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COT Bonds Futures Charts: Fed Funds, 10-Year Treasuries, Ultra, Long Bonds, 3-Month Eurodollars

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

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

The latest COT data is updated through Tuesday August 24 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week equaled a net position of -702,015 contracts in the data reported through Tuesday. This was a weekly lowering of -78,587 contracts from the previous week which had a total of -623,428 net contracts.

This 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 42.7 percent. The commercials are Bullish with a score of 53.0 percent and the small traders (not shown in chart) are Bullish with a score of 75.8 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.2	59.6	5.0
– Percent of Open Interest Shorts:	22.8	52.3	6.7
– Net Position:	-702,015	909,814	-207,799
– Gross Longs:	2,140,571	7,436,636	629,349
– Gross Shorts:	2,842,586	6,526,822	837,148
– 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):	42.7	53.0	75.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.9	-7.2	5.9

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week equaled a net position of -70,439 contracts in the data reported through Tuesday. This was a weekly increase of 12,650 contracts from the previous week which had a total of -83,089 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 30.9 percent. The commercials are Bullish with a score of 70.1 percent and the small traders (not shown in chart) are Bearish with a score of 45.5 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.0	75.5	2.1
– Percent of Open Interest Shorts:	12.7	67.4	3.5
– Net Position:	-70,439	84,483	-14,044
– Gross Longs:	62,457	788,837	22,378
– Gross Shorts:	132,896	704,354	36,422
– Long to Short Ratio:	0.5 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	30.9	70.1	45.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.6	-12.9	-8.3

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week equaled a net position of -9,366 contracts in the data reported through Tuesday. This was a weekly reduction of -39,563 contracts from the previous week which had a total of 30,197 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 90.3 percent. The commercials are Bearish-Extreme with a score of 17.3 percent and the small traders (not shown in chart) are Bearish with a score of 35.0 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.5	67.3	7.6
– Percent of Open Interest Shorts:	18.9	67.3	7.1
– Net Position:	-9,366	-824	10,190
– Gross Longs:	379,752	1,381,496	156,602
– Gross Shorts:	389,118	1,382,320	146,412
– Long to Short Ratio:	1.0 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.3	17.3	35.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	27.0	-24.9	4.4

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week equaled a net position of 95,201 contracts in the data reported through Tuesday. This was a weekly lift of 97,283 contracts from the previous week which had a total of -2,082 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 100.0 percent. The commercials are Bearish-Extreme with a score of 13.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.1 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.4	72.6	9.1
– Percent of Open Interest Shorts:	10.7	71.5	12.8
– Net Position:	95,201	37,665	-132,866
– Gross Longs:	481,119	2,610,347	327,344
– Gross Shorts:	385,918	2,572,682	460,210
– Long to Short Ratio:	1.2 to 1	1.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	13.1	15.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	28.6	-27.4	15.1

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week equaled a net position of 113,312 contracts in the data reported through Tuesday. This was a weekly decrease of -31,904 contracts from the previous week which had a total of 145,216 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 93.5 percent. The commercials are Bearish with a score of 27.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.4 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.2	67.0	9.2
– Percent of Open Interest Shorts:	18.4	64.7	14.2
– Net Position:	113,312	94,012	-207,324
– Gross Longs:	883,348	2,796,374	385,697
– Gross Shorts:	770,036	2,702,362	593,021
– Long to Short Ratio:	1.1 to 1	1.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	93.5	27.0	19.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.2	-8.7	8.8

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week equaled a net position of 81,912 contracts in the data reported through Tuesday. This was a weekly lowering of -7,871 contracts from the previous week which had a total of 89,783 net contracts.

This 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 64.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.5 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.1	67.9	8.2
– Percent of Open Interest Shorts:	8.2	63.7	17.4
– Net Position:	81,912	71,018	-152,930
– Gross Longs:	219,188	1,137,478	137,975
– Gross Shorts:	137,276	1,066,460	290,905
– Long to Short Ratio:	1.6 to 1	1.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	49.4	64.2	4.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-16.2	24.3	-19.1

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week equaled a net position of -99,332 contracts in the data reported through Tuesday. This was a weekly fall of -19,127 contracts from the previous week which had a total of -80,205 net contracts.

This 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 45.2 percent and the small traders (not shown in chart) are Bullish with a score of 69.0 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.1	72.2	15.6
– Percent of Open Interest Shorts:	17.9	66.0	14.0
– Net Position:	-99,332	78,597	20,735
– Gross Longs:	126,525	909,245	196,360
– Gross Shorts:	225,857	830,648	175,625
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.7	45.2	69.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.7	-0.3	6.7

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week equaled a net position of -253,970 contracts in the data reported through Tuesday. This was a weekly decrease of -6,623 contracts from the previous week which had a total of -247,347 net contracts.

This 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 81.6 percent. The commercials are Bearish with a score of 32.6 percent and the small traders (not shown in chart) are Bearish with a score of 37.8 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.1	73.8	12.3
– Percent of Open Interest Shorts:	28.2	55.7	11.3
– Net Position:	-253,970	240,631	13,339
– Gross Longs:	120,907	980,555	163,388
– Gross Shorts:	374,877	739,924	150,049
– Long to Short Ratio:	0.3 to 1	1.3 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.6	32.6	37.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.5	7.1	2.7

Article By CountingPips.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).

27 Aug

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

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

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

The latest COT data is updated through Tuesday August 24 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 reached a net position of 210,653 contracts in the data reported through Tuesday. This was a weekly increase of 19,111 contracts from the previous week which had a total of 191,542 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 63.5 percent. The commercials are Bearish with a score of 36.7 percent and the small traders (not shown in chart) are Bearish with a score of 41.7 percent.

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	59.3	24.4	8.8
– Percent of Open Interest Shorts:	17.5	70.9	4.1
– Net Position:	210,653	-234,678	24,025
– Gross Longs:	299,084	123,101	44,517
– Gross Shorts:	88,431	357,779	20,492
– Long to Short Ratio:	3.4 to 1	0.3 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.5	36.7	41.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.1	-3.3	-15.1

Silver Comex Futures:

The Silver Comex Futures large speculator standing this week reached a net position of 21,861 contracts in the data reported through Tuesday. This was a weekly gain of 641 contracts from the previous week which had a total of 21,220 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 47.6 percent. The commercials are Bullish with a score of 56.0 percent and the small traders (not shown in chart) are Bearish with a score of 23.2 percent.

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.3	33.8	17.7
– Percent of Open Interest Shorts:	27.7	57.9	8.2
– Net Position:	21,861	-36,126	14,265
– Gross Longs:	63,311	50,674	26,586
– Gross Shorts:	41,450	86,800	12,321
– Long to Short Ratio:	1.5 to 1	0.6 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	47.6	56.0	23.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-20.4	21.4	-17.6

Copper Grade #1 Futures:

The Copper Grade #1 Futures large speculator standing this week reached a net position of 8,624 contracts in the data reported through Tuesday. This was a weekly fall of -11,456 contracts from the previous week which had a total of 20,080 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 48.6 percent. The commercials are Bullish with a score of 50.1 percent and the small traders (not shown in chart) are Bullish with a score of 54.1 percent.

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.3	44.3	8.3
– Percent of Open Interest Shorts:	33.8	51.4	5.7
– Net Position:	8,624	-13,610	4,986
– Gross Longs:	73,890	85,537	15,941
– Gross Shorts:	65,266	99,147	10,955
– Long to Short Ratio:	1.1 to 1	0.9 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	48.6	50.1	54.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.0	9.2	-29.0

Platinum Futures:

The Platinum Futures large speculator standing this week reached a net position of 9,143 contracts in the data reported through Tuesday. This was a weekly rise of 785 contracts from the previous week which had a total of 8,358 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 26.5 percent. The commercials are Bullish with a score of 74.3 percent and the small traders (not shown in chart) are Bearish with a score of 48.1 percent.

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.8	30.4	15.3
– Percent of Open Interest Shorts:	37.4	54.4	5.7
– Net Position:	9,143	-15,311	6,168
– Gross Longs:	33,042	19,382	9,778
– Gross Shorts:	23,899	34,693	3,610
– Long to Short Ratio:	1.4 to 1	0.6 to 1	2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	26.5	74.3	48.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.8	8.8	-13.5

Palladium Futures:

The Palladium Futures large speculator standing this week reached a net position of -366 contracts in the data reported through Tuesday. This was a weekly fall of -1,517 contracts from the previous week which had a total of 1,151 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bullish with a score of 54.8 percent.

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.5	48.9	15.8
– Percent of Open Interest Shorts:	37.5	46.8	13.9
– Net Position:	-366	194	172
– Gross Longs:	3,076	4,490	1,447
– Gross Shorts:	3,442	4,296	1,275
– 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):	0.0	100.0	54.8
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.9	20.8	-27.7

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 Metals Opinions

27 Aug

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

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

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

The latest COT data is updated through Tuesday August 24 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

VIX Volatility Futures:

The VIX Volatility large speculator standing this week was a net position of -73,149 contracts in the data reported through Tuesday. This was a weekly increase of 13,677 contracts from the previous week which had a total of -86,826 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.3 percent. The commercials are Bearish with a score of 45.8 percent and the small traders (not shown in chart) are Bearish with a score of 31.5 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.7	53.9	7.2
– Percent of Open Interest Shorts:	44.9	26.4	9.4
– Net Position:	-73,149	79,711	-6,562
– Gross Longs:	57,154	156,460	20,823
– Gross Shorts:	130,303	76,749	27,385
– Long to Short Ratio:	0.4 to 1	2.0 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.3	45.8	31.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.5	3.9	4.9

S&P500 Mini Futures:

The S&P500 Mini large speculator standing this week was a net position of 14,893 contracts in the data reported through Tuesday. This was a weekly decline of -12,442 contracts from the previous week which had a total of 27,335 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 Bullish with a score of 56.2 percent. The commercials are Bearish with a score of 43.3 percent and the small traders (not shown in chart) are Bearish with a score of 49.7 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.1	67.0	13.2
– Percent of Open Interest Shorts:	15.6	71.6	9.1
– Net Position:	14,893	-126,018	111,125
– Gross Longs:	443,206	1,839,234	360,974
– Gross Shorts:	428,313	1,965,252	249,849
– Long to Short Ratio:	1.0 to 1	0.9 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.2	43.3	49.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.7	-4.2	17.6

Dow Jones Mini Futures:

The Dow Jones Mini large speculator standing this week was a net position of -1,392 contracts in the data reported through Tuesday. This was a weekly lift of 2,554 contracts from the previous week which had a total of -3,946 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 32.8 percent. The commercials are Bullish with a score of 58.8 percent and the small traders (not shown in chart) are Bullish with a score of 75.4 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.6	42.0	16.6
– Percent of Open Interest Shorts:	41.9	47.1	10.2
– Net Position:	-1,392	-5,514	6,906
– Gross Longs:	43,700	45,216	17,877
– Gross Shorts:	45,092	50,730	10,971
– Long to Short Ratio:	1.0 to 1	0.9 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	32.8	58.8	75.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.7	12.8	-3.0

Nasdaq Mini Futures:

The Nasdaq Mini large speculator standing this week was a net position of -2,418 contracts in the data reported through Tuesday. This was a weekly boost of 19,510 contracts from the previous week which had a total of -21,928 net contracts.

This 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 73.7 percent. The commercials are Bearish with a score of 37.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.1 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.7	54.1	15.1
– Percent of Open Interest Shorts:	29.8	46.0	22.1
– Net Position:	-2,418	18,408	-15,990
– Gross Longs:	65,165	122,913	34,185
– Gross Shorts:	67,583	104,505	50,175
– Long to Short Ratio:	1.0 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.7	37.8	8.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.0	-2.2	3.8

Russell 2000 Mini Futures:

The Russell 2000 Mini large speculator standing this week was a net position of -72,931 contracts in the data reported through Tuesday. This was a weekly decline of -8,244 contracts from the previous week which had a total of -64,687 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 10.7 percent. The commercials are Bullish-Extreme with a score of 87.7 percent and the small traders (not shown in chart) are Bearish with a score of 49.6 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.0	82.5	6.3
– Percent of Open Interest Shorts:	26.1	67.6	5.0
– Net Position:	-72,931	67,055	5,876
– Gross Longs:	45,019	372,578	28,544
– Gross Shorts:	117,950	305,523	22,668
– Long to Short Ratio:	0.4 to 1	1.2 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	10.7	87.7	49.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-20.3	20.2	-3.9

Nikkei Stock Average (USD) Futures:

The Nikkei Stock Average (USD) large speculator standing this week was a net position of -4,089 contracts in the data reported through Tuesday. This was a weekly advance of 1,863 contracts from the previous week which had a total of -5,952 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 40.0 percent. The commercials are Bullish with a score of 72.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.9 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.0	56.0	25.9
– Percent of Open Interest Shorts:	34.6	25.5	34.9
– Net Position:	-4,089	5,795	-1,706
– Gross Longs:	2,465	10,623	4,914
– Gross Shorts:	6,554	4,828	6,620
– Long to Short Ratio:	0.4 to 1	2.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	40.0	72.8	4.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.5	-1.2	2.5

MSCI EAFE Mini Futures:

The MSCI EAFE Mini large speculator standing this week was a net position of 32,452 contracts in the data reported through Tuesday. This was a weekly gain of 4,732 contracts from the previous week which had a total of 27,720 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.2 percent. The commercials are Bearish with a score of 38.7 percent and the small traders (not shown in chart) are Bearish with a score of 43.7 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.0	86.4	2.3
– Percent of Open Interest Shorts:	3.3	94.8	1.6
– Net Position:	32,452	-35,526	3,074
– Gross Longs:	46,239	362,474	9,800
– Gross Shorts:	13,787	398,000	6,726
– Long to Short Ratio:	3.4 to 1	0.9 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.2	38.7	43.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.9	-11.7	-22.8

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 Opinions Stock Market News

27 Aug

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

cBy 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 August 24 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 374,312 contracts in the data reported through Tuesday. This was a weekly reduction of -30,011 contracts from the previous week which had a total of 404,323 net contracts.

This 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 31.1 percent. The commercials are Bullish with a score of 60.2 percent and the small traders (not shown in chart) are Bullish with a score of 62.5 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.9	33.6	4.2
– Percent of Open Interest Shorts:	7.6	53.6	2.5
– Net Position:	374,312	-408,022	33,710
– Gross Longs:	528,784	686,132	85,739
– Gross Shorts:	154,472	1,094,154	52,029
– Long to Short Ratio:	3.4 to 1	0.6 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	31.1	60.2	62.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-40.0	41.9	-20.8

Brent Crude Oil Futures :

The Brent Crude Oil Futures large speculator standing this week totaled a net position of -33,499 contracts in the data reported through Tuesday. This was a weekly decline of -122 contracts from the previous week which had a total of -33,377 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.6 percent. The commercials are Bearish with a score of 48.3 percent and the small traders (not shown in chart) are Bearish with a score of 36.5 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.0	54.9	3.3
– Percent of Open Interest Shorts:	31.2	38.8	3.3
– Net Position:	-33,499	33,373	126
– Gross Longs:	31,035	113,611	6,868
– Gross Shorts:	64,534	80,238	6,742
– Long to Short Ratio:	0.5 to 1	1.4 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.6	48.3	36.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.7	8.8	-11.4

Natural Gas Futures :

The Natural Gas Futures large speculator standing this week totaled a net position of -166,577 contracts in the data reported through Tuesday. This was a weekly fall of -3,512 contracts from the previous week which had a total of -163,065 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 28.6 percent. The commercials are Bullish with a score of 71.9 percent and the small traders (not shown in chart) are Bullish with a score of 63.8 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.3	45.0	4.6
– Percent of Open Interest Shorts:	35.2	35.7	2.0
– Net Position:	-166,577	130,128	36,449
– Gross Longs:	323,806	626,819	64,662
– Gross Shorts:	490,383	496,691	28,213
– Long to Short Ratio:	0.7 to 1	1.3 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	28.6	71.9	63.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.2	15.3	-3.7

Gasoline Blendstock Futures :

The Gasoline Blendstock Futures large speculator standing this week totaled a net position of 36,884 contracts in the data reported through Tuesday. This was a weekly rise of 1,137 contracts from the previous week which had a total of 35,747 net contracts.

This 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 7.7 percent. The commercials are Bullish-Extreme with a score of 94.3 percent and the small traders (not shown in chart) are Bearish with a score of 46.3 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.0	53.9	5.5
– Percent of Open Interest Shorts:	14.4	66.1	3.8
– Net Position:	36,884	-42,699	5,815
– Gross Longs:	87,397	188,427	19,148
– Gross Shorts:	50,513	231,126	13,333
– Long to Short Ratio:	1.7 to 1	0.8 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	7.7	94.3	46.3
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.9	16.9	-30.9

#2 Heating Oil NY-Harbor Futures :

The #2 Heating Oil NY-Harbor Futures large speculator standing this week totaled a net position of 34,020 contracts in the data reported through Tuesday. This was a weekly increase of 1,441 contracts from the previous week which had a total of 32,579 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 Bullish-Extreme with a score of 81.3 percent. The commercials are Bearish-Extreme with a score of 19.4 percent and the small traders (not shown in chart) are Bullish with a score of 72.6 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.2	53.0	10.5
– Percent of Open Interest Shorts:	8.5	66.4	5.8
– Net Position:	34,020	-52,546	18,526
– Gross Longs:	67,375	207,839	41,332
– Gross Shorts:	33,355	260,385	22,806
– Long to Short Ratio:	2.0 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.3	19.4	72.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.4	-5.1	-27.4

Bloomberg Commodity Index Futures :

The Bloomberg Commodity Index Futures large speculator standing this week totaled a net position of -15,887 contracts in the data reported through Tuesday. This was a weekly fall of -5,754 contracts from the previous week which had a total of -10,133 net contracts.

This 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 25.6 percent. The commercials are Bullish with a score of 74.4 percent and the small traders (not shown in chart) are Bearish with a score of 39.1 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.5	46.8	1.1
– Percent of Open Interest Shorts:	90.7	8.4	0.2
– Net Position:	-15,887	15,550	337
– Gross Longs:	20,839	18,950	434
– Gross Shorts:	36,726	3,400	97
– Long to Short Ratio:	0.6 to 1	5.6 to 1	4.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	25.6	74.4	39.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.0	-6.0	-0.9

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

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

CountingPips Forex Blog Energy Opinions

27 Aug

COT Soft Commodities Charts: Coffee, Soybeans, Wheat, Cattle, Hogs & Corn

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 August 24 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

CORN Futures:

The CORN large speculator standing this week recorded a net position of 330,967 contracts in the data reported through Tuesday. This was a weekly fall of -14,879 contracts from the previous week which had a total of 345,846 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 72.3 percent. The commercials are Bearish with a score of 35.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.3 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.1	47.4	7.7
– Percent of Open Interest Shorts:	6.1	65.2	12.9
– Net Position:	330,967	-256,700	-74,267
– Gross Longs:	419,537	684,905	111,865
– Gross Shorts:	88,570	941,605	186,132
– Long to Short Ratio:	4.7 to 1	0.7 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.3	35.3	0.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.3	-0.3	-9.1

SUGAR Futures:

The SUGAR large speculator standing this week recorded a net position of 299,077 contracts in the data reported through Tuesday. This was a weekly decrease of -3,190 contracts from the previous week which had a total of 302,267 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 98.1 percent. The commercials are Bearish-Extreme with a score of 1.7 percent and the small traders (not shown in chart) are Bullish with a score of 71.3 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.9	43.5	9.1
– Percent of Open Interest Shorts:	3.8	76.4	4.2
– Net Position:	299,077	-350,435	51,358
– Gross Longs:	338,985	462,375	96,543
– Gross Shorts:	39,908	812,810	45,185
– Long to Short Ratio:	8.5 to 1	0.6 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	98.1	1.7	71.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.7	-11.4	10.2

COFFEE Futures:

The COFFEE large speculator standing this week recorded a net position of 56,012 contracts in the data reported through Tuesday. This was a weekly increase of 1,215 contracts from the previous week which had a total of 54,797 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 91.3 percent. The commercials are Bearish-Extreme with a score of 9.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.6 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.1	45.0	4.0
– Percent of Open Interest Shorts:	7.1	66.6	2.4
– Net Position:	56,012	-60,389	4,377
– Gross Longs:	75,855	126,199	11,105
– Gross Shorts:	19,843	186,588	6,728
– Long to Short Ratio:	3.8 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	91.3	9.8	18.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.8	-2.5	-4.7

SOYBEANS Futures:

The SOYBEANS large speculator standing this week recorded a net position of 101,647 contracts in the data reported through Tuesday. This was a weekly fall of -14,757 contracts from the previous week which had a total of 116,404 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.5 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 36.5 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.6	54.3	6.5
– Percent of Open Interest Shorts:	10.8	66.1	9.6
– Net Position:	101,647	-80,417	-21,230
– Gross Longs:	175,251	372,081	44,299
– Gross Shorts:	73,604	452,498	65,529
– Long to Short Ratio:	2.4 to 1	0.8 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.5	46.9	36.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.2	8.3	-10.2

SOYBEAN OIL Futures:

The SOYBEAN OIL large speculator standing this week recorded a net position of 65,048 contracts in the data reported through Tuesday. This was a weekly boost of 482 contracts from the previous week which had a total of 64,566 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 63.9 percent. The commercials are Bearish with a score of 38.9 percent and the small traders (not shown in chart) are Bearish with a score of 39.5 percent.

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.1	48.5	7.3
– Percent of Open Interest Shorts:	8.8	65.4	5.7
– Net Position:	65,048	-72,023	6,975
– Gross Longs:	102,475	206,533	31,217
– Gross Shorts:	37,427	278,556	24,242
– Long to Short Ratio:	2.7 to 1	0.7 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.9	38.9	39.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.6	-1.5	-8.2

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week recorded a net position of 49,708 contracts in the data reported through Tuesday. This was a weekly decrease of -5,239 contracts from the previous week which had a total of 54,947 net contracts.

This 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 57.9 percent. The commercials are Bearish with a score of 43.7 percent and the small traders (not shown in chart) are Bearish with a score of 41.5 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.8	51.3	12.4
– Percent of Open Interest Shorts:	9.1	69.8	7.6
– Net Position:	49,708	-67,400	17,692
– Gross Longs:	82,975	186,898	45,240
– Gross Shorts:	33,267	254,298	27,548
– Long to Short Ratio:	2.5 to 1	0.7 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.9	43.7	41.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.5	1.3	-13.0

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week recorded a net position of 96,218 contracts in the data reported through Tuesday. This was a weekly advance of 18,433 contracts from the previous week which had a total of 77,785 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 53.6 percent. The commercials are Bearish with a score of 41.9 percent and the small traders (not shown in chart) are Bearish with a score of 47.9 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.3	37.2	8.4
– Percent of Open Interest Shorts:	11.1	63.2	13.6
– Net Position:	96,218	-80,141	-16,077
– Gross Longs:	130,451	114,704	25,824
– Gross Shorts:	34,233	194,845	41,901
– Long to Short Ratio:	3.8 to 1	0.6 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	53.6	41.9	47.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	21.2	-19.0	-20.7

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week recorded a net position of 74,630 contracts in the data reported through Tuesday. This was a weekly advance of 905 contracts from the previous week which had a total of 73,725 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 88.5 percent. The commercials are Bearish with a score of 20.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 3.4 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.1	30.5	6.9
– Percent of Open Interest Shorts:	17.1	52.6	12.8
– Net Position:	74,630	-58,935	-15,695
– Gross Longs:	120,074	81,209	18,297
– Gross Shorts:	45,444	140,144	33,992
– Long to Short Ratio:	2.6 to 1	0.6 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	88.5	20.9	3.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.4	-0.1	-24.1

COTTON Futures:

The COTTON large speculator standing this week recorded a net position of 104,309 contracts in the data reported through Tuesday. This was a weekly advance of 1,278 contracts from the previous week which had a total of 103,031 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 100.0 percent. The commercials are Bearish-Extreme with a score of 0.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.0 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.7	36.2	7.0
– Percent of Open Interest Shorts:	6.0	79.0	2.9
– Net Position:	104,309	-115,441	11,132
– Gross Longs:	120,528	97,532	18,814
– Gross Shorts:	16,219	212,973	7,682
– Long to Short Ratio:	7.4 to 1	0.5 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.9	83.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.0	-20.7	7.8

COCOA Futures:

The COCOA large speculator standing this week recorded a net position of 33,655 contracts in the data reported through Tuesday. This was a weekly decrease of -1,540 contracts from the previous week which had a total of 35,195 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 54.0 percent. The commercials are Bearish with a score of 46.2 percent and the small traders (not shown in chart) are Bearish with a score of 41.7 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.2	51.4	5.0
– Percent of Open Interest Shorts:	16.1	67.9	3.7
– Net Position:	33,655	-36,575	2,920
– Gross Longs:	69,449	114,475	11,240
– Gross Shorts:	35,794	151,050	8,320
– Long to Short Ratio:	1.9 to 1	0.8 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.0	46.2	41.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	18.5	-18.3	1.8

WHEAT Futures:

The WHEAT large speculator standing this week recorded a net position of 35,048 contracts in the data reported through Tuesday. This was a weekly decrease of -11,746 contracts from the previous week which had a total of 46,794 net contracts.

This 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 76.9 percent. The commercials are Bearish with a score of 22.9 percent and the small traders (not shown in chart) are Bullish with a score of 54.6 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.5	35.9	7.7
– Percent of Open Interest Shorts:	24.7	42.3	10.2
– Net Position:	35,048	-25,214	-9,834
– Gross Longs:	133,081	142,668	30,683
– Gross Shorts:	98,033	167,882	40,517
– Long to Short Ratio:	1.4 to 1	0.8 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.9	22.9	54.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.1	-27.7	23.8

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 Opinions Soft Commodities

21 Aug

COT Currency Futures Charts: Dollars, Euro, Yen, Pound, Kiwi, Loonie, Peso

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 August 17 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 was a net position of 19,211 contracts in the data reported through Tuesday. This was a weekly reduction of -115 contracts from the previous week which had a total of 19,326 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 58.9 percent. The commercials are Bearish with a score of 34.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.3 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	76.1	3.5	15.1
– Percent of Open Interest Shorts:	34.9	55.2	4.6
– Net Position:	19,211	-24,089	4,878
– Gross Longs:	35,460	1,643	7,014
– Gross Shorts:	16,249	25,732	2,136
– Long to Short Ratio:	2.2 to 1	0.1 to 1	3.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.9	34.6	83.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	20.1	-18.4	-7.5

Euro Currency Futures:

The Euro Currency large speculator standing this week was a net position of 57,640 contracts in the data reported through Tuesday. This was a weekly increase of 23,783 contracts from the previous week which had a total of 33,857 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 52.7 percent. The commercials are Bullish with a score of 55.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.4 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.6	55.2	10.1
– Percent of Open Interest Shorts:	25.3	65.7	7.9
– Net Position:	57,640	-73,083	15,443
– Gross Longs:	233,529	383,684	70,047
– Gross Shorts:	175,889	456,767	54,604
– Long to Short Ratio:	1.3 to 1	0.8 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.7	55.1	4.4
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.0	14.4	-49.9

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week was a net position of 4,651 contracts in the data reported through Tuesday. This was a weekly fall of -2,419 contracts from the previous week which had a total of 7,070 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 77.4 percent. The commercials are Bearish with a score of 27.3 percent and the small traders (not shown in chart) are Bullish with a score of 54.4 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.5	58.1	16.2
– Percent of Open Interest Shorts:	20.9	60.4	16.6
– Net Position:	4,651	-4,054	-597
– Gross Longs:	41,898	103,667	28,967
– Gross Shorts:	37,247	107,721	29,564
– Long to Short Ratio:	1.1 to 1	1.0 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.4	27.3	54.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.4	12.6	-8.6

Japanese Yen Futures:

The Japanese Yen large speculator standing this week was a net position of -63,208 contracts in the data reported through Tuesday. This was a weekly reduction of -2,551 contracts from the previous week which had a total of -60,657 net contracts.

This 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 31.4 percent. The commercials are Bullish with a score of 71.6 percent and the small traders (not shown in chart) are Bearish with a score of 27.8 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.0	75.0	10.3
– Percent of Open Interest Shorts:	46.2	35.3	17.8
– Net Position:	-63,208	78,091	-14,883
– Gross Longs:	27,532	147,403	20,156
– Gross Shorts:	90,740	69,312	35,039
– Long to Short Ratio:	0.3 to 1	2.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	31.4	71.6	27.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.6	-6.6	15.5

Swiss Franc Futures:

The Swiss Franc large speculator standing this week was a net position of 5,547 contracts in the data reported through Tuesday. This was a weekly fall of -4,131 contracts from the previous week which had a total of 9,678 net contracts.

This 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 81.2 percent. The commercials are Bearish with a score of 34.5 percent and the small traders (not shown in chart) are Bearish with a score of 37.4 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.6	43.7	23.3
– Percent of Open Interest Shorts:	20.0	36.2	43.4
– Net Position:	5,547	3,277	-8,824
– Gross Longs:	14,354	19,211	10,255
– Gross Shorts:	8,807	15,934	19,079
– Long to Short Ratio:	1.6 to 1	1.2 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.2	34.5	37.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.5	4.2	2.6

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week was a net position of 2,660 contracts in the data reported through Tuesday. This was a weekly reduction of -3,805 contracts from the previous week which had a total of 6,465 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 57.2 percent. The commercials are Bearish with a score of 42.5 percent and the small traders (not shown in chart) are Bullish with a score of 64.9 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.2	52.5	20.3
– Percent of Open Interest Shorts:	24.7	60.8	13.6
– Net Position:	2,660	-14,642	11,982
– Gross Longs:	46,499	93,234	36,107
– Gross Shorts:	43,839	107,876	24,125
– Long to Short Ratio:	1.1 to 1	0.9 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.2	42.5	64.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-32.1	32.6	-20.4

Australian Dollar Futures:

The Australian Dollar large speculator standing this week was a net position of -50,367 contracts in the data reported through Tuesday. This was a weekly lowering of -1,054 contracts from the previous week which had a total of -49,313 net contracts.

This 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 25.6 percent. The commercials are Bullish with a score of 79.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.2 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.3	54.4	9.2
– Percent of Open Interest Shorts:	61.3	17.1	19.6
– Net Position:	-50,367	69,709	-19,342
– Gross Longs:	64,169	101,694	17,213
– Gross Shorts:	114,536	31,985	36,555
– Long to Short Ratio:	0.6 to 1	3.2 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	25.6	79.7	14.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-28.4	36.3	-39.1

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week was a net position of -235 contracts in the data reported through Tuesday. This was a weekly increase of 797 contracts from the previous week which had a total of -1,032 net contracts.

This 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 70.9 percent. The commercials are Bearish with a score of 30.9 percent and the small traders (not shown in chart) are Bullish with a score of 52.0 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.7	46.8	9.3
– Percent of Open Interest Shorts:	38.2	46.0	9.5
– Net Position:	-235	344	-109
– Gross Longs:	16,674	20,707	4,111
– Gross Shorts:	16,909	20,363	4,220
– Long to Short Ratio:	1.0 to 1	1.0 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	70.9	30.9	52.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.3	5.3	-15.7

Mexican Peso Futures:

The Mexican Peso large speculator standing this week was a net position of -19,117 contracts in the data reported through Tuesday. This was a weekly boost of 4,770 contracts from the previous week which had a total of -23,887 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 5.2 percent. The commercials are Bullish-Extreme with a score of 94.0 percent and the small traders (not shown in chart) are Bullish with a score of 56.5 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.0	46.1	4.1
– Percent of Open Interest Shorts:	59.9	36.2	2.1
– Net Position:	-19,117	15,943	3,174
– Gross Longs:	76,530	73,652	6,522
– Gross Shorts:	95,647	57,709	3,348
– Long to Short Ratio:	0.8 to 1	1.3 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	5.2	94.0	56.5
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.6	-0.4	-10.2

Brazilian Real Futures:

The Brazilian Real large speculator standing this week was a net position of 18,989 contracts in the data reported through Tuesday. This was a weekly reduction of -1,549 contracts from the previous week which had a total of 20,538 net contracts.

This 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 94.0 percent. The commercials are Bearish-Extreme with a score of 6.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 85.0 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	73.3	17.5	9.2
– Percent of Open Interest Shorts:	19.4	75.6	4.9
– Net Position:	18,989	-20,489	1,500
– Gross Longs:	25,846	6,176	3,230
– Gross Shorts:	6,857	26,665	1,730
– Long to Short Ratio:	3.8 to 1	0.2 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	94.0	6.1	85.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.1	4.0	-8.0

Russian Ruble Futures:

The Russian Ruble large speculator standing this week was a net position of 11,701 contracts in the data reported through Tuesday. This was a weekly gain of 999 contracts from the previous week which had a total of 10,702 net contracts.

This 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 41.1 percent. The commercials are Bullish with a score of 54.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 93.1 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.5	52.5	4.9
– Percent of Open Interest Shorts:	22.0	76.0	1.8
– Net Position:	11,701	-13,448	1,747
– Gross Longs:	24,239	29,947	2,796
– Gross Shorts:	12,538	43,395	1,049
– Long to Short Ratio:	1.9 to 1	0.7 to 1	2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	41.1	54.7	93.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.6	-7.6	15.1

Bitcoin Futures:

The Bitcoin large speculator standing this week was a net position of -726 contracts in the data reported through Tuesday. This was a weekly gain of 378 contracts from the previous week which had a total of -1,104 net contracts.

This 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 83.5 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bearish with a score of 24.1 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	65.2	4.0	25.3
– Percent of Open Interest Shorts:	75.1	8.3	11.1
– Net Position:	-726	-321	1,047
– Gross Longs:	4,804	293	1,863
– Gross Shorts:	5,530	614	816
– Long to Short Ratio:	0.9 to 1	0.5 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	83.5	0.0	24.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.4	-81.2	7.4

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 Forex and Currency News Opinions

21 Aug

COT Bonds Futures Charts: 30-Day Fed Funds, 10-Year Treasuries, US Bonds, Eurodollar

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 August 17 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week was a net position of -623,428 contracts in the data reported through Tuesday. This was a weekly boost of 22,955 contracts from the previous week which had a total of -646,383 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 44.1 percent. The commercials are Bullish with a score of 51.3 percent and the small traders (not shown in chart) are Bullish with a score of 79.2 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.9	58.9	5.2
– Percent of Open Interest Shorts:	22.0	52.3	6.7
– Net Position:	-623,428	804,569	-181,141
– Gross Longs:	2,048,765	7,161,441	628,988
– Gross Shorts:	2,672,193	6,356,872	810,129
– 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):	44.1	51.3	79.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.1	-9.6	1.5

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week was a net position of -83,089 contracts in the data reported through Tuesday. This was a weekly decrease of -1,374 contracts from the previous week which had a total of -81,715 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 29.4 percent. The commercials are Bullish with a score of 71.5 percent and the small traders (not shown in chart) are Bearish with a score of 48.4 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.6	74.8	2.2
– Percent of Open Interest Shorts:	13.8	65.3	3.5
– Net Position:	-83,089	95,569	-12,480
– Gross Longs:	56,245	755,222	22,549
– Gross Shorts:	139,334	659,653	35,029
– Long to Short Ratio:	0.4 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	29.4	71.5	48.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.3	-11.2	-13.6

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week was a net position of 30,197 contracts in the data reported through Tuesday. This was a weekly fall of -4,431 contracts from the previous week which had a total of 34,628 net contracts.

This 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 99.0 percent. The commercials are Bearish-Extreme with a score of 9.1 percent and the small traders (not shown in chart) are Bearish with a score of 38.1 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.2	69.0	7.8
– Percent of Open Interest Shorts:	19.7	71.2	7.1
– Net Position:	30,197	-43,298	13,101
– Gross Longs:	418,052	1,360,604	153,083
– Gross Shorts:	387,855	1,403,902	139,982
– Long to Short Ratio:	1.1 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	99.0	9.1	38.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	50.6	-46.9	8.6

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week was a net position of -2,082 contracts in the data reported through Tuesday. This was a weekly lift of 43,876 contracts from the previous week which had a total of -45,958 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.8 percent. The commercials are Bearish with a score of 21.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.4 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.8	74.9	8.9
– Percent of Open Interest Shorts:	12.8	71.3	12.5
– Net Position:	-2,082	126,967	-124,885
– Gross Longs:	447,419	2,627,057	313,260
– Gross Shorts:	449,501	2,500,090	438,145
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.8	21.0	18.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.5	-20.8	8.2

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week was a net position of 145,216 contracts in the data reported through Tuesday. This was a weekly boost of 36,407 contracts from the previous week which had a total of 108,809 net contracts.

This 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 97.0 percent. The commercials are Bearish with a score of 24.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.5 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.0	67.4	9.0
– Percent of Open Interest Shorts:	18.4	65.8	14.1
– Net Position:	145,216	65,390	-210,606
– Gross Longs:	895,445	2,741,764	364,476
– Gross Shorts:	750,229	2,676,374	575,082
– 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):	97.0	24.2	18.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	18.4	-20.8	11.6

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week was a net position of 89,783 contracts in the data reported through Tuesday. This was a weekly lowering of -14,662 contracts from the previous week which had a total of 104,445 net contracts.

This 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 51.5 percent. The commercials are Bullish with a score of 62.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.5 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.5	73.9	8.8
– Percent of Open Interest Shorts:	8.5	69.7	19.0
– Net Position:	89,783	63,177	-152,960
– Gross Longs:	217,690	1,108,556	132,048
– Gross Shorts:	127,907	1,045,379	285,008
– Long to Short Ratio:	1.7 to 1	1.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.5	62.0	4.5
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.3	21.4	-5.3

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week was a net position of -80,205 contracts in the data reported through Tuesday. This was a weekly boost of 15,432 contracts from the previous week which had a total of -95,637 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 64.6 percent. The commercials are Bearish with a score of 43.5 percent and the small traders (not shown in chart) are Bullish with a score of 58.0 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.9	71.3	15.2
– Percent of Open Interest Shorts:	18.5	65.2	14.6
– Net Position:	-80,205	73,365	6,840
– Gross Longs:	144,224	865,340	184,410
– Gross Shorts:	224,429	791,975	177,570
– 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):	64.6	43.5	58.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.0	-13.6	12.0

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week was a net position of -247,347 contracts in the data reported through Tuesday. This was a weekly gain of 580 contracts from the previous week which had a total of -247,927 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 84.3 percent. The commercials are Bearish with a score of 42.1 percent and the small traders (not shown in chart) are Bearish with a score of 27.9 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.1	75.6	11.4
– Percent of Open Interest Shorts:	27.8	56.8	11.5
– Net Position:	-247,347	247,849	-502
– Gross Longs:	119,649	997,296	150,871
– Gross Shorts:	366,996	749,447	151,373
– Long to Short Ratio:	0.3 to 1	1.3 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	84.3	42.1	27.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.0	4.4	1.7

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

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

Bonds CountingPips Forex Blog Opinions

21 Aug

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 August 17 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 resulted in a net position of 191,542 contracts in the data reported through Tuesday. This was a weekly increase of 23,136 contracts from the previous week which had a total of 168,406 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 58.6 percent. The commercials are Bearish with a score of 41.7 percent and the small traders (not shown in chart) are Bearish with a score of 37.9 percent.

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	58.6	25.4	9.1
– Percent of Open Interest Shorts:	19.1	69.5	4.5
– Net Position:	191,542	-214,000	22,458
– Gross Longs:	284,437	123,301	44,315
– Gross Shorts:	92,895	337,301	21,857
– Long to Short Ratio:	3.1 to 1	0.4 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.6	41.7	37.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.2	0.2	-23.1

Silver Comex Futures:

The Silver Comex Futures large speculator standing this week resulted in a net position of 21,220 contracts in the data reported through Tuesday. This was a weekly reduction of -3,254 contracts from the previous week which had a total of 24,474 net contracts.

This 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 47.0 percent. The commercials are Bullish with a score of 56.6 percent and the small traders (not shown in chart) are Bearish with a score of 23.2 percent.

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.2	36.3	17.3
– Percent of Open Interest Shorts:	27.4	59.4	8.0
– Net Position:	21,220	-35,490	14,270
– Gross Longs:	63,390	55,831	26,597
– Gross Shorts:	42,170	91,321	12,327
– Long to Short Ratio:	1.5 to 1	0.6 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	47.0	56.6	23.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.8	23.9	-26.2

Copper Grade #1 Futures:

The Copper Grade #1 Futures large speculator standing this week resulted in a net position of 20,080 contracts in the data reported through Tuesday. This was a weekly decrease of -8,951 contracts from the previous week which had a total of 29,031 net contracts.

This 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 56.8 percent. The commercials are Bearish with a score of 39.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.7 percent.

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.1	39.0	9.8
– Percent of Open Interest Shorts:	31.5	53.2	5.2
– Net Position:	20,080	-29,655	9,575
– Gross Longs:	85,953	81,424	20,453
– Gross Shorts:	65,873	111,079	10,878
– Long to Short Ratio:	1.3 to 1	0.7 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.8	39.1	80.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.1	-2.8	-1.4

Platinum Futures:

The Platinum Futures large speculator standing this week resulted in a net position of 8,358 contracts in the data reported through Tuesday. This was a weekly increase of 2,539 contracts from the previous week which had a total of 5,819 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 Bearish with a score of 25.5 percent. The commercials are Bullish with a score of 74.7 percent and the small traders (not shown in chart) are Bullish with a score of 54.6 percent.

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.3	30.3	16.1
– Percent of Open Interest Shorts:	38.0	54.3	5.5
– Net Position:	8,358	-14,997	6,639
– Gross Longs:	32,124	18,984	10,103
– Gross Shorts:	23,766	33,981	3,464
– Long to Short Ratio:	1.4 to 1	0.6 to 1	2.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	25.5	74.7	54.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.6	7.6	-13.5

Palladium Futures:

The Palladium Futures large speculator standing this week resulted in a net position of 1,151 contracts in the data reported through Tuesday. This was a weekly reduction of -357 contracts from the previous week which had a total of 1,508 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 5.9 percent. The commercials are Bullish-Extreme with a score of 93.7 percent and the small traders (not shown in chart) are Bullish with a score of 56.2 percent.

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.0	34.7	13.4
– Percent of Open Interest Shorts:	33.2	47.3	11.6
– Net Position:	1,151	-1,347	196
– Gross Longs:	4,697	3,706	1,436
– Gross Shorts:	3,546	5,053	1,240
– Long to Short Ratio:	1.3 to 1	0.7 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	5.9	93.7	56.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.8	10.9	-28.1

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

21 Aug

COT Stock Market Futures Charts: VIX, Dow, Nasdaq, SP500, Russell-2000, Emerging Markets

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 August 17 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

VIX Volatility Futures:

The VIX Volatility large speculator standing this week was a net position of -86,826 contracts in the data reported through Tuesday. This was a weekly decrease of -12,575 contracts from the previous week which had a total of -74,251 net contracts.

This 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 50.1 percent. The commercials are Bullish with a score of 50.3 percent and the small traders (not shown in chart) are Bearish with a score of 37.2 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.3	54.1	6.1
– Percent of Open Interest Shorts:	46.5	25.3	7.7
– Net Position:	-86,826	91,878	-5,052
– Gross Longs:	61,631	172,815	19,485
– Gross Shorts:	148,457	80,937	24,537
– Long to Short Ratio:	0.4 to 1	2.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.1	50.3	37.2
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.5	7.4	-1.7

S&P500 Mini Futures:

The S&P500 Mini large speculator standing this week was a net position of 27,335 contracts in the data reported through Tuesday. This was a weekly boost of 4,224 contracts from the previous week which had a total of 23,111 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 58.4 percent. The commercials are Bearish with a score of 47.6 percent and the small traders (not shown in chart) are Bearish with a score of 42.1 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.8	68.3	12.1
– Percent of Open Interest Shorts:	14.8	72.1	9.3
– Net Position:	27,335	-102,139	74,804
– Gross Longs:	429,395	1,855,263	327,326
– Gross Shorts:	402,060	1,957,402	252,522
– Long to Short Ratio:	1.1 to 1	0.9 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.4	47.6	42.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.5	-1.0	11.2

Dow Jones Mini Futures:

The Dow Jones Mini large speculator standing this week was a net position of -3,946 contracts in the data reported through Tuesday. This was a weekly lowering of -6,834 contracts from the previous week which had a total of 2,888 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 29.7 percent. The commercials are Bullish with a score of 63.8 percent and the small traders (not shown in chart) are Bullish with a score of 65.4 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.1	42.8	16.1
– Percent of Open Interest Shorts:	42.8	43.8	11.4
– Net Position:	-3,946	-1,084	5,030
– Gross Longs:	42,250	46,215	17,326
– Gross Shorts:	46,196	47,299	12,296
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	29.7	63.8	65.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.3	13.3	-7.1

Nasdaq Mini Futures:

The Nasdaq Mini large speculator standing this week was a net position of -21,928 contracts in the data reported through Tuesday. This was a weekly lowering of -8,659 contracts from the previous week which had a total of -13,269 net contracts.

This 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 47.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.9 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.4	59.1	14.6
– Percent of Open Interest Shorts:	32.8	44.4	20.0
– Net Position:	-21,928	34,449	-12,521
– Gross Longs:	54,913	138,641	34,286
– Gross Shorts:	76,841	104,192	46,807
– Long to Short Ratio:	0.7 to 1	1.3 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.8	47.7	15.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.4	10.6	7.2

Russell 2000 Mini Futures:

The Russell 2000 Mini large speculator standing this week was a net position of -64,687 contracts in the data reported through Tuesday. This was a weekly decline of -7,152 contracts from the previous week which had a total of -57,535 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 16.4 percent. The commercials are Bullish-Extreme with a score of 83.4 percent and the small traders (not shown in chart) are Bearish with a score of 45.4 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.1	81.6	6.1
– Percent of Open Interest Shorts:	25.4	68.3	5.1
– Net Position:	-64,687	60,320	4,367
– Gross Longs:	50,577	370,586	27,602
– Gross Shorts:	115,264	310,266	23,235
– Long to Short Ratio:	0.4 to 1	1.2 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	16.4	83.4	45.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.5	16.8	-9.1

Nikkei Stock Average (USD) Futures:

The Nikkei Stock Average (USD) large speculator standing this week was a net position of -5,952 contracts in the data reported through Tuesday. This was a weekly decrease of -230 contracts from the previous week which had a total of -5,722 net contracts.

This 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 33.9 percent. The commercials are Bullish with a score of 78.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.4 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.3	62.4	24.3
– Percent of Open Interest Shorts:	50.9	15.3	33.9
– Net Position:	-5,952	7,464	-1,512
– Gross Longs:	2,107	9,880	3,850
– Gross Shorts:	8,059	2,416	5,362
– Long to Short Ratio:	0.3 to 1	4.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	33.9	78.3	6.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.6	3.9	-0.8

MSCI EAFE Mini Futures:

The MSCI EAFE Mini large speculator standing this week was a net position of 27,720 contracts in the data reported through Tuesday. This was a weekly reduction of -480 contracts from the previous week which had a total of 28,200 net contracts.

This 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 51.4 percent. The commercials are Bearish with a score of 44.7 percent and the small traders (not shown in chart) are Bullish with a score of 53.6 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.7	86.4	2.7
– Percent of Open Interest Shorts:	3.9	94.1	1.7
– Net Position:	27,720	-31,876	4,156
– Gross Longs:	43,823	355,114	10,973
– Gross Shorts:	16,103	386,990	6,817
– Long to Short Ratio:	2.7 to 1	0.9 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.4	44.7	53.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.9	-6.3	2.9

MSCI Emerging Mkts Mini Futures:

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

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

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

Article By CountingPips.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

21 Aug

COT Energy Futures Charts: Brent Crude Oil, NatGas, Bloomberg Com Index, Heating Oil, WTI Oil

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

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

The latest COT data is updated through Tuesday August 17 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 recorded a net position of 404,323 contracts in the data reported through Tuesday. This was a weekly advance of 3,910 contracts from the previous week which had a total of 400,413 net contracts.

This 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 40.7 percent. The commercials are Bearish with a score of 48.4 percent and the small traders (not shown in chart) are Bullish with a score of 75.5 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.2	33.4	4.3
– Percent of Open Interest Shorts:	6.3	54.3	2.3
– Net Position:	404,323	-447,254	42,931
– Gross Longs:	538,862	712,347	91,029
– Gross Shorts:	134,539	1,159,601	48,098
– Long to Short Ratio:	4.0 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	40.7	48.4	75.5
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-29.8	31.2	-15.6

Brent Crude Oil Futures :

The Brent Crude Oil Futures large speculator standing this week recorded a net position of -33,377 contracts in the data reported through Tuesday. This was a weekly decline of -1,553 contracts from the previous week which had a total of -31,824 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.8 percent. The commercials are Bearish with a score of 47.1 percent and the small traders (not shown in chart) are Bearish with a score of 42.1 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.0	54.2	3.8
– Percent of Open Interest Shorts:	33.7	37.9	3.4
– Net Position:	-33,377	32,613	764
– Gross Longs:	33,994	108,374	7,522
– Gross Shorts:	67,371	75,761	6,758
– Long to Short Ratio:	0.5 to 1	1.4 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.8	47.1	42.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.5	17.4	-16.3

Natural Gas Futures :

The Natural Gas Futures large speculator standing this week recorded a net position of -163,065 contracts in the data reported through Tuesday. This was a weekly fall of -19,145 contracts from the previous week which had a total of -143,920 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 29.6 percent. The commercials are Bullish with a score of 69.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.4 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.7	44.3	5.0
– Percent of Open Interest Shorts:	35.2	35.7	2.0
– Net Position:	-163,065	120,768	42,297
– Gross Longs:	335,240	626,403	70,417
– Gross Shorts:	498,305	505,635	28,120
– 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):	29.6	69.0	82.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-16.5	15.6	18.2

Gasoline Blendstock Futures :

The Gasoline Blendstock Futures large speculator standing this week recorded a net position of 35,747 contracts in the data reported through Tuesday. This was a weekly decline of -4,091 contracts from the previous week which had a total of 39,838 net contracts.

This 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 6.5 percent. The commercials are Bullish-Extreme with a score of 92.0 percent and the small traders (not shown in chart) are Bullish with a score of 67.1 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.7	51.1	6.3
– Percent of Open Interest Shorts:	17.0	63.3	3.8
– Net Position:	35,747	-45,046	9,299
– Gross Longs:	98,409	188,294	23,373
– Gross Shorts:	62,662	233,340	14,074
– Long to Short Ratio:	1.6 to 1	0.8 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	6.5	92.0	67.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.9	13.7	6.0

#2 Heating Oil NY-Harbor Futures :

The #2 Heating Oil NY-Harbor Futures large speculator standing this week recorded a net position of 32,579 contracts in the data reported through Tuesday. This was a weekly decrease of -1,336 contracts from the previous week which had a total of 33,915 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 79.4 percent. The commercials are Bearish with a score of 21.0 percent and the small traders (not shown in chart) are Bullish with a score of 72.0 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.6	52.5	11.1
– Percent of Open Interest Shorts:	10.3	65.5	6.4
– Net Position:	32,579	-50,962	18,383
– Gross Longs:	72,810	206,120	43,399
– Gross Shorts:	40,231	257,082	25,016
– Long to Short Ratio:	1.8 to 1	0.8 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	79.4	21.0	72.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.0	-5.3	-10.1

Bloomberg Commodity Index Futures :

The Bloomberg Commodity Index Futures large speculator standing this week recorded a net position of -10,133 contracts in the data reported through Tuesday. This was a weekly lift of 5,417 contracts from the previous week which had a total of -15,550 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 Bearish with a score of 37.6 percent. The commercials are Bullish with a score of 62.2 percent and the small traders (not shown in chart) are Bearish with a score of 40.4 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	63.5	34.6	1.2
– Percent of Open Interest Shorts:	90.1	8.9	0.3
– Net Position:	-10,133	9,766	367
– Gross Longs:	24,150	13,166	475
– Gross Shorts:	34,283	3,400	108
– Long to Short Ratio:	0.7 to 1	3.9 to 1	4.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.6	62.2	40.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.4	-13.5	1.1

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 Energy Opinions

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