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COT Currency Futures Charts: US Dollar, Euro, Yen, Pound, Swiss Franc, Peso, 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 20 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 totaled a net position of 12,188 contracts in the data reported through Tuesday. This was a weekly rise of 931 contracts from the previous week which had a total of 11,257 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.8 percent. The commercials are Bearish with a score of 45.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 92.0 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	74.0	2.1	19.4
– Percent of Open Interest Shorts:	42.6	47.9	5.0
– Net Position:	12,188	-17,806	5,618
– Gross Longs:	28,782	825	7,546
– Gross Shorts:	16,594	18,631	1,928
– Long to Short Ratio:	1.7 to 1	0.0 to 1	3.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.8	45.0	92.0
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	18.0	-19.8	19.4

Euro Currency Futures:

The Euro Currency large speculator standing this week totaled a net position of 45,822 contracts in the data reported through Tuesday. This was a weekly lowering of -13,891 contracts from the previous week which had a total of 59,713 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 49.1 percent. The commercials are Bullish with a score of 52.4 percent and the small traders (not shown in chart) are Bearish with a score of 41.6 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.5	55.5	13.0
– Percent of Open Interest Shorts:	23.8	67.6	7.7
– Net Position:	45,822	-82,401	36,579
– Gross Longs:	208,669	379,176	89,034
– Gross Shorts:	162,847	461,577	52,455
– Long to Short Ratio:	1.3 to 1	0.8 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	49.1	52.4	41.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.8	28.3	-57.5

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week totaled a net position of -3,497 contracts in the data reported through Tuesday. This was a weekly decrease of -11,466 contracts from the previous week which had a total of 7,969 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 71.5 percent. The commercials are Bearish with a score of 31.9 percent and the small traders (not shown in chart) are Bullish with a score of 55.2 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.4	60.4	15.3
– Percent of Open Interest Shorts:	25.3	58.4	15.4
– Net Position:	-3,497	3,732	-235
– Gross Longs:	44,223	114,031	28,931
– Gross Shorts:	47,720	110,299	29,166
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.5	31.9	55.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-22.5	28.4	-34.9

Japanese Yen Futures:

The Japanese Yen large speculator standing this week totaled a net position of -55,731 contracts in the data reported through Tuesday. This was a weekly lift of 519 contracts from the previous week which had a total of -56,250 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.9 percent. The commercials are Bullish with a score of 68.3 percent and the small traders (not shown in chart) are Bearish with a score of 26.5 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.4	72.1	9.2
– Percent of Open Interest Shorts:	47.4	35.0	17.3
– Net Position:	-55,731	71,266	-15,535
– Gross Longs:	35,474	138,577	17,695
– Gross Shorts:	91,205	67,311	33,230
– Long to Short Ratio:	0.4 to 1	2.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.9	68.3	26.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.1	8.0	2.7

Swiss Franc Futures:

The Swiss Franc large speculator standing this week totaled a net position of 8,042 contracts in the data reported through Tuesday. This was a weekly rise of 905 contracts from the previous week which had a total of 7,137 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 85.8 percent. The commercials are Bearish with a score of 33.3 percent and the small traders (not shown in chart) are Bearish with a score of 28.6 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.4	41.7	17.9
– Percent of Open Interest Shorts:	22.4	33.2	44.3
– Net Position:	8,042	3,796	-11,838
– Gross Longs:	18,061	18,646	7,993
– Gross Shorts:	10,019	14,850	19,831
– Long to Short Ratio:	1.8 to 1	1.3 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.8	33.3	28.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.8	6.4	-37.9

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week totaled a net position of 12,915 contracts in the data reported through Tuesday. This was a weekly reduction of -13,461 contracts from the previous week which had a total of 26,376 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 65.8 percent. The commercials are Bearish with a score of 35.4 percent and the small traders (not shown in chart) are Bullish with a score of 66.3 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.6	47.1	19.5
– Percent of Open Interest Shorts:	24.8	60.7	12.7
– Net Position:	12,915	-25,876	12,961
– Gross Longs:	59,883	89,082	36,996
– Gross Shorts:	46,968	114,958	24,035
– Long to Short Ratio:	1.3 to 1	0.8 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	65.8	35.4	66.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-27.0	32.1	-28.6

Australian Dollar Futures:

The Australian Dollar large speculator standing this week totaled a net position of -35,690 contracts in the data reported through Tuesday. This was a weekly decrease of -6,902 contracts from the previous week which had a total of -28,788 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 41.9 percent. The commercials are Bullish with a score of 59.0 percent and the small traders (not shown in chart) are Bearish with a score of 36.7 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.9	51.7	11.9
– Percent of Open Interest Shorts:	56.7	24.2	17.6
– Net Position:	-35,690	44,984	-9,294
– Gross Longs:	57,072	84,561	19,452
– Gross Shorts:	92,762	39,577	28,746
– Long to Short Ratio:	0.6 to 1	2.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	41.9	59.0	36.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-29.3	41.4	-50.6

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week totaled a net position of 3,046 contracts in the data reported through Tuesday. This was a weekly decline of -184 contracts from the previous week which had a total of 3,230 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 76.4 percent. The commercials are Bearish with a score of 26.6 percent and the small traders (not shown in chart) are Bearish with a score of 46.9 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	47.4	41.7	9.5
– Percent of Open Interest Shorts:	40.4	47.3	10.9
– Net Position:	3,046	-2,448	-598
– Gross Longs:	20,671	18,166	4,144
– Gross Shorts:	17,625	20,614	4,742
– Long to Short Ratio:	1.2 to 1	0.9 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.4	26.6	46.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.1	10.2	-45.9

Mexican Peso Futures:

The Mexican Peso large speculator standing this week totaled a net position of -28,421 contracts in the data reported through Tuesday. This was a weekly decrease of -989 contracts from the previous week which had a total of -27,432 net contracts.

This 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 0.5 percent. The commercials are Bullish-Extreme with a score of 98.5 percent and the small traders (not shown in chart) are Bullish with a score of 57.6 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.2	49.2	4.7
– Percent of Open Interest Shorts:	64.6	32.1	2.3
– Net Position:	-28,421	24,991	3,430
– Gross Longs:	66,141	72,056	6,864
– Gross Shorts:	94,562	47,065	3,434
– Long to Short Ratio:	0.7 to 1	1.5 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.5	98.5	57.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.9	11.6	-7.0

Brazilian Real Futures:

The Brazilian Real large speculator standing this week totaled a net position of 21,413 contracts in the data reported through Tuesday. This was a weekly lowering of -807 contracts from the previous week which had a total of 22,220 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 98.9 percent. The commercials are Bearish-Extreme with a score of 0.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.3 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	70.8	18.1	8.8
– Percent of Open Interest Shorts:	16.9	77.1	3.7
– Net Position:	21,413	-23,440	2,027
– Gross Longs:	28,136	7,202	3,515
– Gross Shorts:	6,723	30,642	1,488
– Long to Short Ratio:	4.2 to 1	0.2 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	98.9	0.7	91.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.9	-2.0	1.3

Russian Ruble Futures:

The Russian Ruble large speculator standing this week totaled a net position of 7,801 contracts in the data reported through Tuesday. This was a weekly lift of 2,010 contracts from the previous week which had a total of 5,791 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 31.9 percent. The commercials are Bullish with a score of 64.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 81.4 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.4	58.6	5.9
– Percent of Open Interest Shorts:	19.1	77.7	3.2
– Net Position:	7,801	-9,084	1,283
– Gross Longs:	16,891	27,944	2,811
– Gross Shorts:	9,090	37,028	1,528
– Long to Short Ratio:	1.9 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	31.9	64.7	81.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.3	-13.4	-7.1

Bitcoin Futures:

The Bitcoin large speculator standing this week totaled a net position of -1,192 contracts in the data reported through Tuesday. This was a weekly lowering of -25 contracts from the previous week which had a total of -1,167 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 70.4 percent. The commercials are Bullish-Extreme with a score of 87.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.6 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	65.2	7.3	18.9
– Percent of Open Interest Shorts:	79.6	1.4	10.5
– Net Position:	-1,192	496	696
– Gross Longs:	5,404	608	1,564
– Gross Shorts:	6,596	112	868
– Long to Short Ratio:	0.8 to 1	5.4 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	70.4	87.5	12.6
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.3	44.3	-12.6

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).

24 Jul

COT Bonds Futures Charts: Fed Funds, 3-Month Eurodollars, 10-Year, 2-Year, Ultra Bonds

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 20 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week equaled a net position of -744,935 contracts in the data reported through Tuesday. This was a weekly gain of 347,265 contracts from the previous week which had a total of -1,092,200 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 42.0 percent. The commercials are Bullish with a score of 53.2 percent and the small traders (not shown in chart) are Bullish with a score of 76.9 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.3	59.6	4.9
– Percent of Open Interest Shorts:	21.6	51.7	6.6
– Net Position:	-744,935	943,911	-198,976
– Gross Longs:	1,824,925	7,096,492	586,975
– Gross Shorts:	2,569,860	6,152,581	785,951
– 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	53.2	76.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.6	6.3	-8.7

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week equaled a net position of -185,934 contracts in the data reported through Tuesday. This was a weekly decline of -4,942 contracts from the previous week which had a total of -180,992 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 16.7 percent. The commercials are Bullish-Extreme with a score of 83.8 percent and the small traders (not shown in chart) are Bullish with a score of 51.0 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	4.5	75.1	1.9
– Percent of Open Interest Shorts:	21.3	57.3	2.9
– Net Position:	-185,934	196,951	-11,017
– Gross Longs:	49,351	829,988	20,586
– Gross Shorts:	235,285	633,037	31,603
– Long to Short Ratio:	0.2 to 1	1.3 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	16.7	83.8	51.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	16.7	-16.2	-2.6

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week equaled a net position of -58,083 contracts in the data reported through Tuesday. This was a weekly advance of 73,357 contracts from the previous week which had a total of -131,440 net contracts.

This 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 93.4 percent. The commercials are Bearish with a score of 26.4 percent and the small traders (not shown in chart) are Bearish with a score of 40.8 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.8	70.7	7.2
– Percent of Open Interest Shorts:	22.7	68.4	6.6
– Net Position:	-58,083	46,804	11,279
– Gross Longs:	398,045	1,423,229	144,401
– Gross Shorts:	456,128	1,376,425	133,122
– 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):	93.4	26.4	40.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.9	-4.7	-17.5

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week equaled a net position of -69,034 contracts in the data reported through Tuesday. This was a weekly boost of 109,042 contracts from the previous week which had a total of -178,076 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 82.9 percent. The commercials are Bearish with a score of 30.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.8 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.3	76.6	8.3
– Percent of Open Interest Shorts:	15.3	69.9	12.9
– Net Position:	-69,034	231,174	-162,140
– Gross Longs:	461,339	2,661,235	287,503
– Gross Shorts:	530,373	2,430,061	449,643
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	82.9	30.2	2.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.2	2.2	-39.5

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week equaled a net position of 88,926 contracts in the data reported through Tuesday. This was a weekly increase of 32,939 contracts from the previous week which had a total of 55,987 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 90.9 percent. The commercials are Bearish with a score of 33.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.9 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.2	67.0	8.0
– Percent of Open Interest Shorts:	21.0	63.0	14.1
– Net Position:	88,926	164,936	-253,862
– Gross Longs:	962,134	2,779,195	332,995
– Gross Shorts:	873,208	2,614,259	586,857
– Long to Short Ratio:	1.1 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.9	33.7	6.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.1	6.2	5.3

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week equaled a net position of 124,814 contracts in the data reported through Tuesday. This was a weekly fall of -18,282 contracts from the previous week which had a total of 143,096 net contracts.

This 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 60.7 percent. The commercials are Bearish with a score of 49.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 11.8 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.5	76.0	8.3
– Percent of Open Interest Shorts:	7.2	74.8	17.8
– Net Position:	124,814	18,412	-143,226
– Gross Longs:	233,116	1,145,047	124,342
– Gross Shorts:	108,302	1,126,635	267,568
– Long to Short Ratio:	2.2 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.7	49.4	11.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.2	5.2	6.6

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week equaled a net position of -100,608 contracts in the data reported through Tuesday. This was a weekly decrease of -8,698 contracts from the previous week which had a total of -91,910 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 57.3 percent. The commercials are Bearish with a score of 48.8 percent and the small traders (not shown in chart) are Bullish with a score of 60.9 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.4	72.3	15.3
– Percent of Open Interest Shorts:	18.7	64.9	14.4
– Net Position:	-100,608	90,135	10,473
– Gross Longs:	126,216	876,137	185,434
– Gross Shorts:	226,824	786,002	174,961
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.3	48.8	60.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.8	-9.9	48.4

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week equaled a net position of -226,637 contracts in the data reported through Tuesday. This was a weekly advance of 8,996 contracts from the previous week which had a total of -235,633 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 92.8 percent. The commercials are Bearish with a score of 27.2 percent and the small traders (not shown in chart) are Bearish with a score of 37.2 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.7	77.8	12.2
– Percent of Open Interest Shorts:	28.2	60.3	11.2
– Net Position:	-226,637	214,235	12,402
– Gross Longs:	118,272	952,621	149,678
– Gross Shorts:	344,909	738,386	137,276
– 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):	92.8	27.2	37.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.7	-25.0	35.5

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

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

Bonds CountingPips Forex Blog Opinions

24 Jul

COT Futures Metals Charts: Gold, Silver, Copper Grade #1, 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 20 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 came in at a net position of 195,972 contracts in the data reported through Tuesday. This was a weekly boost of 5,136 contracts from the previous week which had a total of 190,836 net contracts.

This 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 59.8 percent. The commercials are Bearish with a score of 38.2 percent and the small traders (not shown in chart) are Bullish with a score of 62.7 percent.

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	56.5	25.2	10.0
– Percent of Open Interest Shorts:	16.6	71.8	3.4
– Net Position:	195,972	-228,548	32,576
– Gross Longs:	277,312	123,541	49,200
– Gross Shorts:	81,340	352,089	16,624
– Long to Short Ratio:	3.4 to 1	0.4 to 1	3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.8	38.2	62.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.4	4.0	-7.0

Silver Comex Futures:

The Silver Comex Futures large speculator standing this week came in at a net position of 37,475 contracts in the data reported through Tuesday. This was a weekly decline of -6,214 contracts from the previous week which had a total of 43,689 net contracts.

This 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 62.2 percent. The commercials are Bearish with a score of 41.8 percent and the small traders (not shown in chart) are Bearish with a score of 28.0 percent.

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	46.3	28.9	18.0
– Percent of Open Interest Shorts:	21.6	63.5	8.1
– Net Position:	37,475	-52,542	15,067
– Gross Longs:	70,286	43,900	27,343
– Gross Shorts:	32,811	96,442	12,276
– Long to Short Ratio:	2.1 to 1	0.5 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.2	41.8	28.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.5	15.2	-31.6

Copper Grade #1 Futures:

The Copper Grade #1 Futures large speculator standing this week came in at a net position of 20,273 contracts in the data reported through Tuesday. This was a weekly rise of 3,294 contracts from the previous week which had a total of 16,979 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 57.0 percent. The commercials are Bearish with a score of 40.6 percent and the small traders (not shown in chart) are Bullish with a score of 66.4 percent.

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.4	38.7	9.6
– Percent of Open Interest Shorts:	31.2	52.6	6.0
– Net Position:	20,273	-27,378	7,105
– Gross Longs:	81,809	76,387	19,039
– Gross Shorts:	61,536	103,765	11,934
– Long to Short Ratio:	1.3 to 1	0.7 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.0	40.6	66.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.1	-0.9	-25.2

Platinum Futures:

The Platinum Futures large speculator standing this week came in at a net position of 12,113 contracts in the data reported through Tuesday. This was a weekly decline of -3,248 contracts from the previous week which had a total of 15,361 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 30.2 percent. The commercials are Bullish with a score of 68.1 percent and the small traders (not shown in chart) are Bullish with a score of 77.8 percent.

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	49.5	29.0	18.9
– Percent of Open Interest Shorts:	28.5	64.4	4.5
– Net Position:	12,113	-20,411	8,298
– Gross Longs:	28,529	16,722	10,898
– Gross Shorts:	16,416	37,133	2,600
– Long to Short Ratio:	1.7 to 1	0.5 to 1	4.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	30.2	68.1	77.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.1	11.6	-20.5

Palladium Futures:

The Palladium Futures large speculator standing this week came in at a net position of 1,283 contracts in the data reported through Tuesday. This was a weekly decrease of -1,098 contracts from the previous week which had a total of 2,381 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 6.8 percent. The commercials are Bullish-Extreme with a score of 89.8 percent and the small traders (not shown in chart) are Bullish with a score of 72.3 percent.

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	50.2	34.3	13.5
– Percent of Open Interest Shorts:	37.3	51.9	8.9
– Net Position:	1,283	-1,748	465
– Gross Longs:	4,988	3,408	1,346
– Gross Shorts:	3,705	5,156	881
– Long to Short Ratio:	1.3 to 1	0.7 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	6.8	89.8	72.3
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.1	10.5	-22.7

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

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

CountingPips Forex Blog Metals Opinions

24 Jul

COT Energy Futures Charts: WTI Crude Oil, Natural Gas, Bloomberg Index, Heating Oil, Gasoline Blendstock

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 20 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 came in at a net position of 448,740 contracts in the data reported through Tuesday. This was a weekly decrease of -50,356 contracts from the previous week which had a total of 499,096 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 51.0 percent. The commercials are Bearish with a score of 40.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 88.0 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.4	33.3	4.6
– Percent of Open Interest Shorts:	6.4	55.6	2.3
– Net Position:	448,740	-500,536	51,796
– Gross Longs:	593,046	747,511	102,949
– Gross Shorts:	144,306	1,248,047	51,153
– Long to Short Ratio:	4.1 to 1	0.6 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.0	40.3	88.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.4	16.0	1.9

Brent Crude Oil Futures :

The Brent Crude Oil Futures large speculator standing this week came in at a net position of -26,027 contracts in the data reported through Tuesday. This was a weekly gain of 3,520 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 68.3 percent. The commercials are Bearish with a score of 35.2 percent and the small traders (not shown in chart) are Bearish with a score of 40.0 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.6	54.2	3.3
– Percent of Open Interest Shorts:	30.4	41.6	3.1
– Net Position:	-26,027	25,504	523
– Gross Longs:	35,587	109,840	6,725
– Gross Shorts:	61,614	84,336	6,202
– 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):	68.3	35.2	40.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.7	10.4	-14.8

Natural Gas Futures :

The Natural Gas Futures large speculator standing this week came in at a net position of -127,542 contracts in the data reported through Tuesday. This was a weekly fall of -8,138 contracts from the previous week which had a total of -119,404 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 40.3 percent. The commercials are Bullish with a score of 59.7 percent and the small traders (not shown in chart) are Bullish with a score of 62.7 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.5	40.6	4.4
– Percent of Open Interest Shorts:	33.3	34.2	1.9
– Net Position:	-127,542	91,453	36,089
– Gross Longs:	354,142	587,351	63,222
– Gross Shorts:	481,684	495,898	27,133
– 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):	40.3	59.7	62.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.5	5.7	22.9

Gasoline Blendstock Futures :

The Gasoline Blendstock Futures large speculator standing this week came in at a net position of 29,337 contracts in the data reported through Tuesday. This was a weekly fall of -19,233 contracts from the previous week which had a total of 48,570 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bullish with a score of 57.6 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.6	51.9	6.3
– Percent of Open Interest Shorts:	12.8	61.8	4.2
– Net Position:	29,337	-37,040	7,703
– Gross Longs:	76,719	192,737	23,331
– Gross Shorts:	47,382	229,777	15,628
– Long to Short Ratio:	1.6 to 1	0.8 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.0	100.0	57.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.8	29.1	-27.8

#2 Heating Oil NY-Harbor Futures :

The #2 Heating Oil NY-Harbor Futures large speculator standing this week came in at a net position of 24,249 contracts in the data reported through Tuesday. This was a weekly rise of 2,109 contracts from the previous week which had a total of 22,140 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 68.6 percent. The commercials are Bearish with a score of 30.3 percent and the small traders (not shown in chart) are Bullish with a score of 68.6 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.4	53.1	10.4
– Percent of Open Interest Shorts:	9.6	63.0	6.2
– Net Position:	24,249	-41,789	17,540
– Gross Longs:	64,555	221,913	43,332
– Gross Shorts:	40,306	263,702	25,792
– Long to Short Ratio:	1.6 to 1	0.8 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.6	30.3	68.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.1	2.9	-24.4

Bloomberg Commodity Index Futures :

The Bloomberg Commodity Index Futures large speculator standing this week came in at a net position of -8,130 contracts in the data reported through Tuesday. This was a weekly boost of 10,632 contracts from the previous week which had a total of -18,762 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 41.8 percent. The commercials are Bullish with a score of 58.0 percent and the small traders (not shown in chart) are Bearish with a score of 41.5 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	67.8	30.4	1.3
– Percent of Open Interest Shorts:	90.0	9.3	0.3
– Net Position:	-8,130	7,738	392
– Gross Longs:	24,795	11,138	484
– Gross Shorts:	32,925	3,400	92
– Long to Short Ratio:	0.8 to 1	3.3 to 1	5.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	41.8	58.0	41.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	21.6	-21.8	3.1

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

24 Jul

COT Soft Commodities Futures Charts: Corn, Soybean Oil, Wheat, Live Cattle, Coffee, Cotton

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

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

The latest COT data is updated through Tuesday July 20 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 came in at a net position of 311,529 contracts in the data reported through Tuesday. This was a weekly lowering of -1,450 contracts from the previous week which had a total of 312,979 net contracts.

This 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 69.8 percent. The commercials are Bearish with a score of 35.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.7 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.7	48.9	8.6
– Percent of Open Interest Shorts:	6.7	66.3	12.4
– Net Position:	311,529	-256,483	-55,046
– Gross Longs:	410,004	723,246	127,725
– Gross Shorts:	98,475	979,729	182,771
– Long to Short Ratio:	4.2 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.8	35.4	4.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.9	17.9	-5.4

SUGAR Futures:

The SUGAR large speculator standing this week came in at a net position of 242,469 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 246,981 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 86.4 percent. The commercials are Bearish-Extreme with a score of 13.3 percent and the small traders (not shown in chart) are Bullish with a score of 66.1 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.7	44.9	9.2
– Percent of Open Interest Shorts:	4.3	76.3	4.1
– Net Position:	242,469	-289,545	47,076
– Gross Longs:	282,512	413,344	85,077
– Gross Shorts:	40,043	702,889	38,001
– Long to Short Ratio:	7.1 to 1	0.6 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.4	13.3	66.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.7	7.8	-16.5

COFFEE Futures:

The COFFEE large speculator standing this week came in at a net position of 62,036 contracts in the data reported through Tuesday. This was a weekly rise of 10,811 contracts from the previous week which had a total of 51,225 net contracts.

This 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 6.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.0 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.0	47.4	3.7
– Percent of Open Interest Shorts:	7.7	70.3	2.2
– Net Position:	62,036	-66,472	4,436
– Gross Longs:	84,362	137,782	10,779
– Gross Shorts:	22,326	204,254	6,343
– Long to Short Ratio:	3.8 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	94.8	6.0	19.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.8	4.5	-6.6

SOYBEANS Futures:

The SOYBEANS large speculator standing this week came in at a net position of 137,679 contracts in the data reported through Tuesday. This was a weekly lift of 7,039 contracts from the previous week which had a total of 130,640 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 64.4 percent. The commercials are Bearish with a score of 35.8 percent and the small traders (not shown in chart) are Bullish with a score of 54.9 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.8	47.6	7.6
– Percent of Open Interest Shorts:	8.9	66.0	9.0
– Net Position:	137,679	-127,539	-10,140
– Gross Longs:	199,323	329,450	52,484
– Gross Shorts:	61,644	456,989	62,624
– Long to Short Ratio:	3.2 to 1	0.7 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	64.4	35.8	54.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-22.0	22.4	-10.1

SOYBEAN OIL Futures:

The SOYBEAN OIL large speculator standing this week came in at a net position of 59,517 contracts in the data reported through Tuesday. This was a weekly rise 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 came in at a net position of 54,865 contracts in the data reported through Tuesday. This was a weekly rise of 6,035 contracts from the previous week which had a total of 48,830 net contracts.

This 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 60.9 percent. The commercials are Bearish with a score of 39.5 percent and the small traders (not shown in chart) are Bullish with a score of 50.7 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.2	52.0	12.4
– Percent of Open Interest Shorts:	8.4	72.1	7.0
– Net Position:	54,865	-74,845	19,980
– Gross Longs:	86,062	192,820	46,110
– Gross Shorts:	31,197	267,665	26,130
– Long to Short Ratio:	2.8 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.9	39.5	50.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.3	4.8	-11.9

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week came in at a net position of 62,386 contracts in the data reported through Tuesday. This was a weekly reduction of -2,271 contracts from the previous week which had a total of 64,657 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 30.9 percent. The commercials are Bullish with a score of 64.3 percent and the small traders (not shown in chart) are Bullish with a score of 64.3 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.5	39.5	9.5
– Percent of Open Interest Shorts:	14.9	57.1	12.6
– Net Position:	62,386	-53,028	-9,358
– Gross Longs:	107,466	119,611	28,836
– Gross Shorts:	45,080	172,639	38,194
– Long to Short Ratio:	2.4 to 1	0.7 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	30.9	64.3	64.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.6	2.4	-9.3

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week came in at a net position of 73,019 contracts in the data reported through Tuesday. This was a weekly advance of 3,548 contracts from the previous week which had a total of 69,471 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.2 percent. The commercials are Bearish-Extreme with a score of 15.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.5 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	43.6	31.2	7.9
– Percent of Open Interest Shorts:	15.9	54.3	12.6
– Net Position:	73,019	-60,731	-12,288
– Gross Longs:	114,801	82,097	20,837
– Gross Shorts:	41,782	142,828	33,125
– Long to Short Ratio:	2.7 to 1	0.6 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.2	15.8	19.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.4	11.9	-26.1

COTTON Futures:

The COTTON large speculator standing this week came in at a net position of 77,313 contracts in the data reported through Tuesday. This was a weekly rise of 3,720 contracts from the previous week which had a total of 73,593 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 77.3 percent. The commercials are Bearish-Extreme with a score of 19.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.5 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.3	41.3	7.6
– Percent of Open Interest Shorts:	7.2	79.4	2.7
– Net Position:	77,313	-88,971	11,658
– Gross Longs:	94,235	96,679	17,885
– Gross Shorts:	16,922	185,650	6,227
– Long to Short Ratio:	5.6 to 1	0.5 to 1	2.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.3	19.5	87.5
– COT Index Reading (3 Year Range):	Bullish	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.7	-8.2	10.3

COCOA Futures:

The COCOA large speculator standing this week came in at a net position of 13,326 contracts in the data reported through Tuesday. This was a weekly increase 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 came in at a net position of 26,769 contracts in the data reported through Tuesday. This was a weekly rise of 17,649 contracts from the previous week which had a total of 9,120 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 57.8 percent. The commercials are Bearish with a score of 47.0 percent and the small traders (not shown in chart) are Bearish with a score of 32.5 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.1	38.5	7.6
– Percent of Open Interest Shorts:	24.2	42.1	11.9
– Net Position:	26,769	-12,300	-14,469
– Gross Longs:	109,319	131,161	25,975
– Gross Shorts:	82,550	143,461	40,444
– Long to Short Ratio:	1.3 to 1	0.9 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.8	47.0	32.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.8	0.3	-40.8

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

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

CountingPips Forex Blog Opinions Soft Commodities

24 Jul

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

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

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

The latest COT data is updated through Tuesday July 20 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 -50,738 contracts in the data reported through Tuesday. This was a weekly boost of 10,611 contracts from the previous week which had a total of -61,349 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 63.8 percent. The commercials are Bearish with a score of 38.5 percent and the small traders (not shown in chart) are Bearish with a score of 22.4 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.8	50.1	6.2
– Percent of Open Interest Shorts:	37.4	31.7	8.9
– Net Position:	-50,738	59,695	-8,957
– Gross Longs:	70,749	162,701	20,041
– Gross Shorts:	121,487	103,006	28,998
– 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):	63.8	38.5	22.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.3	-3.8	-3.6

S&P500 Mini Futures:

The S&P500 Mini large speculator standing this week reached a net position of 34,178 contracts in the data reported through Tuesday. This was a weekly fall of -41,261 contracts from the previous week which had a total of 75,439 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.6 percent. The commercials are Bullish with a score of 54.5 percent and the small traders (not shown in chart) are Bearish with a score of 32.5 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.0	72.0	10.4
– Percent of Open Interest Shorts:	13.8	74.4	9.3
– Net Position:	34,178	-63,630	29,452
– Gross Longs:	401,083	1,921,007	278,656
– Gross Shorts:	366,905	1,984,637	249,204
– Long to Short Ratio:	1.1 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.6	54.5	32.5
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.6	12.9	-25.3

Dow Jones Mini Futures:

The Dow Jones Mini large speculator standing this week reached a net position of -3,920 contracts in the data reported through Tuesday. This was a weekly decrease of -13,131 contracts from the previous week which had a total of 9,211 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 29.7 percent. The commercials are Bullish with a score of 64.6 percent and the small traders (not shown in chart) are Bullish with a score of 61.7 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	36.9	44.2	15.8
– Percent of Open Interest Shorts:	40.7	44.6	11.6
– Net Position:	-3,920	-422	4,342
– Gross Longs:	37,851	45,349	16,221
– Gross Shorts:	41,771	45,771	11,879
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	29.7	64.6	61.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.9	-1.4	-19.8

Nasdaq Mini Futures:

The Nasdaq Mini large speculator standing this week reached a net position of -2,282 contracts in the data reported through Tuesday. This was a weekly rise of 1,974 contracts from the previous week which had a total of -4,256 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 73.8 percent. The commercials are Bearish with a score of 32.8 percent and the small traders (not shown in chart) are Bearish with a score of 26.1 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.7	52.6	15.2
– Percent of Open Interest Shorts:	31.6	48.2	18.6
– Net Position:	-2,282	10,269	-7,987
– Gross Longs:	71,895	123,256	35,733
– Gross Shorts:	74,177	112,987	43,720
– 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):	73.8	32.8	26.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.5	-4.6	2.9

Russell 2000 Mini Futures:

The Russell 2000 Mini large speculator standing this week reached a net position of -56,028 contracts in the data reported through Tuesday. This was a weekly lowering of -12,936 contracts from the previous week which had a total of -43,092 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 22.2 percent. The commercials are Bullish with a score of 75.5 percent and the small traders (not shown in chart) are Bullish with a score of 55.4 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.4	80.1	6.4
– Percent of Open Interest Shorts:	24.8	69.4	4.7
– Net Position:	-56,028	48,125	7,903
– Gross Longs:	56,047	362,258	29,163
– Gross Shorts:	112,075	314,133	21,260
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	22.2	75.5	55.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.6	7.2	4.3

Nikkei Stock Average (USD) Futures:

The Nikkei Stock Average (USD) large speculator standing this week reached a net position of -6,291 contracts in the data reported through Tuesday. This was a weekly fall of -2,038 contracts from the previous week which had a total of -4,253 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 32.8 percent. The commercials are Bullish with a score of 78.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.1 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.6	59.4	23.9
– Percent of Open Interest Shorts:	56.5	12.0	31.4
– Net Position:	-6,291	7,480	-1,189
– Gross Longs:	2,621	9,377	3,772
– Gross Shorts:	8,912	1,897	4,961
– Long to Short Ratio:	0.3 to 1	4.9 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	32.8	78.4	8.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.2	16.5	-31.8

MSCI EAFE Mini Futures:

The MSCI EAFE Mini large speculator standing this week reached a net position of 31,452 contracts in the data reported through Tuesday. This was a weekly gain of 8,626 contracts from the previous week which had a total of 22,826 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 57.5 percent. The commercials are Bearish with a score of 37.8 percent and the small traders (not shown in chart) are Bullish with a score of 58.1 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.8	87.5	2.5
– Percent of Open Interest Shorts:	2.5	95.8	1.4
– Net Position:	31,452	-36,107	4,655
– Gross Longs:	42,406	379,092	10,685
– Gross Shorts:	10,954	415,199	6,030
– Long to Short Ratio:	3.9 to 1	0.9 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.5	37.8	58.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.7	-5.9	-9.4

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 decline of -2,219 contracts from the previous week which had a total of 40,430 net contracts.

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

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

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

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

CountingPips Forex Blog Opinions Stock Market News

18 Jul

COT Currency Charts: US Dollar, Kiwi, Japanese Yen, Pound Sterling, Loonie, Peso, Bitcoin Futures

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

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

The latest COT data is updated through Tuesday July 13 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.

US Dollar Index Futures:

The US Dollar Index large speculator standing this week recorded a net position of 11,257 contracts in the data reported through Tuesday. This was a weekly lift of 3,688 contracts from the previous week which had a total of 7,569 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 45.2 percent. The commercials are Bearish with a score of 46.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 89.6 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	72.6	2.9	19.9
– Percent of Open Interest Shorts:	42.9	46.9	5.6
– Net Position:	11,257	-16,687	5,430
– Gross Longs:	27,502	1,081	7,539
– Gross Shorts:	16,245	17,768	2,109
– Long to Short Ratio:	1.7 to 1	0.1 to 1	3.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	45.2	46.9	89.6
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.3	-18.0	33.0

Euro Currency Futures:

The Euro Currency large speculator standing this week recorded a net position of 59,713 contracts in the data reported through Tuesday. This was a weekly decline of -17,477 contracts from the previous week which had a total of 77,190 net contracts.

This 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 53.3 percent. The commercials are Bearish with a score of 47.1 percent and the small traders (not shown in chart) are Bearish with a score of 49.2 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.9	54.9	13.3
– Percent of Open Interest Shorts:	22.2	69.6	7.3
– Net Position:	59,713	-101,371	41,658
– Gross Longs:	212,851	378,329	91,837
– Gross Shorts:	153,138	479,700	50,179
– Long to Short Ratio:	1.4 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	53.3	47.1	49.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.2	23.2	-48.4

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week recorded a net position of 7,969 contracts in the data reported through Tuesday. This was a weekly decline of -13,934 contracts from the previous week which had a total of 21,903 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 79.7 percent. The commercials are Bearish with a score of 22.3 percent and the small traders (not shown in chart) are Bullish with a score of 65.2 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.9	54.9	17.9
– Percent of Open Interest Shorts:	21.3	62.2	15.3
– Net Position:	7,969	-12,555	4,586
– Gross Longs:	44,686	94,672	30,912
– Gross Shorts:	36,717	107,227	26,326
– Long to Short Ratio:	1.2 to 1	0.9 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	79.7	22.3	65.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.6	18.1	-30.0

Japanese Yen Futures:

The Japanese Yen large speculator standing this week recorded a net position of -56,250 contracts in the data reported through Tuesday. This was a weekly boost of 12,886 contracts from the previous week which had a total of -69,136 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.6 percent. The commercials are Bullish with a score of 70.0 percent and the small traders (not shown in chart) are Bearish with a score of 20.9 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.9	71.5	8.1
– Percent of Open Interest Shorts:	47.5	34.8	17.2
– Net Position:	-56,250	74,736	-18,486
– Gross Longs:	40,440	145,716	16,520
– Gross Shorts:	96,690	70,980	35,006
– Long to Short Ratio:	0.4 to 1	2.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.6	70.0	20.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.5	5.8	-5.8

Swiss Franc Futures:

The Swiss Franc large speculator standing this week recorded a net position of 7,137 contracts in the data reported through Tuesday. This was a weekly reduction of -3,025 contracts from the previous week which had a total of 10,162 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 84.4 percent. The commercials are Bearish with a score of 31.3 percent and the small traders (not shown in chart) are Bearish with a score of 35.8 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.5	40.9	19.3
– Percent of Open Interest Shorts:	23.9	36.1	39.8
– Net Position:	7,137	2,225	-9,362
– Gross Longs:	18,074	18,707	8,825
– Gross Shorts:	10,937	16,482	18,187
– Long to Short Ratio:	1.7 to 1	1.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	84.4	31.3	35.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.6	2.2	-26.1

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week recorded a net position of 26,376 contracts in the data reported through Tuesday. This was a weekly reduction of -14,802 contracts from the previous week which had a total of 41,178 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 77.0 percent. The commercials are Bearish with a score of 20.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.1 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.8	46.1	21.3
– Percent of Open Interest Shorts:	18.5	71.5	9.2
– Net Position:	26,376	-50,450	24,074
– Gross Longs:	63,107	91,664	42,347
– Gross Shorts:	36,731	142,114	18,273
– Long to Short Ratio:	1.7 to 1	0.6 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.0	20.1	83.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.7	20.1	-14.5

Australian Dollar Futures:

The Australian Dollar large speculator standing this week recorded a net position of -28,788 contracts in the data reported through Tuesday. This was a weekly lowering of -3,918 contracts from the previous week which had a total of -24,870 net contracts.

This 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 49.6 percent. The commercials are Bullish with a score of 50.2 percent and the small traders (not shown in chart) are Bearish with a score of 44.3 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	36.4	49.2	13.5
– Percent of Open Interest Shorts:	54.8	27.0	17.2
– Net Position:	-28,788	34,603	-5,815
– Gross Longs:	56,721	76,758	21,022
– Gross Shorts:	85,509	42,155	26,837
– Long to Short Ratio:	0.7 to 1	1.8 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	49.6	50.2	44.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-30.0	39.1	-43.4

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week recorded a net position of 3,230 contracts in the data reported through Tuesday. This was a weekly advance of 1,469 contracts from the previous week which had a total of 1,761 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 76.7 percent. The commercials are Bearish with a score of 26.1 percent and the small traders (not shown in chart) are Bearish with a score of 48.6 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.6	40.0	9.2
– Percent of Open Interest Shorts:	41.0	46.6	10.2
– Net Position:	3,230	-2,794	-436
– Gross Longs:	20,627	17,004	3,899
– Gross Shorts:	17,397	19,798	4,335
– Long to Short Ratio:	1.2 to 1	0.9 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.7	26.1	48.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.5	10.0	-42.0

Mexican Peso Futures:

The Mexican Peso large speculator standing this week recorded a net position of -27,432 contracts in the data reported through Tuesday. This was a weekly decline of -5,099 contracts from the previous week which had a total of -22,333 net contracts.

This 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 1.0 percent. The commercials are Bullish-Extreme with a score of 97.9 percent and the small traders (not shown in chart) are Bullish with a score of 58.7 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	46.6	48.1	4.6
– Percent of Open Interest Shorts:	65.0	32.2	2.1
– Net Position:	-27,432	23,739	3,693
– Gross Longs:	69,611	71,908	6,900
– Gross Shorts:	97,043	48,169	3,207
– Long to Short Ratio:	0.7 to 1	1.5 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	1.0	97.9	58.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.9	12.1	-3.2

Brazilian Real Futures:

The Brazilian Real large speculator standing this week recorded a net position of 22,220 contracts in the data reported through Tuesday. This was a weekly lift of 915 contracts from the previous week which had a total of 21,305 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 100.0 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.8 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	72.1	18.6	9.0
– Percent of Open Interest Shorts:	14.8	80.3	4.5
– Net Position:	22,220	-23,954	1,734
– Gross Longs:	27,968	7,195	3,490
– Gross Shorts:	5,748	31,149	1,756
– Long to Short Ratio:	4.9 to 1	0.2 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	87.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	24.7	-24.0	-4.6

Russian Ruble Futures:

The Russian Ruble large speculator standing this week recorded a net position of 5,791 contracts in the data reported through Tuesday. This was a weekly decline of -3,106 contracts from the previous week which had a total of 8,897 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 27.1 percent. The commercials are Bullish with a score of 69.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.8 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.9	59.7	5.3
– Percent of Open Interest Shorts:	23.0	74.3	2.6
– Net Position:	5,791	-7,120	1,329
– Gross Longs:	17,036	29,153	2,580
– Gross Shorts:	11,245	36,273	1,251
– Long to Short Ratio:	1.5 to 1	0.8 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	27.1	69.2	82.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.9	-3.7	13.3

Bitcoin Futures:

The Bitcoin large speculator standing this week recorded a net position of -1,167 contracts in the data reported through Tuesday. This was a weekly advance of 104 contracts from the previous week which had a total of -1,271 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 71.1 percent. The commercials are Bullish-Extreme with a score of 81.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.5 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	62.8	7.6	21.6
– Percent of Open Interest Shorts:	79.2	1.5	11.4
– Net Position:	-1,167	441	726
– Gross Longs:	4,476	545	1,542
– Gross Shorts:	5,643	104	816
– Long to Short Ratio:	0.8 to 1	5.2 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.1	81.3	13.5
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.8	13.6	-13.0

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

18 Jul

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

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

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

The latest COT data is updated through Tuesday July 13 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week equaled a net position of -1,092,200 contracts in the data reported through Tuesday. This was a weekly boost of 105,198 contracts from the previous week which had a total of -1,197,398 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 36.4 percent. The commercials are Bullish with a score of 59.1 percent and the small traders (not shown in chart) are Bullish with a score of 69.9 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.8	61.2	4.7
– Percent of Open Interest Shorts:	22.5	50.4	6.8
– Net Position:	-1,092,200	1,345,510	-253,310
– Gross Longs:	1,715,886	7,628,830	591,739
– Gross Shorts:	2,808,086	6,283,320	845,049
– Long to Short Ratio:	0.6 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	36.4	59.1	69.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.3	11.7	-10.2

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week equaled a net position of -180,992 contracts in the data reported through Tuesday. This was a weekly rise of 1,479 contracts from the previous week which had a total of -182,471 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 17.3 percent. The commercials are Bullish-Extreme with a score of 83.0 percent and the small traders (not shown in chart) are Bullish with a score of 53.8 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	3.8	74.3	2.3
– Percent of Open Interest Shorts:	20.6	56.6	3.2
– Net Position:	-180,992	190,473	-9,481
– Gross Longs:	40,886	800,414	24,897
– Gross Shorts:	221,878	609,941	34,378
– Long to Short Ratio:	0.2 to 1	1.3 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	17.3	83.0	53.8
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.3	-14.4	4.9

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week equaled a net position of -131,440 contracts in the data reported through Tuesday. This was a weekly advance of 66,922 contracts from the previous week which had a total of -198,362 net contracts.

This 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 74.3 percent. The commercials are Bearish with a score of 42.2 percent and the small traders (not shown in chart) are Bearish with a score of 36.2 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.5	71.8	7.0
– Percent of Open Interest Shorts:	25.0	65.4	6.8
– Net Position:	-131,440	128,908	2,532
– Gross Longs:	370,853	1,440,250	139,891
– Gross Shorts:	502,293	1,311,342	137,359
– Long to Short Ratio:	0.7 to 1	1.1 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.3	42.2	36.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.6	16.3	-19.2

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week equaled a net position of -178,076 contracts in the data reported through Tuesday. This was a weekly gain of 39,227 contracts from the previous week which had a total of -217,303 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 71.6 percent. The commercials are Bearish with a score of 40.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.7	79.7	8.2
– Percent of Open Interest Shorts:	15.9	69.6	13.0
– Net Position:	-178,076	346,911	-168,835
– Gross Longs:	370,598	2,749,007	281,311
– Gross Shorts:	548,674	2,402,096	450,146
– Long to Short Ratio:	0.7 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.6	40.5	0.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.8	12.2	-34.4

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week equaled a net position of 55,987 contracts in the data reported through Tuesday. This was a weekly rise of 81,580 contracts from the previous week which had a total of -25,593 net contracts.

This 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 87.4 percent. The commercials are Bearish with a score of 35.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.5 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.6	67.7	7.9
– Percent of Open Interest Shorts:	21.2	63.3	13.7
– Net Position:	55,987	184,216	-240,203
– Gross Longs:	937,802	2,814,625	329,488
– Gross Shorts:	881,815	2,630,409	569,691
– Long to Short Ratio:	1.1 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.4	35.5	10.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.1	-2.5	6.7

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week equaled a net position of 143,096 contracts in the data reported through Tuesday. This was a weekly decline of -15,817 contracts from the previous week which had a total of 158,913 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 65.5 percent. The commercials are Bearish with a score of 39.9 percent and the small traders (not shown in chart) are Bearish with a score of 23.6 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.6	74.6	8.6
– Percent of Open Interest Shorts:	7.3	75.6	16.9
– Net Position:	143,096	-15,671	-127,425
– Gross Longs:	255,501	1,147,004	131,996
– Gross Shorts:	112,405	1,162,675	259,421
– Long to Short Ratio:	2.3 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	65.5	39.9	23.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.8	0.7	20.3

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week equaled a net position of -91,910 contracts in the data reported through Tuesday. This was a weekly gain of 16,001 contracts from the previous week which had a total of -107,911 net contracts.

This 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 60.4 percent. The commercials are Bearish with a score of 45.5 percent and the small traders (not shown in chart) are Bullish with a score of 62.4 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.6	72.7	15.3
– Percent of Open Interest Shorts:	17.2	66.0	14.3
– Net Position:	-91,910	79,595	12,315
– Gross Longs:	114,687	872,231	183,919
– Gross Shorts:	206,597	792,636	171,604
– 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):	60.4	45.5	62.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.7	-22.4	54.3

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week equaled a net position of -235,633 contracts in the data reported through Tuesday. This was a weekly decline of -566 contracts from the previous week which had a total of -235,067 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.1 percent. The commercials are Bearish with a score of 32.4 percent and the small traders (not shown in chart) are Bearish with a score of 35.1 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.3	78.3	12.1
– Percent of Open Interest Shorts:	28.8	59.6	11.3
– Net Position:	-235,633	226,115	9,518
– Gross Longs:	112,383	946,864	146,304
– Gross Shorts:	348,016	720,749	136,786
– 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):	89.1	32.4	35.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.2	-30.8	33.4

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

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

Bonds CountingPips Forex Blog Opinions

18 Jul

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

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

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

The latest COT data is updated through Tuesday July 13 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 came in at a net position of 190,836 contracts in the data reported through Tuesday. This was a weekly advance of 8,015 contracts from the previous week which had a total of 182,821 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 58.4 percent. The commercials are Bearish with a score of 40.0 percent and the small traders (not shown in chart) are Bullish with a score of 56.8 percent.

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	55.6	22.7	10.1
– Percent of Open Interest Shorts:	17.1	67.3	4.0
– Net Position:	190,836	-221,028	30,192
– Gross Longs:	275,543	112,439	50,079
– Gross Shorts:	84,707	333,467	19,887
– Long to Short Ratio:	3.3 to 1	0.3 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.4	40.0	56.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.8	6.6	-10.5

Silver Comex Futures:

The Silver Comex Futures large speculator standing this week came in at a net position of 43,689 contracts in the data reported through Tuesday. This was a weekly reduction of -799 contracts from the previous week which had a total of 44,488 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 68.0 percent. The commercials are Bearish with a score of 34.6 percent and the small traders (not shown in chart) are Bearish with a score of 40.8 percent.

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.0	28.0	17.8
– Percent of Open Interest Shorts:	19.8	67.4	6.7
– Net Position:	43,689	-60,868	17,179
– Gross Longs:	74,247	43,326	27,595
– Gross Shorts:	30,558	104,194	10,416
– Long to Short Ratio:	2.4 to 1	0.4 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.0	34.6	40.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.6	9.2	-41.0

Copper Grade #1 Futures:

The Copper Grade #1 Futures large speculator standing this week came in at a net position of 16,979 contracts in the data reported through Tuesday. This was a weekly boost of 1,206 contracts from the previous week which had a total of 15,773 net contracts.

This 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 54.6 percent. The commercials are Bearish with a score of 40.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.2 percent.

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.5	38.0	10.3
– Percent of Open Interest Shorts:	33.0	51.5	5.3
– Net Position:	16,979	-26,988	10,009
– Gross Longs:	82,971	75,895	20,675
– Gross Shorts:	65,992	102,883	10,666
– Long to Short Ratio:	1.3 to 1	0.7 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.6	40.9	83.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.1	3.1	-16.8

Platinum Futures:

The Platinum Futures large speculator standing this week came in at a net position of 15,361 contracts in the data reported through Tuesday. This was a weekly lift of 1,785 contracts from the previous week which had a total of 13,576 net contracts.

This 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 34.3 percent. The commercials are Bullish with a score of 65.6 percent and the small traders (not shown in chart) are Bullish with a score of 61.5 percent.

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.6	28.4	16.9
– Percent of Open Interest Shorts:	24.3	68.5	4.2
– Net Position:	15,361	-22,492	7,131
– Gross Longs:	28,994	15,957	9,487
– Gross Shorts:	13,633	38,449	2,356
– Long to Short Ratio:	2.1 to 1	0.4 to 1	4.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	34.3	65.6	61.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.9	13.6	-34.1

Palladium Futures:

The Palladium Futures large speculator standing this week came in at a net position of 2,381 contracts in the data reported through Tuesday. This was a weekly advance of 78 contracts from the previous week which had a total of 2,303 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 14.2 percent. The commercials are Bullish-Extreme with a score of 81.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.7 percent.

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	54.2	30.0	13.7
– Percent of Open Interest Shorts:	31.4	58.9	7.6
– Net Position:	2,381	-3,024	643
– Gross Longs:	5,669	3,139	1,436
– Gross Shorts:	3,288	6,163	793
– Long to Short Ratio:	1.7 to 1	0.5 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	14.2	81.4	82.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.1	1.8	-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

18 Jul

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

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

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

The latest COT data is updated through Tuesday July 13 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

VIX Volatility Futures:

The VIX Volatility large speculator standing this week was a net position of -61,349 contracts in the data reported through Tuesday. This was a weekly boost of 5,749 contracts from the previous week which had a total of -67,098 net contracts.

This 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 59.8 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 26.6 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.5	51.7	6.5
– Percent of Open Interest Shorts:	40.5	30.2	9.0
– Net Position:	-61,349	69,199	-7,850
– Gross Longs:	69,112	166,506	21,021
– Gross Shorts:	130,461	97,307	28,871
– Long to Short Ratio:	0.5 to 1	1.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.8	41.9	26.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.2	0.8	-10.0

S&P500 Mini Futures:

The S&P500 Mini large speculator standing this week was a net position of 75,439 contracts in the data reported through Tuesday. This was a weekly reduction of -118 contracts from the previous week which had a total of 75,557 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 66.9 percent. The commercials are Bearish with a score of 47.5 percent and the small traders (not shown in chart) are Bearish with a score of 32.1 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.5	71.5	10.4
– Percent of Open Interest Shorts:	12.6	75.4	9.4
– Net Position:	75,439	-102,548	27,109
– Gross Longs:	408,065	1,882,685	275,000
– Gross Shorts:	332,626	1,985,233	247,891
– Long to Short Ratio:	1.2 to 1	0.9 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.9	47.5	32.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	19.0	2.7	-25.7

Dow Jones Mini Futures:

The Dow Jones Mini large speculator standing this week was a net position of 9,211 contracts in the data reported through Tuesday. This was a weekly advance of 2,862 contracts from the previous week which had a total of 6,349 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 45.5 percent. The commercials are Bearish with a score of 46.0 percent and the small traders (not shown in chart) are Bullish with a score of 78.4 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.8	39.9	16.7
– Percent of Open Interest Shorts:	33.6	54.8	10.0
– Net Position:	9,211	-16,686	7,475
– Gross Longs:	46,678	44,513	18,638
– Gross Shorts:	37,467	61,199	11,163
– Long to Short Ratio:	1.2 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	45.5	46.0	78.4
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.7	-22.7	4.7

Nasdaq Mini Futures:

The Nasdaq Mini large speculator standing this week was a net position of -4,256 contracts in the data reported through Tuesday. This was a weekly decrease of -2,685 contracts from the previous week which had a total of -1,571 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 72.7 percent. The commercials are Bearish with a score of 40.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.3 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.3	55.7	13.6
– Percent of Open Interest Shorts:	31.1	46.2	21.2
– Net Position:	-4,256	21,933	-17,677
– Gross Longs:	67,964	129,286	31,534
– Gross Shorts:	72,220	107,353	49,211
– Long to Short Ratio:	0.9 to 1	1.2 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.7	40.0	4.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.7	-1.0	-19.4

Russell 2000 Mini Futures:

The Russell 2000 Mini large speculator standing this week was a net position of -43,092 contracts in the data reported through Tuesday. This was a weekly reduction of -1,185 contracts from the previous week which had a total of -41,907 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 31.0 percent. The commercials are Bullish with a score of 67.5 percent and the small traders (not shown in chart) are Bullish with a score of 53.6 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.0	80.1	6.9
– Percent of Open Interest Shorts:	22.2	71.6	5.2
– Net Position:	-43,092	35,826	7,266
– Gross Longs:	50,612	337,536	29,122
– Gross Shorts:	93,704	301,710	21,856
– Long to Short Ratio:	0.5 to 1	1.1 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	31.0	67.5	53.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.2	4.0	4.4

Nikkei Stock Average (USD) Futures:

The Nikkei Stock Average (USD) large speculator standing this week was a net position of -6,291 contracts in the data reported through Tuesday. This was a weekly decrease of -2,038 contracts from the previous week which had a total of -4,253 net contracts.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.6	59.4	23.9
– Percent of Open Interest Shorts:	56.5	12.0	31.4
– Net Position:	-6,291	7,480	-1,189
– Gross Longs:	2,621	9,377	3,772
– Gross Shorts:	8,912	1,897	4,961
– Long to Short Ratio:	0.3 to 1	4.9 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	32.8	78.4	8.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.2	16.5	-31.8

MSCI EAFE Mini Futures:

The MSCI EAFE Mini large speculator standing this week was a net position of 22,826 contracts in the data reported through Tuesday. This was a weekly decrease of -1,350 contracts from the previous week which had a total of 24,176 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 43.3 percent. The commercials are Bullish with a score of 50.4 percent and the small traders (not shown in chart) are Bullish with a score of 66.6 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.9	88.1	2.6
– Percent of Open Interest Shorts:	3.5	94.8	1.3
– Net Position:	22,826	-28,410	5,584
– Gross Longs:	37,951	376,712	11,289
– Gross Shorts:	15,125	405,122	5,705
– Long to Short Ratio:	2.5 to 1	0.9 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	43.3	50.4	66.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.8	9.9	9.7

MSCI Emerging Mkts Mini Futures:

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

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

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

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

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