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

WTI Crude Oil Futures :

The WTI Crude Oil Futures large speculator standing this week resulted in a net position of 499,096 contracts in the data reported through Tuesday. This was a weekly increase of 1,745 contracts from the previous week which had a total of 497,351 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 66.0 percent. The commercials are Bearish with a score of 27.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.3 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.4	34.0	4.5
– Percent of Open Interest Shorts:	5.7	56.7	2.5
– Net Position:	499,096	-547,555	48,459
– Gross Longs:	636,318	819,975	108,781
– Gross Shorts:	137,222	1,367,530	60,322
– Long to Short Ratio:	4.6 to 1	0.6 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.0	27.8	83.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.3	-0.3	-9.6

Brent Crude Oil Futures :

The Brent Crude Oil Futures large speculator standing this week resulted in a net position of -29,547 contracts in the data reported through Tuesday. This was a weekly reduction of -4,701 contracts from the previous week which had a total of -24,846 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 62.4 percent. The commercials are Bearish with a score of 39.5 percent and the small traders (not shown in chart) are Bearish with a score of 47.9 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.7	54.8	4.6
– Percent of Open Interest Shorts:	32.9	40.3	3.9
– Net Position:	-29,547	28,125	1,422
– Gross Longs:	34,315	106,223	8,921
– Gross Shorts:	63,862	78,098	7,499
– Long to Short Ratio:	0.5 to 1	1.4 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.4	39.5	47.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.8	11.6	-4.7

Natural Gas Futures :

The Natural Gas Futures large speculator standing this week resulted in a net position of -119,404 contracts in the data reported through Tuesday. This was a weekly reduction of -11,350 contracts from the previous week which had a total of -108,054 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 42.7 percent. The commercials are Bullish with a score of 56.6 percent and the small traders (not shown in chart) are Bullish with a score of 67.6 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.4	40.5	4.3
– Percent of Open Interest Shorts:	32.6	34.9	1.7
– Net Position:	-119,404	81,780	37,624
– Gross Longs:	355,814	590,815	62,749
– Gross Shorts:	475,218	509,035	25,125
– Long to Short Ratio:	0.7 to 1	1.2 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.7	56.6	67.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.6	6.4	37.5

Gasoline Blendstock Futures :

The Gasoline Blendstock Futures large speculator standing this week resulted in a net position of 48,570 contracts in the data reported through Tuesday. This was a weekly decrease of -1,847 contracts from the previous week which had a total of 50,417 net contracts.

This 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 8.6 percent. The commercials are Bullish with a score of 79.2 percent and the small traders (not shown in chart) are Bullish with a score of 77.2 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.6	46.4	6.7
– Percent of Open Interest Shorts:	12.3	62.7	3.7
– Net Position:	48,570	-59,550	10,980
– Gross Longs:	93,548	169,716	24,492
– Gross Shorts:	44,978	229,266	13,512
– Long to Short Ratio:	2.1 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	8.6	79.2	77.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.2	5.8	8.7

#2 Heating Oil NY-Harbor Futures :

The #2 Heating Oil NY-Harbor Futures large speculator standing this week resulted in a net position of 22,140 contracts in the data reported through Tuesday. This was a weekly lowering of -2,681 contracts from the previous week which had a total of 24,821 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 65.9 percent. The commercials are Bearish with a score of 24.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 99.9 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.7	50.3	11.4
– Percent of Open Interest Shorts:	10.4	61.7	5.4
– Net Position:	22,140	-47,473	25,333
– Gross Longs:	65,362	209,536	47,696
– Gross Shorts:	43,222	257,009	22,363
– 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):	65.9	24.5	99.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.7	-1.4	7.8

Bloomberg Commodity Index Futures :

The Bloomberg Commodity Index Futures large speculator standing this week resulted in a net position of -18,762 contracts in the data reported through Tuesday. This was a weekly lowering of -2,249 contracts from the previous week which had a total of -16,513 net contracts.

This 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 19.6 percent. The commercials are Bullish-Extreme with a score of 80.4 percent and the small traders (not shown in chart) are Bearish with a score of 40.0 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.0	53.4	1.1
– Percent of Open Interest Shorts:	91.0	8.3	0.3
– Net Position:	-18,762	18,404	358
– Gross Longs:	18,363	21,804	469
– Gross Shorts:	37,125	3,400	111
– Long to Short Ratio:	0.5 to 1	6.4 to 1	4.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	19.6	80.4	40.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.6	0.6	0.7

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

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

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

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

18 Jul

COT Soft Commodities Charts: Corn, Soybean Meal, Wheat, Lean Hogs, Sugar, Coffee, Cocoa

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

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

The latest COT data is updated through Tuesday July 13 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 was a net position of 312,979 contracts in the data reported through Tuesday. This was a weekly decline of -13,835 contracts from the previous week which had a total of 326,814 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 70.0 percent. The commercials are Bearish with a score of 35.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.7 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.3	48.7	8.6
– Percent of Open Interest Shorts:	6.3	65.7	12.5
– Net Position:	312,979	-254,581	-58,398
– Gross Longs:	407,517	727,476	128,163
– Gross Shorts:	94,538	982,057	186,561
– Long to Short Ratio:	4.3 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	70.0	35.6	2.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.8	21.4	-6.9

SUGAR Futures:

The SUGAR large speculator standing this week was a net position of 246,981 contracts in the data reported through Tuesday. This was a weekly decrease of -17,024 contracts from the previous week which had a total of 264,005 net contracts.

This 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-Extreme with a score of 13.2 percent and the small traders (not shown in chart) are Bullish with a score of 61.1 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.4	44.6	8.7
– Percent of Open Interest Shorts:	4.8	75.9	4.1
– Net Position:	246,981	-290,070	43,089
– Gross Longs:	291,348	414,260	80,869
– Gross Shorts:	44,367	704,330	37,780
– Long to Short Ratio:	6.6 to 1	0.6 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.4	13.2	61.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.6	7.2	-19.7

COFFEE Futures:

The COFFEE large speculator standing this week was a net position of 51,225 contracts in the data reported through Tuesday. This was a weekly decline of -3,756 contracts from the previous week which had a total of 54,981 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 88.5 percent. The commercials are Bearish-Extreme with a score of 12.3 percent and the small traders (not shown in chart) are Bearish with a score of 23.3 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.6	50.0	4.2
– Percent of Open Interest Shorts:	10.1	70.4	2.4
– Net Position:	51,225	-56,273	5,048
– Gross Longs:	79,105	138,178	11,695
– Gross Shorts:	27,880	194,451	6,647
– 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):	88.5	12.3	23.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.5	12.3	-3.4

SOYBEANS Futures:

The SOYBEANS large speculator standing this week was a net position of 130,640 contracts in the data reported through Tuesday. This was a weekly fall of -8,624 contracts from the previous week which had a total of 139,264 net contracts.

This 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 62.7 percent. The commercials are Bearish with a score of 38.6 percent and the small traders (not shown in chart) are Bearish with a score of 46.7 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.5	48.1	7.3
– Percent of Open Interest Shorts:	9.3	65.1	9.5
– Net Position:	130,640	-115,525	-15,115
– Gross Longs:	194,306	328,362	49,591
– Gross Shorts:	63,666	443,887	64,706
– Long to Short Ratio:	3.1 to 1	0.7 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.7	38.6	46.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-23.0	23.0	-7.5

SOYBEAN OIL Futures:

The SOYBEAN OIL large speculator standing this week was a net position of 59,517 contracts in the data reported through Tuesday. This was a weekly advance 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 was a net position of 48,830 contracts in the data reported through Tuesday. This was a weekly decline of -2,951 contracts from the previous week which had a total of 51,781 net contracts.

This 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 57.4 percent. The commercials are Bearish with a score of 42.4 percent and the small traders (not shown in chart) are Bullish with a score of 54.5 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.6	52.9	12.7
– Percent of Open Interest Shorts:	9.4	71.8	7.0
– Net Position:	48,830	-69,762	20,932
– Gross Longs:	83,364	195,406	46,883
– Gross Shorts:	34,534	265,168	25,951
– Long to Short Ratio:	2.4 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.4	42.4	54.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.9	6.2	-16.9

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week was a net position of 64,657 contracts in the data reported through Tuesday. This was a weekly reduction of -7,469 contracts from the previous week which had a total of 72,126 net contracts.

This 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 32.4 percent. The commercials are Bullish with a score of 60.9 percent and the small traders (not shown in chart) are Bullish with a score of 68.7 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.8	39.3	10.0
– Percent of Open Interest Shorts:	14.0	58.5	12.6
– Net Position:	64,657	-57,076	-7,581
– Gross Longs:	106,260	116,738	29,798
– Gross Shorts:	41,603	173,814	37,379
– Long to Short Ratio:	2.6 to 1	0.7 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	32.4	60.9	68.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.5	-2.6	-4.8

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week was a net position of 69,471 contracts in the data reported through Tuesday. This was a weekly decline of -575 contracts from the previous week which had a total of 70,046 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 86.0 percent. The commercials are Bearish-Extreme with a score of 17.4 percent and the small traders (not shown in chart) are Bearish with a score of 27.5 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.9	31.9	8.4
– Percent of Open Interest Shorts:	14.3	54.4	12.4
– Net Position:	69,471	-58,875	-10,596
– Gross Longs:	107,080	83,730	21,975
– Gross Shorts:	37,609	142,605	32,571
– Long to Short Ratio:	2.8 to 1	0.6 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.0	17.4	27.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.6	12.4	-17.3

COTTON Futures:

The COTTON large speculator standing this week was a net position of 73,593 contracts in the data reported through Tuesday. This was a weekly increase of 4,055 contracts from the previous week which had a total of 69,538 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 74.8 percent. The commercials are Bearish with a score of 23.0 percent and the small traders (not shown in chart) are Bullish with a score of 76.3 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.8	42.9	7.3
– Percent of Open Interest Shorts:	6.3	79.7	2.9
– Net Position:	73,593	-83,474	9,881
– Gross Longs:	87,911	97,182	16,449
– Gross Shorts:	14,318	180,656	6,568
– Long to Short Ratio:	6.1 to 1	0.5 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.8	23.0	76.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.4	-7.4	14.1

COCOA Futures:

The COCOA large speculator standing this week was a net position of 13,326 contracts in the data reported through Tuesday. This was a weekly rise 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 was a net position of 9,120 contracts in the data reported through Tuesday. This was a weekly decline of -7,477 contracts from the previous week which had a total of 16,597 net contracts.

This 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 45.4 percent. The commercials are Bullish with a score of 60.1 percent and the small traders (not shown in chart) are Bearish with a score of 30.8 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.8	42.1	7.3
– Percent of Open Interest Shorts:	29.1	40.4	11.7
– Net Position:	9,120	5,707	-14,827
– Gross Longs:	106,833	141,635	24,666
– Gross Shorts:	97,713	135,928	39,493
– Long to Short Ratio:	1.1 to 1	1.0 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	45.4	60.1	30.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.8	10.3	-21.9

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

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

CountingPips Forex Blog Opinions Soft Commodities

10 Jul

COT Currency Futures Charts: US Dollar, Swiss Franc, Euro, Brazil Real, Japanese Yen, Pound, 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 6th 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 7,569 contracts in the data reported through Tuesday. This was a weekly rise of 8,017 contracts from the previous week which had a total of -448 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 38.8 percent. The commercials are Bullish with a score of 53.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 89.9 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	73.8	2.0	20.3
– Percent of Open Interest Shorts:	53.4	37.0	5.7
– Net Position:	7,569	-13,020	5,451
– Gross Longs:	27,442	735	7,557
– Gross Shorts:	19,873	13,755	2,106
– Long to Short Ratio:	1.4 to 1	0.1 to 1	3.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	38.8	53.0	89.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.3	-12.7	36.7

Euro Currency Futures:

The Euro Currency large speculator standing this week recorded a net position of 77,190 contracts in the data reported through Tuesday. This was a weekly fall of -9,956 contracts from the previous week which had a total of 87,146 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 58.7 percent. The commercials are Bearish with a score of 40.6 percent and the small traders (not shown in chart) are Bullish with a score of 57.4 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.5	55.2	13.5
– Percent of Open Interest Shorts:	19.4	73.0	6.8
– Net Position:	77,190	-124,158	46,968
– Gross Longs:	212,998	386,189	94,301
– Gross Shorts:	135,808	510,347	47,333
– Long to Short Ratio:	1.6 to 1	0.8 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.7	40.6	57.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.2	15.7	-42.6

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week recorded a net position of 21,903 contracts in the data reported through Tuesday. This was a weekly rise of 4,180 contracts from the previous week which had a total of 17,723 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.8 percent. The commercials are Bearish-Extreme with a score of 14.6 percent and the small traders (not shown in chart) are Bullish with a score of 63.0 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.0	49.4	16.7
– Percent of Open Interest Shorts:	19.8	63.7	14.7
– Net Position:	21,903	-25,435	3,532
– Gross Longs:	57,232	88,387	29,841
– Gross Shorts:	35,329	113,822	26,309
– Long to Short Ratio:	1.6 to 1	0.8 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.8	14.6	63.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.3	14.6	-33.2

Japanese Yen Futures:

The Japanese Yen large speculator standing this week recorded a net position of -69,136 contracts in the data reported through Tuesday. This was a weekly gain of 759 contracts from the previous week which had a total of -69,895 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 27.8 percent. The commercials are Bullish with a score of 78.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.3 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.4	75.8	8.1
– Percent of Open Interest Shorts:	49.1	31.0	19.3
– Net Position:	-69,136	92,131	-22,995
– Gross Longs:	31,625	155,707	16,701
– Gross Shorts:	100,761	63,576	39,696
– Long to Short Ratio:	0.3 to 1	2.4 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	27.8	78.2	12.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.5	14.6	-22.5

Swiss Franc Futures:

The Swiss Franc large speculator standing this week recorded a net position of 10,162 contracts in the data reported through Tuesday. This was a weekly decline of -903 contracts from the previous week which had a total of 11,065 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.1 percent. The commercials are Bearish with a score of 28.4 percent and the small traders (not shown in chart) are Bearish with a score of 37.3 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	43.0	35.2	21.4
– Percent of Open Interest Shorts:	20.3	36.2	43.2
– Net Position:	10,162	-446	-9,716
– Gross Longs:	19,230	15,763	9,595
– Gross Shorts:	9,068	16,209	19,311
– Long to Short Ratio:	2.1 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.1	28.4	37.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.7	-4.4	-20.4

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week recorded a net position of 41,178 contracts in the data reported through Tuesday. This was a weekly decline of -4,623 contracts from the previous week which had a total of 45,801 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.3 percent. The commercials are Bearish-Extreme with a score of 9.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 85.2 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.6	42.6	21.9
– Percent of Open Interest Shorts:	14.2	75.6	9.3
– Net Position:	41,178	-66,667	25,489
– Gross Longs:	69,923	86,106	44,346
– Gross Shorts:	28,745	152,773	18,857
– Long to Short Ratio:	2.4 to 1	0.6 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.3	9.9	85.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.0	5.6	-7.9

Australian Dollar Futures:

The Australian Dollar large speculator standing this week recorded a net position of -24,870 contracts in the data reported through Tuesday. This was a weekly fall of -7,070 contracts from the previous week which had a total of -17,800 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 54.0 percent. The commercials are Bearish with a score of 43.4 percent and the small traders (not shown in chart) are Bullish with a score of 53.6 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	36.2	46.8	15.8
– Percent of Open Interest Shorts:	53.1	28.8	16.9
– Net Position:	-24,870	26,485	-1,615
– Gross Longs:	53,352	68,894	23,265
– Gross Shorts:	78,222	42,409	24,880
– Long to Short Ratio:	0.7 to 1	1.6 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.0	43.4	53.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-26.8	33.0	-33.4

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week recorded a net position of 1,761 contracts in the data reported through Tuesday. This was a weekly decrease of -1,363 contracts from the previous week which had a total of 3,124 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 74.2 percent. The commercials are Bearish with a score of 25.7 percent and the small traders (not shown in chart) are Bullish with a score of 67.9 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	46.5	39.6	11.1
– Percent of Open Interest Shorts:	42.3	46.9	8.0
– Net Position:	1,761	-3,063	1,302
– Gross Longs:	19,412	16,518	4,622
– Gross Shorts:	17,651	19,581	3,320
– Long to Short Ratio:	1.1 to 1	0.8 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.2	25.7	67.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.4	13.3	-20.1

Mexican Peso Futures:

The Mexican Peso large speculator standing this week recorded a net position of -22,333 contracts in the data reported through Tuesday. This was a weekly decline of -2,879 contracts from the previous week which had a total of -19,454 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 3.6 percent. The commercials are Bullish-Extreme with a score of 94.4 percent and the small traders (not shown in chart) are Bullish with a score of 66.7 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.0	45.8	5.6
– Percent of Open Interest Shorts:	63.2	34.4	1.8
– Net Position:	-22,333	16,747	5,586
– Gross Longs:	70,788	67,470	8,220
– Gross Shorts:	93,121	50,723	2,634
– Long to Short Ratio:	0.8 to 1	1.3 to 1	3.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	3.6	94.4	66.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.9	6.4	3.6

Brazilian Real Futures:

The Brazilian Real large speculator standing this week recorded a net position of 21,305 contracts in the data reported through Tuesday. This was a weekly gain of 819 contracts from the previous week which had a total of 20,486 net contracts.

This 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 93.0 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	72.3	19.3	8.3
– Percent of Open Interest Shorts:	23.5	73.0	3.3
– Net Position:	21,305	-23,470	2,165
– Gross Longs:	31,593	8,438	3,628
– Gross Shorts:	10,288	31,908	1,463
– Long to Short Ratio:	3.1 to 1	0.3 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	93.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	21.6	-22.3	8.0

Russian Ruble Futures:

The Russian Ruble large speculator standing this week recorded a net position of 8,897 contracts in the data reported through Tuesday. This was a weekly decrease of -1,441 contracts from the previous week which had a total of 10,338 net contracts.

This 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 34.4 percent. The commercials are Bullish with a score of 62.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.5 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.3	53.7	6.0
– Percent of Open Interest Shorts:	21.0	75.8	3.2
– Net Position:	8,897	-10,154	1,257
– Gross Longs:	18,556	24,696	2,742
– Gross Shorts:	9,659	34,850	1,485
– Long to Short Ratio:	1.9 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	34.4	62.3	80.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.3	-8.3	2.4

Bitcoin Futures:

The Bitcoin large speculator standing this week recorded a net position of -1,271 contracts in the data reported through Tuesday. This was a weekly gain of 74 contracts from the previous week which had a total of -1,345 net contracts.

This 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 68.2 percent. The commercials are Bullish-Extreme with a score of 82.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.7 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	58.3	8.2	23.3
– Percent of Open Interest Shorts:	76.8	1.6	11.4
– Net Position:	-1,271	450	821
– Gross Longs:	4,018	562	1,603
– Gross Shorts:	5,289	112	782
– Long to Short Ratio:	0.8 to 1	5.0 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.2	82.3	16.7
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.3	3.9	-14.4

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

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

CountingPips Forex Blog Forex and Currency News investing Opinions

10 Jul

COT Bonds Futures Charts: 3-Month Eurodollars, Fed Funds, 10-Year, 5-Year, Ultra Treasury Notes

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

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

The latest COT data is updated through Tuesday July 6th 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 came in at a net position of -1,197,398 contracts in the data reported through Tuesday. This was a weekly reduction of -116,804 contracts from the previous week which had a total of -1,080,594 net contracts.

This 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 58.4 percent and the small traders (not shown in chart) are Bullish with a score of 77.7 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.3	61.0	5.0
– Percent of Open Interest Shorts:	23.0	49.7	6.6
– Net Position:	-1,197,398	1,390,291	-192,893
– Gross Longs:	1,639,947	7,524,901	617,224
– Gross Shorts:	2,837,345	6,134,610	810,117
– Long to Short Ratio:	0.6 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.9	58.4	77.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.8	13.1	3.3

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week came in at a net position of -182,471 contracts in the data reported through Tuesday. This was a weekly lift of 17,559 contracts from the previous week which had a total of -200,030 net contracts.

This 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 17.1 percent. The commercials are Bullish-Extreme with a score of 82.6 percent and the small traders (not shown in chart) are Bullish with a score of 62.0 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	4.4	74.8	3.0
– Percent of Open Interest Shorts:	22.3	56.4	3.5
– Net Position:	-182,471	187,461	-4,990
– Gross Longs:	45,200	762,577	30,387
– Gross Shorts:	227,671	575,116	35,377
– Long to Short Ratio:	0.2 to 1	1.3 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	17.1	82.6	62.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.1	-8.5	8.8

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week came in at a net position of -198,362 contracts in the data reported through Tuesday. This was a weekly fall of -7,106 contracts from the previous week which had a total of -191,256 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 55.0 percent. The commercials are Bullish with a score of 56.0 percent and the small traders (not shown in chart) are Bearish with a score of 33.6 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.7	72.9	6.8
– Percent of Open Interest Shorts:	27.2	63.3	6.9
– Net Position:	-198,362	200,657	-2,295
– Gross Longs:	367,372	1,516,655	140,979
– Gross Shorts:	565,734	1,315,998	143,274
– Long to Short Ratio:	0.6 to 1	1.2 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.0	56.0	33.6
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.2	21.8	-29.9

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week came in at a net position of -217,303 contracts in the data reported through Tuesday. This was a weekly fall of -2,948 contracts from the previous week which had a total of -214,355 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 67.5 percent. The commercials are Bearish with a score of 41.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.0 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.7	79.8	8.1
– Percent of Open Interest Shorts:	17.0	69.4	12.2
– Net Position:	-217,303	361,799	-144,496
– Gross Longs:	374,520	2,782,568	282,444
– Gross Shorts:	591,823	2,420,769	426,940
– Long to Short Ratio:	0.6 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.5	41.8	6.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.5	12.5	-17.3

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week came in at a net position of -25,593 contracts in the data reported through Tuesday. This was a weekly boost of 34,367 contracts from the previous week which had a total of -59,960 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 78.6 percent. The commercials are Bearish with a score of 44.7 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:	21.9	68.4	7.9
– Percent of Open Interest Shorts:	22.5	61.9	13.8
– Net Position:	-25,593	279,342	-253,749
– Gross Longs:	937,436	2,921,071	337,117
– Gross Shorts:	963,029	2,641,729	590,866
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.6	44.7	6.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.0	10.1	6.9

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week came in at a net position of 158,913 contracts in the data reported through Tuesday. This was a weekly decline of -38,070 contracts from the previous week which had a total of 196,983 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 69.7 percent. The commercials are Bearish with a score of 40.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.8 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.6	75.4	7.6
– Percent of Open Interest Shorts:	6.3	76.2	17.1
– Net Position:	158,913	-12,998	-145,915
– Gross Longs:	255,942	1,161,377	117,138
– Gross Shorts:	97,029	1,174,375	263,053
– Long to Short Ratio:	2.6 to 1	1.0 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.7	40.6	9.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.3	0.8	7.2

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week came in at a net position of -107,911 contracts in the data reported through Tuesday. This was a weekly reduction of -11,932 contracts from the previous week which had a total of -95,979 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 54.6 percent. The commercials are Bullish with a score of 57.1 percent and the small traders (not shown in chart) are Bearish with a score of 46.1 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.7	73.9	15.1
– Percent of Open Interest Shorts:	17.9	64.0	15.8
– Net Position:	-107,911	116,135	-8,224
– Gross Longs:	101,780	866,067	176,987
– Gross Shorts:	209,691	749,932	185,211
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.6	57.1	46.1
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.1	-19.2	38.8

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week came in at a net position of -235,067 contracts in the data reported through Tuesday. This was a weekly decline of -18,678 contracts from the previous week which had a total of -216,389 net contracts.

This 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 89.3 percent. The commercials are Bearish with a score of 37.7 percent and the small traders (not shown in chart) are Bearish with a score of 26.2 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.3	78.3	12.0
– Percent of Open Interest Shorts:	29.0	58.4	12.2
– Net Position:	-235,067	237,915	-2,848
– Gross Longs:	110,783	934,337	143,245
– Gross Shorts:	345,850	696,422	146,093
– Long to Short Ratio:	0.3 to 1	1.3 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.3	37.7	26.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.9	-22.2	25.3

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

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

Bonds CountingPips Forex Blog investing Opinions

10 Jul

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

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 6th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Gold Comex Futures:

The Gold Comex Futures large speculator standing this week resulted in a net position of 182,821 contracts in the data reported through Tuesday. This was a weekly gain of 20,595 contracts from the previous week which had a total of 162,226 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 56.4 percent. The commercials are Bearish with a score of 41.5 percent and the small traders (not shown in chart) are Bullish with a score of 61.0 percent.

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	58.1	23.1	10.7
– Percent of Open Interest Shorts:	18.8	69.2	3.9
– Net Position:	182,821	-214,726	31,905
– Gross Longs:	270,545	107,675	49,928
– Gross Shorts:	87,724	322,401	18,023
– Long to Short Ratio:	3.1 to 1	0.3 to 1	2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.4	41.5	61.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.1	8.8	-10.6

Silver Comex Futures:

The Silver Comex Futures large speculator standing this week resulted in a net position of 44,488 contracts in the data reported through Tuesday. This was a weekly lift of 3,011 contracts from the previous week which had a total of 41,477 net contracts.

This 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 68.8 percent. The commercials are Bearish with a score of 32.7 percent and the small traders (not shown in chart) are Bearish with a score of 49.4 percent.

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.8	27.9	17.9
– Percent of Open Interest Shorts:	20.5	68.1	6.0
– Net Position:	44,488	-63,097	18,609
– Gross Longs:	76,790	43,915	28,067
– Gross Shorts:	32,302	107,012	9,458
– Long to Short Ratio:	2.4 to 1	0.4 to 1	3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.8	32.7	49.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.6	8.0	-19.2

Copper Grade #1 Futures:

The Copper Grade #1 Futures large speculator standing this week resulted in a net position of 15,773 contracts in the data reported through Tuesday. This was a weekly lift of 4,412 contracts from the previous week which had a total of 11,361 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 Bullish with a score of 53.7 percent. The commercials are Bearish with a score of 41.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.0 percent.

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.6	37.4	10.6
– Percent of Open Interest Shorts:	33.8	50.0	5.8
– Net Position:	15,773	-25,582	9,809
– Gross Longs:	84,324	75,804	21,489
– Gross Shorts:	68,551	101,386	11,680
– Long to Short Ratio:	1.2 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	53.7	41.9	82.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.7	7.3	-15.5

Platinum Futures:

The Platinum Futures large speculator standing this week resulted in a net position of 13,576 contracts in the data reported through Tuesday. This was a weekly decrease of -1,168 contracts from the previous week which had a total of 14,744 net contracts.

This 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 32.1 percent. The commercials are Bullish with a score of 67.2 percent and the small traders (not shown in chart) are Bullish with a score of 68.2 percent.

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.2	28.5	18.0
– Percent of Open Interest Shorts:	26.7	66.7	4.3
– Net Position:	13,576	-21,181	7,605
– Gross Longs:	28,390	15,797	9,993
– Gross Shorts:	14,814	36,978	2,388
– Long to Short Ratio:	1.9 to 1	0.4 to 1	4.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	32.1	67.2	68.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.8	13.7	-25.6

Palladium Futures:

The Palladium Futures large speculator standing this week resulted in a net position of 2,303 contracts in the data reported through Tuesday. This was a weekly gain of 895 contracts from the previous week which had a total of 1,408 net contracts.

This 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 13.7 percent. The commercials are Bullish-Extreme with a score of 81.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.4 percent.

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	52.7	30.0	15.0
– Percent of Open Interest Shorts:	30.0	59.4	8.4
– Net Position:	2,303	-2,976	673
– Gross Longs:	5,334	3,030	1,518
– Gross Shorts:	3,031	6,006	845
– Long to Short Ratio:	1.8 to 1	0.5 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	13.7	81.7	84.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.8	-2.5	-1.9

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

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

CountingPips Forex Blog investing Metals Opinions

10 Jul

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

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

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

The latest COT data is updated through Tuesday July 06 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 -67,098 contracts in the data reported through Tuesday. This was a weekly decline of -407 contracts from the previous week which had a total of -66,691 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 57.6 percent. The commercials are Bearish with a score of 42.9 percent and the small traders (not shown in chart) are Bearish with a score of 38.9 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.3	50.9	6.7
– Percent of Open Interest Shorts:	42.9	29.9	8.1
– Net Position:	-67,098	71,711	-4,613
– Gross Longs:	79,320	173,563	22,879
– Gross Shorts:	146,418	101,852	27,492
– Long to Short Ratio:	0.5 to 1	1.7 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.6	42.9	38.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.3	1.4	9.0

S&P500 Mini Futures:

The S&P500 Mini large speculator standing this week was a net position of 75,557 contracts in the data reported through Tuesday. This was a weekly rise of 20,390 contracts from the previous week which had a total of 55,167 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 66.9 percent. The commercials are Bearish with a score of 48.6 percent and the small traders (not shown in chart) are Bearish with a score of 30.8 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.4	72.0	10.4
– Percent of Open Interest Shorts:	12.5	75.7	9.5
– Net Position:	75,557	-96,773	21,216
– Gross Longs:	403,183	1,878,439	270,515
– Gross Shorts:	327,626	1,975,212	249,299
– Long to Short Ratio:	1.2 to 1	1.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.9	48.6	30.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	16.6	1.7	-21.8

Dow Jones Mini Futures:

The Dow Jones Mini large speculator standing this week was a net position of 6,349 contracts in the data reported through Tuesday. This was a weekly rise of 7,174 contracts from the previous week which had a total of -825 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 42.0 percent. The commercials are Bullish with a score of 50.5 percent and the small traders (not shown in chart) are Bullish with a score of 72.5 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.8	43.8	16.1
– Percent of Open Interest Shorts:	31.8	55.7	10.1
– Net Position:	6,349	-12,705	6,356
– Gross Longs:	40,085	46,373	17,048
– Gross Shorts:	33,736	59,078	10,692
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.0	50.5	72.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	23.2	-21.7	-2.3

Nasdaq Mini Futures:

The Nasdaq Mini large speculator standing this week was a net position of -1,571 contracts in the data reported through Tuesday. This was a weekly advance of 6,528 contracts from the previous week which had a total of -8,099 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 74.2 percent. The commercials are Bearish with a score of 37.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.7 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.8	55.1	14.4
– Percent of Open Interest Shorts:	29.5	47.5	21.3
– Net Position:	-1,571	17,302	-15,731
– Gross Longs:	65,755	125,742	32,891
– Gross Shorts:	67,326	108,440	48,622
– Long to Short Ratio:	1.0 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.2	37.2	8.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.5	-3.1	-15.0

Russell 2000 Mini Futures:

The Russell 2000 Mini large speculator standing this week was a net position of -41,907 contracts in the data reported through Tuesday. This was a weekly decline of -6,657 contracts from the previous week which had a total of -35,250 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 31.8 percent. The commercials are Bullish with a score of 66.5 percent and the small traders (not shown in chart) are Bullish with a score of 54.5 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.8	80.4	6.8
– Percent of Open Interest Shorts:	21.8	72.2	5.0
– Net Position:	-41,907	34,318	7,589
– Gross Longs:	49,724	337,570	28,619
– Gross Shorts:	91,631	303,252	21,030
– Long to Short Ratio:	0.5 to 1	1.1 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	31.8	66.5	54.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.5	6.1	-3.7

Nikkei Stock Average (USD) Futures:

The Nikkei Stock Average (USD) large speculator standing this week was a net position of -4,253 contracts in the data reported through Tuesday. This was a weekly advance of 593 contracts from the previous week which had a total of -4,846 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 39.5 percent. The commercials are Bullish with a score of 74.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.0	59.0	21.9
– Percent of Open Interest Shorts:	44.4	22.3	33.3
– Net Position:	-4,253	6,152	-1,899
– Gross Longs:	3,181	9,895	3,677
– Gross Shorts:	7,434	3,743	5,576
– Long to Short Ratio:	0.4 to 1	2.6 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	39.5	74.0	0.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.7	9.2	-29.3

MSCI EAFE Mini Futures:

The MSCI EAFE Mini large speculator standing this week was a net position of 24,176 contracts in the data reported through Tuesday. This was a weekly decrease of -710 contracts from the previous week which had a total of 24,886 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 45.5 percent. The commercials are Bullish with a score of 51.1 percent and the small traders (not shown in chart) are Bullish with a score of 50.7 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.9	88.3	2.6
– Percent of Open Interest Shorts:	3.2	94.9	1.7
– Net Position:	24,176	-28,014	3,838
– Gross Longs:	37,584	374,464	10,875
– Gross Shorts:	13,408	402,478	7,037
– Long to Short Ratio:	2.8 to 1	0.9 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	45.5	51.1	50.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.3	0.7	-2.1

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 reduction 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 investing Opinions Stock Market News

10 Jul

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

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

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

The latest COT data is updated through Tuesday July 6th 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 reached a net position of 497,351 contracts in the data reported through Tuesday. This was a weekly decline of -25,139 contracts from the previous week which had a total of 522,490 net contracts.

This 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 30.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.1 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.5	34.1	4.6
– Percent of Open Interest Shorts:	5.9	56.9	2.4
– Net Position:	497,351	-551,362	54,011
– Gross Longs:	640,068	822,892	110,952
– Gross Shorts:	142,717	1,374,254	56,941
– Long to Short Ratio:	4.5 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.2	30.3	91.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.2	-6.8	7.0

Brent Crude Oil Futures :

The Brent Crude Oil Futures large speculator standing this week reached a net position of -24,846 contracts in the data reported through Tuesday. This was a weekly fall of -3,101 contracts from the previous week which had a total of -21,745 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 70.4 percent. The commercials are Bearish with a score of 29.7 percent and the small traders (not shown in chart) are Bullish with a score of 58.4 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.1	52.7	4.9
– Percent of Open Interest Shorts:	29.9	41.3	3.5
– Net Position:	-24,846	22,222	2,624
– Gross Longs:	33,083	102,271	9,427
– Gross Shorts:	57,929	80,049	6,803
– Long to Short Ratio:	0.6 to 1	1.3 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	70.4	29.7	58.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.6	8.8	-6.8

Natural Gas Futures :

The Natural Gas Futures large speculator standing this week reached a net position of -108,054 contracts in the data reported through Tuesday. This was a weekly fall of -7,207 contracts from the previous week which had a total of -100,847 net contracts.

This 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 46.2 percent. The commercials are Bullish with a score of 53.4 percent and the small traders (not shown in chart) are Bullish with a score of 64.2 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.9	39.8	4.4
– Percent of Open Interest Shorts:	32.4	34.8	1.9
– Net Position:	-108,054	71,476	36,578
– Gross Longs:	360,454	574,894	63,570
– Gross Shorts:	468,508	503,418	26,992
– Long to Short Ratio:	0.8 to 1	1.1 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.2	53.4	64.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.6	5.9	43.0

Gasoline Blendstock Futures :

The Gasoline Blendstock Futures large speculator standing this week reached a net position of 50,417 contracts in the data reported through Tuesday. This was a weekly reduction of -13,442 contracts from the previous week which had a total of 63,859 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 10.7 percent. The commercials are Bullish-Extreme with a score of 80.1 percent and the small traders (not shown in chart) are Bullish with a score of 61.1 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.2	44.9	6.1
– Percent of Open Interest Shorts:	10.7	60.6	3.8
– Net Position:	50,417	-58,710	8,293
– Gross Longs:	90,182	167,149	22,562
– Gross Shorts:	39,765	225,859	14,269
– Long to Short Ratio:	2.3 to 1	0.7 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	10.7	80.1	61.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.4	3.9	-5.0

#2 Heating Oil NY-Harbor Futures :

The #2 Heating Oil NY-Harbor Futures large speculator standing this week reached a net position of 24,821 contracts in the data reported through Tuesday. This was a weekly decrease of -876 contracts from the previous week which had a total of 25,697 net contracts.

This 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 69.4 percent. The commercials are Bearish with a score of 26.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.1 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.1	49.6	11.0
– Percent of Open Interest Shorts:	10.0	60.7	5.9
– Net Position:	24,821	-45,718	20,897
– Gross Longs:	66,038	203,312	45,136
– Gross Shorts:	41,217	249,030	24,239
– Long to Short Ratio:	1.6 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.4	26.3	82.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.0	2.5	-9.7

Bloomberg Commodity Index Futures :

The Bloomberg Commodity Index Futures large speculator standing this week reached a net position of -16,513 contracts in the data reported through Tuesday. This was a weekly advance of 5,008 contracts from the previous week which had a total of -21,521 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 24.3 percent. The commercials are Bullish with a score of 75.7 percent and the small traders (not shown in chart) are Bearish with a score of 39.3 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	50.4	48.2	1.1
– Percent of Open Interest Shorts:	91.1	8.4	0.3
– Net Position:	-16,513	16,170	343
– Gross Longs:	20,459	19,570	457
– Gross Shorts:	36,972	3,400	114
– Long to Short Ratio:	0.6 to 1	5.8 to 1	4.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	24.3	75.7	39.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.9	-3.9	-0.9

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

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

CountingPips Forex Blog Energy investing Opinions

10 Jul

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

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 06 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 was a net position of 326,814 contracts in the data reported through Tuesday. This was a weekly fall of -26,153 contracts from the previous week which had a total of 352,967 net contracts.

This 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 71.8 percent. The commercials are Bearish with a score of 33.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.6 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.6	48.3	8.6
– Percent of Open Interest Shorts:	7.0	66.2	12.3
– Net Position:	326,814	-271,509	-55,305
– Gross Longs:	432,234	730,546	130,766
– Gross Shorts:	105,420	1,002,055	186,071
– Long to Short Ratio:	4.1 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.8	33.2	4.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.0	15.4	-3.9

SUGAR Futures:

The SUGAR large speculator standing this week was a net position of 264,005 contracts in the data reported through Tuesday. This was a weekly advance of 23,277 contracts from the previous week which had a total of 240,728 net contracts.

This 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-Extreme with a score of 7.6 percent and the small traders (not shown in chart) are Bullish with a score of 76.6 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.6	43.0	9.4
– Percent of Open Interest Shorts:	4.3	77.3	3.5
– Net Position:	264,005	-319,625	55,620
– Gross Longs:	303,961	401,037	88,050
– Gross Shorts:	39,956	720,662	32,430
– Long to Short Ratio:	7.6 to 1	0.6 to 1	2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.9	7.6	76.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.3	-2.4	1.9

COFFEE Futures:

The COFFEE large speculator standing this week was a net position of 54,981 contracts in the data reported through Tuesday. This was a weekly reduction of -5,895 contracts from the previous week which had a total of 60,876 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 90.7 percent. The commercials are Bearish-Extreme with a score of 10.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.0 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.1	47.1	4.0
– Percent of Open Interest Shorts:	10.6	68.1	2.5
– Net Position:	54,981	-59,276	4,295
– Gross Longs:	84,984	133,215	11,375
– Gross Shorts:	30,003	192,491	7,080
– Long to Short Ratio:	2.8 to 1	0.7 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.7	10.4	18.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.0	7.1	-10.4

SOYBEANS Futures:

The SOYBEANS large speculator standing this week was a net position of 139,264 contracts in the data reported through Tuesday. This was a weekly gain of 5,253 contracts from the previous week which had a total of 134,011 net contracts.

This 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 64.8 percent. The commercials are Bearish with a score of 36.7 percent and the small traders (not shown in chart) are Bearish with a score of 45.9 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.3	48.2	7.3
– Percent of Open Interest Shorts:	9.1	66.1	9.6
– Net Position:	139,264	-123,663	-15,601
– Gross Longs:	202,163	332,819	50,389
– Gross Shorts:	62,899	456,482	65,990
– 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):	64.8	36.7	45.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-20.2	19.0	1.7

SOYBEAN OIL Futures:

The SOYBEAN OIL large speculator standing this week was a net position of 56,415 contracts in the data reported through Tuesday. This was a weekly lowering of -2,155 contracts from the previous week which had a total of 58,570 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.8 percent. The commercials are Bearish with a score of 42.7 percent and the small traders (not shown in chart) are Bearish with a score of 40.3 percent.

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.1	51.8	6.7
– Percent of Open Interest Shorts:	7.5	64.8	5.2
– Net Position:	56,415	-63,623	7,208
– Gross Longs:	92,864	252,369	32,638
– Gross Shorts:	36,449	315,992	25,430
– Long to Short Ratio:	2.5 to 1	0.8 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.8	42.7	40.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.6	17.4	-30.8

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week was a net position of 51,781 contracts in the data reported through Tuesday. This was a weekly gain of 3,572 contracts from the previous week which had a total of 48,209 net contracts.

This 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 59.1 percent. The commercials are Bearish with a score of 40.8 percent and the small traders (not shown in chart) are Bullish with a score of 54.2 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.8	51.1	12.3
– Percent of Open Interest Shorts:	8.1	70.3	6.8
– Net Position:	51,781	-72,645	20,864
– Gross Longs:	82,443	193,760	46,511
– Gross Shorts:	30,662	266,405	25,647
– Long to Short Ratio:	2.7 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.1	40.8	54.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.0	7.9	-22.2

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week was a net position of 72,126 contracts in the data reported through Tuesday. This was a weekly decline of -947 contracts from the previous week which had a total of 73,073 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.4 percent. The commercials are Bullish with a score of 55.2 percent and the small traders (not shown in chart) are Bullish with a score of 67.3 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.1	38.5	9.2
– Percent of Open Interest Shorts:	13.2	59.8	11.9
– Net Position:	72,126	-63,972	-8,154
– Gross Longs:	111,751	116,138	27,713
– Gross Shorts:	39,625	180,110	35,867
– Long to Short Ratio:	2.8 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.4	55.2	67.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.7	-2.2	-7.0

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week was a net position of 70,046 contracts in the data reported through Tuesday. This was a weekly fall of -1,653 contracts from the previous week which had a total of 71,699 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 86.5 percent. The commercials are Bearish-Extreme with a score of 17.9 percent and the small traders (not shown in chart) are Bearish with a score of 22.2 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.5	33.1	8.1
– Percent of Open Interest Shorts:	13.0	55.2	12.5
– Net Position:	70,046	-58,317	-11,729
– Gross Longs:	104,371	87,546	21,297
– Gross Shorts:	34,325	145,863	33,026
– Long to Short Ratio:	3.0 to 1	0.6 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.5	17.9	22.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.8	12.8	-23.4

COTTON Futures:

The COTTON large speculator standing this week was a net position of 69,538 contracts in the data reported through Tuesday. This was a weekly fall of -2,414 contracts from the previous week which had a total of 71,952 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 72.0 percent. The commercials are Bearish with a score of 26.1 percent and the small traders (not shown in chart) are Bullish with a score of 71.6 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.2	43.6	6.8
– Percent of Open Interest Shorts:	5.8	79.2	2.7
– Net Position:	69,538	-78,685	9,147
– Gross Longs:	82,348	96,528	15,147
– Gross Shorts:	12,810	175,213	6,000
– Long to Short Ratio:	6.4 to 1	0.6 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.0	26.1	71.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.0	-5.9	21.0

COCOA Futures:

The COCOA large speculator standing this week was a net position of 8,767 contracts in the data reported through Tuesday. This was a weekly lowering of -8,747 contracts from the previous week which had a total of 17,514 net contracts.

This 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 31.3 percent. The commercials are Bullish with a score of 69.5 percent and the small traders (not shown in chart) are Bearish with a score of 27.8 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.7	48.1	4.9
– Percent of Open Interest Shorts:	23.2	52.4	4.2
– Net Position:	8,767	-10,468	1,701
– Gross Longs:	65,899	118,691	12,070
– Gross Shorts:	57,132	129,159	10,369
– 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):	31.3	69.5	27.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.2	15.8	-24.8

WHEAT Futures:

The WHEAT large speculator standing this week was a net position of 16,597 contracts in the data reported through Tuesday. This was a weekly decline of -9,849 contracts from the previous week which had a total of 26,446 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 50.7 percent. The commercials are Bullish with a score of 55.0 percent and the small traders (not shown in chart) are Bearish with a score of 28.8 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.1	41.6	6.8
– Percent of Open Interest Shorts:	26.2	42.0	11.4
– Net Position:	16,597	-1,367	-15,230
– Gross Longs:	104,413	139,776	22,986
– Gross Shorts:	87,816	141,143	38,216
– Long to Short Ratio:	1.2 to 1	1.0 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.7	55.0	28.8
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.3	3.6	-15.2

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 investing Opinions Soft Commodities

02 Jul

COT Currency Futures Charts: US Dollar, Euro, Aussie, Yen, Pound, Pound Sterling, Loonie

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 June 29 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.

US Dollar Index Futures:

The US Dollar Index large speculator standing this week was a net position of -448 contracts in the data reported through Tuesday. This was a weekly rise of 62 contracts from the previous week which had a total of -510 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 25.0 percent. The commercials are Bullish with a score of 67.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.5 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	72.0	2.4	20.7
– Percent of Open Interest Shorts:	73.2	15.3	6.5
– Net Position:	-448	-4,507	4,955
– Gross Longs:	25,133	845	7,224
– Gross Shorts:	25,581	5,352	2,269
– Long to Short Ratio:	1.0 to 1	0.2 to 1	3.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	25.0	67.1	83.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.4	1.6	27.6

Euro Currency Futures:

The Euro Currency large speculator standing this week was a net position of 87,146 contracts in the data reported through Tuesday. This was a weekly lowering of -1,911 contracts from the previous week which had a total of 89,057 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.8 percent. The commercials are Bearish with a score of 37.1 percent and the small traders (not shown in chart) are Bullish with a score of 62.5 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.0	55.6	13.5
– Percent of Open Interest Shorts:	17.5	75.2	6.5
– Net Position:	87,146	-136,602	49,456
– Gross Longs:	209,058	387,635	94,487
– Gross Shorts:	121,912	524,237	45,031
– Long to Short Ratio:	1.7 to 1	0.7 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.8	37.1	62.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.9	10.3	-33.5

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week was a net position of 17,723 contracts in the data reported through Tuesday. This was a weekly decline of -204 contracts from the previous week which had a total of 17,927 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 86.8 percent. The commercials are Bearish-Extreme with a score of 12.3 percent and the small traders (not shown in chart) are Bullish with a score of 79.7 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.5	48.8	20.1
– Percent of Open Interest Shorts:	20.0	66.1	13.2
– Net Position:	17,723	-29,348	11,625
– Gross Longs:	51,596	82,559	34,027
– Gross Shorts:	33,873	111,907	22,402
– Long to Short Ratio:	1.5 to 1	0.7 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.8	12.3	79.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.2	9.6	-18.8

Japanese Yen Futures:

The Japanese Yen large speculator standing this week was a net position of -69,895 contracts in the data reported through Tuesday. This was a weekly lowering of -16,033 contracts from the previous week which had a total of -53,862 net contracts.

This 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 27.3 percent. The commercials are Bullish with a score of 78.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.5 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.0	76.2	9.5
– Percent of Open Interest Shorts:	49.7	29.4	20.6
– Net Position:	-69,895	91,715	-21,820
– Gross Longs:	27,380	149,165	18,496
– Gross Shorts:	97,275	57,450	40,316
– Long to Short Ratio:	0.3 to 1	2.6 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	27.3	78.0	14.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.4	13.1	-16.6

Swiss Franc Futures:

The Swiss Franc large speculator standing this week was a net position of 11,065 contracts in the data reported through Tuesday. This was a weekly reduction of -2,487 contracts from the previous week which had a total of 13,552 net contracts.

This 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 90.5 percent. The commercials are Bearish with a score of 25.5 percent and the small traders (not shown in chart) are Bearish with a score of 42.6 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.4	29.7	25.5
– Percent of Open Interest Shorts:	18.5	37.3	43.8
– Net Position:	11,065	-3,241	-7,824
– Gross Longs:	18,941	12,669	10,865
– Gross Shorts:	7,876	15,910	18,689
– Long to Short Ratio:	2.4 to 1	0.8 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.5	25.5	42.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	23.8	-8.7	-20.0

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week was a net position of 45,801 contracts in the data reported through Tuesday. This was a weekly advance of 2,576 contracts from the previous week which had a total of 43,225 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 93.2 percent. The commercials are Bearish-Extreme with a score of 7.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.5 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.7	42.4	22.1
– Percent of Open Interest Shorts:	11.4	78.3	9.5
– Net Position:	45,801	-70,782	24,981
– Gross Longs:	68,301	83,461	43,608
– Gross Shorts:	22,500	154,243	18,627
– Long to Short Ratio:	3.0 to 1	0.5 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	93.2	7.3	84.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.3	2.6	-5.9

Australian Dollar Futures:

The Australian Dollar large speculator standing this week was a net position of -17,800 contracts in the data reported through Tuesday. This was a weekly reduction of -225 contracts from the previous week which had a total of -17,575 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.9 percent. The commercials are Bearish with a score of 34.8 percent and the small traders (not shown in chart) are Bullish with a score of 60.5 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.8	46.5	17.4
– Percent of Open Interest Shorts:	47.4	35.0	16.3
– Net Position:	-17,800	16,252	1,548
– Gross Longs:	48,824	65,391	24,473
– Gross Shorts:	66,624	49,139	22,925
– Long to Short Ratio:	0.7 to 1	1.3 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.9	34.8	60.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-23.2	28.7	-29.3

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week was a net position of 3,124 contracts in the data reported through Tuesday. This was a weekly decrease of -162 contracts from the previous week which had a total of 3,286 net contracts.

This 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 76.5 percent. The commercials are Bearish with a score of 24.4 percent and the small traders (not shown in chart) are Bullish with a score of 62.3 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.2	38.0	10.9
– Percent of Open Interest Shorts:	40.6	47.4	9.0
– Net Position:	3,124	-3,921	797
– Gross Longs:	19,914	15,696	4,521
– Gross Shorts:	16,790	19,617	3,724
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.5	24.4	62.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.9	11.7	-25.0

Mexican Peso Futures:

The Mexican Peso large speculator standing this week was a net position of -19,454 contracts in the data reported through Tuesday. This was a weekly boost of 9,137 contracts from the previous week which had a total of -28,591 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 5.0 percent. The commercials are Bullish-Extreme with a score of 93.5 percent and the small traders (not shown in chart) are Bullish with a score of 62.2 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	49.5	44.6	5.4
– Percent of Open Interest Shorts:	62.9	34.2	2.3
– Net Position:	-19,454	14,937	4,517
– Gross Longs:	71,449	64,373	7,780
– Gross Shorts:	90,903	49,436	3,263
– Long to Short Ratio:	0.8 to 1	1.3 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	5.0	93.5	62.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.7	4.5	0.8

Brazilian Real Futures:

The Brazilian Real large speculator standing this week was a net position of 20,486 contracts in the data reported through Tuesday. This was a weekly boost of 2,221 contracts from the previous week which had a total of 18,265 net contracts.

This 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 100.0 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	67.8	22.8	9.1
– Percent of Open Interest Shorts:	24.9	71.5	3.4
– Net Position:	20,486	-23,230	2,744
– Gross Longs:	32,350	10,888	4,351
– Gross Shorts:	11,864	34,118	1,607
– Long to Short Ratio:	2.7 to 1	0.3 to 1	2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	100.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	21.8	-22.8	12.8

Russian Ruble Futures:

The Russian Ruble large speculator standing this week was a net position of 10,338 contracts in the data reported through Tuesday. This was a weekly advance of 242 contracts from the previous week which had a total of 10,096 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 Bearish with a score of 37.9 percent. The commercials are Bullish with a score of 57.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.7	50.3	6.8
– Percent of Open Interest Shorts:	19.4	77.8	2.6
– Net Position:	10,338	-12,207	1,869
– Gross Longs:	18,924	22,309	3,034
– Gross Shorts:	8,586	34,516	1,165
– Long to Short Ratio:	2.2 to 1	0.6 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.9	57.6	100.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.4	-13.7	10.3

Bitcoin Futures:

The Bitcoin large speculator standing this week was a net position of -1,345 contracts in the data reported through Tuesday. This was a weekly rise of 183 contracts from the previous week which had a total of -1,528 net contracts.

This 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 66.1 percent. The commercials are Bullish-Extreme with a score of 93.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.0 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	56.0	9.9	23.8
– Percent of Open Interest Shorts:	75.8	1.9	12.0
– Net Position:	-1,345	545	800
– Gross Longs:	3,798	672	1,615
– Gross Shorts:	5,143	127	815
– Long to Short Ratio:	0.7 to 1	5.3 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.1	93.0	16.0
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.9	63.1	-5.7

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

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

CountingPips Forex Blog Forex and Currency News investing Opinions

02 Jul

COT Bonds Futures Charts: Eurodollars, Fed Funds, 10-Year, 2-Year, 5-Year Treasury Notes, Long 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 June 29 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 reached a net position of -1,080,594 contracts in the data reported through Tuesday. This was a weekly lowering of -52,897 contracts from the previous week which had a total of -1,027,697 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.9 percent. The commercials are Bullish with a score of 57.4 percent and the small traders (not shown in chart) are Bullish with a score of 70.8 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.8	60.2	4.8
– Percent of Open Interest Shorts:	22.6	49.3	6.9
– Net Position:	-1,080,594	1,326,857	-246,263
– Gross Longs:	1,682,162	7,338,321	591,597
– Gross Shorts:	2,762,756	6,011,464	837,860
– 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):	37.9	57.4	70.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.3	13.3	-1.4

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week reached a net position of -200,030 contracts in the data reported through Tuesday. This was a weekly gain of 56,278 contracts from the previous week which had a total of -256,308 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 14.9 percent. The commercials are Bullish-Extreme with a score of 84.7 percent and the small traders (not shown in chart) are Bullish with a score of 63.7 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	3.3	77.8	2.4
– Percent of Open Interest Shorts:	21.8	58.9	2.8
– Net Position:	-200,030	204,108	-4,078
– Gross Longs:	35,137	841,077	25,885
– Gross Shorts:	235,167	636,969	29,963
– Long to Short Ratio:	0.1 to 1	1.3 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	14.9	84.7	63.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.7	-11.7	3.1

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week reached a net position of -191,256 contracts in the data reported through Tuesday. This was a weekly decline of -38,349 contracts from the previous week which had a total of -152,907 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 54.2 percent. The commercials are Bullish with a score of 53.3 percent and the small traders (not shown in chart) are Bearish with a score of 37.4 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.3	73.6	6.8
– Percent of Open Interest Shorts:	25.6	64.6	6.5
– Net Position:	-191,256	186,384	4,872
– Gross Longs:	333,549	1,509,829	139,126
– Gross Shorts:	524,805	1,323,445	134,254
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.2	53.3	37.4
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.2	2.8	-19.2

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week reached a net position of -214,355 contracts in the data reported through Tuesday. This was a weekly decrease of -4,829 contracts from the previous week which had a total of -209,526 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 67.8 percent. The commercials are Bearish with a score of 42.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.1 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.8	79.9	8.0
– Percent of Open Interest Shorts:	16.8	69.5	12.3
– Net Position:	-214,355	367,839	-153,484
– Gross Longs:	381,895	2,830,899	282,501
– Gross Shorts:	596,250	2,463,060	435,985
– Long to Short Ratio:	0.6 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.8	42.4	2.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.2	11.2	-25.0

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week reached a net position of -59,960 contracts in the data reported through Tuesday. This was a weekly fall of -57,648 contracts from the previous week which had a total of -2,312 net contracts.

This 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 74.9 percent. The commercials are Bearish with a score of 47.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.4 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.8	69.7	7.4
– Percent of Open Interest Shorts:	22.2	62.6	13.1
– Net Position:	-59,960	304,490	-244,530
– Gross Longs:	894,366	2,995,077	317,867
– Gross Shorts:	954,326	2,690,587	562,397
– 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):	74.9	47.1	9.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.9	8.1	2.1

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week reached a net position of 196,983 contracts in the data reported through Tuesday. This was a weekly reduction of -17,478 contracts from the previous week which had a total of 214,461 net contracts.

This 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 79.8 percent. The commercials are Bearish with a score of 33.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.6	73.8	7.3
– Percent of Open Interest Shorts:	5.8	76.2	17.6
– Net Position:	196,983	-38,027	-158,956
– Gross Longs:	287,070	1,137,481	112,476
– Gross Shorts:	90,087	1,175,508	271,432
– Long to Short Ratio:	3.2 to 1	1.0 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	79.8	33.6	0.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.4	-5.3	-12.4

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week reached a net position of -95,979 contracts in the data reported through Tuesday. This was a weekly lowering of -35,625 contracts from the previous week which had a total of -60,354 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 58.9 percent. The commercials are Bullish with a score of 56.7 percent and the small traders (not shown in chart) are Bearish with a score of 37.7 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.3	75.3	14.2
– Percent of Open Interest Shorts:	16.5	65.5	15.8
– Net Position:	-95,979	114,721	-18,742
– Gross Longs:	97,575	882,839	166,055
– Gross Shorts:	193,554	768,118	184,797
– Long to Short Ratio:	0.5 to 1	1.1 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.9	56.7	37.7
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.7	-10.1	35.4

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week reached a net position of -216,389 contracts in the data reported through Tuesday. This was a weekly rise of 12,560 contracts from the previous week which had a total of -228,949 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 90.3 percent. The commercials are Bearish with a score of 30.5 percent and the small traders (not shown in chart) are Bearish with a score of 26.1 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.7	78.1	11.9
– Percent of Open Interest Shorts:	27.8	59.7	12.1
– Net Position:	-216,389	219,440	-3,051
– Gross Longs:	115,318	930,737	141,306
– Gross Shorts:	331,707	711,297	144,357
– Long to Short Ratio:	0.3 to 1	1.3 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.3	30.5	26.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.9	-23.4	21.4

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

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

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