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Archive for CountingPips Forex Blog – Page 26

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

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.

Gold Comex Futures:

The Gold Comex Futures large speculator standing this week totaled a net position of 168,399 contracts in the data reported through Tuesday. This was a weekly decrease of -19,248 contracts from the previous week which had a total of 187,647 net contracts.

This 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 47.5 percent and the small traders (not shown in chart) are Bearish with a score of 32.4 percent.

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	59.9	25.3	9.1
– Percent of Open Interest Shorts:	25.6	64.0	4.7
– Net Position:	168,399	-190,151	21,752
– Gross Longs:	293,814	124,073	44,821
– Gross Shorts:	125,415	314,224	23,069
– Long to Short Ratio:	2.3 to 1	0.4 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.7	47.5	32.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.9	5.8	-1.8

Silver Comex Futures:

The Silver Comex Futures large speculator standing this week totaled a net position of 16,705 contracts in the data reported through Tuesday. This was a weekly gain of 1,070 contracts from the previous week which had a total of 15,635 net contracts.

This 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 39.0 percent. The commercials are Bullish with a score of 69.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.2 percent.

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.4	31.1	17.4
– Percent of Open Interest Shorts:	33.6	51.2	9.0
– Net Position:	16,705	-28,648	11,943
– Gross Longs:	64,490	44,202	24,795
– Gross Shorts:	47,785	72,850	12,852
– 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):	39.0	69.1	9.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.5	6.6	-14.0

Copper Grade #1 Futures:

The Copper Grade #1 Futures large speculator standing this week totaled a net position of 18,577 contracts in the data reported through Tuesday. This was a weekly decrease of -693 contracts from the previous week which had a total of 19,270 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.7 percent. The commercials are Bearish with a score of 44.5 percent and the small traders (not shown in chart) are Bearish with a score of 43.5 percent.

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.3	39.9	8.5
– Percent of Open Interest Shorts:	32.3	51.6	6.8
– Net Position:	18,577	-21,720	3,143
– Gross Longs:	78,291	73,815	15,663
– Gross Shorts:	59,714	95,535	12,520
– Long to Short Ratio:	1.3 to 1	0.8 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.7	44.5	43.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.1	5.5	-37.2

Platinum Futures:

The Platinum Futures large speculator standing this week totaled a net position of 5,653 contracts in the data reported through Tuesday. This was a weekly gain of 4,435 contracts from the previous week which had a total of 1,218 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 Bearish-Extreme with a score of 10.5 percent. The commercials are Bullish-Extreme with a score of 94.5 percent and the small traders (not shown in chart) are Bearish with a score of 25.2 percent.

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.0	32.3	12.7
– Percent of Open Interest Shorts:	42.0	48.6	5.4
– Net Position:	5,653	-10,185	4,532
– Gross Longs:	31,908	20,203	7,938
– Gross Shorts:	26,255	30,388	3,406
– Long to Short Ratio:	1.2 to 1	0.7 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	10.5	94.5	25.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.9	6.9	-29.5

Palladium Futures:

The Palladium Futures large speculator standing this week totaled a net position of -3,250 contracts in the data reported through Tuesday. This was a weekly decrease of -537 contracts from the previous week which had a total of -2,713 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish with a score of 23.2 percent.

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.1	57.0	12.8
– Percent of Open Interest Shorts:	61.5	18.7	16.7
– Net Position:	-3,250	3,614	-364
– Gross Longs:	2,558	5,382	1,210
– Gross Shorts:	5,808	1,768	1,574
– Long to Short Ratio:	0.4 to 1	3.0 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.0	100.0	23.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.2	26.2	-33.0

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

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).

01 Oct

COT Bonds Charts: Fed Funds, 2-Year, 5-Year, 10-Year Notes, Ultra Treasuries & Eurodollars

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

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

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week came in at a net position of -895,030 contracts in the data reported through Tuesday. This was a weekly decrease of -112,756 contracts from the previous week which had a total of -782,274 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.1 percent. The commercials are Bullish with a score of 60.1 percent and the small traders (not shown in chart) are Bullish with a score of 74.1 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.6	61.5	4.9
– Percent of Open Interest Shorts:	19.8	52.4	6.7
– Net Position:	-895,030	1,115,947	-220,917
– Gross Longs:	1,548,154	7,569,799	603,270
– Gross Shorts:	2,443,184	6,453,852	824,187
– Long to Short Ratio:	0.6 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	33.1	60.1	74.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.3	5.5	-5.1

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week came in at a net position of -86,981 contracts in the data reported through Tuesday. This was a weekly reduction of -927 contracts from the previous week which had a total of -86,054 net contracts.

This 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 28.9 percent. The commercials are Bullish with a score of 71.9 percent and the small traders (not shown in chart) are Bearish with a score of 39.2 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	4.9	78.1	1.6
– Percent of Open Interest Shorts:	12.3	69.6	2.6
– Net Position:	-86,981	99,062	-12,081
– Gross Longs:	57,226	917,366	18,773
– Gross Shorts:	144,207	818,304	30,854
– Long to Short Ratio:	0.4 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	28.9	71.9	39.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.5	0.4	0.9

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week came in at a net position of -62,829 contracts in the data reported through Tuesday. This was a weekly reduction of -32,428 contracts from the previous week which had a total of -30,401 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 Bullish with a score of 78.4 percent. The commercials are Bearish with a score of 29.6 percent and the small traders (not shown in chart) are Bearish with a score of 27.5 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.9	71.2	7.7
– Percent of Open Interest Shorts:	21.3	67.8	7.7
– Net Position:	-62,829	63,290	-461
– Gross Longs:	331,033	1,315,342	141,690
– Gross Shorts:	393,862	1,252,052	142,151
– Long to Short Ratio:	0.8 to 1	1.1 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.4	29.6	27.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-20.6	20.5	-7.9

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week came in at a net position of -299,196 contracts in the data reported through Tuesday. This was a weekly lowering of -151,773 contracts from the previous week which had a total of -147,423 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 58.7 percent. The commercials are Bullish with a score of 50.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.7 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.6	77.3	7.8
– Percent of Open Interest Shorts:	19.7	64.7	12.2
– Net Position:	-299,196	461,653	-162,457
– Gross Longs:	423,401	2,831,871	285,115
– Gross Shorts:	722,597	2,370,218	447,572
– Long to Short Ratio:	0.6 to 1	1.2 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.7	50.7	2.7
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-31.1	29.7	-15.7

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week came in at a net position of 181,207 contracts in the data reported through Tuesday. This was a weekly rise of 119,986 contracts from the previous week which had a total of 61,221 net contracts.

This 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 with a score of 32.1 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:	21.4	67.9	7.8
– Percent of Open Interest Shorts:	17.0	65.2	14.9
– Net Position:	181,207	108,708	-289,915
– Gross Longs:	869,115	2,753,975	315,903
– Gross Shorts:	687,908	2,645,267	605,818
– Long to Short Ratio:	1.3 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	32.1	0.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.5	4.8	-20.8

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week came in at a net position of 75,847 contracts in the data reported through Tuesday. This was a weekly decline of -10,384 contracts from the previous week which had a total of 86,231 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 47.8 percent. The commercials are Bullish with a score of 66.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.9 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.1	74.5	9.1
– Percent of Open Interest Shorts:	10.8	69.1	19.7
– Net Position:	75,847	78,053	-153,900
– Gross Longs:	232,658	1,080,055	131,272
– Gross Shorts:	156,811	1,002,002	285,172
– Long to Short Ratio:	1.5 to 1	1.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	47.8	66.1	13.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.7	4.2	-0.6

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week came in at a net position of -106,940 contracts in the data reported through Tuesday. This was a weekly decrease of -18,669 contracts from the previous week which had a total of -88,271 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.0 percent. The commercials are Bullish with a score of 51.1 percent and the small traders (not shown in chart) are Bullish with a score of 60.2 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.3	73.5	15.2
– Percent of Open Interest Shorts:	18.0	65.6	14.5
– Net Position:	-106,940	97,332	9,608
– Gross Longs:	115,052	907,957	188,318
– Gross Shorts:	221,992	810,625	178,710
– Long to Short Ratio:	0.5 to 1	1.1 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.0	51.1	60.2
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.6	7.6	2.2

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week came in at a net position of -299,793 contracts in the data reported through Tuesday. This was a weekly decrease of -5,028 contracts from the previous week which had a total of -294,765 net contracts.

This 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 62.9 percent. The commercials are Bullish with a score of 59.2 percent and the small traders (not shown in chart) are Bearish with a score of 31.9 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.5	81.1	12.5
– Percent of Open Interest Shorts:	29.6	57.4	12.1
– Net Position:	-299,793	294,678	5,115
– Gross Longs:	68,563	1,009,158	155,998
– Gross Shorts:	368,356	714,480	150,883
– Long to Short Ratio:	0.2 to 1	1.4 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.9	59.2	31.9
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.4	23.0	4.0

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

01 Oct

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

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).

VIX Volatility Futures:

The VIX Volatility large speculator standing this week equaled a net position of -67,359 contracts in the data reported through Tuesday. This was a weekly reduction of -5,432 contracts from the previous week which had a total of -61,927 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 57.5 percent. The commercials are Bearish with a score of 43.4 percent and the small traders (not shown in chart) are Bearish with a score of 34.8 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.3	51.6	7.7
– Percent of Open Interest Shorts:	38.9	28.1	9.6
– Net Position:	-67,359	73,060	-5,701
– Gross Longs:	53,922	160,575	24,129
– Gross Shorts:	121,281	87,515	29,830
– Long to Short Ratio:	0.4 to 1	1.8 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.5	43.4	34.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.4	-6.9	-2.5

S&P500 Mini Futures:

The S&P500 Mini large speculator standing this week equaled a net position of 73,157 contracts in the data reported through Tuesday. This was a weekly rise of 23,342 contracts from the previous week which had a total of 49,815 net contracts.

This 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 66.5 percent. The commercials are Bearish with a score of 47.6 percent and the small traders (not shown in chart) are Bearish with a score of 32.4 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.6	70.9	11.0
– Percent of Open Interest Shorts:	12.6	75.0	9.8
– Net Position:	73,157	-102,108	28,951
– Gross Longs:	382,495	1,741,160	270,900
– Gross Shorts:	309,338	1,843,268	241,949
– 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):	66.5	47.6	32.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.1	0.0	-9.6

Dow Jones Mini Futures:

The Dow Jones Mini large speculator standing this week equaled a net position of -7,681 contracts in the data reported through Tuesday. This was a weekly lift of 9,120 contracts from the previous week which had a total of -16,801 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 26.3 percent. The commercials are Bullish with a score of 64.9 percent and the small traders (not shown in chart) are Bullish with a score of 68.7 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.1	50.7	17.5
– Percent of Open Interest Shorts:	37.9	48.6	11.8
– Net Position:	-7,681	2,025	5,656
– Gross Longs:	29,684	49,924	17,272
– Gross Shorts:	37,365	47,899	11,616
– Long to Short Ratio:	0.8 to 1	1.0 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	26.3	64.9	68.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.7	3.8	3.3

Nasdaq Mini Futures:

The Nasdaq Mini large speculator standing this week equaled a net position of -2,280 contracts in the data reported through Tuesday. This was a weekly decrease of -11,702 contracts from the previous week which had a total of 9,422 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 73.8 percent. The commercials are Bearish with a score of 29.8 percent and the small traders (not shown in chart) are Bearish with a score of 37.1 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.8	52.4	17.8
– Percent of Open Interest Shorts:	28.8	50.0	19.2
– Net Position:	-2,280	5,346	-3,066
– Gross Longs:	64,041	120,760	41,162
– Gross Shorts:	66,321	115,414	44,228
– 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):	73.8	29.8	37.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.0	-17.9	21.2

Russell 2000 Mini Futures:

The Russell 2000 Mini large speculator standing this week equaled a net position of -55,643 contracts in the data reported through Tuesday. This was a weekly rise of 10,958 contracts from the previous week which had a total of -66,601 net contracts.

This 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 22.5 percent. The commercials are Bullish with a score of 75.2 percent and the small traders (not shown in chart) are Bullish with a score of 55.5 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.1	80.2	6.7
– Percent of Open Interest Shorts:	24.9	69.2	4.9
– Net Position:	-55,643	47,686	7,957
– Gross Longs:	52,263	346,974	29,180
– Gross Shorts:	107,906	299,288	21,223
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	22.5	75.2	55.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.1	-8.2	10.1

Nikkei Stock Average (USD) Futures:

The Nikkei Stock Average (USD) large speculator standing this week equaled a net position of -6,948 contracts in the data reported through Tuesday. This was a weekly reduction of -255 contracts from the previous week which had a total of -6,693 net contracts.

This 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 30.6 percent. The commercials are Bullish with a score of 71.1 percent and the small traders (not shown in chart) are Bearish with a score of 48.1 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.2	69.5	20.3
– Percent of Open Interest Shorts:	41.3	45.9	12.8
– Net Position:	-6,948	5,284	1,664
– Gross Longs:	2,292	15,549	4,533
– Gross Shorts:	9,240	10,265	2,869
– Long to Short Ratio:	0.2 to 1	1.5 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	30.6	71.1	48.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.3	-7.2	40.7

MSCI EAFE Mini Futures:

The MSCI EAFE Mini large speculator standing this week equaled a net position of 18,834 contracts in the data reported through Tuesday. This was a weekly lowering of -4,614 contracts from the previous week which had a total of 23,448 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 36.7 percent. The commercials are Bullish with a score of 57.1 percent and the small traders (not shown in chart) are Bullish with a score of 65.6 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.2	89.4	2.9
– Percent of Open Interest Shorts:	2.4	95.6	1.5
– Net Position:	18,834	-24,314	5,480
– Gross Longs:	28,158	349,799	11,489
– Gross Shorts:	9,324	374,113	6,009
– Long to Short Ratio:	3.0 to 1	0.9 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	36.7	57.1	65.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.7	12.4	12.0

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 Energy Charts: WTI Crude Oil, Natural Gas, Bloomberg Commodity, Heating Oil & Brent Crude

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

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

WTI Crude Oil Futures:

The WTI Crude Oil Futures large speculator standing this week totaled a net position of 373,814 contracts in the data reported through Tuesday. This was a weekly advance of 17,836 contracts from the previous week which had a total of 355,978 net contracts.

This 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 30.9 percent. The commercials are Bullish with a score of 56.9 percent and the small traders (not shown in chart) are Bullish with a score of 78.5 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.3	34.0	4.6
– Percent of Open Interest Shorts:	7.1	53.2	2.5
– Net Position:	373,814	-418,880	45,066
– Gross Longs:	527,523	738,761	99,677
– Gross Shorts:	153,709	1,157,641	54,611
– Long to Short Ratio:	3.4 to 1	0.6 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	30.9	56.9	78.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.8	8.5	3.0

Brent Crude Oil Futures:

The Brent Crude Oil Futures large speculator standing this week totaled a net position of -41,360 contracts in the data reported through Tuesday. This was a weekly reduction of -9,098 contracts from the previous week which had a total of -32,262 net contracts.

This 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 42.3 percent. The commercials are Bullish with a score of 54.1 percent and the small traders (not shown in chart) are Bullish with a score of 75.2 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.5	53.5	5.4
– Percent of Open Interest Shorts:	32.8	35.4	3.2
– Net Position:	-41,360	36,829	4,531
– Gross Longs:	25,562	109,078	11,068
– Gross Shorts:	66,922	72,249	6,537
– Long to Short Ratio:	0.4 to 1	1.5 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.3	54.1	75.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.6	7.1	33.0

Natural Gas Futures:

The Natural Gas Futures large speculator standing this week totaled a net position of -146,680 contracts in the data reported through Tuesday. This was a weekly decrease of -6,460 contracts from the previous week which had a total of -140,220 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 34.5 percent. The commercials are Bullish with a score of 64.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.1 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.1	45.0	5.0
– Percent of Open Interest Shorts:	31.9	37.2	2.0
– Net Position:	-146,680	105,967	40,713
– Gross Longs:	287,792	613,010	67,597
– Gross Shorts:	434,472	507,043	26,884
– 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):	34.5	64.3	82.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.9	-4.7	-4.0

Gasoline Blendstock Futures:

The Gasoline Blendstock Futures large speculator standing this week totaled a net position of 43,177 contracts in the data reported through Tuesday. This was a weekly increase of 6,504 contracts from the previous week which had a total of 36,673 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 14.1 percent. The commercials are Bullish-Extreme with a score of 86.3 percent and the small traders (not shown in chart) are Bullish with a score of 56.4 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.4	47.7	6.8
– Percent of Open Interest Shorts:	14.0	63.4	4.5
– Net Position:	43,177	-50,677	7,500
– Gross Longs:	88,034	153,135	21,886
– Gross Shorts:	44,857	203,812	14,386
– Long to Short Ratio:	2.0 to 1	0.8 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	14.1	86.3	56.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.6	-5.6	-10.8

#2 Heating Oil NY-Harbor Futures:

The #2 Heating Oil NY-Harbor Futures large speculator standing this week totaled a net position of 36,590 contracts in the data reported through Tuesday. This was a weekly lift of 700 contracts from the previous week which had a total of 35,890 net contracts.

This 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 85.4 percent. The commercials are Bearish-Extreme with a score of 11.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 93.6 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.6	48.1	10.6
– Percent of Open Interest Shorts:	8.2	61.9	5.1
– Net Position:	36,590	-60,357	23,767
– Gross Longs:	72,075	209,058	46,053
– Gross Shorts:	35,485	269,415	22,286
– Long to Short Ratio:	2.0 to 1	0.8 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.4	11.5	93.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.2	-9.5	21.7

Bloomberg Commodity Index Futures:

The Bloomberg Commodity Index Futures large speculator standing this week totaled a net position of -9,618 contracts in the data reported through Tuesday. This was a weekly lowering of -3,470 contracts from the previous week which had a total of -6,148 net contracts.

This 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 61.0 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:	57.2	34.1	1.5
– Percent of Open Interest Shorts:	86.5	6.1	0.2
– Net Position:	-9,618	9,177	441
– Gross Longs:	18,750	11,193	500
– Gross Shorts:	28,368	2,016	59
– Long to Short Ratio:	0.7 to 1	5.6 to 1	8.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	38.7	61.0	43.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.1	-1.2	3.3

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

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

CountingPips Forex Blog Energy Opinions

01 Oct

COT Soft Commodities: Cotton Speculators push bullish bets to highest level since 2018

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 speculator positioning is a new 3-year high net bullish position in Cotton. Speculators have added to their Cotton bullish bets to highest level since June 12th of 2018 when specs had a total bullish net position of +122,946 contracts. The strength index score for Cotton is also at a 100 percent score, indicating the highest level of bullish spec interest over the past three-year range.

COTTON Futures:

The COTTON large speculator standing this week recorded a net position of 116,132 contracts in the data reported through Tuesday. This was a weekly boost of 21,107 contracts from the previous week which had a total of 95,025 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-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 81.8 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.3	33.8	7.2
– Percent of Open Interest Shorts:	4.4	78.6	3.4
– Net Position:	116,132	-127,066	10,934
– Gross Longs:	128,487	95,758	20,525
– Gross Shorts:	12,355	222,824	9,591
– Long to Short Ratio:	10.4 to 1	0.4 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	81.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.6	-6.2	-18.2

CORN Futures:

The CORN large speculator standing this week recorded a net position of 278,546 contracts in the data reported through Tuesday. This was a weekly rise of 13,045 contracts from the previous week which had a total of 265,501 net contracts.

This 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 41.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.5 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.7	49.4	8.6
– Percent of Open Interest Shorts:	7.7	64.9	13.2
– Net Position:	278,546	-215,090	-63,456
– Gross Longs:	386,177	688,955	120,051
– Gross Shorts:	107,631	904,045	183,507
– Long to Short Ratio:	3.6 to 1	0.8 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	65.6	41.3	6.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.6	8.0	6.5

SUGAR Futures:

The SUGAR large speculator standing this week recorded a net position of 248,915 contracts in the data reported through Tuesday. This was a weekly decrease of -552 contracts from the previous week which had a total of 249,467 net contracts.

This 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 87.8 percent. The commercials are Bearish-Extreme with a score of 12.9 percent and the small traders (not shown in chart) are Bullish with a score of 60.8 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.4	43.0	9.5
– Percent of Open Interest Shorts:	5.4	75.8	4.7
– Net Position:	248,915	-291,724	42,809
– Gross Longs:	297,099	382,907	84,947
– Gross Shorts:	48,184	674,631	42,138
– Long to Short Ratio:	6.2 to 1	0.6 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.8	12.9	60.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.0	12.4	-15.2

COFFEE Futures:

The COFFEE large speculator standing this week recorded a net position of 65,575 contracts in the data reported through Tuesday. This was a weekly advance of 5,457 contracts from the previous week which had a total of 60,118 net contracts.

This 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 96.2 percent. The commercials are Bearish-Extreme with a score of 4.3 percent and the small traders (not shown in chart) are Bearish with a score of 23.5 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.0	41.8	3.9
– Percent of Open Interest Shorts:	5.7	65.9	2.2
– Net Position:	65,575	-70,663	5,088
– Gross Longs:	82,278	123,137	11,533
– Gross Shorts:	16,703	193,800	6,445
– Long to Short Ratio:	4.9 to 1	0.6 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	96.2	4.3	23.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.8	-8.3	1.7

SOYBEANS Futures:

The SOYBEANS large speculator standing this week recorded a net position of 64,720 contracts in the data reported through Tuesday. This was a weekly lift of 3,666 contracts from the previous week which had a total of 61,054 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.4 percent. The commercials are Bullish with a score of 55.8 percent and the small traders (not shown in chart) are Bearish with a score of 35.0 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.6	56.9	7.1
– Percent of Open Interest Shorts:	11.1	63.1	10.4
– Net Position:	64,720	-42,564	-22,156
– Gross Longs:	141,105	390,372	49,015
– Gross Shorts:	76,385	432,936	71,171
– Long to Short Ratio:	1.8 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.4	55.8	35.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.7	13.7	-10.5

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week recorded a net position of 13,799 contracts in the data reported through Tuesday. This was a weekly reduction of -11 contracts from the previous week which had a total of 13,810 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 36.9 percent. The commercials are Bullish with a score of 64.6 percent and the small traders (not shown in chart) are Bearish with a score of 36.7 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.5	49.1	12.2
– Percent of Open Interest Shorts:	17.7	57.4	7.6
– Net Position:	13,799	-30,286	16,487
– Gross Longs:	77,998	177,632	44,078
– Gross Shorts:	64,199	207,918	27,591
– Long to Short Ratio:	1.2 to 1	0.9 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	36.9	64.6	36.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.1	26.8	-25.5

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week recorded a net position of 40,163 contracts in the data reported through Tuesday. This was a weekly decline of -4,393 contracts from the previous week which had a total of 44,556 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 16.0 percent. The commercials are Bullish-Extreme with a score of 80.2 percent and the small traders (not shown in chart) are Bullish with a score of 71.5 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.7	43.5	10.6
– Percent of Open Interest Shorts:	17.9	55.1	12.8
– Net Position:	40,163	-33,747	-6,416
– Gross Longs:	92,493	127,134	31,023
– Gross Shorts:	52,330	160,881	37,439
– Long to Short Ratio:	1.8 to 1	0.8 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	16.0	80.2	71.5
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-25.3	24.6	19.3

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week recorded a net position of 64,023 contracts in the data reported through Tuesday. This was a weekly increase of 3,660 contracts from the previous week which had a total of 60,363 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 77.4 percent. The commercials are Bearish with a score of 30.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.0 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.4	32.1	7.8
– Percent of Open Interest Shorts:	15.6	53.2	13.4
– Net Position:	64,023	-50,557	-13,466
– Gross Longs:	101,460	76,873	18,690
– Gross Shorts:	37,437	127,430	32,156
– Long to Short Ratio:	2.7 to 1	0.6 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.4	30.2	14.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.2	9.5	3.2

COCOA Futures:

The COCOA large speculator standing this week recorded a net position of 24,276 contracts in the data reported through Tuesday. This was a weekly decline of -1,163 contracts from the previous week which had a total of 25,439 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 45.5 percent. The commercials are Bullish with a score of 55.5 percent and the small traders (not shown in chart) are Bearish with a score of 30.3 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.4	53.6	4.2
– Percent of Open Interest Shorts:	17.9	64.9	3.4
– Net Position:	24,276	-26,194	1,918
– Gross Longs:	65,973	124,722	9,712
– Gross Shorts:	41,697	150,916	7,794
– Long to Short Ratio:	1.6 to 1	0.8 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	45.5	55.5	30.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.0	10.4	-8.0

WHEAT Futures:

The WHEAT large speculator standing this week recorded a net position of -3,645 contracts in the data reported through Tuesday. This was a weekly decrease of -5,487 contracts from the previous week which had a total of 1,842 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 43.9 percent. The commercials are Bullish with a score of 52.0 percent and the small traders (not shown in chart) are Bullish with a score of 64.1 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.7	44.1	8.4
– Percent of Open Interest Shorts:	24.7	40.9	10.6
– Net Position:	-3,645	11,488	-7,843
– Gross Longs:	84,860	158,150	30,206
– Gross Shorts:	88,505	146,662	38,049
– 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):	43.9	52.0	64.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-43.0	46.3	13.7

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. Open interest indicates the number of currently open (at time of data collection) contracts still in the markets.

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

CountingPips Forex Blog Opinions Soft Commodities

24 Sep

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

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

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

The latest COT data is updated through Tuesday September 21st 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.

US Dollar Index Futures:

The US Dollar Index large speculator standing this week came in at a net position of 25,100 contracts in the data reported through Tuesday. This was a weekly advance of 827 contracts from the previous week which had a total of 24,273 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 69.1 percent. The commercials are Bearish with a score of 24.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 94.2 percent.

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

Euro Currency Futures:

The Euro Currency large speculator standing this week came in at a net position of 12,095 contracts in the data reported through Tuesday. This was a weekly decrease of -15,710 contracts from the previous week which had a total of 27,805 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 38.7 percent. The commercials are Bullish with a score of 63.2 percent and the small traders (not shown in chart) are Bearish with a score of 30.9 percent.

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

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week came in at a net position of -218 contracts in the data reported through Tuesday. This was a weekly decrease of -5,008 contracts from the previous week which had a total of 4,790 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 73.8 percent. The commercials are Bearish with a score of 30.3 percent and the small traders (not shown in chart) are Bullish with a score of 53.9 percent.

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

Japanese Yen Futures:

The Japanese Yen large speculator standing this week came in at a net position of -56,071 contracts in the data reported through Tuesday. This was a weekly advance of 4,224 contracts from the previous week which had a total of -60,295 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.7 percent. The commercials are Bullish with a score of 66.1 percent and the small traders (not shown in chart) are Bearish with a score of 29.2 percent.

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

Swiss Franc Futures:

The Swiss Franc large speculator standing this week came in at a net position of -9,217 contracts in the data reported through Tuesday. This was a weekly reduction of -3,339 contracts from the previous week which had a total of -5,878 net contracts.

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

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

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week came in at a net position of -27,877 contracts in the data reported through Tuesday. This was a weekly fall of -18,594 contracts from the previous week which had a total of -9,283 net contracts.

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

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

Australian Dollar Futures:

The Australian Dollar large speculator standing this week came in at a net position of -85,584 contracts in the data reported through Tuesday. This was a weekly decline of -2,201 contracts from the previous week which had a total of -83,383 net contracts.

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

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

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week came in at a net position of 8,102 contracts in the data reported through Tuesday. This was a weekly advance of 1,896 contracts from the previous week which had a total of 6,206 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 84.9 percent. The commercials are Bearish-Extreme with a score of 16.2 percent and the small traders (not shown in chart) are Bullish with a score of 65.7 percent.

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

Mexican Peso Futures:

The Mexican Peso large speculator standing this week came in at a net position of -19,015 contracts in the data reported through Tuesday. This was a weekly reduction of -3,163 contracts from the previous week which had a total of -15,852 net contracts.

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

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

Brazilian Real Futures:

The Brazilian Real large speculator standing this week came in at a net position of 5,772 contracts in the data reported through Tuesday. This was a weekly reduction of -1,222 contracts from the previous week which had a total of 6,994 net contracts.

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

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

Russian Ruble Futures:

The Russian Ruble large speculator standing this week came in at a net position of 18,233 contracts in the data reported through Tuesday. This was a weekly decline of -1,990 contracts from the previous week which had a total of 20,223 net contracts.

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

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

Bitcoin Futures:

The Bitcoin large speculator standing this week came in at a net position of -1,025 contracts in the data reported through Tuesday. This was a weekly advance of 162 contracts from the previous week which had a total of -1,187 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 75.1 percent. The commercials are Bearish with a score of 36.6 percent and the small traders (not shown in chart) are Bearish with a score of 22.5 percent.

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

Article By InvestMacro.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 Opinions

24 Sep

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

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

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

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week came in at a net position of -782,274 contracts in the data reported through Tuesday. This was a weekly fall of -178,118 contracts from the previous week which had a total of -604,156 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 36.9 percent. The commercials are Bullish with a score of 56.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.4 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.0	60.7	5.0
– Percent of Open Interest Shorts:	20.4	53.2	6.0
– Net Position:	-782,274	907,783	-125,509
– Gross Longs:	1,694,812	7,368,621	603,851
– Gross Shorts:	2,477,086	6,460,838	729,360
– Long to Short Ratio:	0.7 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	36.9	56.5	86.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.6	1.3	8.1

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week came in at a net position of -86,054 contracts in the data reported through Tuesday. This was a weekly reduction of -7,726 contracts from the previous week which had a total of -78,328 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 29.0 percent. The commercials are Bullish with a score of 71.5 percent and the small traders (not shown in chart) are Bearish with a score of 44.3 percent.

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

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week came in at a net position of -30,401 contracts in the data reported through Tuesday. This was a weekly decrease of -5,768 contracts from the previous week which had a total of -24,633 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 85.6 percent. The commercials are Bearish-Extreme with a score of 19.9 percent and the small traders (not shown in chart) are Bearish with a score of 38.2 percent.

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

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week came in at a net position of -147,423 contracts in the data reported through Tuesday. This was a weekly lowering of -123,057 contracts from the previous week which had a total of -24,366 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 74.6 percent. The commercials are Bearish with a score of 35.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.7 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.4	76.1	8.1
– Percent of Open Interest Shorts:	16.5	68.1	12.0
– Net Position:	-147,423	285,859	-138,436
– Gross Longs:	442,132	2,713,555	289,472
– Gross Shorts:	589,555	2,427,696	427,908
– Long to Short Ratio:	0.7 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.6	35.1	12.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.6	9.4	-1.9

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week came in at a net position of 61,221 contracts in the data reported through Tuesday. This was a weekly decrease of -68,202 contracts from the previous week which had a total of 129,423 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 87.7 percent. The commercials are Bearish with a score of 35.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.5 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.8	69.5	8.6
– Percent of Open Interest Shorts:	18.3	65.2	14.4
– Net Position:	61,221	168,160	-229,381
– Gross Longs:	780,822	2,732,956	337,429
– Gross Shorts:	719,601	2,564,796	566,810
– Long to Short Ratio:	1.1 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.7	35.4	13.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.2	6.5	-4.5

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week came in at a net position of 86,231 contracts in the data reported through Tuesday. This was a weekly fall of -6,727 contracts from the previous week which had a total of 92,958 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 50.5 percent. The commercials are Bullish with a score of 62.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.5 percent.

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

US Treasury Bonds Futures:

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

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

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

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week came in at a net position of -294,765 contracts in the data reported through Tuesday. This was a weekly advance of 7,023 contracts from the previous week which had a total of -301,788 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 65.0 percent. The commercials are Bullish with a score of 50.4 percent and the small traders (not shown in chart) are Bearish with a score of 41.1 percent.

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

Article By InvestMacro.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

24 Sep

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

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

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

VIX Volatility Futures:

The VIX Volatility large speculator standing this week reached a net position of -61,927 contracts in the data reported through Tuesday. This was a weekly gain of 21,763 contracts from the previous week which had a total of -83,690 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.6 percent. The commercials are Bearish with a score of 41.3 percent and the small traders (not shown in chart) are Bearish with a score of 34.9 percent.

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

S&P500 Mini Futures:

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

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

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

Dow Jones Mini Futures:

The Dow Jones Mini large speculator standing this week reached a net position of -16,801 contracts in the data reported through Tuesday. This was a weekly decline of -4,900 contracts from the previous week which had a total of -11,901 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 14.3 percent. The commercials are Bullish with a score of 76.4 percent and the small traders (not shown in chart) are Bullish with a score of 75.4 percent.

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

Nasdaq Mini Futures:

The Nasdaq Mini large speculator standing this week reached a net position of 9,422 contracts in the data reported through Tuesday. This was a weekly reduction of -140 contracts from the previous week which had a total of 9,562 net contracts.

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

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

Russell 2000 Mini Futures:

The Russell 2000 Mini large speculator standing this week reached a net position of -66,601 contracts in the data reported through Tuesday. This was a weekly lowering of -3,620 contracts from the previous week which had a total of -62,981 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 15.1 percent. The commercials are Bullish-Extreme with a score of 82.9 percent and the small traders (not shown in chart) are Bullish with a score of 53.0 percent.

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

Nikkei Stock Average (USD) Futures:

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

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

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

MSCI EAFE Mini Futures:

The MSCI EAFE Mini large speculator standing this week reached a net position of 23,448 contracts in the data reported through Tuesday. This was a weekly reduction of -4,163 contracts from the previous week which had a total of 27,611 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 44.3 percent. The commercials are Bearish with a score of 49.7 percent and the small traders (not shown in chart) are Bullish with a score of 64.8 percent.

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

Article By InvestMacro.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

24 Sep

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

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

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

The latest COT data is updated through Tuesday September 21 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

CORN Futures:

The CORN large speculator standing this week totaled a net position of 265,501 contracts in the data reported through Tuesday. This was a weekly gain of 6,867 contracts from the previous week which had a total of 258,634 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 63.9 percent. The commercials are Bearish with a score of 43.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.8 percent.

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

SUGAR Futures:

The SUGAR large speculator standing this week totaled a net position of 249,467 contracts in the data reported through Tuesday. This was a weekly decrease of -9,582 contracts from the previous week which had a total of 259,049 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 87.9 percent. The commercials are Bearish-Extreme with a score of 13.1 percent and the small traders (not shown in chart) are Bullish with a score of 58.5 percent.

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

COFFEE Futures:

The COFFEE large speculator standing this week totaled a net position of 60,118 contracts in the data reported through Tuesday. This was a weekly gain of 2,051 contracts from the previous week which had a total of 58,067 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 92.8 percent. The commercials are Bearish-Extreme with a score of 8.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.1 percent.

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

SOYBEANS Futures:

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

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

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

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week totaled a net position of 13,810 contracts in the data reported through Tuesday. This was a weekly rise of 847 contracts from the previous week which had a total of 12,963 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 36.9 percent. The commercials are Bullish with a score of 63.5 percent and the small traders (not shown in chart) are Bearish with a score of 45.0 percent.

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

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week totaled a net position of 44,556 contracts in the data reported through Tuesday. This was a weekly fall of -8,599 contracts from the previous week which had a total of 53,155 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 18.9 percent. The commercials are Bullish with a score of 77.6 percent and the small traders (not shown in chart) are Bullish with a score of 68.5 percent.

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

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week totaled a net position of 60,363 contracts in the data reported through Tuesday. This was a weekly fall of -6,871 contracts from the previous week which had a total of 67,234 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 73.5 percent. The commercials are Bearish with a score of 34.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.9 percent.

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

COTTON Futures:

The COTTON large speculator standing this week totaled a net position of 95,025 contracts in the data reported through Tuesday. This was a weekly decline of -13,198 contracts from the previous week which had a total of 108,223 net contracts.

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

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

COCOA Futures:

The COCOA large speculator standing this week totaled a net position of 25,439 contracts in the data reported through Tuesday. This was a weekly reduction of -2,597 contracts from the previous week which had a total of 28,036 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.5 percent. The commercials are Bullish with a score of 54.2 percent and the small traders (not shown in chart) are Bearish with a score of 33.3 percent.

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

WHEAT Futures:

The WHEAT large speculator standing this week totaled a net position of 1,842 contracts in the data reported through Tuesday. This was a weekly fall of -2,732 contracts from the previous week which had a total of 4,574 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 48.6 percent. The commercials are Bullish with a score of 50.2 percent and the small traders (not shown in chart) are Bearish with a score of 46.7 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.5	43.4	8.0
– Percent of Open Interest Shorts:	24.0	40.7	11.2
– Net Position:	1,842	9,654	-11,496
– Gross Longs:	86,658	153,473	28,167
– Gross Shorts:	84,816	143,819	39,663
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	48.6	50.2	46.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-35.6	40.0	3.2

Article By InvestMacro.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 Soft Commodities

24 Sep

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

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

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

Gold Comex Futures:

The Gold Comex Futures large speculator standing this week recorded a net position of 187,647 contracts in the data reported through Tuesday. This was a weekly lowering of -20,113 contracts from the previous week which had a total of 207,760 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 57.6 percent. The commercials are Bearish with a score of 42.0 percent and the small traders (not shown in chart) are Bearish with a score of 40.8 percent.

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

Silver Comex Futures:

The Silver Comex Futures large speculator standing this week recorded a net position of 15,635 contracts in the data reported through Tuesday. This was a weekly decrease of -11,041 contracts from the previous week which had a total of 26,676 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.9 percent. The commercials are Bullish with a score of 69.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.1 percent.

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

Copper Grade #1 Futures:

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

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

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

Platinum Futures:

The Platinum Futures large speculator standing this week recorded a net position of 1,218 contracts in the data reported through Tuesday. This was a weekly lift of 2,285 contracts from the previous week which had a total of -1,067 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 4.1 percent. The commercials are Bullish-Extreme with a score of 99.1 percent and the small traders (not shown in chart) are Bearish with a score of 42.6 percent.

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

Palladium Futures:

The Palladium Futures large speculator standing this week recorded a net position of -2,713 contracts in the data reported through Tuesday. This was a weekly decrease of -986 contracts from the previous week which had a total of -1,727 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish with a score of 25.2 percent.

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

Article By InvestMacro.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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