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

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

VIX Volatility Futures Futures:

The VIX Volatility Futures large speculator standing this week recorded a net position of -102,507 contracts in the data reported through Tuesday. This was a weekly boost of 140 contracts from the previous week which had a total of -102,647 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 44.1 percent. The commercials are Bullish with a score of 56.6 percent and the small traders (not shown in chart) are Bearish with a score of 31.3 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.2	58.0	5.4
– Percent of Open Interest Shorts:	41.9	29.6	7.1
– Net Position:	-102,507	109,109	-6,602
– Gross Longs:	58,418	222,809	20,616
– Gross Shorts:	160,925	113,700	27,218
– Long to Short Ratio:	0.4 to 1	2.0 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	44.1	56.6	31.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.6	-12.2	20.2

S&P500 Mini Futures Futures:

The S&P500 Mini Futures large speculator standing this week recorded a net position of -52,161 contracts in the data reported through Tuesday. This was a weekly fall of -12,065 contracts from the previous week which had a total of -40,096 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 44.3 percent. The commercials are Bullish with a score of 72.0 percent and the small traders (not shown in chart) are Bearish with a score of 37.8 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.6	72.5	11.8
– Percent of Open Interest Shorts:	15.5	73.5	8.8
– Net Position:	-52,161	-27,471	79,632
– Gross Longs:	364,997	1,947,557	316,802
– Gross Shorts:	417,158	1,975,028	237,170
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	44.3	72.0	37.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.4	0.1	12.8

Dow Jones Mini Futures Futures:

The Dow Jones Mini Futures large speculator standing this week recorded a net position of -8,887 contracts in the data reported through Tuesday. This was a weekly advance of 2,500 contracts from the previous week which had a total of -11,387 net contracts.

This 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 23.8 percent. The commercials are Bullish with a score of 64.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.5	45.9	23.4
– Percent of Open Interest Shorts:	37.2	46.7	12.8
– Net Position:	-8,887	-741	9,628
– Gross Longs:	25,076	41,883	21,314
– Gross Shorts:	33,963	42,624	11,686
– Long to Short Ratio:	0.7 to 1	1.0 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	23.8	64.2	100.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	18.5	-23.6	31.4

Nasdaq Mini Futures Futures:

The Nasdaq Mini Futures large speculator standing this week recorded a net position of -5,125 contracts in the data reported through Tuesday. This was a weekly rise of 986 contracts from the previous week which had a total of -6,111 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 72.2 percent. The commercials are Bearish with a score of 30.6 percent and the small traders (not shown in chart) are Bearish with a score of 40.6 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.3	55.2	17.1
– Percent of Open Interest Shorts:	27.7	52.2	17.8
– Net Position:	-5,125	6,632	-1,507
– Gross Longs:	55,287	120,484	37,377
– Gross Shorts:	60,412	113,852	38,884
– Long to Short Ratio:	0.9 to 1	1.1 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.2	30.6	40.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.1	-10.8	22.8

Russell 2000 Mini Futures Futures:

The Russell 2000 Mini Futures large speculator standing this week recorded a net position of -25,193 contracts in the data reported through Tuesday. This was a weekly reduction of -3,732 contracts from the previous week which had a total of -21,461 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 Bearish with a score of 39.4 percent. The commercials are Bullish with a score of 58.0 percent and the small traders (not shown in chart) are Bullish with a score of 60.7 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.9	81.1	6.6
– Percent of Open Interest Shorts:	17.4	77.8	4.4
– Net Position:	-25,193	15,396	9,797
– Gross Longs:	54,939	373,345	30,166
– Gross Shorts:	80,132	357,949	20,369
– Long to Short Ratio:	0.7 to 1	1.0 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	39.4	58.0	60.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.5	18.4	-2.9

Nikkei Stock Average (USD) Futures Futures:

The Nikkei Stock Average (USD) Futures large speculator standing this week recorded a net position of -5,496 contracts in the data reported through Tuesday. This was a weekly lowering of -60 contracts from the previous week which had a total of -5,436 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.4 percent. The commercials are Bullish with a score of 72.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 17.7 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.2	61.0	24.8
– Percent of Open Interest Shorts:	50.2	24.6	25.2
– Net Position:	-5,496	5,558	-62
– Gross Longs:	2,171	9,318	3,784
– Gross Shorts:	7,667	3,760	3,846
– Long to Short Ratio:	0.3 to 1	2.5 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.4	72.0	17.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.8	23.6	-45.3

MSCI EAFE Mini Futures Futures:

The MSCI EAFE Mini Futures large speculator standing this week recorded a net position of 24,542 contracts in the data reported through Tuesday. This was a weekly decline of -1,528 contracts from the previous week which had a total of 26,070 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.1 percent. The commercials are Bearish with a score of 47.0 percent and the small traders (not shown in chart) are Bullish with a score of 69.7 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.6	88.4	2.7
– Percent of Open Interest Shorts:	2.6	96.0	1.2
– Net Position:	24,542	-30,469	5,927
– Gross Longs:	34,913	357,064	10,738
– Gross Shorts:	10,371	387,533	4,811
– Long to Short Ratio:	3.4 to 1	0.9 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.1	47.0	69.7
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	16.4	-23.2	38.4

MSCI Emerging Mkts Mini Futures Futures:

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

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

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

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

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

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

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

24 Apr

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

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

CORN Futures:

The CORN large speculator standing this week resulted in a net position of 522,745 contracts in the data reported through Tuesday. This was a weekly reduction of -20,541 contracts from the previous week which had a total of 543,286 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-Extreme with a score of 96.8 percent. The commercials are Bearish-Extreme with a score of 2.4 percent and the small traders (not shown in chart) are Bearish with a score of 28.1 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.6	44.4	9.0
– Percent of Open Interest Shorts:	4.7	71.4	10.9
– Net Position:	522,745	-488,504	-34,241
– Gross Longs:	607,454	804,549	162,882
– Gross Shorts:	84,709	1,293,053	197,123
– Long to Short Ratio:	7.2 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	96.8	2.4	28.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.5	-1.5	-4.9

SUGAR Futures:

The SUGAR large speculator standing this week resulted in a net position of 229,169 contracts in the data reported through Tuesday. This was a weekly gain of 37,552 contracts from the previous week which had a total of 191,617 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 83.7 percent. The commercials are Bearish-Extreme with a score of 13.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.0 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.2	50.0	9.8
– Percent of Open Interest Shorts:	4.6	78.5	3.9
– Net Position:	229,169	-289,150	59,981
– Gross Longs:	275,744	507,114	99,684
– Gross Shorts:	46,575	796,264	39,703
– Long to Short Ratio:	5.9 to 1	0.6 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	83.7	13.3	82.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.3	-1.8	-8.3

COFFEE Futures:

The COFFEE large speculator standing this week resulted in a net position of 42,102 contracts in the data reported through Tuesday. This was a weekly lift of 7,242 contracts from the previous week which had a total of 34,860 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 85.3 percent. The commercials are Bearish-Extreme with a score of 15.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.6 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.0	50.4	4.0
– Percent of Open Interest Shorts:	9.6	67.3	2.5
– Net Position:	42,102	-46,183	4,081
– Gross Longs:	68,374	138,164	10,965
– Gross Shorts:	26,272	184,347	6,884
– Long to Short Ratio:	2.6 to 1	0.7 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.3	15.7	16.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.1	8.5	-11.8

SOYBEANS Futures:

The SOYBEANS large speculator standing this week resulted in a net position of 243,162 contracts in the data reported through Tuesday. This was a weekly rise of 19,144 contracts from the previous week which had a total of 224,018 net contracts.

This 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 90.4 percent. The commercials are Bearish-Extreme with a score of 9.5 percent and the small traders (not shown in chart) are Bullish with a score of 71.5 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.3	44.1	8.1
– Percent of Open Interest Shorts:	5.3	70.7	8.5
– Net Position:	243,162	-239,391	-3,771
– Gross Longs:	290,953	397,485	72,842
– Gross Shorts:	47,791	636,876	76,613
– Long to Short Ratio:	6.1 to 1	0.6 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.4	9.5	71.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.5	-5.5	7.0

SOYBEAN OIL Futures:

The SOYBEAN OIL large speculator standing this week resulted in a net position of 96,464 contracts in the data reported through Tuesday. This was a weekly lift of 1,361 contracts from the previous week which had a total of 95,103 net contracts.

This 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 78.8 percent. The commercials are Bearish-Extreme with a score of 19.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.3 percent.

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.5	47.2	8.9
– Percent of Open Interest Shorts:	7.8	69.6	5.3
– Net Position:	96,464	-115,178	18,714
– Gross Longs:	136,447	242,601	46,000
– Gross Shorts:	39,983	357,779	27,286
– Long to Short Ratio:	3.4 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.8	19.7	83.3
– COT Index Reading (3 Year Range):	Bullish	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.0	10.7	-3.6

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week resulted in a net position of 82,909 contracts in the data reported through Tuesday. This was a weekly boost of 7,248 contracts from the previous week which had a total of 75,661 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.0 percent. The commercials are Bearish with a score of 34.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.7 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.2	47.9	13.2
– Percent of Open Interest Shorts:	4.2	74.7	6.4
– Net Position:	82,909	-110,885	27,976
– Gross Longs:	100,186	198,766	54,628
– Gross Shorts:	17,277	309,651	26,652
– Long to Short Ratio:	5.8 to 1	0.6 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.0	34.1	82.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.2	5.1	0.2

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week resulted in a net position of 74,205 contracts in the data reported through Tuesday. This was a weekly fall of -16,098 contracts from the previous week which had a total of 90,303 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 40.9 percent. The commercials are Bullish with a score of 51.4 percent and the small traders (not shown in chart) are Bullish with a score of 69.6 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.8	36.2	9.5
– Percent of Open Interest Shorts:	15.3	56.5	11.6
– Net Position:	74,205	-67,019	-7,186
– Gross Longs:	124,458	119,166	31,169
– Gross Shorts:	50,253	186,185	38,355
– Long to Short Ratio:	2.5 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	40.9	51.4	69.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.3	5.1	8.0

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week resulted in a net position of 79,777 contracts in the data reported through Tuesday. This was a weekly decrease of -5,430 contracts from the previous week which had a total of 85,207 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 95.2 percent. The commercials are Bearish-Extreme with a score of 5.7 percent and the small traders (not shown in chart) are Bearish with a score of 43.1 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.5	30.1	8.8
– Percent of Open Interest Shorts:	12.4	55.6	11.4
– Net Position:	79,777	-72,487	-7,290
– Gross Longs:	115,066	85,596	25,038
– Gross Shorts:	35,289	158,083	32,328
– Long to Short Ratio:	3.3 to 1	0.5 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	95.2	5.7	43.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.3	-2.5	6.8

COTTON Futures:

The COTTON large speculator standing this week resulted in a net position of 76,196 contracts in the data reported through Tuesday. This was a weekly gain of 3,816 contracts from the previous week which had a total of 72,380 net contracts.

This 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 69.0 percent. The commercials are Bearish with a score of 30.5 percent and the small traders (not shown in chart) are Bullish with a score of 65.5 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.1	40.7	7.9
– Percent of Open Interest Shorts:	4.4	80.6	3.7
– Net Position:	76,196	-85,259	9,063
– Gross Longs:	85,605	86,878	16,975
– Gross Shorts:	9,409	172,137	7,912
– Long to Short Ratio:	9.1 to 1	0.5 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.0	30.5	65.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.8	3.7	-2.0

COCOA Futures:

The COCOA large speculator standing this week resulted in a net position of 29,415 contracts in the data reported through Tuesday. This was a weekly lift of 163 contracts from the previous week which had a total of 29,252 net contracts.

This 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 50.2 percent. The commercials are Bearish with a score of 48.8 percent and the small traders (not shown in chart) are Bullish with a score of 57.2 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.1	43.1	5.7
– Percent of Open Interest Shorts:	15.2	60.2	3.5
– Net Position:	29,415	-33,696	4,281
– Gross Longs:	59,138	84,463	11,088
– Gross Shorts:	29,723	118,159	6,807
– Long to Short Ratio:	2.0 to 1	0.7 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.2	48.8	57.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.0	15.4	-22.2

WHEAT Futures:

The WHEAT large speculator standing this week resulted in a net position of 21,025 contracts in the data reported through Tuesday. This was a weekly advance of 15,509 contracts from the previous week which had a total of 5,516 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 53.8 percent. The commercials are Bearish with a score of 49.4 percent and the small traders (not shown in chart) are Bearish with a score of 44.6 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.7	35.6	6.8
– Percent of Open Interest Shorts:	24.9	37.7	9.5
– Net Position:	21,025	-9,092	-11,933
– Gross Longs:	130,922	157,098	30,163
– Gross Shorts:	109,897	166,190	42,096
– Long to Short Ratio:	1.2 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	53.8	49.4	44.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.6	3.0	4.7

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 investing Opinions Soft Commodities

17 Apr

COT Currency Futures Charts: US Dollar, Franc, Euro, Aussie, Kiwi, Bitcoin, Ruble

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

US Dollar Index Futures:

The US Dollar Index large speculator standing this week equaled a net position of 5,953 contracts in the data reported through Tuesday. This was a weekly gain of 1,504 contracts from the previous week which had a total of 4,449 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 36.1 percent. The commercials are Bullish with a score of 59.8 percent and the small traders (not shown in chart) are Bullish with a score of 57.9 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	68.1	4.9	16.1
– Percent of Open Interest Shorts:	52.9	27.7	8.5
– Net Position:	5,953	-8,929	2,976
– Gross Longs:	26,679	1,934	6,317
– Gross Shorts:	20,726	10,863	3,341
– Long to Short Ratio:	1.3 to 1	0.2 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	36.1	59.8	57.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	27.7	-29.8	24.0

Euro Currency Futures Futures:

The Euro Currency Futures large speculator standing this week equaled a net position of 66,851 contracts in the data reported through Tuesday. This was a weekly reduction of -671 contracts from the previous week which had a total of 67,522 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.5 percent. The commercials are Bearish with a score of 44.7 percent and the small traders (not shown in chart) are Bullish with a score of 65.6 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.4	55.7	13.7
– Percent of Open Interest Shorts:	19.1	72.6	7.1
– Net Position:	66,851	-109,634	42,783
– Gross Longs:	190,640	361,380	88,707
– Gross Shorts:	123,789	471,014	45,924
– Long to Short Ratio:	1.5 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.5	44.7	65.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.2	18.7	-12.5

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week equaled a net position of 25,590 contracts in the data reported through Tuesday. This was a weekly rise of 5,639 contracts from the previous week which had a total of 19,951 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 91.6 percent. The commercials are Bearish-Extreme with a score of 5.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 97.1 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.5	38.4	25.0
– Percent of Open Interest Shorts:	18.3	65.3	15.3
– Net Position:	25,590	-40,046	14,456
– Gross Longs:	52,851	57,154	37,222
– Gross Shorts:	27,261	97,200	22,766
– Long to Short Ratio:	1.9 to 1	0.6 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	91.6	5.3	97.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.5	4.8	5.6

Japanese Yen Futures:

The Japanese Yen large speculator standing this week equaled a net position of -58,312 contracts in the data reported through Tuesday. This was a weekly reduction of -323 contracts from the previous week which had a total of -57,989 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 34.3 percent. The commercials are Bullish with a score of 71.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 17.1 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.7	72.1	10.7
– Percent of Open Interest Shorts:	52.0	24.4	23.1
– Net Position:	-58,312	78,770	-20,458
– Gross Longs:	27,682	119,216	17,761
– Gross Shorts:	85,994	40,446	38,219
– Long to Short Ratio:	0.3 to 1	2.9 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	34.3	71.9	17.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-46.8	42.6	-23.9

Swiss Franc Futures:

The Swiss Franc large speculator standing this week equaled a net position of 824 contracts in the data reported through Tuesday. This was a weekly decline of -2,421 contracts from the previous week which had a total of 3,245 net contracts.

This 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 74.6 percent. The commercials are Bearish with a score of 40.2 percent and the small traders (not shown in chart) are Bearish with a score of 34.5 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.6	45.8	23.4
– Percent of Open Interest Shorts:	28.6	20.7	50.4
– Net Position:	824	10,631	-11,455
– Gross Longs:	12,965	19,426	9,909
– Gross Shorts:	12,141	8,795	21,364
– Long to Short Ratio:	1.1 to 1	2.2 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.6	40.2	34.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.8	18.8	-17.1

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week equaled a net position of 2,406 contracts in the data reported through Tuesday. This was a weekly fall of -284 contracts from the previous week which had a total of 2,690 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 57.0 percent. The commercials are Bearish with a score of 29.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 85.9 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.9	43.2	26.5
– Percent of Open Interest Shorts:	27.5	60.3	10.9
– Net Position:	2,406	-28,345	25,939
– Gross Longs:	48,056	71,821	44,104
– Gross Shorts:	45,650	100,166	18,165
– Long to Short Ratio:	1.1 to 1	0.7 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.0	29.8	85.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.8	12.5	-8.8

Australian Dollar Futures:

The Australian Dollar large speculator standing this week equaled a net position of 3,759 contracts in the data reported through Tuesday. This was a weekly reduction of -307 contracts from the previous week which had a total of 4,066 net contracts.

This 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 9.8 percent and the small traders (not shown in chart) are Bullish with a score of 78.6 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.9	32.5	20.8
– Percent of Open Interest Shorts:	43.2	42.2	13.8
– Net Position:	3,759	-13,546	9,787
– Gross Longs:	64,031	45,433	29,110
– Gross Shorts:	60,272	58,979	19,323
– Long to Short Ratio:	1.1 to 1	0.8 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.0	9.8	78.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.5	7.6	-14.9

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week equaled a net position of 2,520 contracts in the data reported through Tuesday. This was a weekly decrease of -618 contracts from the previous week which had a total of 3,138 net contracts.

This 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 67.2 percent. The commercials are Bearish with a score of 29.3 percent and the small traders (not shown in chart) are Bullish with a score of 77.3 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.3	31.9	13.6
– Percent of Open Interest Shorts:	44.8	44.1	8.0
– Net Position:	2,520	-4,673	2,153
– Gross Longs:	19,727	12,262	5,229
– Gross Shorts:	17,207	16,935	3,076
– Long to Short Ratio:	1.1 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.2	29.3	77.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-20.8	20.3	-4.6

Mexican Peso Futures:

The Mexican Peso large speculator standing this week equaled a net position of -11,978 contracts in the data reported through Tuesday. This was a weekly lift of 1,164 contracts from the previous week which had a total of -13,142 net contracts.

This 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 8.7 percent. The commercials are Bullish-Extreme with a score of 90.2 percent and the small traders (not shown in chart) are Bullish with a score of 59.4 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.1	50.2	4.7
– Percent of Open Interest Shorts:	52.5	44.5	2.0
– Net Position:	-11,978	8,104	3,874
– Gross Longs:	63,387	72,074	6,683
– Gross Shorts:	75,365	63,970	2,809
– 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):	8.7	90.2	59.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.2	7.5	5.3

Brazilian Real Futures:

The Brazilian Real large speculator standing this week equaled a net position of -26,591 contracts in the data reported through Tuesday. This was a weekly fall of -85 contracts from the previous week which had a total of -26,506 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 40.8 percent. The commercials are Bullish with a score of 60.8 percent and the small traders (not shown in chart) are Bullish with a score of 76.5 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.9	71.7	7.1
– Percent of Open Interest Shorts:	79.8	12.6	6.1
– Net Position:	-26,591	26,181	410
– Gross Longs:	8,804	31,775	3,127
– Gross Shorts:	35,395	5,594	2,717
– Long to Short Ratio:	0.2 to 1	5.7 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	40.8	60.8	76.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.2	9.3	-1.0

Russian Ruble Futures:

The Russian Ruble large speculator standing this week equaled a net position of 6,313 contracts in the data reported through Tuesday. This was a weekly reduction of -562 contracts from the previous week which had a total of 6,875 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 28.3 percent. The commercials are Bullish with a score of 71.3 percent and the small traders (not shown in chart) are Bearish with a score of 39.7 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.0	63.6	6.2
– Percent of Open Interest Shorts:	8.0	85.4	6.5
– Net Position:	6,313	-6,225	-88
– Gross Longs:	8,588	18,191	1,771
– Gross Shorts:	2,275	24,416	1,859
– Long to Short Ratio:	3.8 to 1	0.7 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	28.3	71.3	39.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.1	-15.0	-23.2

Bitcoin Futures Futures:

The Bitcoin Futures large speculator standing this week equaled a net position of -2,465 contracts in the data reported through Tuesday. This was a weekly fall of -173 contracts from the previous week which had a total of -2,292 net contracts.

This 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 34.5 percent. The commercials are Bullish-Extreme with a score of 82.1 percent and the small traders (not shown in chart) are Bullish with a score of 59.6 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	60.0	5.7	29.2
– Percent of Open Interest Shorts:	85.5	2.1	7.2
– Net Position:	-2,465	340	2,125
– Gross Longs:	5,788	546	2,820
– Gross Shorts:	8,253	206	695
– Long to Short Ratio:	0.7 to 1	2.7 to 1	4.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	34.5	82.1	59.6
– COT Index Reading (3 Year Range):	Bearish	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.3	16.5	16.1

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

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17 Apr

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

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 April 13 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

VIX Volatility Futures Futures:

The VIX Volatility Futures large speculator standing this week resulted in a net position of -102,647 contracts in the data reported through Tuesday. This was a weekly reduction of -15,074 contracts from the previous week which had a total of -87,573 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 44.1 percent. The commercials are Bullish with a score of 56.2 percent and the small traders (not shown in chart) are Bearish with a score of 36.1 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.9	57.9	5.5
– Percent of Open Interest Shorts:	43.1	29.2	7.0
– Net Position:	-102,647	107,991	-5,344
– Gross Longs:	60,072	218,252	20,902
– Gross Shorts:	162,719	110,261	26,246
– Long to Short Ratio:	0.4 to 1	2.0 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	44.1	56.2	36.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.9	-14.9	15.5

S&P500 Mini Futures Futures:

The S&P500 Mini Futures large speculator standing this week resulted in a net position of -40,096 contracts in the data reported through Tuesday. This was a weekly rise of 5,247 contracts from the previous week which had a total of -45,343 net contracts.

This 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 46.5 percent. The commercials are Bullish with a score of 69.9 percent and the small traders (not shown in chart) are Bearish with a score of 38.5 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.2	73.1	11.8
– Percent of Open Interest Shorts:	14.7	74.7	8.7
– Net Position:	-40,096	-43,177	83,273
– Gross Longs:	349,328	1,931,532	312,375
– Gross Shorts:	389,424	1,974,709	229,102
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.5	69.9	38.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.2	-5.2	19.2

Dow Jones Mini Futures Futures:

The Dow Jones Mini Futures large speculator standing this week resulted in a net position of -11,387 contracts in the data reported through Tuesday. This was a weekly advance of 668 contracts from the previous week which had a total of -12,055 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 20.8 percent. The commercials are Bullish with a score of 67.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.4	44.7	22.9
– Percent of Open Interest Shorts:	41.7	42.4	12.9
– Net Position:	-11,387	2,149	9,238
– Gross Longs:	27,072	41,181	21,145
– Gross Shorts:	38,459	39,032	11,907
– Long to Short Ratio:	0.7 to 1	1.1 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	20.8	67.5	100.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.3	-15.5	25.0

Nasdaq Mini Futures Futures:

The Nasdaq Mini Futures large speculator standing this week resulted in a net position of -6,111 contracts in the data reported through Tuesday. This was a weekly increase of 3,285 contracts from the previous week which had a total of -9,396 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 71.6 percent. The commercials are Bearish with a score of 32.9 percent and the small traders (not shown in chart) are Bearish with a score of 34.4 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.7	54.3	16.6
– Percent of Open Interest Shorts:	30.5	49.5	18.6
– Net Position:	-6,111	10,372	-4,261
– Gross Longs:	59,294	116,412	35,513
– Gross Shorts:	65,405	106,040	39,774
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.6	32.9	34.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.7	-12.0	4.6

Russell 2000 Mini Futures Futures:

The Russell 2000 Mini Futures large speculator standing this week resulted in a net position of -21,461 contracts in the data reported through Tuesday. This was a weekly lift of 2,937 contracts from the previous week which had a total of -24,398 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 41.7 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 63.6 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.5	80.6	6.5
– Percent of Open Interest Shorts:	17.2	78.3	4.2
– Net Position:	-21,461	10,627	10,834
– Gross Longs:	57,922	371,929	30,083
– Gross Shorts:	79,383	361,302	19,249
– Long to Short Ratio:	0.7 to 1	1.0 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	41.7	55.2	63.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.2	3.2	3.5

Nikkei Stock Average (USD) Futures Futures:

The Nikkei Stock Average (USD) Futures large speculator standing this week resulted in a net position of -5,436 contracts in the data reported through Tuesday. This was a weekly increase of 117 contracts from the previous week which had a total of -5,553 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.6 percent. The commercials are Bullish with a score of 67.6 percent and the small traders (not shown in chart) are Bearish with a score of 32.9 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.8	54.7	34.5
– Percent of Open Interest Shorts:	47.9	25.9	26.2
– Net Position:	-5,436	4,222	1,214
– Gross Longs:	1,582	8,010	5,048
– Gross Shorts:	7,018	3,788	3,834
– Long to Short Ratio:	0.2 to 1	2.1 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.6	67.6	32.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.1	6.3	-11.5

MSCI EAFE Mini Futures Futures:

The MSCI EAFE Mini Futures large speculator standing this week resulted in a net position of 26,070 contracts in the data reported through Tuesday. This was a weekly lowering of -661 contracts from the previous week which had a total of 26,731 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 48.6 percent. The commercials are Bearish with a score of 45.5 percent and the small traders (not shown in chart) are Bullish with a score of 64.4 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.4	88.1	2.3
– Percent of Open Interest Shorts:	2.9	95.8	1.0
– Net Position:	26,070	-31,415	5,345
– Gross Longs:	38,024	357,848	9,517
– Gross Shorts:	11,954	389,263	4,172
– Long to Short Ratio:	3.2 to 1	0.9 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	48.6	45.5	64.4
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.0	-11.1	-10.3

MSCI Emerging Mkts Mini Futures Futures:

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

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

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

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

CountingPips Forex Blog investing Opinions Stock Market News

17 Apr

COT Soft Commodities Futures Charts: Wheat, Cattle, Hogs, Corn, Soybeans, 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 April 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 equaled a net position of 543,286 contracts in the data reported through Tuesday. This was a weekly lift of 7,134 contracts from the previous week which had a total of 536,152 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 99.4 percent. The commercials are Bearish-Extreme with a score of 1.5 percent and the small traders (not shown in chart) are Bearish with a score of 20.4 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.6	44.7	8.4
– Percent of Open Interest Shorts:	4.3	72.2	11.1
– Net Position:	543,286	-494,687	-48,599
– Gross Longs:	619,846	800,786	149,766
– Gross Shorts:	76,560	1,295,473	198,365
– Long to Short Ratio:	8.1 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	99.4	1.5	20.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.0	-2.6	-11.3

SUGAR Futures:

The SUGAR large speculator standing this week equaled a net position of 191,617 contracts in the data reported through Tuesday. This was a weekly lift of 8,612 contracts from the previous week which had a total of 183,005 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 with a score of 76.0 percent. The commercials are Bearish with a score of 22.2 percent and the small traders (not shown in chart) are Bullish with a score of 70.9 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.3	55.0	9.5
– Percent of Open Interest Shorts:	5.1	78.1	4.6
– Net Position:	191,617	-242,593	50,976
– Gross Longs:	245,108	579,236	99,633
– Gross Shorts:	53,491	821,829	48,657
– Long to Short Ratio:	4.6 to 1	0.7 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.0	22.2	70.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.5	9.8	-25.0

COFFEE Futures:

The COFFEE large speculator standing this week equaled a net position of 34,860 contracts in the data reported through Tuesday. This was a weekly gain of 2,956 contracts from the previous week which had a total of 31,904 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 80.9 percent. The commercials are Bearish-Extreme with a score of 19.7 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:	23.4	50.3	4.6
– Percent of Open Interest Shorts:	11.0	64.6	2.8
– Net Position:	34,860	-39,910	5,050
– Gross Longs:	65,557	140,721	12,833
– Gross Shorts:	30,697	180,631	7,783
– Long to Short Ratio:	2.1 to 1	0.8 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	80.9	19.7	23.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-16.0	17.6	-9.7

SOYBEANS Futures:

The SOYBEANS large speculator standing this week equaled a net position of 224,018 contracts in the data reported through Tuesday. This was a weekly decrease of -9,785 contracts from the previous week which had a total of 233,803 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 85.7 percent. The commercials are Bearish-Extreme with a score of 15.0 percent and the small traders (not shown in chart) are Bullish with a score of 68.9 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.5	45.0	7.9
– Percent of Open Interest Shorts:	5.2	69.4	8.8
– Net Position:	224,018	-216,049	-7,969
– Gross Longs:	270,077	398,385	70,008
– Gross Shorts:	46,059	614,434	77,977
– Long to Short Ratio:	5.9 to 1	0.6 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.7	15.0	68.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.1	-0.6	2.5

SOYBEAN OIL Futures:

The SOYBEAN OIL large speculator standing this week equaled a net position of 95,103 contracts in the data reported through Tuesday. This was a weekly increase of 400 contracts from the previous week which had a total of 94,703 net contracts.

This 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 78.2 percent. The commercials are Bearish with a score of 21.1 percent and the small traders (not shown in chart) are Bullish with a score of 76.7 percent.

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.7	47.4	8.8
– Percent of Open Interest Shorts:	7.8	69.7	5.5
– Net Position:	95,103	-112,069	16,966
– Gross Longs:	134,332	238,195	44,419
– Gross Shorts:	39,229	350,264	27,453
– Long to Short Ratio:	3.4 to 1	0.7 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.2	21.1	76.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.7	14.6	-14.7

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week equaled a net position of 75,661 contracts in the data reported through Tuesday. This was a weekly lowering of -13,792 contracts from the previous week which had a total of 89,453 net contracts.

This 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 39.3 percent and the small traders (not shown in chart) are Bullish with a score of 67.1 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.0	48.7	12.7
– Percent of Open Interest Shorts:	5.8	72.7	6.9
– Net Position:	75,661	-99,725	24,064
– Gross Longs:	99,727	202,391	52,772
– Gross Shorts:	24,066	302,116	28,708
– Long to Short Ratio:	4.1 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.6	39.3	67.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.0	9.2	-1.8

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week equaled a net position of 90,303 contracts in the data reported through Tuesday. This was a weekly decrease of -2,380 contracts from the previous week which had a total of 92,683 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 51.4 percent. The commercials are Bearish with a score of 40.7 percent and the small traders (not shown in chart) are Bullish with a score of 62.6 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.6	35.1	9.0
– Percent of Open Interest Shorts:	12.9	58.8	12.0
– Net Position:	90,303	-80,252	-10,051
– Gross Longs:	133,829	118,684	30,503
– Gross Shorts:	43,526	198,936	40,554
– Long to Short Ratio:	3.1 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.4	40.7	62.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.3	-6.0	1.9

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week equaled a net position of 85,207 contracts in the data reported through Tuesday. This was a weekly increase of 3,000 contracts from the previous week which had a total of 82,207 net contracts.

This 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 Bearish with a score of 48.7 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.7	29.2	9.2
– Percent of Open Interest Shorts:	12.9	55.9	11.2
– Net Position:	85,207	-79,096	-6,111
– Gross Longs:	123,446	86,420	27,177
– Gross Shorts:	38,239	165,516	33,288
– Long to Short Ratio:	3.2 to 1	0.5 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	48.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.4	-12.3	17.6

COTTON Futures:

The COTTON large speculator standing this week equaled a net position of 72,380 contracts in the data reported through Tuesday. This was a weekly reduction of -2,008 contracts from the previous week which had a total of 74,388 net contracts.

This 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 66.6 percent. The commercials are Bearish with a score of 33.2 percent and the small traders (not shown in chart) are Bullish with a score of 59.8 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.5	42.2	7.2
– Percent of Open Interest Shorts:	4.9	78.3	3.5
– Net Position:	72,380	-80,461	8,081
– Gross Longs:	83,368	93,873	15,973
– Gross Shorts:	10,988	174,334	7,892
– Long to Short Ratio:	7.6 to 1	0.5 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.6	33.2	59.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.9	12.9	-20.7

COCOA Futures:

The COCOA large speculator standing this week equaled a net position of 29,252 contracts in the data reported through Tuesday. This was a weekly increase of 3,880 contracts from the previous week which had a total of 25,372 net contracts.

This 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 50.0 percent. The commercials are Bearish with a score of 49.2 percent and the small traders (not shown in chart) are Bullish with a score of 54.3 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.3	41.5	6.0
– Percent of Open Interest Shorts:	15.3	58.5	4.0
– Net Position:	29,252	-33,279	4,027
– Gross Longs:	59,099	80,899	11,783
– Gross Shorts:	29,847	114,178	7,756
– Long to Short Ratio:	2.0 to 1	0.7 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.0	49.2	54.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.3	11.7	-45.7

WHEAT Futures:

The WHEAT large speculator standing this week equaled a net position of 5,516 contracts in the data reported through Tuesday. This was a weekly fall of -5,688 contracts from the previous week which had a total of 11,204 net contracts.

This 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 42.8 percent. The commercials are Bullish with a score of 60.3 percent and the small traders (not shown in chart) are Bearish with a score of 46.5 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.8	38.1	7.2
– Percent of Open Interest Shorts:	26.5	36.7	9.8
– Net Position:	5,516	6,007	-11,523
– Gross Longs:	121,146	166,236	31,300
– Gross Shorts:	115,630	160,229	42,823
– Long to Short Ratio:	1.0 to 1	1.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	42.8	60.3	46.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.2	16.5	7.6

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

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

CountingPips Forex Blog investing Opinions Soft Commodities

17 Apr

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

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 April 13 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Gold Comex Futures Futures:

The Gold Comex Futures large speculator standing this week totaled a net position of 180,874 contracts in the data reported through Tuesday. This was a weekly fall of -8,635 contracts from the previous week which had a total of 189,509 net contracts.

This 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 55.9 percent. The commercials are Bearish with a score of 43.0 percent and the small traders (not shown in chart) are Bullish with a score of 51.3 percent.

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	58.5	21.8	10.5
– Percent of Open Interest Shorts:	19.2	67.1	4.4
– Net Position:	180,874	-208,788	27,914
– Gross Longs:	269,513	100,227	48,173
– Gross Shorts:	88,639	309,015	20,259
– Long to Short Ratio:	3.0 to 1	0.3 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.9	43.0	51.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.2	3.3	-11.4

Silver Comex Futures Futures:

The Silver Comex Futures large speculator standing this week totaled a net position of 36,424 contracts in the data reported through Tuesday. This was a weekly gain of 4,109 contracts from the previous week which had a total of 32,315 net contracts.

This 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 61.2 percent. The commercials are Bearish with a score of 39.2 percent and the small traders (not shown in chart) are Bullish with a score of 52.3 percent.

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.3	31.4	18.3
– Percent of Open Interest Shorts:	20.1	65.2	6.7
– Net Position:	36,424	-55,502	19,078
– Gross Longs:	69,429	51,505	30,007
– Gross Shorts:	33,005	107,007	10,929
– Long to Short Ratio:	2.1 to 1	0.5 to 1	2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.2	39.2	52.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.0	3.2	-3.1

Copper Grade #1 Futures Futures:

The Copper Grade #1 Futures large speculator standing this week totaled a net position of 35,995 contracts in the data reported through Tuesday. This was a weekly fall of -7,015 contracts from the previous week which had a total of 43,010 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 68.3 percent. The commercials are Bearish with a score of 26.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.0	30.8	9.9
– Percent of Open Interest Shorts:	28.8	51.4	4.6
– Net Position:	35,995	-48,614	12,619
– Gross Longs:	104,129	72,903	23,513
– Gross Shorts:	68,134	121,517	10,894
– Long to Short Ratio:	1.5 to 1	0.6 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.3	26.1	100.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.6	20.0	5.1

Platinum Futures Futures:

The Platinum Futures large speculator standing this week totaled a net position of 24,632 contracts in the data reported through Tuesday. This was a weekly decline of -8,116 contracts from the previous week which had a total of 32,748 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.0 percent. The commercials are Bullish with a score of 51.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	57.7	18.6	17.6
– Percent of Open Interest Shorts:	20.2	70.7	2.9
– Net Position:	24,632	-34,266	9,634
– Gross Longs:	37,890	12,184	11,559
– Gross Shorts:	13,258	46,450	1,925
– Long to Short Ratio:	2.9 to 1	0.3 to 1	6.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.0	51.2	100.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.4	5.7	18.4

Palladium Futures Futures:

The Palladium Futures large speculator standing this week totaled a net position of 2,853 contracts in the data reported through Tuesday. This was a weekly advance of 315 contracts from the previous week which had a total of 2,538 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 Bearish-Extreme with a score of 17.5 percent. The commercials are Bullish with a score of 77.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 85.8 percent.

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	50.1	29.5	14.3
– Percent of Open Interest Shorts:	24.0	62.0	8.0
– Net Position:	2,853	-3,550	697
– Gross Longs:	5,473	3,228	1,567
– Gross Shorts:	2,620	6,778	870
– Long to Short Ratio:	2.1 to 1	0.5 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	17.5	77.9	85.8
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.7	-13.0	13.8

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

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

CountingPips Forex Blog investing Metals Opinions

17 Apr

COT Energy Futures Charts: Heating Oil, Natural Gas, Bloomberg Index, Crude Oil positions

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 April 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 Futures:

The WTI Crude Oil Futures large speculator standing this week recorded a net position of 492,678 contracts in the data reported through Tuesday. This was a weekly decline of -19,047 contracts from the previous week which had a total of 511,725 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 49.5 percent. The commercials are Bearish with a score of 41.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 88.6 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.0	35.0	4.6
– Percent of Open Interest Shorts:	6.6	58.7	2.4
– Net Position:	492,678	-544,688	52,010
– Gross Longs:	643,807	805,801	106,355
– Gross Shorts:	151,129	1,350,489	54,345
– Long to Short Ratio:	4.3 to 1	0.6 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	49.5	41.8	88.6
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.1	7.2	-9.6

Brent Crude Oil Futures Futures:

The Brent Crude Oil Futures large speculator standing this week recorded a net position of -27,037 contracts in the data reported through Tuesday. This was a weekly reduction of -4,627 contracts from the previous week which had a total of -22,410 net contracts.

This 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 66.6 percent. The commercials are Bearish with a score of 30.5 percent and the small traders (not shown in chart) are Bullish with a score of 51.1 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.5	44.5	4.3
– Percent of Open Interest Shorts:	30.1	33.8	2.2
– Net Position:	-27,037	22,718	4,319
– Gross Longs:	37,190	94,729	9,108
– Gross Shorts:	64,227	72,011	4,789
– Long to Short Ratio:	0.6 to 1	1.3 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.6	30.5	51.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.7	8.0	16.5

Natural Gas Futures Futures:

The Natural Gas Futures large speculator standing this week recorded a net position of -51,276 contracts in the data reported through Tuesday. This was a weekly gain of 307 contracts from the previous week which had a total of -51,583 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 63.2 percent. The commercials are Bearish with a score of 40.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.3 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.0	43.0	4.7
– Percent of Open Interest Shorts:	25.3	40.4	3.0
– Net Position:	-51,276	30,990	20,286
– Gross Longs:	250,427	512,768	55,836
– Gross Shorts:	301,703	481,778	35,550
– Long to Short Ratio:	0.8 to 1	1.1 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.2	40.5	12.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-20.8	23.5	-16.2

Gasoline Blendstock Futures Futures:

The Gasoline Blendstock Futures large speculator standing this week recorded a net position of 42,034 contracts in the data reported through Tuesday. This was a weekly fall of -7,286 contracts from the previous week which had a total of 49,320 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 1.0 percent. The commercials are Bullish-Extreme with a score of 86.5 percent and the small traders (not shown in chart) are Bullish with a score of 73.6 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.5	49.1	6.6
– Percent of Open Interest Shorts:	13.3	63.0	3.9
– Net Position:	42,034	-52,413	10,379
– Gross Longs:	92,222	184,687	24,969
– Gross Shorts:	50,188	237,100	14,590
– Long to Short Ratio:	1.8 to 1	0.8 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	1.0	86.5	73.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.0	2.0	-6.3

#2 Heating Oil NY-Harbor Futures Futures:

The #2 Heating Oil NY-Harbor Futures large speculator standing this week recorded a net position of 12,702 contracts in the data reported through Tuesday. This was a weekly increase of 3,410 contracts from the previous week which had a total of 9,292 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 51.8 percent. The commercials are Bearish with a score of 42.0 percent and the small traders (not shown in chart) are Bullish with a score of 69.9 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.7	48.4	10.5
– Percent of Open Interest Shorts:	12.6	55.8	6.2
– Net Position:	12,702	-30,227	17,525
– Gross Longs:	64,015	197,028	42,846
– Gross Shorts:	51,313	227,255	25,321
– Long to Short Ratio:	1.2 to 1	0.9 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.8	42.0	69.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.5	-2.4	-21.7

Bloomberg Commodity Index Futures Futures:

The Bloomberg Commodity Index Futures large speculator standing this week recorded a net position of -12,101 contracts in the data reported through Tuesday. This was a weekly increase of 46 contracts from the previous week which had a total of -12,147 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.5 percent. The commercials are Bullish with a score of 66.3 percent and the small traders (not shown in chart) are Bullish with a score of 69.9 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.4	46.8	1.3
– Percent of Open Interest Shorts:	87.0	12.2	0.2
– Net Position:	-12,101	11,724	377
– Gross Longs:	17,456	15,882	429
– Gross Shorts:	29,557	4,158	52
– Long to Short Ratio:	0.6 to 1	3.8 to 1	8.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	33.5	66.3	69.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	33.5	-33.7	1.2

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 Energy investing Opinions

17 Apr

COT Bonds Futures Charts: Eurodollar, 2-Year Treasury Notes, 5-Year Treasury Notes, Fed Funds,

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 April 13 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week came in at a net position of -127,125 contracts in the data reported through Tuesday. This was a weekly lowering of -6,452 contracts from the previous week which had a total of -120,673 net contracts.

This 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 13.3 percent. The commercials are Bullish-Extreme with a score of 86.7 percent and the small traders (not shown in chart) are Bullish with a score of 57.6 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.1	69.8	2.3
– Percent of Open Interest Shorts:	20.4	56.8	3.0
– Net Position:	-127,125	134,520	-7,395
– Gross Longs:	83,807	723,584	23,358
– Gross Shorts:	210,932	589,064	30,753
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	13.3	86.7	57.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.3	2.2	-0.4

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week came in at a net position of -312,432 contracts in the data reported through Tuesday. This was a weekly increase of 63,388 contracts from the previous week which had a total of -375,820 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 21.8 percent. The commercials are Bullish with a score of 72.6 percent and the small traders (not shown in chart) are Bearish with a score of 48.4 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.2	76.6	6.3
– Percent of Open Interest Shorts:	29.9	64.0	5.2
– Net Position:	-312,432	286,809	25,623
– Gross Longs:	371,174	1,749,602	144,097
– Gross Shorts:	683,606	1,462,793	118,474
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	21.8	72.6	48.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.4	14.5	-10.8

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week came in at a net position of -84,247 contracts in the data reported through Tuesday. This was a weekly fall of -76,630 contracts from the previous week which had a total of -7,617 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 81.3 percent. The commercials are Bearish with a score of 27.1 percent and the small traders (not shown in chart) are Bearish with a score of 30.2 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.6	78.7	8.2
– Percent of Open Interest Shorts:	13.0	73.0	11.4
– Net Position:	-84,247	195,397	-111,150
– Gross Longs:	364,283	2,708,144	282,197
– Gross Shorts:	448,530	2,512,747	393,347
– Long to Short Ratio:	0.8 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.3	27.1	30.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.5	11.9	-9.1

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week came in at a net position of -2,652 contracts in the data reported through Tuesday. This was a weekly lowering of -87,211 contracts from the previous week which had a total of 84,559 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 82.9 percent. The commercials are Bearish with a score of 40.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 11.3 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.7	72.8	7.9
– Percent of Open Interest Shorts:	17.8	66.8	13.8
– Net Position:	-2,652	233,204	-230,552
– Gross Longs:	689,720	2,837,439	308,644
– Gross Shorts:	692,372	2,604,235	539,196
– 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):	82.9	40.3	11.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.2	-4.3	-13.2

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week came in at a net position of 151,971 contracts in the data reported through Tuesday. This was a weekly decline of -18,664 contracts from the previous week which had a total of 170,635 net contracts.

This 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 67.9 percent. The commercials are Bearish with a score of 36.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.9 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.3	70.8	8.1
– Percent of Open Interest Shorts:	9.8	72.9	16.5
– Net Position:	151,971	-29,596	-122,375
– Gross Longs:	294,465	1,027,763	117,111
– Gross Shorts:	142,494	1,057,359	239,486
– 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):	67.9	36.0	10.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.0	6.8	5.5

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week came in at a net position of -118,009 contracts in the data reported through Tuesday. This was a weekly advance of 485 contracts from the previous week which had a total of -118,494 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 51.0 percent. The commercials are Bullish with a score of 72.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.5 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.7	77.5	13.5
– Percent of Open Interest Shorts:	16.8	63.4	17.5
– Net Position:	-118,009	164,665	-46,656
– Gross Longs:	78,935	907,628	158,390
– Gross Shorts:	196,944	742,963	205,046
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.0	72.6	18.5
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	26.0	-21.6	-3.5

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week came in at a net position of -267,848 contracts in the data reported through Tuesday. This was a weekly fall of -6,029 contracts from the previous week which had a total of -261,819 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 63.3 percent. The commercials are Bullish with a score of 60.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.5 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.4	82.4	11.8
– Percent of Open Interest Shorts:	29.0	57.0	13.6
– Net Position:	-267,848	287,986	-20,138
– Gross Longs:	61,551	935,097	133,920
– Gross Shorts:	329,399	647,111	154,058
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.3	60.9	2.5
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.2	6.7	-2.4

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week came in at a net position of 397,584 contracts in the data reported through Tuesday. This was a weekly reduction of -70,861 contracts from the previous week which had a total of 468,445 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 67.4 percent. The commercials are Bearish with a score of 31.7 percent and the small traders (not shown in chart) are Bullish with a score of 59.2 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.9	49.6	4.9
– Percent of Open Interest Shorts:	16.5	50.0	7.8
– Net Position:	397,584	-56,761	-340,823
– Gross Longs:	2,325,893	5,798,474	576,408
– Gross Shorts:	1,928,309	5,855,235	917,231
– 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):	67.4	31.7	59.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.2	3.5	-5.5

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

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

Bonds CountingPips Forex Blog investing Opinions

10 Apr

COT Currency Futures Charts: Brazil Real, Swiss Franc, Euro, US Dollar & Bitcoin

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

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 April 06 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 equaled a net position of 4,449 contracts in the data reported through Tuesday. This was a weekly decrease of -1,277 contracts from the previous week which had a total of 5,726 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.5 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 68.3 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	70.8	6.9	15.8
– Percent of Open Interest Shorts:	59.5	28.0	6.1
– Net Position:	4,449	-8,231	3,782
– Gross Longs:	27,706	2,713	6,179
– Gross Shorts:	23,257	10,944	2,397
– Long to Short Ratio:	1.2 to 1	0.2 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	33.5	60.9	68.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	31.6	-35.5	39.3

EURO Currency Futures:

The EURO Currency: large speculator standing this week equaled a net position of 67,522 contracts in the data reported through Tuesday. This was a weekly reduction of -6,217 contracts from the previous week which had a total of 73,739 net contracts.

This 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 55.7 percent. The commercials are Bearish with a score of 44.7 percent and the small traders (not shown in chart) are Bullish with a score of 64.6 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.9	55.1	14.0
– Percent of Open Interest Shorts:	19.4	72.2	7.4
– Net Position:	67,522	-109,741	42,219
– Gross Longs:	192,230	354,401	89,693
– Gross Shorts:	124,708	464,142	47,474
– Long to Short Ratio:	1.5 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.7	44.7	64.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.7	23.9	-24.2

BRITISH POUND STERLING Futures:

The BRITISH POUND STERLING: large speculator standing this week equaled a net position of 19,951 contracts in the data reported through Tuesday. This was a weekly lowering of -5,008 contracts from the previous week which had a total of 24,959 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 81.5 percent. The commercials are Bearish-Extreme with a score of 18.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.8 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.2	42.5	24.9
– Percent of Open Interest Shorts:	18.0	63.9	17.6
– Net Position:	19,951	-30,127	10,176
– Gross Longs:	45,270	59,714	34,960
– Gross Shorts:	25,319	89,841	24,784
– Long to Short Ratio:	1.8 to 1	0.7 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.5	18.3	86.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.3	8.0	-8.2

JAPANESE YEN Futures:

The JAPANESE YEN: large speculator standing this week equaled a net position of -57,989 contracts in the data reported through Tuesday. This was a weekly lift of 1,492 contracts from the previous week which had a total of -59,481 net contracts.

This 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 34.5 percent. The commercials are Bullish with a score of 71.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.9 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.3	71.7	11.5
– Percent of Open Interest Shorts:	51.6	23.9	24.0
– Net Position:	-57,989	78,537	-20,548
– Gross Longs:	26,794	117,846	18,907
– Gross Shorts:	84,783	39,309	39,455
– Long to Short Ratio:	0.3 to 1	3.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	34.5	71.8	16.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-52.3	50.5	-38.2

SWISS FRANC Futures:

The SWISS FRANC: large speculator standing this week equaled a net position of 3,245 contracts in the data reported through Tuesday. This was a weekly decrease of -1,024 contracts from the previous week which had a total of 4,269 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 78.4 percent. The commercials are Bearish with a score of 40.3 percent and the small traders (not shown in chart) are Bearish with a score of 27.5 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.9	43.4	20.3
– Percent of Open Interest Shorts:	28.5	18.7	52.4
– Net Position:	3,245	10,786	-14,031
– Gross Longs:	15,690	18,970	8,848
– Gross Shorts:	12,445	8,184	22,879
– Long to Short Ratio:	1.3 to 1	2.3 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.4	40.3	27.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.9	24.7	-41.1

CANADIAN DOLLAR Futures:

The CANADIAN DOLLAR: large speculator standing this week equaled a net position of 2,690 contracts in the data reported through Tuesday. This was a weekly lowering of -3,828 contracts from the previous week which had a total of 6,518 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 57.2 percent. The commercials are Bearish with a score of 29.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.1 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.6	42.9	27.5
– Percent of Open Interest Shorts:	27.0	60.6	11.4
– Net Position:	2,690	-29,421	26,731
– Gross Longs:	47,506	71,329	45,729
– Gross Shorts:	44,816	100,750	18,998
– Long to Short Ratio:	1.1 to 1	0.7 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.2	29.0	87.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.4	7.7	-7.6

AUSTRALIAN DOLLAR Futures:

The AUSTRALIAN DOLLAR: large speculator standing this week equaled a net position of 4,066 contracts in the data reported through Tuesday. This was a weekly decrease of -8,197 contracts from the previous week which had a total of 12,263 net contracts.

This 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 86.3 percent. The commercials are Bearish-Extreme with a score of 8.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.2 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.9	32.3	21.4
– Percent of Open Interest Shorts:	42.9	43.6	13.1
– Net Position:	4,066	-15,494	11,428
– Gross Longs:	62,991	44,308	29,395
– Gross Shorts:	58,925	59,802	17,967
– Long to Short Ratio:	1.1 to 1	0.7 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.3	8.2	82.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.4	2.0	-17.8

NEW ZEALAND DOLLAR Futures:

The NEW ZEALAND DOLLAR: large speculator standing this week equaled a net position of 3,138 contracts in the data reported through Tuesday. This was a weekly decline of -908 contracts from the previous week which had a total of 4,046 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 65.1 percent. The commercials are Bearish with a score of 32.3 percent and the small traders (not shown in chart) are Bullish with a score of 73.2 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.4	31.4	13.7
– Percent of Open Interest Shorts:	43.0	44.6	8.9
– Net Position:	3,138	-4,926	1,788
– Gross Longs:	19,199	11,732	5,127
– Gross Shorts:	16,061	16,658	3,339
– Long to Short Ratio:	1.2 to 1	0.7 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	65.1	32.3	73.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-16.4	18.2	-21.4

MEXICAN PESO Futures:

The MEXICAN PESO: large speculator standing this week equaled a net position of -13,142 contracts in the data reported through Tuesday. This was a weekly boost of 1,971 contracts from the previous week which had a total of -15,113 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 8.2 percent. The commercials are Bullish-Extreme with a score of 90.6 percent and the small traders (not shown in chart) are Bullish with a score of 60.4 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.1	51.1	5.2
– Percent of Open Interest Shorts:	51.7	44.5	2.2
– Net Position:	-13,142	9,054	4,088
– Gross Longs:	57,610	69,930	7,085
– Gross Shorts:	70,752	60,876	2,997
– 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):	8.2	90.6	60.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.1	7.6	3.7

BRAZIL REAL Futures:

The BRAZIL REAL: large speculator standing this week equaled a net position of -26,506 contracts in the data reported through Tuesday. This was a weekly fall of -1,197 contracts from the previous week which had a total of -25,309 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 40.9 percent. The commercials are Bullish with a score of 61.8 percent and the small traders (not shown in chart) are Bullish with a score of 67.1 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.4	70.3	6.0
– Percent of Open Interest Shorts:	81.1	11.0	6.7
– Net Position:	-26,506	26,820	-314
– Gross Longs:	10,103	31,766	2,716
– Gross Shorts:	36,609	4,946	3,030
– Long to Short Ratio:	0.3 to 1	6.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	40.9	61.8	67.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.5	20.9	-26.7

RUSSIAN RUBLE Futures:

The RUSSIAN RUBLE: large speculator standing this week equaled a net position of 6,875 contracts in the data reported through Tuesday. This was a weekly boost of 91 contracts from the previous week which had a total of 6,784 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 29.7 percent. The commercials are Bullish with a score of 69.1 percent and the small traders (not shown in chart) are Bullish with a score of 53.0 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.6	61.5	5.8
– Percent of Open Interest Shorts:	9.3	85.9	4.7
– Net Position:	6,875	-7,185	310
– Gross Longs:	9,600	18,109	1,700
– Gross Shorts:	2,725	25,294	1,390
– Long to Short Ratio:	3.5 to 1	0.7 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	29.7	69.1	53.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	16.9	-16.0	-5.4

BITCOIN FUTURES Futures:

The BITCOIN FUTURES: large speculator standing this week equaled a net position of -2,292 contracts in the data reported through Tuesday. This was a weekly decline of -77 contracts from the previous week which had a total of -2,215 net contracts.

This 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 39.4 percent. The commercials are Bullish with a score of 76.9 percent and the small traders (not shown in chart) are Bullish with a score of 55.3 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	60.2	5.1	27.8
– Percent of Open Interest Shorts:	83.4	2.1	7.6
– Net Position:	-2,292	300	1,992
– Gross Longs:	5,938	504	2,742
– Gross Shorts:	8,230	204	750
– Long to Short Ratio:	0.7 to 1	2.5 to 1	3.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	39.4	76.9	55.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.8	26.3	0.3

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

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

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10 Apr

COT Bonds Futures Charts: Fed Funds, 5-Year Treasury Notes, Eurodollar, 10-Year Treasury Notes

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

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 April 06 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week recorded a net position of -120,673 contracts in the data reported through Tuesday. This was a weekly fall of -38,042 contracts from the previous week which had a total of -82,631 net contracts.

This 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 14.3 percent. The commercials are Bullish-Extreme with a score of 86.0 percent and the small traders (not shown in chart) are Bullish with a score of 55.3 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.3	70.5	2.2
– Percent of Open Interest Shorts:	20.3	57.7	3.0
– Net Position:	-120,673	129,362	-8,689
– Gross Longs:	84,005	711,313	21,909
– Gross Shorts:	204,678	581,951	30,598
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	14.3	86.0	55.3
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.3	2.3	-13.4

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week recorded a net position of -375,820 contracts in the data reported through Tuesday. This was a weekly lowering of -29,128 contracts from the previous week which had a total of -346,692 net contracts.

This 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-Extreme with a score of 85.7 percent and the small traders (not shown in chart) are Bearish with a score of 46.0 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.9	75.9	6.2
– Percent of Open Interest Shorts:	33.2	60.6	5.3
– Net Position:	-375,820	354,777	21,043
– Gross Longs:	390,901	1,754,671	142,678
– Gross Shorts:	766,721	1,399,894	121,635
– Long to Short Ratio:	0.5 to 1	1.3 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	8.6	85.7	46.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-70.0	73.9	-25.6

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week recorded a net position of -7,617 contracts in the data reported through Tuesday. This was a weekly lowering of -102,952 contracts from the previous week which had a total of 95,335 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.3 percent. The commercials are Bearish with a score of 22.3 percent and the small traders (not shown in chart) are Bearish with a score of 21.4 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.6	76.3	7.6
– Percent of Open Interest Shorts:	13.8	72.3	11.3
– Net Position:	-7,617	141,544	-133,927
– Gross Longs:	485,239	2,727,948	271,735
– Gross Shorts:	492,856	2,586,404	405,662
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.3	22.3	21.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.7	15.1	-26.1

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week recorded a net position of 84,559 contracts in the data reported through Tuesday. This was a weekly gain of 174,361 contracts from the previous week which had a total of -89,802 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 92.5 percent. The commercials are Bearish with a score of 30.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.2 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.7	72.0	8.0
– Percent of Open Interest Shorts:	16.5	68.7	13.4
– Net Position:	84,559	128,010	-212,569
– Gross Longs:	732,687	2,821,476	313,947
– Gross Shorts:	648,128	2,693,466	526,516
– 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):	92.5	30.1	16.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.0	-5.1	-7.8

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week recorded a net position of 170,635 contracts in the data reported through Tuesday. This was a weekly decrease of -64,475 contracts from the previous week which had a total of 235,110 net contracts.

This 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 72.8 percent. The commercials are Bearish with a score of 34.0 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:	21.0	71.1	7.6
– Percent of Open Interest Shorts:	9.1	73.7	17.0
– Net Position:	170,635	-36,437	-134,198
– Gross Longs:	300,246	1,017,164	108,960
– Gross Shorts:	129,611	1,053,601	243,158
– Long to Short Ratio:	2.3 to 1	1.0 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.8	34.0	0.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.7	2.7	-6.6

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week recorded a net position of -118,494 contracts in the data reported through Tuesday. This was a weekly decrease of -4,055 contracts from the previous week which had a total of -114,439 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.3 percent. The commercials are Bullish with a score of 73.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.2 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.2	78.6	13.2
– Percent of Open Interest Shorts:	16.3	64.3	17.5
– Net Position:	-118,494	168,164	-49,670
– Gross Longs:	72,722	920,918	154,881
– Gross Shorts:	191,216	752,754	204,551
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.3	73.7	16.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.4	-6.4	-13.6

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week recorded a net position of -261,819 contracts in the data reported through Tuesday. This was a weekly reduction of -2,695 contracts from the previous week which had a total of -259,124 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 64.6 percent. The commercials are Bullish with a score of 62.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.1	82.7	11.8
– Percent of Open Interest Shorts:	28.2	57.6	13.8
– Net Position:	-261,819	285,070	-23,251
– Gross Longs:	58,261	938,845	133,842
– Gross Shorts:	320,080	653,775	157,093
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	64.6	62.3	0.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.7	22.9	-7.9

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week recorded a net position of 468,445 contracts in the data reported through Tuesday. This was a weekly fall of -289,661 contracts from the previous week which had a total of 758,106 net contracts.

This 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 68.5 percent. The commercials are Bearish with a score of 30.2 percent and the small traders (not shown in chart) are Bullish with a score of 63.7 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.1	49.5	5.1
– Percent of Open Interest Shorts:	16.0	50.9	7.8
– Net Position:	468,445	-163,288	-305,157
– Gross Longs:	2,331,761	5,751,008	596,999
– Gross Shorts:	1,863,316	5,914,296	902,156
– Long to Short Ratio:	1.3 to 1	1.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.5	30.2	63.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.3	4.2	-2.3

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

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

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