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Archive for CountingPips Forex Blog – Page 44

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).

Gold Comex Futures:

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	60.4	18.1	11.8
– Percent of Open Interest Shorts:	13.6	72.8	3.8
– Net Position:	234,969	-275,078	40,109
– Gross Longs:	303,583	91,152	59,140
– Gross Shorts:	68,614	366,230	19,031
– Long to Short Ratio:	4.4 to 1	0.2 to 1	3.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.7	26.9	81.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.3	11.1	-3.7

Silver Comex Futures:

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.5	27.7	19.2
– Percent of Open Interest Shorts:	17.3	66.6	7.4
– Net Position:	49,824	-71,388	21,564
– Gross Longs:	81,648	50,829	35,174
– Gross Shorts:	31,824	122,217	13,610
– Long to Short Ratio:	2.6 to 1	0.4 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.7	25.5	67.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.4	5.3	-2.4

Copper Grade #1 Futures:

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	53.9	24.2	9.1
– Percent of Open Interest Shorts:	26.8	55.7	4.8
– Net Position:	73,909	-85,670	11,761
– Gross Longs:	146,763	65,911	24,707
– Gross Shorts:	72,854	151,581	12,946
– Long to Short Ratio:	2.0 to 1	0.4 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	95.6	0.4	100.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.4	-4.3	9.9

Platinum Futures:

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	64.5	14.6	14.8
– Percent of Open Interest Shorts:	15.6	75.0	3.3
– Net Position:	36,577	-45,209	8,632
– Gross Longs:	48,237	10,889	11,101
– Gross Shorts:	11,660	56,098	2,469
– Long to Short Ratio:	4.1 to 1	0.2 to 1	4.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.0	37.8	88.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.3	-12.3	17.0

Palladium Futures:

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.8	36.8	15.4
– Percent of Open Interest Shorts:	32.9	52.8	9.3
– Net Position:	1,021	-1,657	636
– Gross Longs:	4,430	3,809	1,595
– Gross Shorts:	3,409	5,466	959
– Long to Short Ratio:	1.3 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	4.4	91.8	82.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-16.3	15.0	4.3

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).

20 Feb

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).

WTI Crude Oil Futures:

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.8	33.7	4.4
– Percent of Open Interest Shorts:	7.3	56.6	2.0
– Net Position:	514,713	-574,784	60,071
– Gross Longs:	697,095	844,358	111,230
– Gross Shorts:	182,382	1,419,142	51,159
– Long to Short Ratio:	3.8 to 1	0.6 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.7	36.1	100.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.9	-2.8	23.9

Brent Crude Oil Futures (LAST DAY):

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.2	48.0	5.0
– Percent of Open Interest Shorts:	30.0	30.9	3.2
– Net Position:	-34,307	31,084	3,223
– Gross Longs:	20,477	87,629	9,144
– Gross Shorts:	54,784	56,545	5,921
– Long to Short Ratio:	0.4 to 1	1.5 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.3	44.5	44.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.8	11.4	8.0

Natural Gas Futures (CME):

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.1	38.9	5.2
– Percent of Open Interest Shorts:	20.9	44.1	3.2
– Net Position:	38,775	-62,386	23,611
– Gross Longs:	289,666	466,948	62,188
– Gross Shorts:	250,891	529,334	38,577
– Long to Short Ratio:	1.2 to 1	0.9 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.3	11.0	22.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.7	-14.4	10.9

Gasoline Blendstock Futures:

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.2	50.0	5.9
– Percent of Open Interest Shorts:	11.8	66.9	3.5
– Net Position:	61,483	-71,691	10,208
– Gross Longs:	111,767	213,495	24,972
– Gross Shorts:	50,284	285,186	14,764
– Long to Short Ratio:	2.2 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	23.5	66.8	72.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-25.7	22.7	0.7

#2 Heating Oil NY-Harbor Futures:

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.0	55.4	10.9
– Percent of Open Interest Shorts:	12.3	64.6	5.3
– Net Position:	15,678	-39,202	23,524
– Gross Longs:	68,220	235,735	46,273
– Gross Shorts:	52,542	274,937	22,749
– Long to Short Ratio:	1.3 to 1	0.9 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.5	32.9	94.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.1	-7.1	29.0

Bloomberg Commodity Index Futures:

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	52.7	46.6	0.6
– Percent of Open Interest Shorts:	94.6	5.2	0.1
– Net Position:	-23,029	22,739	290
– Gross Longs:	28,967	25,580	353
– Gross Shorts:	51,996	2,841	63
– Long to Short Ratio:	0.6 to 1	9.0 to 1	5.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.0	100.0	63.3
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-45.9	46.0	2.9

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

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

CountingPips Forex Blog Energy investing Opinions

20 Feb

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).

VIX Volatility Futures:

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.6	66.3	5.2
– Percent of Open Interest Shorts:	50.1	25.8	7.2
– Net Position:	-163,238	171,702	-8,464
– Gross Longs:	49,077	281,173	22,086
– Gross Shorts:	212,315	109,471	30,550
– Long to Short Ratio:	0.2 to 1	2.6 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	17.7	82.5	24.3
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.4	18.6	-8.4

S&P500 Mini Futures:

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.2	73.8	10.9
– Percent of Open Interest Shorts:	16.2	72.3	9.3
– Net Position:	-79,861	38,246	41,615
– Gross Longs:	347,018	1,945,275	286,334
– Gross Shorts:	426,879	1,907,029	244,719
– Long to Short Ratio:	0.8 to 1	1.0 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	39.5	80.4	30.8
– COT Index Reading (3 Year Range):	Bearish	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.0	4.9	1.3

Dow Jones Mini Futures:

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.6	47.0	19.4
– Percent of Open Interest Shorts:	39.6	44.5	13.9
– Net Position:	-7,502	2,311	5,191
– Gross Longs:	29,678	44,098	18,237
– Gross Shorts:	37,180	41,787	13,046
– Long to Short Ratio:	0.8 to 1	1.1 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	25.4	67.7	76.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.2	-4.6	-7.0

Nasdaq Mini Futures:

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.0	49.9	16.0
– Percent of Open Interest Shorts:	23.0	58.9	16.0
– Net Position:	21,105	-21,216	111
– Gross Longs:	75,218	117,339	37,670
– Gross Shorts:	54,113	138,555	37,559
– Long to Short Ratio:	1.4 to 1	0.8 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.8	13.5	44.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.6	4.2	-4.9

Russell 2000 Mini Futures:

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.3	78.5	5.2
– Percent of Open Interest Shorts:	17.0	78.1	3.8
– Net Position:	-9,794	1,889	7,905
– Gross Longs:	87,235	446,824	29,602
– Gross Shorts:	97,029	444,935	21,697
– 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):	48.9	50.0	55.4
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-26.5	30.2	-22.1

Nikkei Stock Average Futures (USD):

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.2	52.7	36.1
– Percent of Open Interest Shorts:	24.4	62.2	13.4
– Net Position:	-2,186	-1,573	3,759
– Gross Longs:	1,846	8,713	5,976
– Gross Shorts:	4,032	10,286	2,217
– Long to Short Ratio:	0.5 to 1	0.8 to 1	2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.3	48.4	63.0
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.0	-11.6	52.6

MSCI EAFE Mini Futures:

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.2	89.1	2.3
– Percent of Open Interest Shorts:	4.4	94.1	1.2
– Net Position:	16,706	-21,464	4,758
– Gross Longs:	35,596	384,699	9,742
– Gross Shorts:	18,890	406,163	4,984
– Long to Short Ratio:	1.9 to 1	0.9 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	33.2	61.8	59.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-34.0	33.2	3.2

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

20 Feb

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).

30-Day Federal Funds:

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.8	69.6	1.6
– Percent of Open Interest Shorts:	18.8	62.3	1.9
– Net Position:	-80,391	83,820	-3,429
– Gross Longs:	136,008	799,270	18,550
– Gross Shorts:	216,399	715,450	21,979
– Long to Short Ratio:	0.6 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	19.9	79.7	64.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.9	16.8	9.8

2-Year Treasury Note:

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.1	67.6	7.1
– Percent of Open Interest Shorts:	28.2	64.0	4.6
– Net Position:	-142,489	85,740	56,749
– Gross Longs:	518,150	1,584,929	165,585
– Gross Shorts:	660,639	1,499,189	108,836
– Long to Short Ratio:	0.8 to 1	1.1 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.2	33.9	64.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.6	-4.8	-8.7

5-Year Treasury Note:

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.5	66.6	8.3
– Percent of Open Interest Shorts:	22.7	65.4	9.4
– Net Position:	-6,152	43,260	-37,108
– Gross Longs:	793,241	2,345,137	292,707
– Gross Shorts:	799,393	2,301,877	329,815
– Long to Short Ratio:	1.0 to 1	1.0 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	93.7	13.6	60.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	29.8	-20.1	-17.3

10-Year Treasury Note:

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.9	69.3	9.5
– Percent of Open Interest Shorts:	15.0	67.5	14.2
– Net Position:	103,413	64,055	-167,468
– Gross Longs:	645,250	2,498,104	343,023
– Gross Shorts:	541,837	2,434,049	510,491
– Long to Short Ratio:	1.2 to 1	1.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	94.6	23.9	31.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.3	4.8	-32.9

Ultra 10-Year Notes:

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.1	69.5	9.0
– Percent of Open Interest Shorts:	6.6	72.9	18.1
– Net Position:	157,117	-43,013	-114,104
– Gross Longs:	239,996	872,832	113,410
– Gross Shorts:	82,879	915,845	227,514
– Long to Short Ratio:	2.9 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	88.7	25.8	4.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.8	-3.1	-17.3

US Treasury Bonds:

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.4	75.9	12.7
– Percent of Open Interest Shorts:	24.2	58.0	14.8
– Net Position:	-191,002	215,916	-24,914
– Gross Longs:	101,705	916,697	153,685
– Gross Shorts:	292,707	700,781	178,599
– Long to Short Ratio:	0.3 to 1	1.3 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	20.1	88.9	35.2
– COT Index Reading (3 Year Range):	Bearish	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.0	6.4	-12.8

Ultra US Treasury Bonds:

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.1	77.7	12.9
– Percent of Open Interest Shorts:	28.5	56.7	13.6
– Net Position:	-229,297	237,111	-7,814
– Gross Longs:	91,785	875,369	144,842
– Gross Shorts:	321,082	638,258	152,656
– Long to Short Ratio:	0.3 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.3	44.0	6.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.6	-4.9	6.5

3-Month Eurodollars:

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.3	48.9	5.2
– Percent of Open Interest Shorts:	13.4	51.7	7.3
– Net Position:	563,386	-317,754	-245,632
– Gross Longs:	2,087,589	5,566,009	586,384
– Gross Shorts:	1,524,203	5,883,763	832,016
– 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):	70.0	28.0	71.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.9	4.8	-18.7

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

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

Bonds CountingPips Forex Blog investing Opinions

20 Feb

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).

CORN:

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.9	46.0	8.4
– Percent of Open Interest Shorts:	4.5	70.7	10.1
– Net Position:	514,459	-481,346	-33,113
– Gross Longs:	602,210	896,093	163,128
– Gross Shorts:	87,751	1,377,439	196,241
– Long to Short Ratio:	6.9 to 1	0.7 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	95.8	3.4	28.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.8	1.9	-3.7

SUGAR:

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.1	52.6	10.0
– Percent of Open Interest Shorts:	4.9	78.8	4.0
– Net Position:	226,940	-294,217	67,277
– Gross Longs:	282,253	591,834	112,037
– Gross Shorts:	55,313	886,051	44,760
– Long to Short Ratio:	5.1 to 1	0.7 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	83.3	12.4	97.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.6	8.1	4.9

COFFEE:

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.1	48.7	4.5
– Percent of Open Interest Shorts:	9.2	67.6	2.6
– Net Position:	43,702	-48,844	5,142
– Gross Longs:	67,420	125,729	11,742
– Gross Shorts:	23,718	174,573	6,600
– Long to Short Ratio:	2.8 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.3	14.0	23.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.7	-0.6	-12.3

SOYBEANS:

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.1	47.0	7.7
– Percent of Open Interest Shorts:	4.1	72.2	8.5
– Net Position:	236,108	-228,977	-7,131
– Gross Longs:	273,814	428,039	69,846
– Gross Shorts:	37,706	657,016	76,977
– Long to Short Ratio:	7.3 to 1	0.7 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	88.7	11.9	72.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.3	1.7	-2.2

SOYBEAN OIL:

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.0	42.7	9.2
– Percent of Open Interest Shorts:	4.9	71.3	4.8
– Net Position:	122,006	-144,438	22,432
– Gross Longs:	146,539	216,046	46,620
– Gross Shorts:	24,533	360,484	24,188
– Long to Short Ratio:	6.0 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.9	6.7	100.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.1	6.7	15.6

SOYBEAN MEAL:

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.0	47.7	12.8
– Percent of Open Interest Shorts:	3.6	77.3	6.6
– Net Position:	97,594	-123,570	25,976
– Gross Longs:	112,519	199,048	53,608
– Gross Shorts:	14,925	322,618	27,632
– Long to Short Ratio:	7.5 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.8	28.3	74.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.0	5.6	11.9

LIVE CATTLE:

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.9	36.6	8.7
– Percent of Open Interest Shorts:	11.2	61.1	12.9
– Net Position:	96,201	-82,011	-14,190
– Gross Longs:	133,748	122,828	29,088
– Gross Shorts:	37,547	204,839	43,278
– Long to Short Ratio:	3.6 to 1	0.6 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.2	39.3	52.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	25.7	-27.2	-14.0

LEAN HOGS:

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.3	30.9	8.4
– Percent of Open Interest Shorts:	14.5	52.4	12.6
– Net Position:	65,156	-54,474	-10,682
– Gross Longs:	101,964	78,355	21,341
– Gross Shorts:	36,808	132,829	32,023
– Long to Short Ratio:	2.8 to 1	0.6 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	93.2	16.2	29.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	27.8	-24.8	-1.4

COTTON:

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	41.8	38.2	8.0
– Percent of Open Interest Shorts:	4.1	81.1	2.7
– Net Position:	92,006	-104,800	12,794
– Gross Longs:	101,955	93,158	19,482
– Gross Shorts:	9,949	197,958	6,688
– Long to Short Ratio:	10.2 to 1	0.5 to 1	2.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.7	19.5	87.3
– COT Index Reading (3 Year Range):	Bullish	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.0	-4.8	2.2

COCOA:

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.4	41.3	6.1
– Percent of Open Interest Shorts:	19.9	57.2	2.6
– Net Position:	26,165	-33,361	7,196
– Gross Longs:	67,791	86,307	12,676
– Gross Shorts:	41,626	119,668	5,480
– Long to Short Ratio:	1.6 to 1	0.7 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	47.2	49.1	93.9
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.5	7.3	1.4

WHEAT:

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.1	36.4	8.3
– Percent of Open Interest Shorts:	22.8	41.2	10.7
– Net Position:	31,822	-21,048	-10,774
– Gross Longs:	132,289	160,252	36,470
– Gross Shorts:	100,467	181,300	47,244
– Long to Short Ratio:	1.3 to 1	0.9 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.4	40.7	50.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.5	0.9	11.0

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

20 Feb

COT Currency Futures Charts: US Dollar, Euro, Yen, Franc, Aussie, 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 February 16 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:	44.0	35.6	14.7
– Percent of Open Interest Shorts:	83.8	1.0	9.5
– Net Position:	-14,287	12,433	1,854
– Gross Longs:	15,842	12,808	5,276
– Gross Shorts:	30,129	375	3,422
– Long to Short Ratio:	0.5 to 1	34.2 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	1.1	95.2	43.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.1	-3.7	20.3

EURO Currency:

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.0	52.2	13.7
– Percent of Open Interest Shorts:	12.3	80.9	5.8
– Net Position:	140,006	-193,756	53,750
– Gross Longs:	222,895	352,756	92,886
– Gross Shorts:	82,889	546,512	39,136
– Long to Short Ratio:	2.7 to 1	0.6 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.0	21.0	84.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.9	2.1	-7.9

BRITISH POUND STERLING:

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.2	39.5	24.2
– Percent of Open Interest Shorts:	22.3	61.6	15.0
– Net Position:	22,167	-37,858	15,691
– Gross Longs:	60,269	67,674	41,458
– Gross Shorts:	38,102	105,532	25,767
– Long to Short Ratio:	1.6 to 1	0.6 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	83.0	14.1	99.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.3	-13.9	16.0

JAPANESE YEN:

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.5	49.3	13.8
– Percent of Open Interest Shorts:	15.7	68.2	14.7
– Net Position:	37,182	-35,486	-1,696
– Gross Longs:	66,732	92,764	26,010
– Gross Shorts:	29,550	128,250	27,706
– Long to Short Ratio:	2.3 to 1	0.7 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.0	17.8	53.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.8	17.8	-47.0

SWISS FRANC:

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.7	28.6	37.6
– Percent of Open Interest Shorts:	15.3	57.9	25.7
– Net Position:	8,371	-14,091	5,720
– Gross Longs:	15,745	13,748	18,061
– Gross Shorts:	7,374	27,839	12,341
– Long to Short Ratio:	2.1 to 1	0.5 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.3	14.0	81.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.6	6.4	-13.8

CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.3	43.0	27.8
– Percent of Open Interest Shorts:	23.1	64.1	11.8
– Net Position:	8,164	-33,588	25,424
– Gross Longs:	45,021	68,547	44,228
– Gross Shorts:	36,857	102,135	18,804
– Long to Short Ratio:	1.2 to 1	0.7 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.8	26.3	85.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.3	3.1	2.5

AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.8	34.4	25.5
– Percent of Open Interest Shorts:	40.8	44.4	13.5
– Net Position:	-2,821	-14,170	16,991
– Gross Longs:	54,675	48,431	35,963
– Gross Shorts:	57,496	62,601	18,972
– Long to Short Ratio:	1.0 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.3	9.3	95.1
– COT Index Reading (3 Year Range):	Bullish	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.2	-0.4	-1.4

NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	62.9	22.2	13.1
– Percent of Open Interest Shorts:	34.4	58.5	5.3
– Net Position:	13,711	-17,451	3,740
– Gross Longs:	30,243	10,690	6,293
– Gross Shorts:	16,532	28,141	2,553
– Long to Short Ratio:	1.8 to 1	0.4 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	80.2	15.4	94.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.4	-1.7	-5.2

MEXICAN PESO:

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.3	58.3	4.8
– Percent of Open Interest Shorts:	34.4	62.0	2.0
– Net Position:	1,412	-6,033	4,621
– Gross Longs:	57,670	95,153	7,920
– Gross Shorts:	56,258	101,186	3,299
– Long to Short Ratio:	1.0 to 1	0.9 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.0	84.4	62.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.8	-4.3	-2.1

BRAZIL REAL:

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.9	63.2	9.8
– Percent of Open Interest Shorts:	78.5	15.3	6.2
– Net Position:	-18,206	16,908	1,298
– Gross Longs:	9,506	22,305	3,473
– Gross Shorts:	27,712	5,397	2,175
– Long to Short Ratio:	0.3 to 1	4.1 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.6	45.4	87.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.8	26.0	-9.1

RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.0	61.2	6.8
– Percent of Open Interest Shorts:	33.7	61.7	4.6
– Net Position:	-531	-129	660
– Gross Longs:	9,732	18,644	2,072
– Gross Shorts:	10,263	18,773	1,412
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.1	85.2	64.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.2	2.8	4.5

BITCOIN FUTURES:

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	58.4	3.2	30.7
– Percent of Open Interest Shorts:	83.7	1.9	6.7
– Net Position:	-2,893	145	2,748
– Gross Longs:	6,672	365	3,508
– Gross Shorts:	9,565	220	760
– Long to Short Ratio:	0.7 to 1	1.7 to 1	4.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	22.5	56.3	80.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.6	-35.8	5.9

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

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

CountingPips Forex Blog investing Opinions

05 Dec

US Dollar Index Speculators added to their bearish bets this week

US Dollar Index Speculator Positions

Large currency speculators edged their bearish net positions slightly higher in the US Dollar Index futures markets this week, according to the latest Commitment of Traders (COT) data released by the Commodity Futures Trading Commission (CFTC) on Friday.

The non-commercial futures contracts of US Dollar Index futures, traded by large speculators and hedge funds, totaled a net position of -3,075 contracts in the data reported through Tuesday December 1st. This was a weekly decrease of -321 contracts from the previous week which had a total of -2,754 net contracts.

This week’s net position was the result of the gross bullish position (longs) gaining by 4,061 contracts (to a weekly total of 23,708 contracts) but being more than offset by the gross bearish position (shorts) which rose by 4,382 contracts on the week (to a total of 26,783 contracts).

The US Dollar Index speculators raised their bearish bets for a second straight week and for the third time in the past four weeks this week. The Dollar Index spec position has now been in bearish territory for four straight weeks after rising to a small bullish position on November 3rd. Overall, the Dollar position has now been in a bearish standing for twenty-three out of the past twenty-five weeks, dating back to early June when the streak of 109 consecutive weeks of dollar bullish positions ended.

Individual Currencies Data this week:

In all of the individual contracts data, the major currencies that saw improving speculator positions this week were the euro (1,644 weekly change in contracts), British pound sterling (9,231 contracts), Japanese yen (7,261 contracts), New Zealand dollar (746 contracts) and the Mexican peso (5,246 contracts).

The currencies whose speculative bets declined this week were the US dollar index (-321 weekly change in contracts), Swiss franc (-335 contracts), Canadian dollar (-4,397 contracts) and the Australian dollar (-5,523 contracts).

Chart: Current Strength of Each Currency compared to their 3-Year Range

The above chart depicts each currency’s current speculator strength level compared to data of the past 3 years. A score of 0 percent would mean speculator bets are currently at the lowest level of the past three years. A 100 percent score would be at the highest level while a 50 percent score would mean speculator bets are right in the middle of the data (a neutral score). We use above 80 percent (extreme bullish) and below 20 percent (extreme bearish) as extreme score measurements.

Please see the data table and individual currency charts below.

Table of Large Speculator Levels & Weekly Changes:

Currency	Net Speculator Position	Specs Weekly Change
USD Index	-3,075	-321
EuroFx	139,894	1,644
GBP	-7,899	9,231
JPY	47,503	7,261
CHF	14,651	-335
CAD	-21,243	-4,397
AUD	-10,800	-5,523
NZD	9,058	746
MXN	29,041	5,246

This latest COT data is through Tuesday and shows a quick view of how large speculators or non-commercials (for-profit traders) 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 dollar will gain versus the euro.

Weekly Charts: Large Trader Weekly Positions vs Price

EuroFX:

The Euro large speculator standing this week equaled a net position of 139,894 contracts in the data reported through Tuesday. This was a weekly increase of 1,644 contracts from the previous week which had a total of 138,250 net contracts.

British Pound Sterling:

The large British pound sterling speculator level came in at a net position of -7,899 contracts in the data reported this week. This was a weekly gain of 9,231 contracts from the previous week which had a total of -17,130 net contracts.

Japanese Yen:

Large Japanese yen speculators resulted in a net position of 47,503 contracts in this week’s data. This was a weekly gain of 7,261 contracts from the previous week which had a total of 40,242 net contracts.

Swiss Franc:

The Swiss franc speculator standing this week was a net position of 14,651 contracts in the data through Tuesday. This was a weekly decline of -335 contracts from the previous week which had a total of 14,986 net contracts.

Canadian Dollar:

Canadian dollar speculators was a net position of -21,243 contracts this week. This was a lowering of -4,397 contracts from the previous week which had a total of -16,846 net contracts.

Australian Dollar:

The large speculator positions in Australian dollar futures equaled a net position of -10,800 contracts this week in the data ending Tuesday. This was a weekly decline of -5,523 contracts from the previous week which had a total of -5,277 net contracts.

New Zealand Dollar:

The New Zealand dollar speculative standing reached a net position of 9,058 contracts this week in the latest COT data. This was a weekly lift of 746 contracts from the previous week which had a total of 8,312 net contracts.

Mexican Peso:

Mexican peso speculators equaled a net position of 29,041 contracts this week. This was a weekly boost of 5,246 contracts from the previous week which had a total of 23,795 net contracts.

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

05 Dec

WTI Crude Oil Speculators edged bullish bets lower after strong run

WTI Crude Oil Futures Sentiment: Updated Data Through: December 01 2020

WTI Crude Oil Large Trader Net Positions:

WTI Crude Oil Non-Commercial Speculator Positions:

Large energy speculators cut back on their bullish net positions in the WTI Crude Oil futures markets this week, according to the latest Commitment of Traders (COT) data released by the Commodity Futures Trading Commission (CFTC) on Friday.

The non-commercial futures contracts of WTI Crude Oil futures, traded by large speculators and hedge funds, totaled a net position of 517,165 contracts in the data reported through December 1st. This was a weekly shortfall of -5,474 net contracts from the previous week which had a total of 522,639 net contracts.

The week’s net position was the result of the gross bullish position (longs) gaining by 4,190 contracts (to a weekly total of 677,347 contracts) while the gross bearish position (shorts) increased by 9,664 contracts for the week (to a total of 160,182 contracts).

Crude oil speculators trimmed their bullish bets this week following a strong three-week run of rising bullish positions. Previously, bullish bets had jumped by a combined total of +80,179 contracts over the prior three weeks that pushed the net position back over the +500,000 contract level for the first time in twelve weeks and move the net position to the highest level in sixteen weeks. Despite this week’s slight decline, the net position remains above the +500,000 contract level for a second straight week at a total of +517,165 contracts.

The large speculators Strength Index level, the current score for traders compared to levels of the past three years, shows that specs are currently at a Bullish level with a score of 52.0 percent.

Speculators are seen as trend followers and usually trade in tandem with the price direction (blue line in above chart). At the extreme levels, specs are very important to watch as they have a tendency to bet the wrong way (that the trend will continue to even more extreme levels).

TRADER TYPE DATA:	SPECULATORS
– Percent of Open Interest Longs:	31.9
– Percent of Open Interest Shorts:	7.5
– Net Position:	517,165
– Gross Longs:	677,347
– Gross Shorts:	160,182
– Long to Short Ratio:	4.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.0
– COT Index Reading (3 Year Range):	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.8

Current Trader Positions as Percent of Open Interest:

Commercial Trader Positions:

The commercial traders position this week came in at a total net position of -559,995 contracts. This was a weekly change of -4,209 contracts from the total net of -555,786 contracts reported the previous week.

The commercials Strength Index level, a score that measures the contract levels of the past three years within a range of 0 to 100, shows that Commercials are currently at a Bearish level with a score of 41.8 percent.

At the extreme levels, commercials are very important to watch as they have a tendency to be correct at the major turning points in price trends.

TRADER TYPE DATA:	COMMERCIALS
– Percent of Open Interest Longs:	30.5
– Percent of Open Interest Shorts:	56.9
– Net Position:	-559,995
– Gross Longs:	646,931
– Gross Shorts:	1,206,926
– Long to Short Ratio:	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	41.8
– COT Index Reading (3 Year Range):	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.0

Small Trader Positions:

The small traders position this week totaled a net position of 42,830 contracts. This was a weekly change of 9,683 contracts from the total net of 33,147 contracts reported the previous week.

The small traders Strength Index level shows that smalls are currently at a Bullish-Extreme level with a score of 88.6 percent.

Small traders are less important to watch (in most cases) as their numbers tend to be just a small part of the total trading open interest.

TRADER TYPE DATA:	SMALL TRADERS
– Percent of Open Interest Longs:	4.5
– Percent of Open Interest Shorts:	2.5
– Net Position:	42,830
– Gross Longs:	96,053
– Gross Shorts:	53,223
– Long to Short Ratio:	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	88.6
– COT Index Reading (3 Year Range):	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	36.6

*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) as well as the commercial traders (hedgers & traders for business purposes) 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).

By CountingPips.com

CountingPips Forex Blog Energy Financial News investing

05 Dec

10-Year Treasury Note Speculators drop bullish bets for 2nd week

10-Year Note Futures Sentiment: Updated Data Through: December 01 2020

10-Year Note Large Trader Net Positions:

10-Year Note Non-Commercial Speculator Positions:

Large bond speculators lowered their bullish net positions in the 10-Year Note futures markets once again this week, according to the latest Commitment of Traders (COT) data released by the Commodity Futures Trading Commission (CFTC) on Friday.

The non-commercial futures contracts of 10-Year Note futures, traded by large speculators and hedge funds, totaled a net position of 25,748 contracts in the data reported through December 1st. This was a weekly drop of -89,227 net contracts from the previous week which had a total of 114,975 net contracts.

The week’s net position was the result of the gross bullish position (longs) lowering by -59,080 contracts (to a weekly total of 544,817 contracts) while the gross bearish position (shorts) gained by 30,147 contracts for the week (to a total of 519,069 contracts).

Speculative positions fell sharply this week for a second straight week and dropped the overall bullish standing to the lowest level of the past month. The bullish position has fallen by a total of -126,571 contracts in just the past two weeks and brought the current standing to a small bullish position of just +25,748 contracts. The speculative position has mostly remained in a small bullish level since ending a long streak of bearish positions in early June.

The large speculators Strength Index level, the current score for traders compared to levels of the past three years, shows that specs are currently at a Bullish-Extreme level with a score of 86.1 percent.

TRADER TYPE DATA:	SPECULATORS
– Percent of Open Interest Longs:	17.0
– Percent of Open Interest Shorts:	16.2
– Net Position:	25,748
– Gross Longs:	544,817
– Gross Shorts:	519,069
– Long to Short Ratio:	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.1
– COT Index Reading (3 Year Range):	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.3

Current Trader Positions as Percent of Open Interest:

Commercial Trader Positions:

The commercial traders position this week came in at a total net position of 20,265 contracts. This was a weekly change of 97,594 contracts from the total net of -77,329 contracts reported the previous week.

At the extreme levels, commercials are very important to watch as they have a tendency to be correct at the major turning points in price trends.

TRADER TYPE DATA:	COMMERCIALS
– Percent of Open Interest Longs:	68.9
– Percent of Open Interest Shorts:	68.3
– Net Position:	20,265
– Gross Longs:	2,205,787
– Gross Shorts:	2,185,522
– Long to Short Ratio:	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	19.7
– COT Index Reading (3 Year Range):	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.1

Small Trader Positions:

The small traders position this week totaled a net position of -46,013 contracts. This was a weekly change of -8,367 contracts from the total net of -37,646 contracts reported the previous week.

The small traders Strength Index level shows that smalls are currently at a Bullish level with a score of 63.7 percent.

Small traders are less important to watch (in most cases) as their numbers tend to be just a small part of the total trading open interest.

TRADER TYPE DATA:	SMALL TRADERS
– Percent of Open Interest Longs:	11.2
– Percent of Open Interest Shorts:	12.6
– Net Position:	-46,013
– Gross Longs:	357,899
– Gross Shorts:	403,912
– Long to Short Ratio:	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.7
– COT Index Reading (3 Year Range):	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-20.0

*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) as well as the commercial traders (hedgers & traders for business purposes) 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).

By CountingPips.com

CountingPips Forex Blog Financial News investing

05 Dec

Gold Speculators pushed bullish bets to 19-week high

Gold Futures Sentiment: Updated Data Through: December 01 2020

Gold Large Trader Net Positions:

Gold Non-Commercial Speculator Positions:

Large precious metals speculators increased their bullish net positions in the Gold futures markets this week, according to the latest Commitment of Traders (COT) data released by the Commodity Futures Trading Commission (CFTC) on Friday.

The non-commercial futures contracts of Gold futures, traded by large speculators and hedge funds, totaled a net position of 260,314 contracts in the data reported through December 01 2020. This was a weekly gain of 16,412 net contracts from the previous week which had a total of 243,902 net contracts.

The week’s net position was the result of the gross bullish position (longs) going up by 4,020 contracts (to a weekly total of 324,344 contracts) while the gross bearish position (shorts) fell by -12,392 contracts for the week (to a total of 64,030 contracts).

Gold speculators sharply boosted their bets this week for the second time in the past three weeks. The increase marked the largest one-week rise in the past nine weeks and pushed the bullish position to the highest level in nineteen weeks, dating back to July 21st. The gold speculator level has now been in a continuous bullish position for one hundred and seven weeks, starting back on November 20th of 2018.

TRADER TYPE DATA:	SPECULATORS
– Percent of Open Interest Longs:	60.3
– Percent of Open Interest Shorts:	11.9
– Net Position:	260,314
– Gross Longs:	324,344
– Gross Shorts:	64,030
– Long to Short Ratio:	5.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.2
– COT Index Reading (3 Year Range):	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.7

Current Trader Positions as Percent of Open Interest:

Commercial Trader Positions:

The commercial traders position this week came in at a total net position of -293,263 contracts. This was a weekly change of -8,434 contracts from the total net of -284,829 contracts reported the previous week.

At the extreme levels, commercials are very important to watch as they have a tendency to be correct at the major turning points in price trends.

TRADER TYPE DATA:	COMMERCIALS
– Percent of Open Interest Longs:	20.5
– Percent of Open Interest Shorts:	75.0
– Net Position:	-293,263
– Gross Longs:	110,108
– Gross Shorts:	403,371
– Long to Short Ratio:	0.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	22.4
– COT Index Reading (3 Year Range):	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.2

Small Trader Positions:

The small traders position this week totaled a net position of 32,949 contracts. This was a weekly change of -7,978 contracts from the total net of 40,927 contracts reported the previous week.

The small traders Strength Index level shows that smalls are currently at a Bullish level with a score of 63.6 percent.

Small traders are less important to watch (in most cases) as their numbers tend to be just a small part of the total trading open interest.

TRADER TYPE DATA:	SMALL TRADERS
– Percent of Open Interest Longs:	10.3
– Percent of Open Interest Shorts:	4.2
– Net Position:	32,949
– Gross Longs:	55,439
– Gross Shorts:	22,490
– Long to Short Ratio:	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.6
– COT Index Reading (3 Year Range):	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-28.3

*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) as well as the commercial traders (hedgers & traders for business purposes) 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).

By CountingPips.com

CountingPips Forex Blog Financial News investing Metals

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