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Archive for CountingPips Forex Blog – Page 27

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

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

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

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

WTI Crude Oil Futures:

The WTI Crude Oil Futures large speculator standing this week totaled a net position of 355,978 contracts in the data reported through Tuesday. This was a weekly gain of 914 contracts from the previous week which had a total of 355,064 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 25.2 percent. The commercials are Bullish with a score of 63.7 percent and the small traders (not shown in chart) are Bullish with a score of 71.7 percent.

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

Brent Crude Oil Futures:

The Brent Crude Oil Futures large speculator standing this week totaled a net position of -32,262 contracts in the data reported through Tuesday. This was a weekly gain of 653 contracts from the previous week which had a total of -32,915 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 57.7 percent. The commercials are Bearish with a score of 43.0 percent and the small traders (not shown in chart) are Bullish with a score of 53.7 percent.

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

Natural Gas Futures:

The Natural Gas Futures large speculator standing this week totaled a net position of -140,220 contracts in the data reported through Tuesday. This was a weekly rise of 8,359 contracts from the previous week which had a total of -148,579 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 36.5 percent. The commercials are Bullish with a score of 62.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.6 percent.

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

Gasoline Blendstock Futures:

The Gasoline Blendstock Futures large speculator standing this week totaled a net position of 36,673 contracts in the data reported through Tuesday. This was a weekly decrease of -5,299 contracts from the previous week which had a total of 41,972 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 7.5 percent. The commercials are Bullish-Extreme with a score of 92.1 percent and the small traders (not shown in chart) are Bullish with a score of 61.0 percent.

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

#2 Heating Oil NY-Harbor Futures:

The #2 Heating Oil NY-Harbor Futures large speculator standing this week totaled a net position of 35,890 contracts in the data reported through Tuesday. This was a weekly gain of 5,899 contracts from the previous week which had a total of 29,991 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 83.7 percent. The commercials are Bearish-Extreme with a score of 12.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.2 percent.

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

Bloomberg Commodity Index Futures:

The Bloomberg Commodity Index Futures large speculator standing this week totaled a net position of -6,148 contracts in the data reported through Tuesday. This was a weekly lowering of -1,370 contracts from the previous week which had a total of -4,778 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.0 percent. The commercials are Bullish with a score of 53.8 percent and the small traders (not shown in chart) are Bearish with a score of 40.7 percent.

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

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

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

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

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

17 Sep

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

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

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

The latest COT data is updated through Tuesday September 14th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.

US Dollar Index Futures:

The US Dollar Index large speculator standing this week recorded a net position of 24,273 contracts in the data reported through Tuesday. This was a weekly increase of 2,808 contracts from the previous week which had a total of 21,465 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 67.7 percent. The commercials are Bearish with a score of 25.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 97.1 percent.

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

Euro Currency Futures:

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

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

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

British Pound Sterling Futures:

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

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

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

Japanese Yen Futures:

The Japanese Yen large speculator standing this week recorded a net position of -60,295 contracts in the data reported through Tuesday. This was a weekly increase of 2,030 contracts from the previous week which had a total of -62,325 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.1 percent. The commercials are Bullish with a score of 66.8 percent and the small traders (not shown in chart) are Bearish with a score of 40.3 percent.

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

Swiss Franc Futures:

The Swiss Franc large speculator standing this week recorded a net position of -5,878 contracts in the data reported through Tuesday. This was a weekly fall of -6,098 contracts from the previous week which had a total of 220 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.7 percent. The commercials are Bullish with a score of 50.6 percent and the small traders (not shown in chart) are Bearish with a score of 29.0 percent.

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

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week recorded a net position of -9,283 contracts in the data reported through Tuesday. This was a weekly reduction of -3,273 contracts from the previous week which had a total of -6,010 net contracts.

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

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

Australian Dollar Futures:

The Australian Dollar large speculator standing this week recorded a net position of -83,383 contracts in the data reported through Tuesday. This was a weekly reduction of -12,895 contracts from the previous week which had a total of -70,488 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish with a score of 24.3 percent.

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

New Zealand Dollar Futures:

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

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

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

Mexican Peso Futures:

The Mexican Peso large speculator standing this week recorded a net position of -15,852 contracts in the data reported through Tuesday. This was a weekly boost of 1,665 contracts from the previous week which had a total of -17,517 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 6.8 percent. The commercials are Bullish-Extreme with a score of 91.6 percent and the small traders (not shown in chart) are Bullish with a score of 63.3 percent.

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

Brazilian Real Futures:

The Brazilian Real large speculator standing this week recorded a net position of 6,994 contracts in the data reported through Tuesday. This was a weekly advance of 660 contracts from the previous week which had a total of 12,258 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 78.0 percent. The commercials are Bearish with a score of 22.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.2 percent.

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

Russian Ruble Futures:

The Russian Ruble large speculator standing this week recorded a net position of 20,223 contracts in the data reported through Tuesday. This was a weekly decline of -722 contracts from the previous week which had a total of 20,945 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.3 percent. The commercials are Bearish with a score of 34.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 98.6 percent.

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

Bitcoin Futures:

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

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

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

Article By CountingPips.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

17 Sep

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

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

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

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week resulted in a net position of -604,156 contracts in the data reported through Tuesday. This was a weekly reduction of -17,717 contracts from the previous week which had a total of -586,439 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 40.6 percent. The commercials are Bullish with a score of 53.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.9 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.2	59.7	5.5
– Percent of Open Interest Shorts:	19.3	53.5	6.6
– Net Position:	-604,156	741,169	-137,013
– Gross Longs:	1,704,062	7,143,202	652,368
– Gross Shorts:	2,308,218	6,402,033	789,381
– Long to Short Ratio:	0.7 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	40.6	53.4	84.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.1	-2.7	5.1

30-Day Federal Funds Futures:

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

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

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

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week resulted in a net position of -24,633 contracts in the data reported through Tuesday. This was a weekly advance of 40,624 contracts from the previous week which had a total of -65,257 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 86.9 percent. The commercials are Bearish-Extreme with a score of 19.0 percent and the small traders (not shown in chart) are Bearish with a score of 37.3 percent.

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

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week resulted in a net position of -24,366 contracts in the data reported through Tuesday. This was a weekly advance of 39,146 contracts from the previous week which had a total of -63,512 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 87.5 percent. The commercials are Bearish with a score of 23.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.4 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.6	75.3	8.5
– Percent of Open Interest Shorts:	13.3	70.9	12.2
– Net Position:	-24,366	156,367	-132,001
– Gross Longs:	447,697	2,673,515	300,332
– Gross Shorts:	472,063	2,517,148	432,333
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.5	23.6	15.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.3	-4.3	-4.9

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week resulted in a net position of 129,423 contracts in the data reported through Tuesday. This was a weekly lift of 128,643 contracts from the previous week which had a total of 780 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 95.3 percent. The commercials are Bearish with a score of 26.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.7 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.0	67.4	9.1
– Percent of Open Interest Shorts:	17.7	65.1	14.7
– Net Position:	129,423	91,595	-221,018
– Gross Longs:	827,686	2,658,129	358,460
– Gross Shorts:	698,263	2,566,534	579,478
– Long to Short Ratio:	1.2 to 1	1.0 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	95.3	26.8	15.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.5	-1.7	-6.6

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 92,958 contracts in the data reported through Tuesday. This was a weekly rise of 1,383 contracts from the previous week which had a total of 91,575 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 52.3 percent. The commercials are Bullish with a score of 64.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 5.5 percent.

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

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week resulted in a net position of -60,600 contracts in the data reported through Tuesday. This was a weekly lift of 22,971 contracts from the previous week which had a total of -83,571 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 71.6 percent. The commercials are Bearish with a score of 34.9 percent and the small traders (not shown in chart) are Bullish with a score of 63.8 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.8	70.6	16.0
– Percent of Open Interest Shorts:	16.7	66.8	14.8
– Net Position:	-60,600	46,509	14,091
– Gross Longs:	146,257	874,144	197,631
– Gross Shorts:	206,857	827,635	183,540
– Long to Short Ratio:	0.7 to 1	1.1 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.6	34.9	63.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.4	-12.0	2.5

Ultra US Treasury Bonds Futures:

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

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

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

Article By CountingPips.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

17 Sep

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

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

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

The latest COT data is updated through Tuesday September 14 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Gold Comex Futures:

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

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

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

Silver Comex Futures:

The Silver Comex Futures large speculator standing this week totaled a net position of 26,676 contracts in the data reported through Tuesday. This was a weekly reduction of -1,880 contracts from the previous week which had a total of 28,556 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 49.4 percent. The commercials are Bullish with a score of 57.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.5 percent.

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

Copper Grade #1 Futures:

The Copper Grade #1 Futures large speculator standing this week totaled a net position of 28,779 contracts in the data reported through Tuesday. This was a weekly lift of 5,187 contracts from the previous week which had a total of 23,592 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 63.1 percent. The commercials are Bearish with a score of 34.6 percent and the small traders (not shown in chart) are Bullish with a score of 67.7 percent.

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

Platinum Futures:

The Platinum Futures large speculator standing this week totaled a net position of -1,067 contracts in the data reported through Tuesday. This was a weekly lowering of -7,416 contracts from the previous week which had a total of 6,349 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.8 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bullish with a score of 65.5 percent.

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

Palladium Futures:

The Palladium Futures large speculator standing this week totaled a net position of -1,727 contracts in the data reported through Tuesday. This was a weekly decrease of -1,392 contracts from the previous week which had a total of -335 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish with a score of 25.0 percent.

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

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

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

CountingPips Forex Blog Metals Opinions

17 Sep

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

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

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

VIX Volatility Futures:

The VIX Volatility large speculator standing this week came in at a net position of -83,690 contracts in the data reported through Tuesday. This was a weekly lift of 6,365 contracts from the previous week which had a total of -90,055 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 51.3 percent. The commercials are Bearish with a score of 49.7 percent and the small traders (not shown in chart) are Bearish with a score of 30.8 percent.

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

S&P500 Mini Futures:

The S&P500 Mini large speculator standing this week came in at a net position of -35,842 contracts in the data reported through Tuesday. This was a weekly fall of -7,477 contracts from the previous week which had a total of -28,365 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 47.2 percent. The commercials are Bearish with a score of 44.9 percent and the small traders (not shown in chart) are Bullish with a score of 58.5 percent.

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

Dow Jones Mini Futures:

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

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

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

Nasdaq Mini Futures:

The Nasdaq Mini large speculator standing this week came in at a net position of 9,562 contracts in the data reported through Tuesday. This was a weekly lift of 4,574 contracts from the previous week which had a total of 4,988 net contracts.

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

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

Russell 2000 Mini Futures:

The Russell 2000 Mini large speculator standing this week came in at a net position of -62,981 contracts in the data reported through Tuesday. This was a weekly fall of -6,533 contracts from the previous week which had a total of -56,448 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 17.5 percent. The commercials are Bullish-Extreme with a score of 80.3 percent and the small traders (not shown in chart) are Bullish with a score of 53.8 percent.

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

Nikkei Stock Average (USD) Futures:

The Nikkei Stock Average (USD) large speculator standing this week came in at a net position of -9,401 contracts in the data reported through Tuesday. This was a weekly decrease of -907 contracts from the previous week which had a total of -8,494 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 22.6 percent. The commercials are Bullish-Extreme with a score of 88.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.2 percent.

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

MSCI EAFE Mini Futures:

The MSCI EAFE Mini large speculator standing this week came in at a net position of 27,611 contracts in the data reported through Tuesday. This was a weekly gain of 2,771 contracts from the previous week which had a total of 24,840 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 51.2 percent. The commercials are Bearish with a score of 46.9 percent and the small traders (not shown in chart) are Bearish with a score of 42.7 percent.

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

Article By CountingPips.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

17 Sep

COT Energy Futures Charts: WTI Crude Oil, Natural Gas, Gasoline Blendstock & #2 Heating Oil

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

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

WTI Crude Oil Futures :

The WTI Crude Oil Futures large speculator standing this week reached a net position of 355,064 contracts in the data reported through Tuesday. This was a weekly lift of 5,906 contracts from the previous week which had a total of 349,158 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 24.9 percent. The commercials are Bullish with a score of 63.4 percent and the small traders (not shown in chart) are Bullish with a score of 74.4 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.9	36.3	4.4
– Percent of Open Interest Shorts:	7.3	54.8	2.4
– Net Position:	355,064	-397,188	42,124
– Gross Longs:	512,626	778,938	93,556
– Gross Shorts:	157,562	1,176,126	51,432
– Long to Short Ratio:	3.3 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	24.9	63.4	74.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.2	23.2	-2.4

Brent Crude Oil Futures :

The Brent Crude Oil Futures large speculator standing this week reached a net position of -32,915 contracts in the data reported through Tuesday. This was a weekly lift of 359 contracts from the previous week which had a total of -33,274 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 Bullish with a score of 56.6 percent. The commercials are Bearish with a score of 42.1 percent and the small traders (not shown in chart) are Bullish with a score of 63.9 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.9	52.9	5.0
– Percent of Open Interest Shorts:	29.1	38.4	3.4
– Net Position:	-32,915	29,669	3,246
– Gross Longs:	26,217	107,707	10,201
– Gross Shorts:	59,132	78,038	6,955
– Long to Short Ratio:	0.4 to 1	1.4 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.6	42.1	63.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.9	13.1	23.8

Natural Gas Futures :

The Natural Gas Futures large speculator standing this week reached a net position of -148,579 contracts in the data reported through Tuesday. This was a weekly lowering of -28,601 contracts from the previous week which had a total of -119,978 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 34.0 percent. The commercials are Bullish with a score of 65.2 percent and the small traders (not shown in chart) are Bullish with a score of 79.7 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.6	44.5	4.7
– Percent of Open Interest Shorts:	33.0	36.9	1.9
– Net Position:	-148,579	108,808	39,771
– Gross Longs:	322,726	636,614	67,024
– Gross Shorts:	471,305	527,806	27,253
– 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):	34.0	65.2	79.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.7	2.7	9.9

Gasoline Blendstock Futures :

The Gasoline Blendstock Futures large speculator standing this week reached a net position of 41,972 contracts in the data reported through Tuesday. This was a weekly rise of 2,114 contracts from the previous week which had a total of 39,858 net contracts.

This 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 12.8 percent. The commercials are Bullish-Extreme with a score of 84.9 percent and the small traders (not shown in chart) are Bullish with a score of 72.3 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.6	49.8	6.5
– Percent of Open Interest Shorts:	15.5	64.8	3.6
– Net Position:	41,972	-52,143	10,171
– Gross Longs:	95,823	172,665	22,611
– Gross Shorts:	53,851	224,808	12,440
– Long to Short Ratio:	1.8 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.8	84.9	72.3
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.0	-2.5	3.0

#2 Heating Oil NY-Harbor Futures :

The #2 Heating Oil NY-Harbor Futures large speculator standing this week reached a net position of 29,991 contracts in the data reported through Tuesday. This was a weekly decline of -7,668 contracts from the previous week which had a total of 37,659 net contracts.

This 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 76.1 percent. The commercials are Bearish-Extreme with a score of 19.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 88.9 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.3	52.8	10.1
– Percent of Open Interest Shorts:	8.4	65.0	4.9
– Net Position:	29,991	-52,569	22,578
– Gross Longs:	66,553	229,180	43,976
– Gross Shorts:	36,562	281,749	21,398
– Long to Short Ratio:	1.8 to 1	0.8 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.1	19.4	88.9
– COT Index Reading (3 Year Range):	Bullish	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.9	-3.3	7.1

Bloomberg Commodity Index Futures :

The Bloomberg Commodity Index Futures large speculator standing this week reached a net position of -4,778 contracts in the data reported through Tuesday. This was a weekly advance of 7,600 contracts from the previous week which had a total of -12,378 net contracts.

This 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 48.8 percent. The commercials are Bullish with a score of 51.0 percent and the small traders (not shown in chart) are Bearish with a score of 39.5 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	72.6	20.0	4.7
– Percent of Open Interest Shorts:	84.9	8.7	3.9
– Net Position:	-4,778	4,431	347
– Gross Longs:	28,432	7,831	1,856
– Gross Shorts:	33,210	3,400	1,509
– Long to Short Ratio:	0.9 to 1	2.3 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	48.8	51.0	39.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.2	-14.2	-0.8

Article By CountingPips.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

17 Sep

COT Soft Commodities Charts: Soybeans, Live Cattle, Lean Hogs, Sugar, Coffee & Cotton

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).

CORN Futures:

The CORN large speculator standing this week was a net position of 258,634 contracts in the data reported through Tuesday. This was a weekly fall of -9,143 contracts from the previous week which had a total of 267,777 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 63.1 percent. The commercials are Bearish with a score of 44.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.3 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.8	50.5	8.2
– Percent of Open Interest Shorts:	8.1	64.4	13.1
– Net Position:	258,634	-191,326	-67,308
– Gross Longs:	370,349	697,234	113,142
– Gross Shorts:	111,715	888,560	180,450
– Long to Short Ratio:	3.3 to 1	0.8 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.1	44.6	4.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.6	8.6	-0.7

SUGAR Futures:

The SUGAR large speculator standing this week was a net position of 259,049 contracts in the data reported through Tuesday. This was a weekly decline of -24,880 contracts from the previous week which had a total of 283,929 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.8 percent. The commercials are Bearish-Extreme with a score of 10.9 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:	29.7	46.2	9.4
– Percent of Open Interest Shorts:	4.4	75.6	5.2
– Net Position:	259,049	-301,862	42,813
– Gross Longs:	303,937	473,195	96,066
– Gross Shorts:	44,888	775,057	53,253
– Long to Short Ratio:	6.8 to 1	0.6 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.8	10.9	60.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.0	5.8	-8.0

COFFEE Futures:

The COFFEE large speculator standing this week was a net position of 58,067 contracts in the data reported through Tuesday. This was a weekly increase of 952 contracts from the previous week which had a total of 57,115 net contracts.

This 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 92.2 percent. The commercials are Bearish-Extreme with a score of 8.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.0 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.4	43.1	3.7
– Percent of Open Interest Shorts:	6.3	64.7	2.2
– Net Position:	58,067	-62,349	4,282
– Gross Longs:	76,249	124,527	10,731
– Gross Shorts:	18,182	186,876	6,449
– Long to Short Ratio:	4.2 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.2	8.9	18.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.9	-1.8	-1.2

SOYBEANS Futures:

The SOYBEANS large speculator standing this week was a net position of 65,755 contracts in the data reported through Tuesday. This was a weekly reduction of -4,482 contracts from the previous week which had a total of 70,237 net contracts.

This 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 46.6 percent. The commercials are Bullish with a score of 55.1 percent and the small traders (not shown in chart) are Bearish with a score of 38.3 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.9	56.4	7.2
– Percent of Open Interest Shorts:	11.8	63.4	10.3
– Net Position:	65,755	-45,602	-20,153
– Gross Longs:	143,116	369,443	47,068
– Gross Shorts:	77,361	415,045	67,221
– 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):	46.6	55.1	38.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.3	13.2	-10.3

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week was a net position of 12,963 contracts in the data reported through Tuesday. This was a weekly fall of -6,882 contracts from the previous week which had a total of 19,845 net contracts.

This 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 36.4 percent. The commercials are Bullish with a score of 65.1 percent and the small traders (not shown in chart) are Bearish with a score of 36.8 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.2	51.0	12.3
– Percent of Open Interest Shorts:	18.7	59.1	7.7
– Net Position:	12,963	-29,464	16,501
– Gross Longs:	80,420	184,292	44,489
– Gross Shorts:	67,457	213,756	27,988
– 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):	36.4	65.1	36.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-19.9	20.2	-7.6

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week was a net position of 53,155 contracts in the data reported through Tuesday. This was a weekly reduction of -19,344 contracts from the previous week which had a total of 72,499 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 24.7 percent. The commercials are Bullish with a score of 71.7 percent and the small traders (not shown in chart) are Bullish with a score of 64.9 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.8	42.7	9.8
– Percent of Open Interest Shorts:	14.7	57.7	12.9
– Net Position:	53,155	-44,025	-9,130
– Gross Longs:	96,535	125,695	28,935
– Gross Shorts:	43,380	169,720	38,065
– Long to Short Ratio:	2.2 to 1	0.7 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	24.7	71.7	64.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.1	11.6	6.0

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week was a net position of 67,234 contracts in the data reported through Tuesday. This was a weekly reduction of -9,121 contracts from the previous week which had a total of 76,355 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 80.7 percent. The commercials are Bearish with a score of 28.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 5.9 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.9	30.8	7.3
– Percent of Open Interest Shorts:	17.9	51.7	13.4
– Net Position:	67,234	-52,069	-15,165
– Gross Longs:	111,888	76,821	18,254
– Gross Shorts:	44,654	128,890	33,419
– Long to Short Ratio:	2.5 to 1	0.6 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	80.7	28.6	5.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-19.3	20.2	-3.4

COTTON Futures:

The COTTON large speculator standing this week was a net position of 108,223 contracts in the data reported through Tuesday. This was a weekly reduction of -692 contracts from the previous week which had a total of 108,915 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 99.5 percent. The commercials are Bearish-Extreme with a score of 1.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 81.2 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.0	34.6	7.2
– Percent of Open Interest Shorts:	5.3	78.2	3.2
– Net Position:	108,223	-119,054	10,831
– Gross Longs:	122,838	94,610	19,575
– Gross Shorts:	14,615	213,664	8,744
– Long to Short Ratio:	8.4 to 1	0.4 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	99.5	1.1	81.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.3	-12.6	4.8

COCOA Futures:

The COCOA large speculator standing this week was a net position of 28,036 contracts in the data reported through Tuesday. This was a weekly decrease of -2,405 contracts from the previous week which had a total of 30,441 net contracts.

This 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 48.9 percent. The commercials are Bullish with a score of 51.2 percent and the small traders (not shown in chart) are Bearish with a score of 41.9 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.0	51.7	5.1
– Percent of Open Interest Shorts:	17.9	65.1	3.8
– Net Position:	28,036	-30,978	2,942
– Gross Longs:	69,654	119,887	11,750
– Gross Shorts:	41,618	150,865	8,808
– Long to Short Ratio:	1.7 to 1	0.8 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	48.9	51.2	41.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.5	-17.5	3.9

WHEAT Futures:

The WHEAT large speculator standing this week was a net position of 4,574 contracts in the data reported through Tuesday. This was a weekly decline of -12,966 contracts from the previous week which had a total of 17,540 net contracts.

This 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 50.9 percent. The commercials are Bearish with a score of 48.7 percent and the small traders (not shown in chart) are Bearish with a score of 41.2 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.7	42.8	7.3
– Percent of Open Interest Shorts:	24.4	40.6	10.9
– Net Position:	4,574	8,069	-12,643
– Gross Longs:	92,418	154,026	26,416
– Gross Shorts:	87,844	145,957	39,059
– Long to Short Ratio:	1.1 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.9	48.7	41.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-31.0	35.3	0.6

Article By CountingPips.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

10 Sep

COT Forex Futures Charts: Australian Dollar, Euro, CAD, Swiss Franc, Ruble, Bitcoin & British Pound Sterling

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

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

The latest COT data is updated through Tuesday September 7th 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 resulted in a net position of 21,465 contracts in the data reported through Tuesday. This was a weekly advance of 775 contracts from the previous week which had a total of 20,690 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 62.8 percent. The commercials are Bearish with a score of 29.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 98.4 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	71.4	3.5	17.3
– Percent of Open Interest Shorts:	25.1	61.9	5.2
– Net Position:	21,465	-27,064	5,599
– Gross Longs:	33,099	1,643	8,014
– Gross Shorts:	11,634	28,707	2,415
– Long to Short Ratio:	2.8 to 1	0.1 to 1	3.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.8	29.6	98.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.5	-8.0	-1.6

Euro Currency Futures:

The Euro Currency large speculator standing this week resulted in a net position of 26,308 contracts in the data reported through Tuesday. This was a weekly advance of 15,832 contracts from the previous week which had a total of 10,476 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 43.1 percent. The commercials are Bullish with a score of 55.0 percent and the small traders (not shown in chart) are Bullish with a score of 54.4 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.3	57.1	14.1
– Percent of Open Interest Shorts:	23.5	67.6	7.4
– Net Position:	26,308	-73,316	47,008
– Gross Longs:	189,904	397,755	98,252
– Gross Shorts:	163,596	471,071	51,244
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	43.1	55.0	54.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.6	1.8	8.4

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week resulted in a net position of -24,524 contracts in the data reported through Tuesday. This was a weekly decline of -9,624 contracts from the previous week which had a total of -14,900 net contracts.

This 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 56.3 percent. The commercials are Bearish with a score of 41.7 percent and the small traders (not shown in chart) are Bullish with a score of 64.5 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.6	65.9	15.0
– Percent of Open Interest Shorts:	26.8	55.9	12.8
– Net Position:	-24,524	20,266	4,258
– Gross Longs:	29,348	132,783	30,118
– Gross Shorts:	53,872	112,517	25,860
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.3	41.7	64.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.6	7.5	12.9

Japanese Yen Futures:

The Japanese Yen large speculator standing this week resulted in a net position of -62,325 contracts in the data reported through Tuesday. This was a weekly gain of 805 contracts from the previous week which had a total of -63,130 net contracts.

This 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 31.9 percent. The commercials are Bullish with a score of 71.8 percent and the small traders (not shown in chart) are Bearish with a score of 25.1 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.5	74.1	9.2
– Percent of Open Interest Shorts:	45.0	35.7	17.2
– Net Position:	-62,325	78,582	-16,257
– Gross Longs:	29,704	151,585	18,896
– Gross Shorts:	92,029	73,003	35,153
– Long to Short Ratio:	0.3 to 1	2.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	31.9	71.8	25.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.4	1.7	-2.2

Swiss Franc Futures:

The Swiss Franc large speculator standing this week resulted in a net position of 220 contracts in the data reported through Tuesday. This was a weekly reduction of -3,755 contracts from the previous week which had a total of 3,975 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 70.4 percent. The commercials are Bearish with a score of 40.7 percent and the small traders (not shown in chart) are Bearish with a score of 36.8 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.2	48.1	24.3
– Percent of Open Interest Shorts:	25.7	28.3	44.5
– Net Position:	220	8,789	-9,009
– Gross Longs:	11,671	21,419	10,810
– Gross Shorts:	11,451	12,630	19,819
– Long to Short Ratio:	1.0 to 1	1.7 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	70.4	40.7	36.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.5	8.1	3.3

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week resulted in a net position of -6,010 contracts in the data reported through Tuesday. This was a weekly fall of -3,162 contracts from the previous week which had a total of -2,848 net contracts.

This 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 50.0 percent. The commercials are Bearish with a score of 47.8 percent and the small traders (not shown in chart) are Bullish with a score of 65.0 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.5	55.3	21.4
– Percent of Open Interest Shorts:	25.1	58.9	14.3
– Net Position:	-6,010	-6,081	12,091
– Gross Longs:	36,704	94,316	36,407
– Gross Shorts:	42,714	100,397	24,316
– Long to Short Ratio:	0.9 to 1	0.9 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.0	47.8	65.0
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.5	9.5	-5.7

Australian Dollar Futures:

The Australian Dollar large speculator standing this week resulted in a net position of -70,488 contracts in the data reported through Tuesday. This was a weekly lowering of -10,410 contracts from the previous week which had a total of -60,078 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 3.1 percent. The commercials are Bullish-Extreme with a score of 91.3 percent and the small traders (not shown in chart) are Bearish with a score of 28.3 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.7	67.0	11.5
– Percent of Open Interest Shorts:	59.4	18.9	19.0
– Net Position:	-70,488	83,455	-12,967
– Gross Longs:	32,496	116,164	19,996
– Gross Shorts:	102,984	32,709	32,963
– Long to Short Ratio:	0.3 to 1	3.6 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	3.1	91.3	28.3
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-34.7	26.7	-1.6

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week resulted in a net position of 3,863 contracts in the data reported through Tuesday. This was a weekly boost of 6,004 contracts from the previous week which had a total of -2,141 net contracts.

This 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 77.7 percent. The commercials are Bearish with a score of 22.7 percent and the small traders (not shown in chart) are Bullish with a score of 65.8 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.6	48.5	8.8
– Percent of Open Interest Shorts:	27.9	57.1	6.8
– Net Position:	3,863	-4,989	1,126
– Gross Longs:	20,074	28,184	5,104
– Gross Shorts:	16,211	33,173	3,978
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.7	22.7	65.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.1	-5.9	15.1

Mexican Peso Futures:

The Mexican Peso large speculator standing this week resulted in a net position of -17,517 contracts in the data reported through Tuesday. This was a weekly gain of 3,526 contracts from the previous week which had a total of -21,043 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 6.0 percent. The commercials are Bullish-Extreme with a score of 92.5 percent and the small traders (not shown in chart) are Bullish with a score of 62.7 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.8	43.7	4.0
– Percent of Open Interest Shorts:	58.5	36.5	1.4
– Net Position:	-17,517	12,865	4,652
– Gross Longs:	88,168	78,810	7,263
– Gross Shorts:	105,685	65,945	2,611
– Long to Short Ratio:	0.8 to 1	1.2 to 1	2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	6.0	92.5	62.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.4	-5.1	5.8

Brazilian Real Futures:

The Brazilian Real large speculator standing this week resulted in a net position of 12,258 contracts in the data reported through Tuesday. This was a weekly decrease of -1,088 contracts from the previous week which had a total of 13,346 net contracts.

This 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 85.0 percent. The commercials are Bearish-Extreme with a score of 14.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 89.3 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.8	36.5	8.2
– Percent of Open Interest Shorts:	19.1	70.7	3.7
– Net Position:	12,258	-14,116	1,858
– Gross Longs:	20,165	15,078	3,398
– Gross Shorts:	7,907	29,194	1,540
– Long to Short Ratio:	2.6 to 1	0.5 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.0	14.6	89.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.3	12.4	-2.0

Russian Ruble Futures:

The Russian Ruble large speculator standing this week resulted in a net position of 20,945 contracts in the data reported through Tuesday. This was a weekly reduction of -526 contracts from the previous week which had a total of 21,471 net contracts.

This 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 63.0 percent. The commercials are Bearish with a score of 33.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.0 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	52.2	42.5	5.1
– Percent of Open Interest Shorts:	12.4	85.5	1.9
– Net Position:	20,945	-22,625	1,680
– Gross Longs:	27,498	22,423	2,704
– Gross Shorts:	6,553	45,048	1,024
– Long to Short Ratio:	4.2 to 1	0.5 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.0	33.7	91.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	31.6	-31.1	6.6

Bitcoin Futures:

The Bitcoin large speculator standing this week resulted in a net position of -1,094 contracts in the data reported through Tuesday. This was a weekly reduction of -2 contracts from the previous week which had a total of -1,092 net contracts.

This 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 73.2 percent. The commercials are Bearish with a score of 21.7 percent and the small traders (not shown in chart) are Bearish with a score of 29.5 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	62.6	5.4	27.8
– Percent of Open Interest Shorts:	79.1	7.1	9.6
– Net Position:	-1,094	-115	1,209
– Gross Longs:	4,170	360	1,850
– Gross Shorts:	5,264	475	641
– Long to Short Ratio:	0.8 to 1	0.8 to 1	2.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.2	21.7	29.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.5	-78.3	8.7

Article By CountingPips.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

10 Sep

COT Bonds Futures Charts: 10-Year Treasuries, Eurodollars, Fed Funds, US Treasury Bonds & Ultra Notes

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

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

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week came in at a net position of -586,439 contracts in the data reported through Tuesday. This was a weekly gain of 150,353 contracts from the previous week which had a total of -736,792 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 42.0 percent. The commercials are Bullish with a score of 52.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.3 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.5	59.0	5.0
– Percent of Open Interest Shorts:	21.1	53.1	6.4
– Net Position:	-586,439	759,467	-173,028
– Gross Longs:	2,118,472	7,556,117	643,596
– Gross Shorts:	2,704,911	6,796,650	816,624
– Long to Short Ratio:	0.8 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.0	52.8	80.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.9	-3.3	4.8

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week came in at a net position of -87,939 contracts in the data reported through Tuesday. This was a weekly gain of 12,346 contracts from the previous week which had a total of -100,285 net contracts.

This 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 28.8 percent. The commercials are Bullish with a score of 71.4 percent and the small traders (not shown in chart) are Bearish with a score of 49.7 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.3	75.6	2.6
– Percent of Open Interest Shorts:	14.1	66.0	3.3
– Net Position:	-87,939	95,213	-7,274
– Gross Longs:	52,327	752,315	25,982
– Gross Shorts:	140,266	657,102	33,256
– Long to Short Ratio:	0.4 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	28.8	71.4	49.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.8	-5.3	10.9

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week came in at a net position of -65,257 contracts in the data reported through Tuesday. This was a weekly fall of -44,687 contracts from the previous week which had a total of -20,570 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 77.9 percent. The commercials are Bearish with a score of 28.5 percent and the small traders (not shown in chart) are Bearish with a score of 33.0 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.4	70.4	7.3
– Percent of Open Interest Shorts:	22.7	67.4	7.0
– Net Position:	-65,257	57,753	7,504
– Gross Longs:	377,641	1,372,906	143,339
– Gross Shorts:	442,898	1,315,153	135,835
– 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):	77.9	28.5	33.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.4	2.2	-0.4

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week came in at a net position of -63,512 contracts in the data reported through Tuesday. This was a weekly decline of -35,376 contracts from the previous week which had a total of -28,136 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 83.4 percent. The commercials are Bearish with a score of 27.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.0 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.0	77.8	8.2
– Percent of Open Interest Shorts:	11.9	72.0	12.1
– Net Position:	-63,512	201,205	-137,693
– Gross Longs:	346,413	2,683,162	281,154
– Gross Shorts:	409,925	2,481,957	418,847
– Long to Short Ratio:	0.8 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	83.4	27.6	13.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.5	2.9	0.4

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week came in at a net position of 780 contracts in the data reported through Tuesday. This was a weekly boost of 30,599 contracts from the previous week which had a total of -29,819 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 81.4 percent. The commercials are Bearish with a score of 39.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.2 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.2	69.4	8.8
– Percent of Open Interest Shorts:	19.1	63.7	14.6
– Net Position:	780	225,778	-226,558
– Gross Longs:	747,865	2,711,723	344,871
– Gross Shorts:	747,085	2,485,945	571,429
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.4	39.8	14.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.6	18.3	-6.8

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week came in at a net position of 91,575 contracts in the data reported through Tuesday. This was a weekly fall of -10,304 contracts from the previous week which had a total of 101,879 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 51.9 percent. The commercials are Bullish with a score of 67.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.3	75.4	8.3
– Percent of Open Interest Shorts:	8.9	69.6	20.4
– Net Position:	91,575	83,122	-174,697
– Gross Longs:	220,804	1,090,484	119,965
– Gross Shorts:	129,229	1,007,362	294,662
– Long to Short Ratio:	1.7 to 1	1.1 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.9	67.6	0.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.7	12.3	-20.1

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week came in at a net position of -83,571 contracts in the data reported through Tuesday. This was a weekly boost of 20,639 contracts from the previous week which had a total of -104,210 net contracts.

This 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 63.4 percent. The commercials are Bearish with a score of 47.7 percent and the small traders (not shown in chart) are Bullish with a score of 50.2 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.8	72.4	15.1
– Percent of Open Interest Shorts:	17.6	65.3	15.4
– Net Position:	-83,571	86,594	-3,023
– Gross Longs:	130,380	877,928	183,178
– Gross Shorts:	213,951	791,334	186,201
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.4	47.7	50.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.2	6.3	-15.2

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week came in at a net position of -288,599 contracts in the data reported through Tuesday. This was a weekly lowering of -6,224 contracts from the previous week which had a total of -282,375 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 67.5 percent. The commercials are Bullish with a score of 52.3 percent and the small traders (not shown in chart) are Bearish with a score of 34.0 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.3	77.7	12.3
– Percent of Open Interest Shorts:	30.3	55.4	11.6
– Net Position:	-288,599	280,674	7,925
– Gross Longs:	91,722	975,782	154,116
– Gross Shorts:	380,321	695,108	146,191
– 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):	67.5	52.3	34.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.4	28.1	-3.5

Article By CountingPips.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

10 Sep

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

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).

Gold Comex Futures:

The Gold Comex Futures large speculator standing this week was a net position of 206,039 contracts in the data reported through Tuesday. This was a weekly fall of -10,511 contracts from the previous week which had a total of 216,550 net contracts.

This 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 62.3 percent. The commercials are Bearish with a score of 36.4 percent and the small traders (not shown in chart) are Bullish with a score of 53.3 percent.

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	60.4	23.7	9.7
– Percent of Open Interest Shorts:	19.7	70.2	3.8
– Net Position:	206,039	-235,808	29,769
– Gross Longs:	306,017	119,906	49,214
– Gross Shorts:	99,978	355,714	19,445
– Long to Short Ratio:	3.1 to 1	0.3 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.3	36.4	53.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.7	-1.7	0.9

Silver Comex Futures:

The Silver Comex Futures large speculator standing this week was a net position of 28,556 contracts in the data reported through Tuesday. This was a weekly rise of 6,225 contracts from the previous week which had a total of 22,331 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 52.3 percent. The commercials are Bullish with a score of 52.5 percent and the small traders (not shown in chart) are Bearish with a score of 25.8 percent.

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.9	30.6	18.5
– Percent of Open Interest Shorts:	25.4	61.7	8.0
– Net Position:	28,556	-43,252	14,696
– Gross Longs:	63,879	42,561	25,817
– Gross Shorts:	35,323	85,813	11,121
– Long to Short Ratio:	1.8 to 1	0.5 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.3	52.5	25.8
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.6	3.3	-6.0

Copper Grade #1 Futures:

The Copper Grade #1 Futures large speculator standing this week was a net position of 23,592 contracts in the data reported through Tuesday. This was a weekly lift of 1,685 contracts from the previous week which had a total of 21,907 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.4 percent. The commercials are Bearish with a score of 39.2 percent and the small traders (not shown in chart) are Bullish with a score of 59.2 percent.

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.1	39.6	9.1
– Percent of Open Interest Shorts:	28.8	55.1	6.0
– Net Position:	23,592	-29,463	5,871
– Gross Longs:	78,326	75,467	17,278
– Gross Shorts:	54,734	104,930	11,407
– Long to Short Ratio:	1.4 to 1	0.7 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.4	39.2	59.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.9	9.3	1.2

Platinum Futures:

The Platinum Futures large speculator standing this week was a net position of 6,349 contracts in the data reported through Tuesday. This was a weekly decrease of -1,708 contracts from the previous week which had a total of 8,057 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 12.3 percent. The commercials are Bullish-Extreme with a score of 86.6 percent and the small traders (not shown in chart) are Bullish with a score of 61.9 percent.

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	46.6	33.0	15.0
– Percent of Open Interest Shorts:	37.4	52.5	4.7
– Net Position:	6,349	-13,503	7,154
– Gross Longs:	32,183	22,761	10,365
– Gross Shorts:	25,834	36,264	3,211
– Long to Short Ratio:	1.2 to 1	0.6 to 1	3.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.3	86.6	61.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.8	7.8	-2.2

Palladium Futures:

The Palladium Futures large speculator standing this week was a net position of -335 contracts in the data reported through Tuesday. This was a weekly decrease of -154 contracts from the previous week which had a total of -181 net contracts.

This 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 0.2 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bullish with a score of 50.5 percent.

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.8	45.9	14.8
– Percent of Open Interest Shorts:	41.7	43.1	13.7
– Net Position:	-335	236	99
– Gross Longs:	3,222	3,911	1,264
– Gross Shorts:	3,557	3,675	1,165
– Long to Short Ratio:	0.9 to 1	1.1 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.2	100.0	50.5
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.8	12.9	-28.9

Article By CountingPips.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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