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

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 March 16 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

CORN:

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.6	46.8	8.3
– Percent of Open Interest Shorts:	4.1	73.6	10.0
– Net Position:	509,084	-478,665	-30,419
– Gross Longs:	583,279	838,502	149,310
– Gross Shorts:	74,195	1,317,167	179,729
– Long to Short Ratio:	7.9 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	95.1	3.8	30.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.5	2.4	1.4

SUGAR:

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.1	49.6	10.2
– Percent of Open Interest Shorts:	5.7	76.2	3.9
– Net Position:	213,767	-279,633	65,866
– Gross Longs:	273,487	519,254	106,364
– Gross Shorts:	59,720	798,887	40,498
– Long to Short Ratio:	4.6 to 1	0.6 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	80.5	15.1	89.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.8	1.8	-0.7

COFFEE:

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.0	45.0	4.1
– Percent of Open Interest Shorts:	8.0	65.9	2.1
– Net Position:	52,943	-58,502	5,559
– Gross Longs:	75,413	125,745	11,530
– Gross Shorts:	22,470	184,247	5,971
– Long to Short Ratio:	3.4 to 1	0.7 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	91.9	7.9	26.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.4	-5.2	-5.1

SOYBEANS:

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.0	45.7	7.9
– Percent of Open Interest Shorts:	5.1	70.5	9.0
– Net Position:	221,531	-212,051	-9,480
– Gross Longs:	265,531	391,676	67,451
– Gross Shorts:	44,000	603,727	76,931
– Long to Short Ratio:	6.0 to 1	0.6 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.1	15.9	69.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.1	6.3	-6.7

SOYBEAN OIL:

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.8	41.6	10.0
– Percent of Open Interest Shorts:	6.6	70.5	5.3
– Net Position:	120,152	-143,351	23,199
– Gross Longs:	152,943	206,802	49,602
– Gross Shorts:	32,791	350,153	26,403
– Long to Short Ratio:	4.7 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.0	7.2	100.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.3	1.0	9.8

SOYBEAN MEAL:

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.1	48.4	12.8
– Percent of Open Interest Shorts:	3.8	76.9	6.6
– Net Position:	92,181	-117,934	25,753
– Gross Longs:	107,983	200,737	52,925
– Gross Shorts:	15,802	318,671	27,172
– Long to Short Ratio:	6.8 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	65.3	30.9	73.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.9	2.3	-3.9

LIVE CATTLE:

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	36.2	35.9	10.0
– Percent of Open Interest Shorts:	11.1	58.3	12.7
– Net Position:	85,285	-76,008	-9,277
– Gross Longs:	123,037	121,864	33,844
– Gross Shorts:	37,752	197,872	43,121
– Long to Short Ratio:	3.3 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	48.1	44.2	64.5
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.0	-6.4	4.4

LEAN HOGS:

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.6	30.8	9.1
– Percent of Open Interest Shorts:	12.6	57.9	11.9
– Net Position:	81,267	-73,742	-7,525
– Gross Longs:	115,538	83,469	24,637
– Gross Shorts:	34,271	157,211	32,162
– Long to Short Ratio:	3.4 to 1	0.5 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	42.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	31.6	-33.4	13.3

COTTON:

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.2	41.1	7.1
– Percent of Open Interest Shorts:	3.6	81.6	3.1
– Net Position:	84,949	-94,117	9,168
– Gross Longs:	93,354	95,370	16,432
– Gross Shorts:	8,405	189,487	7,264
– Long to Short Ratio:	11.1 to 1	0.5 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.4	25.5	66.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.8	-5.4	-9.1

COCOA:

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.1	37.4	5.6
– Percent of Open Interest Shorts:	15.1	62.3	2.8
– Net Position:	44,756	-50,579	5,823
– Gross Longs:	75,411	76,055	11,434
– Gross Shorts:	30,655	126,634	5,611
– Long to Short Ratio:	2.5 to 1	0.6 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	64.1	33.7	74.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.1	-8.7	-16.2

WHEAT:

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.2	37.7	8.0
– Percent of Open Interest Shorts:	24.1	39.6	10.2
– Net Position:	17,056	-7,681	-9,375
– Gross Longs:	118,153	158,201	33,353
– Gross Shorts:	101,097	165,882	42,728
– Long to Short Ratio:	1.2 to 1	1.0 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.0	50.4	56.8
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.1	9.3	13.8

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).

20 Mar

COT Bonds Futures Charts: Eurodollars, 2-Year, 5-Year, Ultra 10-Year Notes, 30-Day Fed Funds

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 March 16 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:

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.1	71.7	1.9
– Percent of Open Interest Shorts:	17.6	59.6	2.6
– Net Position:	-120,238	126,824	-6,586
– Gross Longs:	63,712	751,386	20,219
– Gross Shorts:	183,950	624,562	26,805
– Long to Short Ratio:	0.3 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	14.3	85.6	59.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.1	2.0	1.0

2-Year Treasury Note:

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.1	76.0	5.9
– Percent of Open Interest Shorts:	29.5	62.9	5.6
– Net Position:	-316,515	309,918	6,597
– Gross Longs:	381,076	1,799,172	138,912
– Gross Shorts:	697,591	1,489,254	132,315
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	21.0	77.0	38.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-22.1	31.4	-30.0

5-Year Treasury Note:

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.0	72.4	7.9
– Percent of Open Interest Shorts:	14.9	71.2	11.2
– Net Position:	71,859	41,620	-113,479
– Gross Longs:	581,434	2,478,234	269,227
– Gross Shorts:	509,575	2,436,614	382,706
– Long to Short Ratio:	1.1 to 1	1.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	97.6	13.4	31.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	19.4	-8.1	-35.7

10-Year Treasury Note:

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.4	72.3	8.1
– Percent of Open Interest Shorts:	17.3	66.9	13.5
– Net Position:	4,104	204,053	-208,157
– Gross Longs:	661,262	2,750,856	306,792
– Gross Shorts:	657,158	2,546,803	514,949
– 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):	83.7	37.4	17.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.0	12.2	-19.8

Ultra 10-Year Notes:

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.2	64.0	9.0
– Percent of Open Interest Shorts:	6.0	74.5	18.6
– Net Position:	255,181	-133,158	-122,023
– Gross Longs:	331,359	809,744	113,453
– Gross Shorts:	76,178	942,902	235,476
– Long to Short Ratio:	4.3 to 1	0.9 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	6.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	34.6	-35.1	-8.0

US Treasury Bonds:

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.7	77.1	12.7
– Percent of Open Interest Shorts:	19.6	61.4	16.4
– Net Position:	-143,237	188,582	-45,345
– Gross Longs:	92,408	927,941	152,576
– Gross Shorts:	235,645	739,359	197,921
– Long to Short Ratio:	0.4 to 1	1.3 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	38.2	80.2	19.5
– COT Index Reading (3 Year Range):	Bearish	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	23.3	-16.0	-16.1

Ultra US Treasury Bonds:

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.6	81.1	12.3
– Percent of Open Interest Shorts:	27.7	58.9	12.4
– Net Position:	-258,663	260,207	-1,544
– Gross Longs:	65,590	950,409	144,267
– Gross Shorts:	324,253	690,202	145,811
– Long to Short Ratio:	0.2 to 1	1.4 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	64.2	52.3	13.4
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.4	13.9	10.8

3-Month Eurodollars:

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.8	47.8	5.2
– Percent of Open Interest Shorts:	16.2	51.5	8.2
– Net Position:	703,331	-391,915	-311,416
– Gross Longs:	2,417,592	5,063,373	553,161
– Gross Shorts:	1,714,261	5,455,288	864,577
– Long to Short Ratio:	1.4 to 1	0.9 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.1	27.0	62.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.3	-1.9	-18.4

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

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

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13 Mar

COT Currency Futures Charts: US Dollar, Euro, Yen, Pound, 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 March 09 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:

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	57.5	25.1	11.7
– Percent of Open Interest Shorts:	79.0	8.9	6.4
– Net Position:	-8,887	6,706	2,181
– Gross Longs:	23,759	10,365	4,812
– Gross Shorts:	32,646	3,659	2,631
– Long to Short Ratio:	0.7 to 1	2.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	10.5	85.7	47.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.1	-9.8	1.1

EURO Currency:

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.7	55.7	13.4
– Percent of Open Interest Shorts:	14.6	77.5	5.7
– Net Position:	101,964	-157,442	55,478
– Gross Longs:	207,588	402,394	96,525
– Gross Shorts:	105,624	559,836	41,047
– Long to Short Ratio:	2.0 to 1	0.7 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.3	31.2	87.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-19.5	17.9	0.3

BRITISH POUND STERLING:

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.8	43.5	20.0
– Percent of Open Interest Shorts:	15.1	68.0	14.2
– Net Position:	33,911	-44,354	10,443
– Gross Longs:	61,271	78,946	36,212
– Gross Shorts:	27,360	123,300	25,769
– Long to Short Ratio:	2.2 to 1	0.6 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.8	10.5	87.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.3	-13.8	-1.9

JAPANESE YEN:

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.3	57.8	9.5
– Percent of Open Interest Shorts:	27.2	52.7	17.7
– Net Position:	6,514	10,816	-17,330
– Gross Longs:	64,027	122,099	20,013
– Gross Shorts:	57,513	111,283	37,343
– Long to Short Ratio:	1.1 to 1	1.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.4	39.7	23.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-23.2	34.2	-64.8

SWISS FRANC:

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.2	38.1	17.4
– Percent of Open Interest Shorts:	16.1	47.0	33.6
– Net Position:	14,393	-5,138	-9,255
– Gross Longs:	23,614	21,844	9,994
– Gross Shorts:	9,221	26,982	19,249
– Long to Short Ratio:	2.6 to 1	0.8 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	95.7	23.5	40.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.7	16.3	-53.7

CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.9	40.7	28.2
– Percent of Open Interest Shorts:	22.6	65.4	10.0
– Net Position:	10,981	-42,617	31,636
– Gross Longs:	50,022	70,529	48,876
– Gross Shorts:	39,041	113,146	17,240
– Long to Short Ratio:	1.3 to 1	0.6 to 1	2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	64.2	20.3	94.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.3	-1.5	7.6

AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.1	31.5	24.5
– Percent of Open Interest Shorts:	35.8	45.4	15.9
– Net Position:	8,075	-20,909	12,834
– Gross Longs:	61,848	47,413	36,787
– Gross Shorts:	53,773	68,322	23,953
– 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):	89.2	3.6	85.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.0	-2.7	-8.9

NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	63.6	16.6	11.0
– Percent of Open Interest Shorts:	30.2	54.7	6.1
– Net Position:	17,126	-19,607	2,481
– Gross Longs:	32,664	8,520	5,639
– Gross Shorts:	15,538	28,127	3,158
– Long to Short Ratio:	2.1 to 1	0.3 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.0	12.5	80.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.4	-2.0	-9.9

MEXICAN PESO:

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.1	54.6	3.2
– Percent of Open Interest Shorts:	29.0	56.6	2.4
– Net Position:	1,852	-3,298	1,446
– Gross Longs:	50,349	91,409	5,402
– Gross Shorts:	48,497	94,707	3,956
– Long to Short Ratio:	1.0 to 1	1.0 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.3	85.8	49.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.5	0.2	-13.6

BRAZIL REAL:

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.0	58.6	6.6
– Percent of Open Interest Shorts:	83.2	10.1	5.8
– Net Position:	-23,314	22,926	388
– Gross Longs:	16,084	27,724	3,141
– Gross Shorts:	39,398	4,798	2,753
– Long to Short Ratio:	0.4 to 1	5.8 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.2	55.4	76.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.7	26.7	-15.6

RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.9	61.1	7.0
– Percent of Open Interest Shorts:	36.5	57.3	5.4
– Net Position:	-1,609	1,118	491
– Gross Longs:	8,999	17,794	2,050
– Gross Shorts:	10,608	16,676	1,559
– Long to Short Ratio:	0.8 to 1	1.1 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	9.6	88.1	59.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.7	1.8	11.9

BITCOIN FUTURES:

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	56.3	4.7	30.0
– Percent of Open Interest Shorts:	78.1	3.0	9.9
– Net Position:	-1,913	150	1,763
– Gross Longs:	4,944	410	2,635
– Gross Shorts:	6,857	260	872
– Long to Short Ratio:	0.7 to 1	1.6 to 1	3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.1	57.0	47.7
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	24.5	-27.9	-21.6

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

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CountingPips Forex Blog Forex and Currency News investing Opinions

13 Mar

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

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 March 09 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:

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.8	32.5	4.5
– Percent of Open Interest Shorts:	6.2	56.4	2.2
– Net Position:	537,438	-594,631	57,193
– Gross Longs:	692,508	811,737	113,153
– Gross Shorts:	155,070	1,406,368	55,960
– Long to Short Ratio:	4.5 to 1	0.6 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.7	31.9	95.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.3	-9.3	15.2

Brent Crude Oil Futures (LAST DAY):

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.3	44.7	3.1
– Percent of Open Interest Shorts:	29.2	35.4	2.4
– Net Position:	-20,647	19,154	1,493
– Gross Longs:	39,870	92,463	6,391
– Gross Shorts:	60,517	73,309	4,898
– Long to Short Ratio:	0.7 to 1	1.3 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.5	24.5	33.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.1	-14.1	-2.7

Natural Gas Futures (CME):

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.2	41.3	4.8
– Percent of Open Interest Shorts:	22.2	43.2	2.9
– Net Position:	-42	-22,653	22,695
– Gross Longs:	267,255	498,598	57,876
– Gross Shorts:	267,297	521,251	35,181
– Long to Short Ratio:	1.0 to 1	1.0 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.6	23.6	20.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.5	1.7	20.0

Gasoline Blendstock Futures:

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.3	49.5	6.3
– Percent of Open Interest Shorts:	14.9	63.9	3.4
– Net Position:	47,337	-59,713	12,376
– Gross Longs:	108,966	205,279	26,286
– Gross Shorts:	61,629	264,992	13,910
– Long to Short Ratio:	1.8 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	7.1	79.0	85.5
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-47.6	41.7	3.3

#2 Heating Oil NY-Harbor Futures:

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.8	51.2	10.7
– Percent of Open Interest Shorts:	14.4	57.5	5.8
– Net Position:	6,041	-26,719	20,678
– Gross Longs:	67,710	219,151	45,583
– Gross Shorts:	61,669	245,870	24,905
– Long to Short Ratio:	1.1 to 1	0.9 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	43.5	45.6	82.8
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.6	12.0	2.7

Bloomberg Commodity Index Futures:

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.1	57.0	0.9
– Percent of Open Interest Shorts:	94.0	5.8	0.1
– Net Position:	-27,102	26,703	399
– Gross Longs:	21,970	29,746	461
– Gross Shorts:	49,072	3,043	62
– Long to Short Ratio:	0.4 to 1	9.8 to 1	7.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	2.1	97.8	71.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-19.2	19.0	9.4

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

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CountingPips Forex Blog Energy investing Opinions

13 Mar

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

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 March 09 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:

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	53.8	22.1	11.5
– Percent of Open Interest Shorts:	16.8	66.0	4.6
– Net Position:	175,163	-207,880	32,717
– Gross Longs:	254,839	104,656	54,516
– Gross Shorts:	79,676	312,536	21,799
– Long to Short Ratio:	3.2 to 1	0.3 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.4	43.2	63.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.0	22.1	-21.3

Silver Comex Futures:

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	46.0	30.9	18.6
– Percent of Open Interest Shorts:	22.7	66.4	6.4
– Net Position:	36,149	-55,168	19,019
– Gross Longs:	71,445	47,998	28,909
– Gross Shorts:	35,296	103,166	9,890
– Long to Short Ratio:	2.0 to 1	0.5 to 1	2.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.9	39.5	51.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.1	15.8	0.4

Copper Grade #1 Futures:

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	47.7	29.4	9.4
– Percent of Open Interest Shorts:	26.2	55.7	4.6
– Net Position:	51,379	-62,850	11,471
– Gross Longs:	114,067	70,402	22,575
– Gross Shorts:	62,688	133,252	11,104
– Long to Short Ratio:	1.8 to 1	0.5 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	79.4	16.3	98.2
– COT Index Reading (3 Year Range):	Bullish	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.6	10.9	18.6

Platinum Futures:

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	57.1	19.3	14.3
– Percent of Open Interest Shorts:	17.9	70.8	2.0
– Net Position:	28,037	-36,779	8,742
– Gross Longs:	40,796	13,798	10,180
– Gross Shorts:	12,759	50,577	1,438
– Long to Short Ratio:	3.2 to 1	0.3 to 1	7.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.2	48.1	89.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.9	0.3	18.3

Palladium Futures:

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	47.2	37.3	12.9
– Percent of Open Interest Shorts:	38.4	47.7	11.3
– Net Position:	825	-974	149
– Gross Longs:	4,407	3,482	1,200
– Gross Shorts:	3,582	4,456	1,051
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	3.6	94.9	53.8
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.0	9.9	-10.3

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

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CountingPips Forex Blog investing Metals Opinions

13 Mar

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

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 March 09 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

CORN:

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.5	46.9	8.6
– Percent of Open Interest Shorts:	4.4	73.6	10.0
– Net Position:	503,398	-478,215	-25,183
– Gross Longs:	582,449	839,209	153,176
– Gross Shorts:	79,051	1,317,424	178,359
– Long to Short Ratio:	7.4 to 1	0.6 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	94.3	3.8	33.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.7	3.8	9.4

SUGAR:

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.9	49.8	10.6
– Percent of Open Interest Shorts:	5.3	76.9	4.1
– Net Position:	212,933	-279,612	66,679
– Gross Longs:	267,363	513,936	109,192
– Gross Shorts:	54,430	793,548	42,513
– Long to Short Ratio:	4.9 to 1	0.6 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	80.4	15.1	90.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.1	4.2	3.2

COFFEE:

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.0	44.8	4.3
– Percent of Open Interest Shorts:	7.5	66.4	2.2
– Net Position:	53,784	-59,570	5,786
– Gross Longs:	74,405	123,600	11,863
– Gross Shorts:	20,621	183,170	6,077
– Long to Short Ratio:	3.6 to 1	0.7 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.4	7.2	28.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.1	-7.0	-4.7

SOYBEANS:

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.7	46.1	7.7
– Percent of Open Interest Shorts:	4.7	71.0	8.7
– Net Position:	224,745	-215,869	-8,876
– Gross Longs:	265,874	399,748	66,705
– Gross Shorts:	41,129	615,617	75,581
– Long to Short Ratio:	6.5 to 1	0.6 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.9	15.0	70.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.9	3.6	-4.4

SOYBEAN OIL:

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.7	42.6	9.4
– Percent of Open Interest Shorts:	5.5	70.9	5.4
– Net Position:	119,634	-139,323	19,689
– Gross Longs:	146,506	210,134	46,484
– Gross Shorts:	26,872	349,457	26,795
– Long to Short Ratio:	5.5 to 1	0.6 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.8	9.0	89.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.9	3.9	-2.1

SOYBEAN MEAL:

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.9	46.4	13.3
– Percent of Open Interest Shorts:	4.0	76.1	6.5
– Net Position:	94,155	-122,076	27,921
– Gross Longs:	110,628	190,703	54,608
– Gross Shorts:	16,473	312,779	26,687
– Long to Short Ratio:	6.7 to 1	0.6 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.2	29.0	82.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.5	1.5	8.4

LIVE CATTLE:

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.0	36.4	9.7
– Percent of Open Interest Shorts:	11.8	58.5	12.9
– Net Position:	83,876	-73,407	-10,469
– Gross Longs:	123,289	121,160	32,398
– Gross Shorts:	39,413	194,567	42,867
– 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):	47.2	46.3	61.6
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.1	-9.1	4.5

LEAN HOGS:

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.1	30.3	8.9
– Percent of Open Interest Shorts:	12.5	56.6	12.2
– Net Position:	78,335	-69,614	-8,721
– Gross Longs:	111,301	80,020	23,534
– Gross Shorts:	32,966	149,634	32,255
– Long to Short Ratio:	3.4 to 1	0.5 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	2.4	38.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	35.5	-35.0	4.7

COTTON:

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.5	41.1	7.4
– Percent of Open Interest Shorts:	4.1	80.4	3.3
– Net Position:	82,361	-91,772	9,411
– Gross Longs:	92,023	95,711	17,198
– Gross Shorts:	9,662	187,483	7,787
– Long to Short Ratio:	9.5 to 1	0.5 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.8	26.8	67.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.6	-1.0	-14.2

COCOA:

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.3	37.1	5.9
– Percent of Open Interest Shorts:	16.0	62.6	2.7
– Net Position:	44,721	-50,956	6,235
– Gross Longs:	76,611	74,136	11,692
– Gross Shorts:	31,890	125,092	5,457
– Long to Short Ratio:	2.4 to 1	0.6 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	64.1	33.4	79.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.5	-11.7	-7.2

WHEAT:

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.6	37.1	7.8
– Percent of Open Interest Shorts:	23.3	40.3	11.0
– Net Position:	26,086	-13,162	-12,924
– Gross Longs:	121,874	152,794	32,296
– Gross Shorts:	95,788	165,956	45,220
– Long to Short Ratio:	1.3 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.3	46.4	39.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.1	8.2	-6.0

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

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

CountingPips Forex Blog investing Opinions Soft Commodities

13 Mar

COT Stock Market Futures Charts: VIX, Dow, Nasdaq, SP500, Russell

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 March 09 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:

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.3	63.6	4.8
– Percent of Open Interest Shorts:	45.2	27.6	7.8
– Net Position:	-130,389	142,309	-11,920
– Gross Longs:	48,589	251,573	19,048
– Gross Shorts:	178,978	109,264	30,968
– Long to Short Ratio:	0.3 to 1	2.3 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	28.3	73.3	11.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.0	0.1	-24.8

S&P500 Mini Futures:

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.4	73.0	9.9
– Percent of Open Interest Shorts:	13.7	74.0	9.5
– Net Position:	17,791	-28,002	10,211
– Gross Longs:	399,052	2,029,232	274,048
– Gross Shorts:	381,261	2,057,234	263,837
– Long to Short Ratio:	1.0 to 1	1.0 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.7	71.9	25.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.2	-2.4	-5.1

Dow Jones Mini Futures:

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.5	62.5	18.5
– Percent of Open Interest Shorts:	43.7	41.0	13.8
– Net Position:	-24,301	19,950	4,351
– Gross Longs:	16,265	57,993	17,189
– Gross Shorts:	40,566	38,043	12,838
– Long to Short Ratio:	0.4 to 1	1.5 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	5.3	87.8	71.3
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.8	10.6	-1.7

Nasdaq Mini Futures:

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.6	58.9	13.9
– Percent of Open Interest Shorts:	29.6	49.4	18.5
– Net Position:	-12,494	24,175	-11,681
– Gross Longs:	62,457	149,443	35,185
– Gross Shorts:	74,951	125,268	46,866
– Long to Short Ratio:	0.8 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.1	41.4	17.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-29.1	36.4	-15.6

Russell 2000 Mini Futures:

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.2	77.9	5.3
– Percent of Open Interest Shorts:	15.4	80.7	3.3
– Net Position:	4,690	-15,502	10,812
– Gross Longs:	89,204	428,827	28,983
– Gross Shorts:	84,514	444,329	18,171
– Long to Short Ratio:	1.1 to 1	1.0 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.9	39.6	63.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.7	-6.2	3.4

Nikkei Stock Average Futures (USD):

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.5	43.4	37.9
– Percent of Open Interest Shorts:	18.3	51.5	21.9
– Net Position:	-1,770	-1,832	3,602
– Gross Longs:	2,366	9,779	8,551
– Gross Shorts:	4,136	11,611	4,949
– Long to Short Ratio:	0.6 to 1	0.8 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	47.6	47.6	61.1
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.2	-12.8	53.7

MSCI EAFE Mini Futures:

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.3	89.1	2.2
– Percent of Open Interest Shorts:	4.9	92.9	1.8
– Net Position:	14,605	-16,316	1,711
– Gross Longs:	35,698	383,424	9,314
– Gross Shorts:	21,093	399,740	7,603
– Long to Short Ratio:	1.7 to 1	1.0 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	29.7	70.2	31.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.8	9.8	-22.4

MSCI Emerging Mkts Mini Futures:

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

13 Mar

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

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 March 09 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:

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.7	73.5	2.1
– Percent of Open Interest Shorts:	19.1	59.6	2.6
– Net Position:	-135,338	140,437	-5,099
– Gross Longs:	58,039	742,470	21,275
– Gross Shorts:	193,377	602,033	26,374
– Long to Short Ratio:	0.3 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.2	87.5	61.8
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.1	14.5	4.4

2-Year Treasury Note:

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.7	75.7	6.5
– Percent of Open Interest Shorts:	32.7	60.4	4.8
– Net Position:	-407,364	366,500	40,864
– Gross Longs:	375,846	1,812,750	156,826
– Gross Shorts:	783,210	1,446,250	115,962
– Long to Short Ratio:	0.5 to 1	1.3 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	2.1	87.9	56.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-35.6	38.4	-15.1

5-Year Treasury Note:

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.8	72.3	7.9
– Percent of Open Interest Shorts:	18.2	68.7	11.1
– Net Position:	-14,305	123,653	-109,348
– Gross Longs:	614,922	2,497,297	273,242
– Gross Shorts:	629,227	2,373,644	382,590
– 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):	88.6	20.7	33.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.8	2.5	-42.1

10-Year Treasury Note:

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.8	71.7	8.3
– Percent of Open Interest Shorts:	18.0	64.9	13.9
– Net Position:	-46,131	250,678	-204,547
– Gross Longs:	616,241	2,638,520	305,914
– Gross Shorts:	662,372	2,387,842	510,461
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.2	41.9	18.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.1	15.4	-21.1

Ultra 10-Year Notes:

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.2	65.8	8.5
– Percent of Open Interest Shorts:	6.9	73.5	18.2
– Net Position:	224,382	-98,724	-125,658
– Gross Longs:	313,444	852,123	109,483
– Gross Shorts:	89,062	950,847	235,141
– Long to Short Ratio:	3.5 to 1	0.9 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	8.7	2.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	32.7	-27.6	-17.4

US Treasury Bonds:

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.6	76.5	12.3
– Percent of Open Interest Shorts:	24.4	58.4	15.7
– Net Position:	-178,806	218,869	-40,063
– Gross Longs:	116,329	924,857	149,104
– Gross Shorts:	295,135	705,988	189,167
– Long to Short Ratio:	0.4 to 1	1.3 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	26.0	89.9	23.6
– COT Index Reading (3 Year Range):	Bearish	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.0	1.5	-17.8

Ultra US Treasury Bonds:

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.4	81.3	11.9
– Percent of Open Interest Shorts:	27.0	58.9	12.8
– Net Position:	-250,679	260,600	-9,921
– Gross Longs:	62,968	943,406	138,132
– Gross Shorts:	313,647	682,806	148,053
– 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):	66.3	52.4	6.2
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.6	18.3	-2.9

3-Month Eurodollars:

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.4	49.1	5.1
– Percent of Open Interest Shorts:	15.1	52.7	7.9
– Net Position:	740,975	-420,211	-320,764
– Gross Longs:	2,490,606	5,708,260	596,502
– Gross Shorts:	1,749,631	6,128,471	917,266
– Long to Short Ratio:	1.4 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.7	26.6	61.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.8	-0.4	-19.6

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

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

Bonds CountingPips Forex Blog investing Opinions

06 Mar

COT Currency Futures Charts: Australian Dollar, Kiwi, Euro, Ruble, Real, 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 March 02 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:

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	55.3	26.1	10.7
– Percent of Open Interest Shorts:	82.2	2.2	7.7
– Net Position:	-10,103	8,987	1,116
– Gross Longs:	20,767	9,807	4,019
– Gross Shorts:	30,870	820	2,903
– Long to Short Ratio:	0.7 to 1	12.0 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	8.4	89.5	33.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.2	-5.1	-14.4

EURO Currency:

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.9	53.6	13.0
– Percent of Open Interest Shorts:	13.8	78.8	5.9
– Net Position:	125,988	-175,928	49,940
– Gross Longs:	222,655	374,362	90,871
– Gross Shorts:	96,667	550,290	40,931
– Long to Short Ratio:	2.3 to 1	0.7 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.7	26.0	78.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.5	13.1	-15.7

BRITISH POUND STERLING:

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.5	38.8	21.3
– Percent of Open Interest Shorts:	17.2	67.2	14.2
– Net Position:	36,082	-48,170	12,088
– Gross Longs:	65,138	65,635	36,154
– Gross Shorts:	29,056	113,805	24,066
– Long to Short Ratio:	2.2 to 1	0.6 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.3	8.4	91.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	14.9	-13.4	4.9

JAPANESE YEN:

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.4	53.8	11.6
– Percent of Open Interest Shorts:	22.2	59.8	15.8
– Net Position:	19,270	-11,313	-7,957
– Gross Longs:	61,259	101,787	21,863
– Gross Shorts:	41,989	113,100	29,820
– Long to Short Ratio:	1.5 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.1	29.2	41.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.6	25.4	-43.7

SWISS FRANC:

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.5	35.0	21.9
– Percent of Open Interest Shorts:	18.2	48.4	31.7
– Net Position:	12,261	-7,076	-5,185
– Gross Longs:	21,863	18,459	11,522
– Gross Shorts:	9,602	25,535	16,707
– Long to Short Ratio:	2.3 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.4	21.4	51.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.4	13.1	-41.4

CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.5	39.9	28.2
– Percent of Open Interest Shorts:	21.4	67.8	9.4
– Net Position:	15,327	-47,100	31,773
– Gross Longs:	51,391	67,338	47,607
– Gross Shorts:	36,064	114,438	15,834
– Long to Short Ratio:	1.4 to 1	0.6 to 1	3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.8	17.3	94.7
– COT Index Reading (3 Year Range):	Bullish	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.2	-10.2	15.6

AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.7	33.1	23.1
– Percent of Open Interest Shorts:	36.7	48.2	12.0
– Net Position:	6,041	-22,596	16,555
– Gross Longs:	61,047	49,676	34,594
– Gross Shorts:	55,006	72,272	18,039
– Long to Short Ratio:	1.1 to 1	0.7 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.0	2.2	93.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.3	-0.4	-1.6

NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	65.5	18.7	11.5
– Percent of Open Interest Shorts:	31.7	57.7	6.2
– Net Position:	16,408	-18,979	2,571
– Gross Longs:	31,825	9,069	5,588
– Gross Shorts:	15,417	28,048	3,017
– Long to Short Ratio:	2.1 to 1	0.3 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	84.0	13.4	81.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.6	1.0	-12.9

MEXICAN PESO:

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.6	57.9	3.8
– Percent of Open Interest Shorts:	29.8	62.3	2.2
– Net Position:	4,431	-7,050	2,619
– Gross Longs:	52,098	92,476	6,082
– Gross Shorts:	47,667	99,526	3,463
– Long to Short Ratio:	1.1 to 1	0.9 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	13.6	83.9	54.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.3	-4.9	-10.0

BRAZIL REAL:

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.5	59.3	8.0
– Percent of Open Interest Shorts:	84.1	8.9	6.8
– Net Position:	-21,051	20,566	485
– Gross Longs:	13,267	24,194	3,266
– Gross Shorts:	34,318	3,628	2,781
– Long to Short Ratio:	0.4 to 1	6.7 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	49.9	51.5	77.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-23.0	24.7	-13.7

RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.9	59.5	6.9
– Percent of Open Interest Shorts:	35.9	58.4	4.9
– Net Position:	-928	321	607
– Gross Longs:	9,967	18,023	2,087
– Gross Shorts:	10,895	17,702	1,480
– 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):	11.2	86.3	62.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.3	3.8	5.3

BITCOIN FUTURES:

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	55.4	5.1	30.6
– Percent of Open Interest Shorts:	78.3	2.4	10.3
– Net Position:	-1,851	215	1,636
– Gross Longs:	4,467	408	2,465
– Gross Shorts:	6,318	193	829
– Long to Short Ratio:	0.7 to 1	2.1 to 1	3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.8	65.6	43.5
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	36.0	-17.3	-37.8

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

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

CountingPips Forex Blog Forex and Currency News investing Opinions

06 Mar

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

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 March 02 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:

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.1	72.2	1.8
– Percent of Open Interest Shorts:	18.3	60.2	2.5
– Net Position:	-111,057	118,220	-7,163
– Gross Longs:	69,511	711,875	17,501
– Gross Shorts:	180,568	593,655	24,664
– 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):	15.6	84.4	58.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.6	18.0	3.7

2-Year Treasury Note:

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.0	73.7	6.7
– Percent of Open Interest Shorts:	29.3	64.5	4.7
– Net Position:	-257,527	211,452	46,075
– Gross Longs:	410,969	1,682,377	153,211
– Gross Shorts:	668,496	1,470,925	107,136
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	33.3	58.1	59.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.8	-0.2	-14.2

5-Year Treasury Note:

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.0	70.5	7.6
– Percent of Open Interest Shorts:	19.2	68.7	10.1
– Net Position:	26,487	60,979	-87,466
– Gross Longs:	699,766	2,467,626	266,697
– Gross Shorts:	673,279	2,406,647	354,163
– Long to Short Ratio:	1.0 to 1	1.0 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.8	15.2	41.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	27.5	-18.4	-21.3

10-Year Treasury Note:

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.0	72.1	8.8
– Percent of Open Interest Shorts:	17.7	64.3	14.0
– Net Position:	-95,611	278,002	-182,391
– Gross Longs:	534,323	2,563,667	314,620
– Gross Shorts:	629,934	2,285,665	497,011
– Long to Short Ratio:	0.8 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.7	44.6	24.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.6	19.6	-16.7

Ultra 10-Year Notes:

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.4	68.0	8.3
– Percent of Open Interest Shorts:	8.0	72.3	18.4
– Net Position:	182,235	-53,882	-128,353
– Gross Longs:	284,102	863,870	104,869
– Gross Shorts:	101,867	917,752	233,222
– Long to Short Ratio:	2.8 to 1	0.9 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	97.1	22.5	0.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	19.4	-9.2	-26.7

US Treasury Bonds:

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.8	76.5	12.2
– Percent of Open Interest Shorts:	25.3	57.6	15.6
– Net Position:	-190,334	232,454	-42,120
– Gross Longs:	120,484	939,647	149,680
– Gross Shorts:	310,818	707,193	191,800
– Long to Short Ratio:	0.4 to 1	1.3 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	20.3	94.2	22.0
– COT Index Reading (3 Year Range):	Bearish	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.5	6.0	-21.1

Ultra US Treasury Bonds:

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.7	80.9	11.7
– Percent of Open Interest Shorts:	28.1	57.1	13.2
– Net Position:	-255,460	272,678	-17,218
– Gross Longs:	65,849	926,471	134,351
– Gross Shorts:	321,309	653,793	151,569
– 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):	64.7	57.3	0.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.6	18.1	-7.8

3-Month Eurodollars:

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.8	50.4	4.8
– Percent of Open Interest Shorts:	14.5	53.1	7.4
– Net Position:	606,399	-308,521	-297,878
– Gross Longs:	2,268,350	5,771,615	545,063
– Gross Shorts:	1,661,951	6,080,136	842,941
– Long to Short Ratio:	1.4 to 1	0.9 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	70.6	28.2	64.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.8	2.4	-15.3

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

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