307	95,687	21,371
– Gross Shorts:	13,021	228,972	9,372
– Long to Short Ratio:	10.3 to 1	0.4 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	88.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.8	-10.5	5.4

COCOA Futures:

The COCOA large speculator standing this week recorded a net position of 43,997 contracts in the data reported through Tuesday. This was a weekly gain of 19,721 contracts from the previous week which had a total of 24,276 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 63.5 percent. The commercials are Bearish with a score of 35.7 percent and the small traders (not shown in chart) are Bullish with a score of 57.4 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.5	46.4	4.9
– Percent of Open Interest Shorts:	14.0	65.6	3.2
– Net Position:	43,997	-48,301	4,304
– Gross Longs:	79,217	116,792	12,283
– Gross Shorts:	35,220	165,093	7,979
– Long to Short Ratio:	2.2 to 1	0.7 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.5	35.7	57.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.4	-10.5	15.7

WHEAT Futures:

The WHEAT large speculator standing this week recorded a net position of 7,312 contracts in the data reported through Tuesday. This was a weekly rise of 10,957 contracts from the previous week which had a total of -3,645 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 53.2 percent. The commercials are Bearish with a score of 44.4 percent and the small traders (not shown in chart) are Bearish with a score of 49.0 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.8	41.2	8.1
– Percent of Open Interest Shorts:	23.8	40.2	11.0
– Net Position:	7,312	3,695	-11,007
– Gross Longs:	96,203	153,942	30,210
– Gross Shorts:	88,891	150,247	41,217
– Long to Short Ratio:	1.1 to 1	1.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	53.2	44.4	49.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-23.6	28.1	-5.6

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

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

CountingPips Forex Blog investing Opinions Soft Commodities

08 Oct

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

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

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

The latest COT data is updated through Tuesday October 05 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Data Snapshot of Commodity Market Traders | Columns Legend

Oct-05-2021	OI	OI-Index	Spec-Net	Spec-Index	Com-Net	COM-Index	Smalls-Net	Smalls-Index
WTI Crude	2,230,794	48	398,307	39	-443,259	50	44,952	78
Gold	483,789	21	182,582	53	-203,702	47	21,120	31
Silver	139,763	7	16,379	39	-27,778	72	11,399	6
Copper	185,655	16	14,417	53	-18,918	46	4,501	51
Palladium	9,705	14	-3,230	0	3,510	99	-280	28
Platinum	62,109	25	5,515	10	-10,403	94	4,888	30
Natural Gas	1,376,788	50	-133,708	38	96,637	61	37,071	73
Brent	197,795	38	-37,021	51	30,935	42	6,086	89
Heating Oil	440,286	77	37,548	92	-66,885	0	29,337	100
Soybeans	715,835	25	51,401	43	-22,592	61	-28,809	24
Corn	1,397,458	4	297,005	68	-237,593	38	-59,412	9
Coffee	306,363	63	66,571	97	-71,022	4	4,451	19
Sugar	888,354	28	247,375	87	-293,135	13	45,760	64
Wheat	373,320	17	7,312	53	3,695	44	-11,007	49

Gold Comex Futures:

The Gold Comex Futures large speculator standing this week recorded a net position of 182,582 contracts in the data reported through Tuesday. This was a weekly advance of 14,183 contracts from the previous week which had a total of 168,399 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 52.9 percent. The commercials are Bearish with a score of 47.4 percent and the small traders (not shown in chart) are Bearish with a score of 30.8 percent.

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	61.2	23.6	9.1
– Percent of Open Interest Shorts:	23.4	65.7	4.7
– Net Position:	182,582	-203,702	21,120
– Gross Longs:	295,939	114,229	44,017
– Gross Shorts:	113,357	317,931	22,897
– Long to Short Ratio:	2.6 to 1	0.4 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.9	47.4	30.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.7	8.1	-7.5

Silver Comex Futures:

The Silver Comex Futures large speculator standing this week recorded a net position of 16,379 contracts in the data reported through Tuesday. This was a weekly decrease of -326 contracts from the previous week which had a total of 16,705 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 38.7 percent. The commercials are Bullish with a score of 71.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 5.9 percent.

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.8	31.2	17.4
– Percent of Open Interest Shorts:	34.0	51.1	9.2
– Net Position:	16,379	-27,778	11,399
– Gross Longs:	63,957	43,573	24,323
– Gross Shorts:	47,578	71,351	12,924
– Long to Short Ratio:	1.3 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	38.7	71.6	5.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.5	8.2	-17.3

Copper Grade #1 Futures:

The Copper Grade #1 Futures large speculator standing this week recorded a net position of 14,417 contracts in the data reported through Tuesday. This was a weekly decline of -4,160 contracts from the previous week which had a total of 18,577 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 52.7 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 51.3 percent.

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.2	40.0	8.5
– Percent of Open Interest Shorts:	33.4	50.2	6.0
– Net Position:	14,417	-18,918	4,501
– Gross Longs:	76,437	74,348	15,692
– Gross Shorts:	62,020	93,266	11,191
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.7	46.5	51.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.2	-3.6	-2.8

Platinum Futures:

The Platinum Futures large speculator standing this week recorded a net position of 5,515 contracts in the data reported through Tuesday. This was a weekly lowering of -138 contracts from the previous week which had a total of 5,653 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 10.3 percent. The commercials are Bullish-Extreme with a score of 94.2 percent and the small traders (not shown in chart) are Bearish with a score of 30.2 percent.

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	52.2	31.6	13.4
– Percent of Open Interest Shorts:	43.3	48.4	5.5
– Net Position:	5,515	-10,403	4,888
– Gross Longs:	32,414	19,635	8,311
– Gross Shorts:	26,899	30,038	3,423
– Long to Short Ratio:	1.2 to 1	0.7 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	10.3	94.2	30.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.2	7.0	-17.9

Palladium Futures:

The Palladium Futures large speculator standing this week recorded a net position of -3,230 contracts in the data reported through Tuesday. This was a weekly increase of 20 contracts from the previous week which had a total of -3,250 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-Extreme with a score of 0.1 percent. The commercials are Bullish-Extreme with a score of 99.5 percent and the small traders (not shown in chart) are Bearish with a score of 28.2 percent.

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.1	55.6	12.4
– Percent of Open Interest Shorts:	62.4	19.4	15.3
– Net Position:	-3,230	3,510	-280
– Gross Longs:	2,829	5,394	1,205
– Gross Shorts:	6,059	1,884	1,485
– Long to Short Ratio:	0.5 to 1	2.9 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.1	99.5	28.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.7	17.5	-26.6

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

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

CountingPips Forex Blog Metals Opinions

08 Oct

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

By InvestMacro COT Home | Data Tables | Data Downloads | COT 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 October 05 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Data Snapshot of Stock Market Traders | Columns Legend

Oct-05-2021	OI	OI-Index	Spec-Net	Spec-Index	Com-Net	COM-Index	Smalls-Net	Smalls-Index
S&P500-Mini	2,437,353	1	72,784	66	-96,903	49	24,119	31
Nikkei 225	22,460	23	-3,944	40	2,255	61	1,689	48
Nasdaq-Mini	225,151	28	-2,653	74	5,451	30	-2,798	38
DowJones-Mini	96,240	65	-6,175	28	1,042	64	5,133	66
VIX	307,664	29	-69,588	57	75,898	44	-6,310	32
Nikkei 225 Yen	56,302	38	4,573	34	19,841	94	-24,414	31

VIX Volatility Futures:

The VIX Volatility large speculator standing this week recorded a net position of -69,588 contracts in the data reported through Tuesday. This was a weekly decline of -2,229 contracts from the previous week which had a total of -67,359 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 56.7 percent. The commercials are Bearish with a score of 44.4 percent and the small traders (not shown in chart) are Bearish with a score of 32.5 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.5	53.2	7.3
– Percent of Open Interest Shorts:	38.1	28.5	9.4
– Net Position:	-69,588	75,898	-6,310
– Gross Longs:	47,549	163,652	22,530
– Gross Shorts:	117,137	87,754	28,840
– Long to Short Ratio:	0.4 to 1	1.9 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.7	44.4	32.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.4	-1.4	1.0

S&P500 Mini Futures:

The S&P500 Mini large speculator standing this week recorded a net position of 72,784 contracts in the data reported through Tuesday. This was a weekly reduction of -373 contracts from the previous week which had a total of 73,157 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 66.4 percent. The commercials are Bearish with a score of 48.5 percent and the small traders (not shown in chart) are Bearish with a score of 31.4 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.2	71.6	10.8
– Percent of Open Interest Shorts:	12.2	75.6	9.8
– Net Position:	72,784	-96,903	24,119
– Gross Longs:	369,731	1,744,827	263,418
– Gross Shorts:	296,947	1,841,730	239,299
– Long to Short Ratio:	1.2 to 1	0.9 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.4	48.5	31.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.2	5.2	-18.3

Dow Jones Mini Futures:

The Dow Jones Mini large speculator standing this week recorded a net position of -6,175 contracts in the data reported through Tuesday. This was a weekly lift of 1,506 contracts from the previous week which had a total of -7,681 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 28.2 percent. The commercials are Bullish with a score of 63.7 percent and the small traders (not shown in chart) are Bullish with a score of 65.9 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.4	49.6	18.1
– Percent of Open Interest Shorts:	36.9	48.6	12.8
– Net Position:	-6,175	1,042	5,133
– Gross Longs:	29,290	47,776	17,406
– Gross Shorts:	35,465	46,734	12,273
– Long to Short Ratio:	0.8 to 1	1.0 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	28.2	63.7	65.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.0	8.1	-9.5

Nasdaq Mini Futures:

The Nasdaq Mini large speculator standing this week recorded a net position of -2,653 contracts in the data reported through Tuesday. This was a weekly reduction of -373 contracts from the previous week which had a total of -2,280 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 73.5 percent. The commercials are Bearish with a score of 29.9 percent and the small traders (not shown in chart) are Bearish with a score of 37.7 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.1	54.3	17.4
– Percent of Open Interest Shorts:	27.3	51.8	18.6
– Net Position:	-2,653	5,451	-2,798
– Gross Longs:	58,770	122,150	39,085
– Gross Shorts:	61,423	116,699	41,883
– Long to Short Ratio:	1.0 to 1	1.0 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.5	29.9	37.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.1	-8.0	29.6

Russell 2000 Mini Futures:

The Russell 2000 Mini large speculator standing this week recorded a net position of -58,613 contracts in the data reported through Tuesday. This was a weekly reduction of -2,970 contracts from the previous week which had a total of -55,643 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 20.5 percent. The commercials are Bullish with a score of 76.1 percent and the small traders (not shown in chart) are Bullish with a score of 60.0 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.2	79.0	6.5
– Percent of Open Interest Shorts:	26.3	68.0	4.4
– Net Position:	-58,613	49,078	9,535
– Gross Longs:	58,691	351,912	29,146
– Gross Shorts:	117,304	302,834	19,611
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	20.5	76.1	60.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.7	-11.6	10.3

Nikkei Stock Average (USD) Futures:

The Nikkei Stock Average (USD) large speculator standing this week recorded a net position of -3,944 contracts in the data reported through Tuesday. This was a weekly rise of 3,004 contracts from the previous week which had a total of -6,948 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 40.5 percent. The commercials are Bullish with a score of 61.1 percent and the small traders (not shown in chart) are Bearish with a score of 48.4 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.6	71.2	19.1
– Percent of Open Interest Shorts:	27.2	61.1	11.6
– Net Position:	-3,944	2,255	1,689
– Gross Longs:	2,166	15,988	4,296
– Gross Shorts:	6,110	13,733	2,607
– Long to Short Ratio:	0.4 to 1	1.2 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	40.5	61.1	48.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.5	-11.7	43.5

MSCI EAFE Mini Futures:

The MSCI EAFE Mini large speculator standing this week recorded a net position of 18,591 contracts in the data reported through Tuesday. This was a weekly decrease of -243 contracts from the previous week which had a total of 18,834 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 36.3 percent. The commercials are Bullish with a score of 58.8 percent and the small traders (not shown in chart) are Bullish with a score of 58.2 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.3	88.5	2.6
– Percent of Open Interest Shorts:	3.6	94.4	1.4
– Net Position:	18,591	-23,255	4,664
– Gross Longs:	32,645	349,626	10,285
– Gross Shorts:	14,054	372,881	5,621
– Long to Short Ratio:	2.3 to 1	0.9 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	36.3	58.8	58.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-22.9	20.1	14.5

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

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

CountingPips Forex Blog Opinions Stock Market News

01 Oct

COT Currencies: US Dollar Speculators boost bullish bets higher for 14th time in 15 weeks

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

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

The latest COT data is updated through Tuesday September 28th 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.

Speculative positions in the US Dollar Index have now risen to a 98-week high at over +26,000 net contracts this week. The dollar speculative bets have increased for six consecutive weeks and for fourteen out of the past fifteen week. The last time bullish bets were this high was November 12th of 2019 when positions totaled of +27,784 contracts.

US Dollar Index Futures:

The US Dollar Index large speculator standing this week equaled a net position of 26,461 contracts in the data reported through Tuesday. This was a weekly gain of 1,361 contracts from the previous week which had a total of 25,100 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 71.4 percent. The commercials are Bearish with a score of 21.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 94.4 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	81.4	2.8	12.9
– Percent of Open Interest Shorts:	33.6	60.3	3.3
– Net Position:	26,461	-31,772	5,311
– Gross Longs:	45,054	1,565	7,110
– Gross Shorts:	18,593	33,337	1,799
– Long to Short Ratio:	2.4 to 1	0.0 to 1	4.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.4	21.8	94.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.5	-12.8	6.0

Euro Currency Futures:

The Euro Currency large speculator standing this week equaled a net position of 872 contracts in the data reported through Tuesday. This was a weekly decrease of -11,223 contracts from the previous week which had a total of 12,095 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 35.3 percent. The commercials are Bullish with a score of 67.1 percent and the small traders (not shown in chart) are Bearish with a score of 26.8 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.2	56.7	13.0
– Percent of Open Interest Shorts:	29.1	61.2	8.6
– Net Position:	872	-30,424	29,552
– Gross Longs:	195,043	378,476	87,150
– Gross Shorts:	194,171	408,900	57,598
– Long to Short Ratio:	1.0 to 1	0.9 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.3	67.1	26.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.4	12.1	22.3

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week equaled a net position of 1,964 contracts in the data reported through Tuesday. This was a weekly lift of 2,182 contracts from the previous week which had a total of -218 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 75.4 percent. The commercials are Bearish with a score of 31.7 percent and the small traders (not shown in chart) are Bearish with a score of 44.5 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.7	48.6	15.7
– Percent of Open Interest Shorts:	32.6	46.6	18.8
– Net Position:	1,964	3,411	-5,375
– Gross Longs:	57,923	83,471	26,971
– Gross Shorts:	55,959	80,060	32,346
– Long to Short Ratio:	1.0 to 1	1.0 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	75.4	31.7	44.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.9	4.4	-9.9

Japanese Yen Futures:

The Japanese Yen large speculator standing this week equaled a net position of -64,760 contracts in the data reported through Tuesday. This was a weekly fall of -8,689 contracts from the previous week which had a total of -56,071 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 30.4 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 12.3 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.1	75.2	8.1
– Percent of Open Interest Shorts:	45.6	37.3	16.5
– Net Position:	-64,760	83,279	-18,519
– Gross Longs:	35,328	165,246	17,806
– Gross Shorts:	100,088	81,967	36,325
– Long to Short Ratio:	0.4 to 1	2.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	30.4	74.0	12.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.9	2.5	-7.7

Swiss Franc Futures:

The Swiss Franc large speculator standing this week equaled a net position of -11,587 contracts in the data reported through Tuesday. This was a weekly reduction of -2,370 contracts from the previous week which had a total of -9,217 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 49.7 percent. The commercials are Bullish with a score of 62.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.0 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.5	72.9	15.5
– Percent of Open Interest Shorts:	31.3	25.0	43.6
– Net Position:	-11,587	28,058	-16,471
– Gross Longs:	6,734	42,675	9,060
– Gross Shorts:	18,321	14,617	25,531
– Long to Short Ratio:	0.4 to 1	2.9 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	49.7	62.4	15.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-30.0	28.0	-22.4

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week equaled a net position of -20,235 contracts in the data reported through Tuesday. This was a weekly rise of 7,642 contracts from the previous week which had a total of -27,877 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 38.1 percent. The commercials are Bullish with a score of 60.9 percent and the small traders (not shown in chart) are Bullish with a score of 54.9 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.5	53.0	26.9
– Percent of Open Interest Shorts:	35.7	40.4	22.3
– Net Position:	-20,235	14,833	5,402
– Gross Longs:	21,873	62,549	31,747
– Gross Shorts:	42,108	47,716	26,345
– Long to Short Ratio:	0.5 to 1	1.3 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	38.1	60.9	54.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-19.1	18.5	-9.9

Australian Dollar Futures:

The Australian Dollar large speculator standing this week equaled a net position of -86,383 contracts in the data reported through Tuesday. This was a weekly lowering of -799 contracts from the previous week which had a total of -85,584 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 11.0 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.2	79.5	8.0
– Percent of Open Interest Shorts:	57.9	21.7	18.1
– Net Position:	-86,383	104,698	-18,315
– Gross Longs:	18,407	143,863	14,460
– Gross Shorts:	104,790	39,165	32,775
– Long to Short Ratio:	0.2 to 1	3.7 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.0	100.0	11.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-35.1	26.9	2.4

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week equaled a net position of 10,246 contracts in the data reported through Tuesday. This was a weekly boost of 2,144 contracts from the previous week which had a total of 8,102 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 88.5 percent. The commercials are Bearish-Extreme with a score of 14.1 percent and the small traders (not shown in chart) are Bullish with a score of 57.2 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	54.4	31.1	12.2
– Percent of Open Interest Shorts:	24.0	62.6	11.1
– Net Position:	10,246	-10,598	352
– Gross Longs:	18,324	10,472	4,106
– Gross Shorts:	8,078	21,070	3,754
– Long to Short Ratio:	2.3 to 1	0.5 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	88.5	14.1	57.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.6	-16.9	5.1

Mexican Peso Futures:

The Mexican Peso large speculator standing this week equaled a net position of -19,595 contracts in the data reported through Tuesday. This was a weekly reduction of -580 contracts from the previous week which had a total of -19,015 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 4.9 percent. The commercials are Bullish-Extreme with a score of 94.8 percent and the small traders (not shown in chart) are Bullish with a score of 52.0 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	53.5	42.3	3.2
– Percent of Open Interest Shorts:	64.9	32.2	2.0
– Net Position:	-19,595	17,487	2,108
– Gross Longs:	92,423	73,086	5,510
– Gross Shorts:	112,018	55,599	3,402
– Long to Short Ratio:	0.8 to 1	1.3 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	4.9	94.8	52.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.2	0.8	-4.5

Brazilian Real Futures:

The Brazilian Real large speculator standing this week equaled a net position of 5,086 contracts in the data reported through Tuesday. This was a weekly fall of -686 contracts from the previous week which had a total of 5,772 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 75.4 percent. The commercials are Bearish with a score of 25.5 percent and the small traders (not shown in chart) are Bullish with a score of 77.3 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.5	42.2	10.7
– Percent of Open Interest Shorts:	27.3	63.5	7.6
– Net Position:	5,086	-5,956	870
– Gross Longs:	12,737	11,796	3,007
– Gross Shorts:	7,651	17,752	2,137
– Long to Short Ratio:	1.7 to 1	0.7 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	75.4	25.5	77.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.6	19.4	-7.6

Russian Ruble Futures:

The Russian Ruble large speculator standing this week equaled a net position of 20,828 contracts in the data reported through Tuesday. This was a weekly rise of 2,595 contracts from the previous week which had a total of 18,233 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 62.7 percent. The commercials are Bearish with a score of 34.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 85.6 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	55.0	40.0	4.8
– Percent of Open Interest Shorts:	14.7	83.2	1.9
– Net Position:	20,828	-22,334	1,506
– Gross Longs:	28,397	20,617	2,485
– Gross Shorts:	7,569	42,951	979
– Long to Short Ratio:	3.8 to 1	0.5 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.7	34.3	85.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	21.6	-20.4	-7.4

Bitcoin Futures:

The Bitcoin large speculator standing this week equaled a net position of -883 contracts in the data reported through Tuesday. This was a weekly gain of 142 contracts from the previous week which had a total of -1,025 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 79.1 percent. The commercials are Bullish with a score of 52.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.9 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	64.5	6.8	21.0
– Percent of Open Interest Shorts:	77.0	4.3	11.0
– Net Position:	-883	178	705
– Gross Longs:	4,539	479	1,480
– Gross Shorts:	5,422	301	775
– Long to Short Ratio:	0.8 to 1	1.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	79.1	52.6	12.9
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.4	52.6	-11.3

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

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

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