CountingPips Forex Blog

Archive for CountingPips Forex Blog – Page 31

Stock Market COT Charts: VIX, Nasdaq-Mini, Russell-2000, Emerging Markets & Dow-Mini

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

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

The latest COT data is updated through Tuesday August 03 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 reached a net position of -56,567 contracts in the data reported through Tuesday. This was a weekly reduction of -4,512 contracts from the previous week which had a total of -52,055 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.6 percent. The commercials are Bearish with a score of 40.2 percent and the small traders (not shown in chart) are Bearish with a score of 26.4 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.5	51.4	7.2
– Percent of Open Interest Shorts:	40.6	30.8	9.7
– Net Position:	-56,567	64,483	-7,916
– Gross Longs:	70,377	160,745	22,439
– Gross Shorts:	126,944	96,262	30,355
– Long to Short Ratio:	0.6 to 1	1.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.6	40.2	26.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.0	-0.5	-14.2

S&P500 Mini Futures:

The S&P500 Mini large speculator standing this week reached a net position of 41,266 contracts in the data reported through Tuesday. This was a weekly rise of 1,891 contracts from the previous week which had a total of 39,375 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 60.8 percent. The commercials are Bearish with a score of 43.6 percent and the small traders (not shown in chart) are Bearish with a score of 43.8 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.3	68.3	12.2
– Percent of Open Interest Shorts:	14.8	72.9	9.1
– Net Position:	41,266	-124,502	83,236
– Gross Longs:	439,711	1,840,963	328,069
– Gross Shorts:	398,445	1,965,465	244,833
– 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):	60.8	43.6	43.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.2	-5.9	10.8

Dow Jones Mini Futures:

The Dow Jones Mini large speculator standing this week reached a net position of 6,581 contracts in the data reported through Tuesday. This was a weekly lift of 6,954 contracts from the previous week which had a total of -373 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 42.3 percent. The commercials are Bullish with a score of 51.1 percent and the small traders (not shown in chart) are Bullish with a score of 68.8 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	43.7	38.1	16.2
– Percent of Open Interest Shorts:	37.7	49.2	11.1
– Net Position:	6,581	-12,251	5,670
– Gross Longs:	48,407	42,252	17,984
– Gross Shorts:	41,826	54,503	12,314
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.3	51.1	68.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	26.0	-23.4	-6.8

Nasdaq Mini Futures:

The Nasdaq Mini large speculator standing this week reached a net position of -1,466 contracts in the data reported through Tuesday. This was a weekly increase of 8,359 contracts from the previous week which had a total of -9,825 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 74.2 percent. The commercials are Bearish with a score of 34.0 percent and the small traders (not shown in chart) are Bearish with a score of 20.1 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.1	53.7	14.9
– Percent of Open Interest Shorts:	29.7	48.3	19.7
– Net Position:	-1,466	12,104	-10,638
– Gross Longs:	64,869	119,732	33,292
– Gross Shorts:	66,335	107,628	43,930
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.2	34.0	20.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.0	-4.5	-3.4

Russell 2000 Mini Futures:

The Russell 2000 Mini large speculator standing this week reached a net position of -59,211 contracts in the data reported through Tuesday. This was a weekly fall of -2,361 contracts from the previous week which had a total of -56,850 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 20.1 percent. The commercials are Bullish with a score of 78.4 percent and the small traders (not shown in chart) are Bullish with a score of 51.8 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.2	80.2	6.4
– Percent of Open Interest Shorts:	25.3	68.5	4.9
– Net Position:	-59,211	52,578	6,633
– Gross Longs:	55,463	363,260	28,845
– Gross Shorts:	114,674	310,682	22,212
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	20.1	78.4	51.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.7	13.0	4.0

Nikkei Stock Average (USD) Futures:

The Nikkei Stock Average (USD) large speculator standing this week reached a net position of -5,440 contracts in the data reported through Tuesday. This was a weekly lift of 59 contracts from the previous week which had a total of -5,499 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.6 percent. The commercials are Bullish with a score of 78.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.6 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.9	62.1	23.0
– Percent of Open Interest Shorts:	49.5	15.1	35.4
– Net Position:	-5,440	7,387	-1,947
– Gross Longs:	2,341	9,754	3,613
– Gross Shorts:	7,781	2,367	5,560
– Long to Short Ratio:	0.3 to 1	4.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.6	78.1	1.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.9	3.1	-3.7

MSCI EAFE Mini Futures:

The MSCI EAFE Mini large speculator standing this week reached a net position of 30,057 contracts in the data reported through Tuesday. This was a weekly increase of 1,272 contracts from the previous week which had a total of 28,785 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 55.2 percent. The commercials are Bearish with a score of 40.3 percent and the small traders (not shown in chart) are Bullish with a score of 57.1 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.1	87.0	2.5
– Percent of Open Interest Shorts:	3.0	95.1	1.5
– Net Position:	30,057	-34,602	4,545
– Gross Longs:	42,995	369,923	10,758
– Gross Shorts:	12,938	404,525	6,213
– Long to Short Ratio:	3.3 to 1	0.9 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.2	40.3	57.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.7	2.6	-29.3

MSCI Emerging Mkts Mini Futures:

The MSCI Emerging Mkts Mini large speculator standing this week reached a net position of 38,211 contracts in the data reported through Tuesday. This was a weekly decrease 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

*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).

06 Aug

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

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 03 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 resulted in a net position of 430,527 contracts in the data reported through Tuesday. This was a weekly reduction of -19,237 contracts from the previous week which had a total of 449,764 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 49.1 percent. The commercials are Bearish with a score of 42.0 percent and the small traders (not shown in chart) are Bullish with a score of 76.8 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.2	35.4	4.1
– Percent of Open Interest Shorts:	6.6	55.9	2.2
– Net Position:	430,527	-474,358	43,831
– Gross Longs:	583,470	818,264	94,256
– Gross Shorts:	152,943	1,292,622	50,425
– Long to Short Ratio:	3.8 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	49.1	42.0	76.8
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-30.6	29.1	-6.3

Brent Crude Oil Futures :

The Brent Crude Oil Futures large speculator standing this week resulted in a net position of -22,385 contracts in the data reported through Tuesday. This was a weekly increase of 7,162 contracts from the previous week which had a total of -29,547 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 74.5 percent. The commercials are Bearish with a score of 29.0 percent and the small traders (not shown in chart) are Bearish with a score of 40.1 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.2	51.2	4.1
– Percent of Open Interest Shorts:	33.1	39.6	3.8
– Net Position:	-22,385	21,849	536
– Gross Longs:	39,648	95,934	7,652
– Gross Shorts:	62,033	74,085	7,116
– Long to Short Ratio:	0.6 to 1	1.3 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.5	29.0	40.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.2	8.2	-5.9

Natural Gas Futures :

The Natural Gas Futures large speculator standing this week resulted in a net position of -136,245 contracts in the data reported through Tuesday. This was a weekly gain of 1,513 contracts from the previous week which had a total of -137,758 net contracts.

This 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 37.7 percent. The commercials are Bullish with a score of 62.5 percent and the small traders (not shown in chart) are Bullish with a score of 61.9 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.8	41.2	4.3
– Percent of Open Interest Shorts:	33.2	34.3	1.9
– Net Position:	-136,245	100,386	35,859
– Gross Longs:	346,382	599,369	62,934
– Gross Shorts:	482,627	498,983	27,075
– Long to Short Ratio:	0.7 to 1	1.2 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.7	62.5	61.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.4	8.6	13.1

Gasoline Blendstock Futures :

The Gasoline Blendstock Futures large speculator standing this week resulted in a net position of 40,005 contracts in the data reported through Tuesday. This was a weekly boost of 3,654 contracts from the previous week which had a total of 36,351 net contracts.

This 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 10.8 percent. The commercials are Bullish-Extreme with a score of 87.4 percent and the small traders (not shown in chart) are Bullish with a score of 69.3 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.4	47.4	6.4
– Percent of Open Interest Shorts:	14.9	61.6	3.6
– Net Position:	40,005	-49,669	9,664
– Gross Longs:	92,170	165,548	22,354
– Gross Shorts:	52,165	215,217	12,690
– Long to Short Ratio:	1.8 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	10.8	87.4	69.3
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-16.8	17.2	-3.6

#2 Heating Oil NY-Harbor Futures :

The #2 Heating Oil NY-Harbor Futures large speculator standing this week resulted in a net position of 28,540 contracts in the data reported through Tuesday. This was a weekly boost of 1,645 contracts from the previous week which had a total of 26,895 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 74.2 percent. The commercials are Bearish with a score of 22.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 81.7 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.3	50.1	10.6
– Percent of Open Interest Shorts:	10.2	62.4	5.4
– Net Position:	28,540	-49,343	20,803
– Gross Longs:	69,669	201,601	42,467
– Gross Shorts:	41,129	250,944	21,664
– Long to Short Ratio:	1.7 to 1	0.8 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.2	22.6	81.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.6	-4.2	-0.7

Bloomberg Commodity Index Futures :

The Bloomberg Commodity Index Futures large speculator standing this week resulted in a net position of -11,576 contracts in the data reported through Tuesday. This was a weekly decline of -1,749 contracts from the previous week which had a total of -9,827 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 34.6 percent. The commercials are Bullish with a score of 65.3 percent and the small traders (not shown in chart) are Bearish with a score of 40.3 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	59.4	38.8	1.3
– Percent of Open Interest Shorts:	90.1	9.0	0.3
– Net Position:	-11,576	11,211	365
– Gross Longs:	22,383	14,611	474
– Gross Shorts:	33,959	3,400	109
– Long to Short Ratio:	0.7 to 1	4.3 to 1	4.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	34.6	65.3	40.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	18.6	-18.2	-11.5

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

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

CountingPips Forex Blog Energy Opinions

06 Aug

Soft Commodities COT Charts: Corn, Soybean Oil, Cattle, Hogs, Sugar, Coffee, Cotton & Wheat

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 03 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 resulted in a net position of 318,043 contracts in the data reported through Tuesday. This was a weekly advance of 11,366 contracts from the previous week which had a total of 306,677 net contracts.

This 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 70.7 percent. The commercials are Bearish with a score of 36.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.5	47.7	8.4
– Percent of Open Interest Shorts:	5.9	64.8	12.9
– Net Position:	318,043	-251,904	-66,139
– Gross Longs:	404,859	701,272	123,719
– Gross Shorts:	86,816	953,176	189,858
– Long to Short Ratio:	4.7 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	70.7	36.0	0.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.0	11.0	-4.0

SUGAR Futures:

The SUGAR large speculator standing this week resulted in a net position of 283,287 contracts in the data reported through Tuesday. This was a weekly increase of 12,300 contracts from the previous week which had a total of 270,987 net contracts.

This 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 94.8 percent. The commercials are Bearish-Extreme with a score of 5.1 percent and the small traders (not shown in chart) are Bullish with a score of 68.8 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.5	43.1	9.0
– Percent of Open Interest Shorts:	3.8	76.8	4.0
– Net Position:	283,287	-332,603	49,316
– Gross Longs:	320,806	425,151	88,800
– Gross Shorts:	37,519	757,754	39,484
– Long to Short Ratio:	8.6 to 1	0.6 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	94.8	5.1	68.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.5	-10.2	15.2

COFFEE Futures:

The COFFEE large speculator standing this week resulted in a net position of 55,023 contracts in the data reported through Tuesday. This was a weekly reduction of -1,689 contracts from the previous week which had a total of 56,712 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 90.7 percent. The commercials are Bearish-Extreme with a score of 10.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.2 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.7	48.3	3.6
– Percent of Open Interest Shorts:	5.6	67.8	2.1
– Net Position:	55,023	-59,481	4,458
– Gross Longs:	72,253	147,565	10,905
– Gross Shorts:	17,230	207,046	6,447
– Long to Short Ratio:	4.2 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.7	10.3	19.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.1	0.5	-4.2

SOYBEANS Futures:

The SOYBEANS large speculator standing this week resulted in a net position of 115,803 contracts in the data reported through Tuesday. This was a weekly decline of -9,858 contracts from the previous week which had a total of 125,661 net contracts.

This 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 59.0 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 48.6 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.8	49.6	7.2
– Percent of Open Interest Shorts:	10.2	65.1	9.3
– Net Position:	115,803	-101,867	-13,936
– Gross Longs:	182,394	325,058	47,094
– Gross Shorts:	66,591	426,925	61,030
– Long to Short Ratio:	2.7 to 1	0.8 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.0	41.9	48.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-16.1	15.1	1.8

SOYBEAN OIL Futures:

The SOYBEAN OIL large speculator standing this week resulted in a net position of 59,517 contracts in the data reported through Tuesday. This was a weekly lift of 3,102 contracts from the previous week which had a total of 56,415 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.3 percent. The commercials are Bearish with a score of 40.4 percent and the small traders (not shown in chart) are Bearish with a score of 47.7 percent.

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.8	50.9	7.2
– Percent of Open Interest Shorts:	7.4	65.2	5.3
– Net Position:	59,517	-68,690	9,173
– Gross Longs:	95,068	243,983	34,536
– Gross Shorts:	35,551	312,673	25,363
– Long to Short Ratio:	2.7 to 1	0.8 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.3	40.4	47.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.1	17.1	-32.9

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week resulted in a net position of 47,002 contracts in the data reported through Tuesday. This was a weekly lowering of -4,514 contracts from the previous week which had a total of 51,516 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 56.3 percent. The commercials are Bearish with a score of 44.8 percent and the small traders (not shown in chart) are Bearish with a score of 44.3 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.4	53.1	12.0
– Percent of Open Interest Shorts:	10.3	71.3	6.9
– Net Position:	47,002	-65,393	18,391
– Gross Longs:	84,111	190,500	43,132
– Gross Shorts:	37,109	255,893	24,741
– Long to Short Ratio:	2.3 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.3	44.8	44.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.1	6.7	-12.1

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week resulted in a net position of 69,651 contracts in the data reported through Tuesday. This was a weekly decrease of -1,287 contracts from the previous week which had a total of 70,938 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.8 percent. The commercials are Bullish with a score of 60.1 percent and the small traders (not shown in chart) are Bullish with a score of 58.8 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.3	40.3	9.5
– Percent of Open Interest Shorts:	13.6	60.0	13.5
– Net Position:	69,651	-58,048	-11,603
– Gross Longs:	109,856	118,706	28,060
– Gross Shorts:	40,205	176,754	39,663
– Long to Short Ratio:	2.7 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.8	60.1	58.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.5	6.6	-6.5

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week resulted in a net position of 85,592 contracts in the data reported through Tuesday. This was a weekly advance of 2,588 contracts from the previous week which had a total of 83,004 net contracts.

This 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 6.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.3 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.2	29.1	7.6
– Percent of Open Interest Shorts:	14.8	54.4	12.7
– Net Position:	85,592	-71,143	-14,449
– Gross Longs:	127,093	81,838	21,249
– Gross Shorts:	41,501	152,981	35,698
– Long to Short Ratio:	3.1 to 1	0.5 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	6.9	9.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.8	-3.3	-22.9

COTTON Futures:

The COTTON large speculator standing this week resulted in a net position of 89,043 contracts in the data reported through Tuesday. This was a weekly lift of 3,186 contracts from the previous week which had a total of 85,857 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-Extreme with a score of 93.3 percent. The commercials are Bearish-Extreme with a score of 7.4 percent and the small traders (not shown in chart) are Bullish with a score of 77.4 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.6	38.4	7.4
– Percent of Open Interest Shorts:	6.9	78.2	3.3
– Net Position:	89,043	-99,099	10,056
– Gross Longs:	106,150	95,749	18,360
– Gross Shorts:	17,107	194,848	8,304
– Long to Short Ratio:	6.2 to 1	0.5 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	93.3	7.4	77.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.9	-17.8	15.3

COCOA Futures:

The COCOA large speculator standing this week resulted in a net position of 13,326 contracts in the data reported through Tuesday. This was a weekly gain of 4,559 contracts from the previous week which had a total of 8,767 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.5 percent. The commercials are Bullish with a score of 64.5 percent and the small traders (not shown in chart) are Bearish with a score of 39.9 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.3	48.2	4.7
– Percent of Open Interest Shorts:	22.0	54.6	3.6
– Net Position:	13,326	-16,092	2,766
– Gross Longs:	68,772	121,390	11,767
– Gross Shorts:	55,446	137,482	9,001
– Long to Short Ratio:	1.2 to 1	0.9 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.5	64.5	39.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.3	15.1	-26.6

WHEAT Futures:

The WHEAT large speculator standing this week resulted in a net position of 40,977 contracts in the data reported through Tuesday. This was a weekly advance of 10,789 contracts from the previous week which had a total of 30,188 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 69.7 percent. The commercials are Bearish with a score of 35.1 percent and the small traders (not shown in chart) are Bearish with a score of 40.6 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.0	36.2	7.8
– Percent of Open Interest Shorts:	21.0	43.7	11.2
– Net Position:	40,977	-28,203	-12,774
– Gross Longs:	119,516	135,139	29,028
– Gross Shorts:	78,539	163,342	41,802
– Long to Short Ratio:	1.5 to 1	0.8 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.7	35.1	40.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.0	-9.6	-9.9

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 Opinions Soft Commodities

30 Jul

COT Currency Charts: US Dollar, Euro, Yen, Pound, Swiss Franc, Kiwi, Aussie & Bitcoin

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

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

The latest COT data is updated through Tuesday July 27 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 reached a net position of 16,541 contracts in the data reported through Tuesday. This was a weekly lift of 4,353 contracts from the previous week which had a total of 12,188 net contracts.

This 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 54.3 percent. The commercials are Bearish with a score of 37.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 94.1 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	73.8	3.1	18.2
– Percent of Open Interest Shorts:	35.3	54.8	5.0
– Net Position:	16,541	-22,254	5,713
– Gross Longs:	31,758	1,337	7,857
– Gross Shorts:	15,217	23,591	2,144
– Long to Short Ratio:	2.1 to 1	0.1 to 1	3.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.3	37.6	94.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	32.5	-34.5	24.9

Euro Currency Futures:

The Euro Currency large speculator standing this week reached a net position of 38,126 contracts in the data reported through Tuesday. This was a weekly decline of -7,696 contracts from the previous week which had a total of 45,822 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.7 percent. The commercials are Bullish with a score of 53.2 percent and the small traders (not shown in chart) are Bearish with a score of 49.2 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.8	55.2	13.6
– Percent of Open Interest Shorts:	24.2	66.9	7.5
– Net Position:	38,126	-79,849	41,723
– Gross Longs:	202,245	373,953	92,486
– Gross Shorts:	164,119	453,802	50,763
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.7	53.2	49.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.6	28.9	-33.0

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week reached a net position of -5,684 contracts in the data reported through Tuesday. This was a weekly reduction of -2,187 contracts from the previous week which had a total of -3,497 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 69.9 percent. The commercials are Bearish with a score of 34.2 percent and the small traders (not shown in chart) are Bullish with a score of 51.6 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.2	62.5	14.5
– Percent of Open Interest Shorts:	25.3	58.4	15.6
– Net Position:	-5,684	7,628	-1,944
– Gross Longs:	41,194	115,831	26,962
– Gross Shorts:	46,878	108,203	28,906
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.9	34.2	51.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-27.3	34.0	-40.7

Japanese Yen Futures:

The Japanese Yen large speculator standing this week reached a net position of -59,934 contracts in the data reported through Tuesday. This was a weekly decline of -4,203 contracts from the previous week which had a total of -55,731 net contracts.

This 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 33.3 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 27.4 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.8	73.3	9.5
– Percent of Open Interest Shorts:	47.4	35.1	17.2
– Net Position:	-59,934	75,014	-15,080
– Gross Longs:	32,975	143,819	18,589
– Gross Shorts:	92,909	68,805	33,669
– Long to Short Ratio:	0.4 to 1	2.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	33.3	70.1	27.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.9	4.6	6.5

Swiss Franc Futures:

The Swiss Franc large speculator standing this week reached a net position of 8,489 contracts in the data reported through Tuesday. This was a weekly advance of 447 contracts from the previous week which had a total of 8,042 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 86.5 percent. The commercials are Bearish with a score of 31.0 percent and the small traders (not shown in chart) are Bearish with a score of 33.5 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.8	39.3	19.7
– Percent of Open Interest Shorts:	21.8	35.6	42.4
– Net Position:	8,489	1,657	-10,146
– Gross Longs:	18,262	17,602	8,827
– Gross Shorts:	9,773	15,945	18,973
– Long to Short Ratio:	1.9 to 1	1.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.5	31.0	33.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.4	10.8	-26.8

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week reached a net position of 5,374 contracts in the data reported through Tuesday. This was a weekly decrease of -7,541 contracts from the previous week which had a total of 12,915 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 59.5 percent. The commercials are Bearish with a score of 38.3 percent and the small traders (not shown in chart) are Bullish with a score of 70.7 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.9	50.8	21.2
– Percent of Open Interest Shorts:	23.9	63.0	12.1
– Net Position:	5,374	-21,242	15,868
– Gross Longs:	47,048	88,808	36,955
– Gross Shorts:	41,674	110,050	21,087
– Long to Short Ratio:	1.1 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.5	38.3	70.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-32.4	32.4	-19.3

Australian Dollar Futures:

The Australian Dollar large speculator standing this week reached a net position of -39,347 contracts in the data reported through Tuesday. This was a weekly decrease of -3,657 contracts from the previous week which had a total of -35,690 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.9 percent. The commercials are Bullish with a score of 64.5 percent and the small traders (not shown in chart) are Bearish with a score of 30.2 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.2	53.4	10.6
– Percent of Open Interest Shorts:	57.7	22.7	17.9
– Net Position:	-39,347	51,603	-12,256
– Gross Longs:	57,415	89,675	17,836
– Gross Shorts:	96,762	38,072	30,092
– Long to Short Ratio:	0.6 to 1	2.4 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.9	64.5	30.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.0	34.6	-43.5

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week reached a net position of 1,421 contracts in the data reported through Tuesday. This was a weekly decline of -1,625 contracts from the previous week which had a total of 3,046 net contracts.

This 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 73.6 percent. The commercials are Bearish with a score of 28.6 percent and the small traders (not shown in chart) are Bullish with a score of 50.9 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.4	45.9	9.0
– Percent of Open Interest Shorts:	41.1	48.6	9.5
– Net Position:	1,421	-1,191	-230
– Gross Longs:	19,505	20,182	3,935
– Gross Shorts:	18,084	21,373	4,165
– Long to Short Ratio:	1.1 to 1	0.9 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.6	28.6	50.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.1	6.9	-29.0

Mexican Peso Futures:

The Mexican Peso large speculator standing this week reached a net position of -26,407 contracts in the data reported through Tuesday. This was a weekly rise of 2,014 contracts from the previous week which had a total of -28,421 net contracts.

This 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 1.5 percent. The commercials are Bullish-Extreme with a score of 97.6 percent and the small traders (not shown in chart) are Bullish with a score of 57.0 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	43.5	50.3	4.4
– Percent of Open Interest Shorts:	61.1	34.9	2.2
– Net Position:	-26,407	23,119	3,288
– Gross Longs:	65,404	75,588	6,559
– Gross Shorts:	91,811	52,469	3,271
– Long to Short Ratio:	0.7 to 1	1.4 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	1.5	97.6	57.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.2	1.3	-1.0

Brazilian Real Futures:

The Brazilian Real large speculator standing this week reached a net position of 21,761 contracts in the data reported through Tuesday. This was a weekly boost of 348 contracts from the previous week which had a total of 21,413 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 Bullish-Extreme with a score of 99.4 percent. The commercials are Bearish-Extreme with a score of 0.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.0 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	67.0	23.0	8.4
– Percent of Open Interest Shorts:	17.0	77.7	3.8
– Net Position:	21,761	-23,761	2,000
– Gross Longs:	29,132	10,007	3,651
– Gross Shorts:	7,371	33,768	1,651
– Long to Short Ratio:	4.0 to 1	0.3 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	99.4	0.3	91.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.2	-4.0	-1.8

Russian Ruble Futures:

The Russian Ruble large speculator standing this week reached a net position of 7,593 contracts in the data reported through Tuesday. This was a weekly lowering of -208 contracts from the previous week which had a total of 7,801 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 31.4 percent. The commercials are Bullish with a score of 64.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.2 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.6	57.3	5.1
– Percent of Open Interest Shorts:	22.9	74.8	2.3
– Net Position:	7,593	-9,059	1,466
– Gross Longs:	19,462	29,634	2,653
– Gross Shorts:	11,869	38,693	1,187
– Long to Short Ratio:	1.6 to 1	0.8 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	31.4	64.8	87.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.5	-14.9	26.4

Bitcoin Futures:

The Bitcoin large speculator standing this week reached a net position of -1,572 contracts in the data reported through Tuesday. This was a weekly decline of -380 contracts from the previous week which had a total of -1,192 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.7 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish with a score of 20.7 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.0	9.4	21.7
– Percent of Open Interest Shorts:	68.1	1.3	9.6
– Net Position:	-1,572	628	944
– Gross Longs:	3,743	730	1,692
– Gross Shorts:	5,315	102	748
– Long to Short Ratio:	0.7 to 1	7.2 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.7	100.0	20.7
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.0	15.3	-5.8

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 Forex and Currency News Opinions

30 Jul

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

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

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

The latest COT data is updated through Tuesday July 27 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 -740,875 contracts in the data reported through Tuesday. This was a weekly boost of 4,060 contracts from the previous week which had a total of -744,935 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 42.0 percent. The commercials are Bullish with a score of 53.6 percent and the small traders (not shown in chart) are Bullish with a score of 75.4 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.5	59.1	5.0
– Percent of Open Interest Shorts:	21.7	51.1	6.8
– Net Position:	-740,875	951,440	-210,565
– Gross Longs:	1,867,231	7,095,708	604,249
– Gross Shorts:	2,608,106	6,144,268	814,814
– Long to Short Ratio:	0.7 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.0	53.6	75.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.5	5.5	-10.7

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week was a net position of -126,555 contracts in the data reported through Tuesday. This was a weekly increase of 59,379 contracts from the previous week which had a total of -185,934 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 24.0 percent. The commercials are Bullish with a score of 76.7 percent and the small traders (not shown in chart) are Bearish with a score of 48.8 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.4	75.7	2.1
– Percent of Open Interest Shorts:	17.1	62.9	3.2
– Net Position:	-126,555	138,816	-12,261
– Gross Longs:	58,687	822,091	22,595
– Gross Shorts:	185,242	683,275	34,856
– Long to Short Ratio:	0.3 to 1	1.2 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	24.0	76.7	48.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.2	-16.4	-6.8

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week was a net position of -54,331 contracts in the data reported through Tuesday. This was a weekly increase of 3,752 contracts from the previous week which had a total of -58,083 net contracts.

This 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 94.4 percent. The commercials are Bearish with a score of 26.3 percent and the small traders (not shown in chart) are Bearish with a score of 39.2 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.9	71.6	7.1
– Percent of Open Interest Shorts:	21.7	69.3	6.7
– Net Position:	-54,331	46,056	8,275
– Gross Longs:	373,471	1,414,480	141,166
– Gross Shorts:	427,802	1,368,424	132,891
– 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):	94.4	26.3	39.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	16.3	-5.7	-17.4

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week was a net position of -30,025 contracts in the data reported through Tuesday. This was a weekly gain of 39,009 contracts from the previous week which had a total of -69,034 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 87.0 percent. The commercials are Bearish with a score of 24.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.7 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.3	75.7	8.4
– Percent of Open Interest Shorts:	15.1	70.8	12.4
– Net Position:	-30,025	168,613	-138,588
– Gross Longs:	496,074	2,633,496	293,649
– Gross Shorts:	526,099	2,464,883	432,237
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.0	24.7	12.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.4	-1.2	-28.0

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week was a net position of 164,491 contracts in the data reported through Tuesday. This was a weekly boost of 75,565 contracts from the previous week which had a total of 88,926 net contracts.

This 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 with a score of 21.3 percent and the small traders (not shown in chart) are Bearish with a score of 21.0 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.3	66.6	9.0
– Percent of Open Interest Shorts:	18.2	65.7	14.0
– Net Position:	164,491	36,905	-201,396
– Gross Longs:	906,368	2,710,030	367,441
– Gross Shorts:	741,877	2,673,125	568,837
– 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):	99.0	21.3	21.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.0	-16.7	11.6

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week was a net position of 105,428 contracts in the data reported through Tuesday. This was a weekly decline of -19,386 contracts from the previous week which had a total of 124,814 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.6 percent. The commercials are Bullish with a score of 55.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.7 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.8	76.3	8.5
– Percent of Open Interest Shorts:	7.8	73.7	18.2
– Net Position:	105,428	39,203	-144,631
– Gross Longs:	220,903	1,136,010	126,680
– Gross Shorts:	115,475	1,096,807	271,311
– Long to Short Ratio:	1.9 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.6	55.2	10.7
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-23.5	21.2	10.2

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week was a net position of -82,915 contracts in the data reported through Tuesday. This was a weekly increase of 17,693 contracts from the previous week which had a total of -100,608 net contracts.

This 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 63.6 percent. The commercials are Bearish with a score of 41.4 percent and the small traders (not shown in chart) are Bullish with a score of 65.4 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.9	72.0	16.2
– Percent of Open Interest Shorts:	16.9	66.4	14.9
– Net Position:	-82,915	66,824	16,091
– Gross Longs:	117,946	853,940	192,630
– Gross Shorts:	200,861	787,116	176,539
– 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):	63.6	41.4	65.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.4	-8.7	42.4

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week was a net position of -236,239 contracts in the data reported through Tuesday. This was a weekly decrease of -9,602 contracts from the previous week which had a total of -226,637 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-Extreme with a score of 88.9 percent. The commercials are Bearish with a score of 31.2 percent and the small traders (not shown in chart) are Bearish with a score of 37.5 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.5	77.9	12.3
– Percent of Open Interest Shorts:	28.7	59.8	11.3
– Net Position:	-236,239	223,412	12,827
– Gross Longs:	117,812	962,619	152,000
– Gross Shorts:	354,051	739,207	139,173
– 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):	88.9	31.2	37.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.5	-13.8	17.8

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

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

Bonds CountingPips Forex Blog Opinions

30 Jul

COT Futures Metals Charts: Gold, Silver, High Grade 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 July 27 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 199,388 contracts in the data reported through Tuesday. This was a weekly gain of 3,416 contracts from the previous week which had a total of 195,972 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 60.6 percent. The commercials are Bearish with a score of 38.1 percent and the small traders (not shown in chart) are Bullish with a score of 55.0 percent.

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	54.7	23.3	9.6
– Percent of Open Interest Shorts:	14.9	69.0	3.7
– Net Position:	199,388	-228,814	29,426
– Gross Longs:	273,688	116,498	48,080
– Gross Shorts:	74,300	345,312	18,654
– Long to Short Ratio:	3.7 to 1	0.3 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.6	38.1	55.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.9	0.6	-23.9

Silver Comex Futures:

The Silver Comex Futures large speculator standing this week resulted in a net position of 31,217 contracts in the data reported through Tuesday. This was a weekly reduction of -6,258 contracts from the previous week which had a total of 37,475 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 56.3 percent. The commercials are Bearish with a score of 46.7 percent and the small traders (not shown in chart) are Bearish with a score of 31.8 percent.

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.2	30.4	18.1
– Percent of Open Interest Shorts:	23.5	61.5	7.7
– Net Position:	31,217	-46,909	15,692
– Gross Longs:	66,733	45,816	27,330
– Gross Shorts:	35,516	92,725	11,638
– Long to Short Ratio:	1.9 to 1	0.5 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.3	46.7	31.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-19.5	20.9	-19.6

Copper Grade #1 Futures:

The Copper Grade #1 Futures large speculator standing this week resulted in a net position of 37,351 contracts in the data reported through Tuesday. This was a weekly advance of 17,078 contracts from the previous week which had a total of 20,273 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 69.3 percent. The commercials are Bearish with a score of 29.9 percent and the small traders (not shown in chart) are Bullish with a score of 58.0 percent.

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.3	36.7	9.4
– Percent of Open Interest Shorts:	26.4	57.3	6.7
– Net Position:	37,351	-43,007	5,656
– Gross Longs:	92,484	76,570	19,717
– Gross Shorts:	55,133	119,577	14,061
– Long to Short Ratio:	1.7 to 1	0.6 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.3	29.9	58.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	19.1	-13.5	-40.4

Platinum Futures:

The Platinum Futures large speculator standing this week resulted in a net position of 11,795 contracts in the data reported through Tuesday. This was a weekly decrease of -318 contracts from the previous week which had a total of 12,113 net contracts.

This 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 29.8 percent. The commercials are Bullish with a score of 69.7 percent and the small traders (not shown in chart) are Bullish with a score of 64.1 percent.

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.4	29.0	17.1
– Percent of Open Interest Shorts:	31.5	61.1	4.8
– Net Position:	11,795	-19,109	7,314
– Gross Longs:	30,519	17,199	10,180
– Gross Shorts:	18,724	36,308	2,866
– Long to Short Ratio:	1.6 to 1	0.5 to 1	3.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	29.8	69.7	64.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.4	11.8	-20.0

Palladium Futures:

The Palladium Futures large speculator standing this week resulted in a net position of 1,175 contracts in the data reported through Tuesday. This was a weekly fall of -108 contracts from the previous week which had a total of 1,283 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 6.0 percent. The commercials are Bullish-Extreme with a score of 89.7 percent and the small traders (not shown in chart) are Bullish with a score of 79.5 percent.

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.7	35.1	14.3
– Percent of Open Interest Shorts:	37.1	52.6	8.5
– Net Position:	1,175	-1,764	589
– Gross Longs:	4,919	3,544	1,446
– Gross Shorts:	3,744	5,308	857
– Long to Short Ratio:	1.3 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	6.0	89.7	79.5
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.4	10.0	-16.6

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

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

CountingPips Forex Blog Metals Opinions

30 Jul

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

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

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

The latest COT data is updated through Tuesday July 27 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 recorded a net position of -52,055 contracts in the data reported through Tuesday. This was a weekly decline of -1,317 contracts from the previous week which had a total of -50,738 net contracts.

This 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 63.3 percent. The commercials are Bearish with a score of 38.6 percent and the small traders (not shown in chart) are Bearish with a score of 26.1 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.2	52.1	6.3
– Percent of Open Interest Shorts:	39.4	32.3	8.9
– Net Position:	-52,055	60,030	-7,975
– Gross Longs:	67,107	157,659	19,052
– Gross Shorts:	119,162	97,629	27,027
– Long to Short Ratio:	0.6 to 1	1.6 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.3	38.6	26.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.4	-4.6	-15.5

S&P500 Mini Futures:

The S&P500 Mini large speculator standing this week recorded a net position of 39,375 contracts in the data reported through Tuesday. This was a weekly gain of 5,197 contracts from the previous week which had a total of 34,178 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 60.5 percent. The commercials are Bearish with a score of 48.4 percent and the small traders (not shown in chart) are Bearish with a score of 38.6 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.8	69.4	11.6
– Percent of Open Interest Shorts:	14.3	73.1	9.4
– Net Position:	39,375	-97,689	58,314
– Gross Longs:	421,612	1,851,215	308,790
– Gross Shorts:	382,237	1,948,904	250,476
– Long to Short Ratio:	1.1 to 1	0.9 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.5	48.4	38.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.9	7.9	-21.0

Dow Jones Mini Futures:

The Dow Jones Mini large speculator standing this week recorded a net position of -373 contracts in the data reported through Tuesday. This was a weekly gain of 3,547 contracts from the previous week which had a total of -3,920 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 34.0 percent. The commercials are Bullish with a score of 59.6 percent and the small traders (not shown in chart) are Bullish with a score of 66.2 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.6	41.6	17.2
– Percent of Open Interest Shorts:	39.9	46.3	12.2
– Net Position:	-373	-4,816	5,189
– Gross Longs:	40,566	42,640	17,665
– Gross Shorts:	40,939	47,456	12,476
– 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):	34.0	59.6	66.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.6	-3.9	-33.8

Nasdaq Mini Futures:

The Nasdaq Mini large speculator standing this week recorded a net position of -9,825 contracts in the data reported through Tuesday. This was a weekly decline of -7,543 contracts from the previous week which had a total of -2,282 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 69.5 percent. The commercials are Bearish with a score of 37.9 percent and the small traders (not shown in chart) are Bearish with a score of 24.6 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.2	56.4	14.7
– Percent of Open Interest Shorts:	31.4	48.5	18.4
– Net Position:	-9,825	18,467	-8,642
– Gross Longs:	63,838	132,384	34,607
– Gross Shorts:	73,663	113,917	43,249
– Long to Short Ratio:	0.9 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.5	37.9	24.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.7	-2.6	6.9

Russell 2000 Mini Futures:

The Russell 2000 Mini large speculator standing this week recorded a net position of -56,850 contracts in the data reported through Tuesday. This was a weekly reduction of -822 contracts from the previous week which had a total of -56,028 net contracts.

This 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 21.7 percent. The commercials are Bullish with a score of 77.7 percent and the small traders (not shown in chart) are Bearish with a score of 48.2 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.7	79.8	6.4
– Percent of Open Interest Shorts:	25.1	68.6	5.3
– Net Position:	-56,850	51,501	5,349
– Gross Longs:	57,951	364,893	29,369
– Gross Shorts:	114,801	313,392	24,020
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	21.7	77.7	48.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.7	4.7	-1.2

Nikkei Stock Average (USD) Futures:

The Nikkei Stock Average (USD) large speculator standing this week recorded a net position of -5,499 contracts in the data reported through Tuesday. This was a weekly boost of 792 contracts from the previous week which had a total of -6,291 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.4 percent. The commercials are Bullish with a score of 78.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.9	60.4	24.7
– Percent of Open Interest Shorts:	49.9	12.1	38.0
– Net Position:	-5,499	7,587	-2,088
– Gross Longs:	2,345	9,485	3,880
– Gross Shorts:	7,844	1,898	5,968
– Long to Short Ratio:	0.3 to 1	5.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.4	78.7	0.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.1	16.5	-45.3

MSCI EAFE Mini Futures:

The MSCI EAFE Mini large speculator standing this week recorded a net position of 28,785 contracts in the data reported through Tuesday. This was a weekly reduction of -2,667 contracts from the previous week which had a total of 31,452 net contracts.

This 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 53.1 percent. The commercials are Bearish with a score of 50.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.6 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.5	87.9	2.4
– Percent of Open Interest Shorts:	2.8	94.5	2.4
– Net Position:	28,785	-28,661	-124
– Gross Longs:	41,106	381,338	10,220
– Gross Shorts:	12,321	409,999	10,344
– Long to Short Ratio:	3.3 to 1	0.9 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	53.1	50.0	14.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.9	-9.1	-75.3

MSCI Emerging Mkts Mini Futures:

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

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

30 Jul

COT Energy Futures Charts: Brent Crude Oil, Natural Gas, Bloomberg 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 July 27 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 449,764 contracts in the data reported through Tuesday. This was a weekly gain of 1,024 contracts from the previous week which had a total of 448,740 net contracts.

This 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 52.0 percent. The commercials are Bearish with a score of 43.6 percent and the small traders (not shown in chart) are Bullish with a score of 68.7 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.8	35.6	3.9
– Percent of Open Interest Shorts:	6.5	56.5	2.3
– Net Position:	449,764	-487,889	38,125
– Gross Longs:	601,411	827,518	91,243
– Gross Shorts:	151,647	1,315,407	53,118
– Long to Short Ratio:	4.0 to 1	0.6 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.0	43.6	68.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-22.4	22.3	-13.8

Brent Crude Oil Futures :

The Brent Crude Oil Futures large speculator standing this week recorded a net position of -29,547 contracts in the data reported through Tuesday. This was a weekly decline of -3,520 contracts from the previous week which had a total of -26,027 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 62.4 percent. The commercials are Bearish with a score of 42.0 percent and the small traders (not shown in chart) are Bearish with a score of 34.9 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.8	53.7	3.1
– Percent of Open Interest Shorts:	31.4	39.0	3.1
– Net Position:	-29,547	29,604	-57
– Gross Longs:	33,832	108,260	6,157
– Gross Shorts:	63,379	78,656	6,214
– 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):	62.4	42.0	34.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.6	19.3	-20.5

Natural Gas Futures :

The Natural Gas Futures large speculator standing this week recorded a net position of -137,758 contracts in the data reported through Tuesday. This was a weekly decline of -10,216 contracts from the previous week which had a total of -127,542 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 Bearish with a score of 37.2 percent. The commercials are Bullish with a score of 62.5 percent and the small traders (not shown in chart) are Bullish with a score of 67.0 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.2	41.1	4.3
– Percent of Open Interest Shorts:	33.8	34.1	1.7
– Net Position:	-137,758	100,303	37,455
– Gross Longs:	347,610	590,146	62,370
– Gross Shorts:	485,368	489,843	24,915
– 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):	37.2	62.5	67.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.0	8.6	9.3

Gasoline Blendstock Futures :

The Gasoline Blendstock Futures large speculator standing this week recorded a net position of 36,351 contracts in the data reported through Tuesday. This was a weekly rise of 7,014 contracts from the previous week which had a total of 29,337 net contracts.

This 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 7.1 percent. The commercials are Bullish-Extreme with a score of 92.5 percent and the small traders (not shown in chart) are Bullish with a score of 60.2 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.1	48.7	6.4
– Percent of Open Interest Shorts:	14.7	61.5	4.0
– Net Position:	36,351	-44,496	8,145
– Gross Longs:	87,397	169,307	22,193
– Gross Shorts:	51,046	213,803	14,048
– Long to Short Ratio:	1.7 to 1	0.8 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	7.1	92.5	60.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.5	13.8	-9.1

#2 Heating Oil NY-Harbor Futures :

The #2 Heating Oil NY-Harbor Futures large speculator standing this week recorded a net position of 26,895 contracts in the data reported through Tuesday. This was a weekly gain of 2,646 contracts from the previous week which had a total of 24,249 net contracts.

This 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 72.1 percent. The commercials are Bearish with a score of 26.4 percent and the small traders (not shown in chart) are Bullish with a score of 73.3 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.5	50.1	10.8
– Percent of Open Interest Shorts:	10.8	61.4	6.1
– Net Position:	26,895	-45,608	18,713
– Gross Longs:	70,760	202,895	43,552
– Gross Shorts:	43,865	248,503	24,839
– Long to Short Ratio:	1.6 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.1	26.4	73.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.5	-0.8	-10.8

Bloomberg Commodity Index Futures :

The Bloomberg Commodity Index Futures large speculator standing this week recorded a net position of -9,827 contracts in the data reported through Tuesday. This was a weekly reduction of -1,697 contracts from the previous week which had a total of -8,130 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 38.3 percent. The commercials are Bullish with a score of 61.7 percent and the small traders (not shown in chart) are Bearish with a score of 37.9 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	63.4	35.0	1.1
– Percent of Open Interest Shorts:	90.0	9.2	0.3
– Net Position:	-9,827	9,516	311
– Gross Longs:	23,399	12,916	418
– Gross Shorts:	33,226	3,400	107
– Long to Short Ratio:	0.7 to 1	3.8 to 1	3.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	38.3	61.7	37.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	21.0	-18.1	-62.1

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

30 Jul

COT Soft Commodities Charts: Corn, Sugar, Live Cattle, Hogs, Sugar, Coffee, Cocoa

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

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

The latest COT data is updated through Tuesday July 27 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 resulted in a net position of 306,677 contracts in the data reported through Tuesday. This was a weekly decline of -4,852 contracts from the previous week which had a total of 311,529 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 69.2 percent. The commercials are Bearish with a score of 36.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.4 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.8	48.8	8.5
– Percent of Open Interest Shorts:	5.9	65.6	12.6
– Net Position:	306,677	-246,294	-60,383
– Gross Longs:	393,463	716,395	124,068
– Gross Shorts:	86,786	962,689	184,451
– Long to Short Ratio:	4.5 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.2	36.8	1.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.1	14.6	-4.9

SUGAR Futures:

The SUGAR large speculator standing this week resulted in a net position of 270,987 contracts in the data reported through Tuesday. This was a weekly advance of 28,518 contracts from the previous week which had a total of 242,469 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 92.3 percent. The commercials are Bearish-Extreme with a score of 6.2 percent and the small traders (not shown in chart) are Bullish with a score of 76.7 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.3	42.7	10.2
– Percent of Open Interest Shorts:	3.9	76.9	4.4
– Net Position:	270,987	-326,717	55,730
– Gross Longs:	307,945	407,255	97,297
– Gross Shorts:	36,958	733,972	41,567
– Long to Short Ratio:	8.3 to 1	0.6 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.3	6.2	76.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.3	-1.5	8.2

COFFEE Futures:

The COFFEE large speculator standing this week resulted in a net position of 56,712 contracts in the data reported through Tuesday. This was a weekly lowering of -5,324 contracts from the previous week which had a total of 62,036 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 91.7 percent. The commercials are Bearish-Extreme with a score of 9.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.4 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.2	48.3	3.5
– Percent of Open Interest Shorts:	5.9	69.0	2.1
– Net Position:	56,712	-61,060	4,348
– Gross Longs:	74,172	142,031	10,427
– Gross Shorts:	17,460	203,091	6,079
– Long to Short Ratio:	4.2 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	91.7	9.4	18.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.8	4.7	-9.0

SOYBEANS Futures:

The SOYBEANS large speculator standing this week resulted in a net position of 125,661 contracts in the data reported through Tuesday. This was a weekly decrease of -12,018 contracts from the previous week which had a total of 137,679 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.4 percent. The commercials are Bearish with a score of 39.4 percent and the small traders (not shown in chart) are Bearish with a score of 49.6 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.2	49.2	7.3
– Percent of Open Interest Shorts:	9.4	66.0	9.3
– Net Position:	125,661	-112,331	-13,330
– Gross Longs:	188,545	328,233	48,754
– Gross Shorts:	62,884	440,564	62,084
– Long to Short Ratio:	3.0 to 1	0.7 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.4	39.4	49.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-19.7	19.3	-3.7

SOYBEAN OIL Futures:

The SOYBEAN OIL large speculator standing this week resulted in a net position of 59,517 contracts in the data reported through Tuesday. This was a weekly boost of 3,102 contracts from the previous week which had a total of 56,415 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.3 percent. The commercials are Bearish with a score of 40.4 percent and the small traders (not shown in chart) are Bearish with a score of 47.7 percent.

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.8	50.9	7.2
– Percent of Open Interest Shorts:	7.4	65.2	5.3
– Net Position:	59,517	-68,690	9,173
– Gross Longs:	95,068	243,983	34,536
– Gross Shorts:	35,551	312,673	25,363
– Long to Short Ratio:	2.7 to 1	0.8 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.3	40.4	47.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.1	17.1	-32.9

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week resulted in a net position of 51,516 contracts in the data reported through Tuesday. This was a weekly reduction of -3,349 contracts from the previous week which had a total of 54,865 net contracts.

This 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 59.0 percent. The commercials are Bearish with a score of 41.1 percent and the small traders (not shown in chart) are Bullish with a score of 52.7 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.6	51.9	12.7
– Percent of Open Interest Shorts:	9.3	71.9	7.0
– Net Position:	51,516	-71,993	20,477
– Gross Longs:	84,956	186,419	45,495
– Gross Shorts:	33,440	258,412	25,018
– Long to Short Ratio:	2.5 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.0	41.1	52.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.3	2.5	-8.5

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week resulted in a net position of 70,938 contracts in the data reported through Tuesday. This was a weekly gain of 8,552 contracts from the previous week which had a total of 62,386 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 36.6 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 59.5 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.1	40.0	9.4
– Percent of Open Interest Shorts:	13.5	59.8	13.1
– Net Position:	70,938	-59,612	-11,326
– Gross Longs:	111,594	120,515	28,182
– Gross Shorts:	40,656	180,127	39,508
– Long to Short Ratio:	2.7 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	36.6	58.8	59.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.1	0.7	-6.1

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week resulted in a net position of 83,004 contracts in the data reported through Tuesday. This was a weekly advance of 9,985 contracts from the previous week which had a total of 73,019 net contracts.

This 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 98.0 percent. The commercials are Bearish-Extreme with a score of 8.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.0 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.0	29.3	7.8
– Percent of Open Interest Shorts:	14.9	54.5	12.7
– Net Position:	83,004	-69,548	-13,456
– Gross Longs:	124,160	80,919	21,580
– Gross Shorts:	41,156	150,467	35,036
– Long to Short Ratio:	3.0 to 1	0.5 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	98.0	8.3	14.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.9	5.5	-25.4

COTTON Futures:

The COTTON large speculator standing this week resulted in a net position of 85,857 contracts in the data reported through Tuesday. This was a weekly gain of 8,544 contracts from the previous week which had a total of 77,313 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 Bullish-Extreme with a score of 83.8 percent. The commercials are Bearish-Extreme with a score of 13.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 90.0 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.0	39.3	8.1
– Percent of Open Interest Shorts:	7.0	79.2	3.2
– Net Position:	85,857	-97,906	12,049
– Gross Longs:	102,971	96,499	19,839
– Gross Shorts:	17,114	194,405	7,790
– Long to Short Ratio:	6.0 to 1	0.5 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	83.8	13.4	90.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.9	-15.1	21.3

COCOA Futures:

The COCOA large speculator standing this week resulted in a net position of 13,326 contracts in the data reported through Tuesday. This was a weekly advance of 4,559 contracts from the previous week which had a total of 8,767 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.5 percent. The commercials are Bullish with a score of 64.5 percent and the small traders (not shown in chart) are Bearish with a score of 39.9 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.3	48.2	4.7
– Percent of Open Interest Shorts:	22.0	54.6	3.6
– Net Position:	13,326	-16,092	2,766
– Gross Longs:	68,772	121,390	11,767
– Gross Shorts:	55,446	137,482	9,001
– Long to Short Ratio:	1.2 to 1	0.9 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.5	64.5	39.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.3	15.1	-26.6

WHEAT Futures:

The WHEAT large speculator standing this week resulted in a net position of 30,188 contracts in the data reported through Tuesday. This was a weekly advance of 3,419 contracts from the previous week which had a total of 26,769 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 60.2 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 38.4 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.6	37.8	7.7
– Percent of Open Interest Shorts:	21.9	42.6	11.5
– Net Position:	30,188	-16,959	-13,229
– Gross Longs:	106,358	131,440	26,731
– Gross Shorts:	76,170	148,399	39,960
– Long to Short Ratio:	1.4 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.2	43.7	38.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.5	-7.8	-26.4

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

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

CountingPips Forex Blog Opinions Soft Commodities

24 Jul

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

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

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

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

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

Speculators or Non-Commercials Explained:

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

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

Here Are This Week’s Most Bullish Speculator Positions:

Brazil Real

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

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

Coffee Futures

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

2-Year Bond

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

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

This Week’s Most Bearish Speculator Positions:

Mexican Peso

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

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

Palladium

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

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

Fed Funds

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

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

Article by CountingPips – Get Our Weekly Newsletter here

CountingPips Forex Blog Forex and Currency News investing Opinions

Risk Disclosure: Foreign Currency trading and trading on margin carries a high level of risk and can result in loss of part or all of your investment. Due to the level of risk and market volatility, Foreign Currency trading may not be suitable for all investors and you should not invest money you cannot afford to lose. Before deciding to invest in the foreign currency exchange market you should carefully consider your investment objectives, level of experience, and risk appetite. You should be aware of all the risks associated with foreign currency exchange trading, and seek advice from an independent financial advisor should you have any doubts.

All information and opinions on this website are for general informational purposes only and do not constitute investment advice.