Archive for investing – Page 10

15 Jan

COT Currency Speculators raise their Euro bets into bullish territory

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

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

The latest COT data is updated through Tuesday January 11th 2022 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.

Highlighting the COT currency data is the bounce back into bullish territory for the Euro in the currency futures contracts. Euro speculators boosted their bets for a fourth consecutive week this week and brought the overall speculator position into its first bullish standing in the past nine weeks (the current net position is now +6,005 contracts). Euro bets had spent from March 2020 through September 2021 in bullish territory with the Euro price reaching as high as 1.2350 before faltering. Speculator bets dropped into bearish territory in October as the euro was in the middle of a downtrend that reached a low of approximately 1.12 on November 24th. Since then, the euro has climbed back above 1.14 and the speculator positions have tipped their toes back into bullish territory. Could a bullish trend change follow?

Joining the Euro (7,559 contracts) with positive changes this week were the Swiss franc (1,869 contracts), British pound sterling (10,005 contracts), New Zealand dollar (241 contracts), Canadian dollar (3,649 contracts), Russian ruble (2,288 contracts), Bitcoin (227 contracts) and the Mexican peso (5,039 contracts).

The currencies with declining bets were the US Dollar Index (-1,186 contracts), yen (-25,263 contracts), Australian dollar (-2,120 contracts) and the Brazil real (-9,736 contracts).

Data Snapshot of Forex Market Traders | Columns Legend
Jan-11-2022OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index57,2188337,89291-44,14616,25485
EUR682,293776,00537-33,3906627,38520
GBP200,49339-29,1665338,03252-8,86637
JPY234,00578-87,52513108,39290-20,8675
CHF42,71318-7,6605715,59948-7,93940
CAD138,57122-7,376441,996585,38040
AUD185,45372-91,4860103,60996-12,12323
NZD42,06628-8,6045710,30446-1,70032
MXN127,15515-4,451251,238733,21357
RUB44,981459,61736-11,074601,45774
BRL31,08729-10,8125410,84848-3666
Bitcoin10,85558-37795-182055926

 

US Dollar Index Futures:

US Dollar Index Forex Futures COT ChartThe US Dollar Index large speculator standing this week resulted in a net position of 37,892 contracts in the data reported through Tuesday. This was a weekly decrease of -1,186 contracts from the previous week which had a total of 39,078 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 91.1 percent. The commercials are Bearish-Extreme with a score of 1.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.9 percent.

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:80.23.014.7
– Percent of Open Interest Shorts:13.980.23.7
– Net Position:37,892-44,1466,254
– Gross Longs:45,8721,7418,396
– Gross Shorts:7,98045,8872,142
– Long to Short Ratio:5.7 to 10.0 to 13.9 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):91.11.284.9
– Strength Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:3.5-6.218.5

 

Euro Currency Futures:

Euro Currency Futures COT ChartThe Euro Currency large speculator standing this week resulted in a net position of 6,005 contracts in the data reported through Tuesday. This was a weekly gain of 7,559 contracts from the previous week which had a total of -1,554 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 36.8 percent. The commercials are Bullish with a score of 66.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.8 percent.

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:30.057.011.7
– Percent of Open Interest Shorts:29.161.97.7
– Net Position:6,005-33,39027,385
– Gross Longs:204,361389,19179,993
– Gross Shorts:198,356422,58152,608
– Long to Short Ratio:1.0 to 10.9 to 11.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):36.866.319.8
– Strength Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:9.0-6.4-11.1

 

British Pound Sterling Futures:

British Pound Sterling Futures COT ChartThe British Pound Sterling large speculator standing this week resulted in a net position of -29,166 contracts in the data reported through Tuesday. This was a weekly rise of 10,005 contracts from the previous week which had a total of -39,171 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 53.0 percent. The commercials are Bullish with a score of 52.2 percent and the small traders (not shown in chart) are Bearish with a score of 37.3 percent.

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.272.111.4
– Percent of Open Interest Shorts:29.853.115.8
– Net Position:-29,16638,032-8,866
– Gross Longs:30,506144,55022,846
– Gross Shorts:59,672106,51831,712
– Long to Short Ratio:0.5 to 11.4 to 10.7 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):53.052.237.3
– Strength Index Reading (3 Year Range):BullishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:7.0-9.312.4

 

Japanese Yen Futures:

Japanese Yen Forex Futures COT ChartThe Japanese Yen large speculator standing this week resulted in a net position of -87,525 contracts in the data reported through Tuesday. This was a weekly fall of -25,263 contracts from the previous week which had a total of -62,262 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 12.7 percent. The commercials are Bullish-Extreme with a score of 90.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.6 percent.

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:9.681.17.5
– Percent of Open Interest Shorts:47.034.716.5
– Net Position:-87,525108,392-20,867
– Gross Longs:22,364189,70817,631
– Gross Shorts:109,88981,31638,498
– Long to Short Ratio:0.2 to 12.3 to 10.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):12.790.04.6
– Strength Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-5.58.1-16.8

 

Swiss Franc Futures:

Swiss Franc Forex Futures COT ChartThe Swiss Franc large speculator standing this week resulted in a net position of -7,660 contracts in the data reported through Tuesday. This was a weekly rise of 1,869 contracts from the previous week which had a total of -9,529 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 56.6 percent. The commercials are Bearish with a score of 48.4 percent and the small traders (not shown in chart) are Bearish with a score of 40.0 percent.

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:10.765.323.7
– Percent of Open Interest Shorts:28.628.842.3
– Net Position:-7,66015,599-7,939
– Gross Longs:4,57127,89710,124
– Gross Shorts:12,23112,29818,063
– Long to Short Ratio:0.4 to 12.3 to 10.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):56.648.440.0
– Strength Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:11.4-6.3-2.8

 

Canadian Dollar Futures:

Canadian Dollar Forex Futures COT ChartThe Canadian Dollar large speculator standing this week resulted in a net position of -7,376 contracts in the data reported through Tuesday. This was a weekly gain of 3,649 contracts from the previous week which had a total of -11,025 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 44.4 percent. The commercials are Bullish with a score of 57.6 percent and the small traders (not shown in chart) are Bearish with a score of 40.5 percent.

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:32.043.022.2
– Percent of Open Interest Shorts:37.341.518.3
– Net Position:-7,3761,9965,380
– Gross Longs:44,28459,56930,707
– Gross Shorts:51,66057,57325,327
– Long to Short Ratio:0.9 to 11.0 to 11.2 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):44.457.640.5
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:6.1-5.42.3

 

Australian Dollar Futures:

Australian Dollar Forex Futures COT ChartThe Australian Dollar large speculator standing this week resulted in a net position of -91,486 contracts in the data reported through Tuesday. This was a weekly fall of -2,120 contracts from the previous week which had a total of -89,366 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 96.2 percent and the small traders (not shown in chart) are Bearish with a score of 22.9 percent.

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:6.781.19.9
– Percent of Open Interest Shorts:56.025.216.5
– Net Position:-91,486103,609-12,123
– Gross Longs:12,383150,37518,406
– Gross Shorts:103,86946,76630,529
– Long to Short Ratio:0.1 to 13.2 to 10.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):0.096.222.9
– Strength Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-10.56.65.9

 

New Zealand Dollar Futures:

New Zealand Dollar Forex Futures COT ChartThe New Zealand Dollar large speculator standing this week resulted in a net position of -8,604 contracts in the data reported through Tuesday. This was a weekly increase of 241 contracts from the previous week which had a total of -8,845 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 56.8 percent. The commercials are Bearish with a score of 46.3 percent and the small traders (not shown in chart) are Bearish with a score of 32.4 percent.

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.165.77.1
– Percent of Open Interest Shorts:46.541.211.1
– Net Position:-8,60410,304-1,700
– Gross Longs:10,96027,6502,979
– Gross Shorts:19,56417,3464,679
– Long to Short Ratio:0.6 to 11.6 to 10.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):56.846.332.4
– Strength Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-32.330.2-4.3

 

Mexican Peso Futures:

Mexican Peso Futures COT ChartThe Mexican Peso large speculator standing this week resulted in a net position of -4,451 contracts in the data reported through Tuesday. This was a weekly increase of 5,039 contracts from the previous week which had a total of -9,490 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 25.4 percent. The commercials are Bullish with a score of 73.3 percent and the small traders (not shown in chart) are Bullish with a score of 56.6 percent.

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:41.852.85.0
– Percent of Open Interest Shorts:45.351.92.4
– Net Position:-4,4511,2383,213
– Gross Longs:53,19467,1736,301
– Gross Shorts:57,64565,9353,088
– Long to Short Ratio:0.9 to 11.0 to 12.0 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):25.473.356.6
– Strength Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:23.6-25.019.4

 

Brazilian Real Futures:

Brazil Real Futures COT ChartThe Brazilian Real large speculator standing this week resulted in a net position of -10,812 contracts in the data reported through Tuesday. This was a weekly decrease of -9,736 contracts from the previous week which had a total of -1,076 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 54.2 percent. The commercials are Bearish with a score of 47.9 percent and the small traders (not shown in chart) are Bullish with a score of 66.4 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:23.566.98.8
– Percent of Open Interest Shorts:58.332.08.9
– Net Position:-10,81210,848-36
– Gross Longs:7,31220,8012,721
– Gross Shorts:18,1249,9532,757
– Long to Short Ratio:0.4 to 12.1 to 11.0 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):54.247.966.4
– Strength Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:4.1-5.614.4

 

Russian Ruble Futures:

Russian Ruble Futures COT ChartThe Russian Ruble large speculator standing this week resulted in a net position of 9,617 contracts in the data reported through Tuesday. This was a weekly gain of 2,288 contracts from the previous week which had a total of 7,329 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 36.2 percent. The commercials are Bullish with a score of 60.2 percent and the small traders (not shown in chart) are Bullish with a score of 74.1 percent.

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:42.752.05.2
– Percent of Open Interest Shorts:21.376.62.0
– Net Position:9,617-11,0741,457
– Gross Longs:19,19123,4022,357
– Gross Shorts:9,57434,476900
– Long to Short Ratio:2.0 to 10.7 to 12.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):36.260.274.1
– Strength Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-9.510.4-14.6

 

Bitcoin Futures:

Bitcoin Crypto Futures COT ChartThe Bitcoin large speculator standing this week resulted in a net position of -377 contracts in the data reported through Tuesday. This was a weekly boost of 227 contracts from the previous week which had a total of -604 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 94.9 percent. The commercials are Bearish-Extreme with a score of 13.2 percent and the small traders (not shown in chart) are Bearish with a score of 25.6 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:73.93.213.3
– Percent of Open Interest Shorts:77.44.98.1
– Net Position:-377-182559
– Gross Longs:8,0253471,441
– Gross Shorts:8,402529882
– Long to Short Ratio:1.0 to 10.7 to 11.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):94.913.225.6
– Strength Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:30.9-83.7-9.9

 

Article By InvestMacro – 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) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

CountingPips Forex Blog Forex and Currency News investing Opinions
08 Jan

COT Forex Speculators US Dollar Index bullish bets climb to 117-week high

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

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

The latest COT data is updated through Tuesday January 4th 2022 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.

Highlighting the COT currency data is the continued strength in the US Dollar Index futures bets. Speculators raised their bullish bets in the Dollar Index for a third consecutive week and for the seventh time in the past ten weeks. Since turning bullish on July 6th, Dollar Index bullish bets have had positive weekly gains in twenty-two out of the past twenty-seven weeks. This positive sentiment has brought the overall speculator standing (current total of +39,078 contracts) to the highest level since October 8th of 2019, a span of 117 weeks. The current speculator strength score (current level compared to past three years of data, above 80 is bullish-extreme, below 20 is bearish-extreme) for the Dollar Index is currently at 93.2 percent for a bullish-extreme reading.

Joining the US Dollar Index (2,289 contracts) with positive changes this week were the Euro (5,080 contracts), Brazil real (4,210 contracts), Swiss franc (1,189 contracts) and the British pound sterling (11,548 contracts).

The currencies with declining speculator bets were the yen (-9,160 contracts), Australian dollar (-7,625 contracts), New Zealand dollar (-424 contracts), Canadian dollar (-691 contracts), Russian ruble (-1,135 contracts) and Bitcoin (-62 contracts) and the Mexican peso (-482 contracts).

Data Snapshot of Forex Market Traders | Columns Legend
Jan-04-2022OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index58,0898539,07893-44,71705,63978
EUR678,21875-1,55435-26,4586828,01221
GBP200,00739-39,1714649,51659-10,34534
JPY234,06878-62,2622984,74478-22,4821
CHF42,25117-9,5295314,62847-5,09948
CAD135,63320-11,025438,542622,48335
AUD180,10768-89,3661100,80994-11,44325
NZD40,30225-8,8455610,33546-1,49035
MXN119,74812-9,490237,127762,36353
RUB47,674497,32931-8,873651,54476
BRL28,21824-1,076671,28435-20864
Bitcoin10,56355-60489-93069729

 

US Dollar Index Futures:

US Dollar Index Forex Futures COT ChartThe US Dollar Index large speculator standing this week was a net position of 39,078 contracts in the data reported through Tuesday. This was a weekly lift of 2,289 contracts from the previous week which had a total of 36,789 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 93.2 percent. The commercials are Bearish-Extreme with a score of 0.3 percent and the small traders (not shown in chart) are Bullish with a score of 78.2 percent.

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:82.22.913.0
– Percent of Open Interest Shorts:14.979.93.3
– Net Position:39,078-44,7175,639
– Gross Longs:47,7501,6927,571
– Gross Shorts:8,67246,4091,932
– Long to Short Ratio:5.5 to 10.0 to 13.9 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):93.20.378.2
– Strength Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:5.7-5.92.9

 

Euro Currency Futures:

Euro Currency Futures COT ChartThe Euro Currency large speculator standing this week was a net position of -1,554 contracts in the data reported through Tuesday. This was a weekly increase of 5,080 contracts from the previous week which had a total of -6,634 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 34.5 percent. The commercials are Bullish with a score of 68.2 percent and the small traders (not shown in chart) are Bearish with a score of 20.8 percent.

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:29.457.311.9
– Percent of Open Interest Shorts:29.661.27.8
– Net Position:-1,554-26,45828,012
– Gross Longs:199,073388,74281,029
– Gross Shorts:200,627415,20053,017
– Long to Short Ratio:1.0 to 10.9 to 11.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):34.568.220.8
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:4.6-2.7-8.7

 

British Pound Sterling Futures:

British Pound Sterling Futures COT ChartThe British Pound Sterling large speculator standing this week was a net position of -39,171 contracts in the data reported through Tuesday. This was a weekly advance of 11,548 contracts from the previous week which had a total of -50,719 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 45.8 percent. The commercials are Bullish with a score of 59.0 percent and the small traders (not shown in chart) are Bearish with a score of 34.2 percent.

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:13.075.210.3
– Percent of Open Interest Shorts:32.650.415.5
– Net Position:-39,17149,516-10,345
– Gross Longs:25,980150,33220,573
– Gross Shorts:65,151100,81630,918
– Long to Short Ratio:0.4 to 11.5 to 10.7 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):45.859.034.2
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-3.32.21.8

 

Japanese Yen Futures:

Japanese Yen Forex Futures COT ChartThe Japanese Yen large speculator standing this week was a net position of -62,262 contracts in the data reported through Tuesday. This was a weekly fall of -9,160 contracts from the previous week which had a total of -53,102 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 28.7 percent. The commercials are Bullish with a score of 78.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.1 percent.

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:17.472.97.8
– Percent of Open Interest Shorts:44.036.717.4
– Net Position:-62,26284,744-22,482
– Gross Longs:40,816170,53718,339
– Gross Shorts:103,07885,79340,821
– Long to Short Ratio:0.4 to 12.0 to 10.4 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):28.778.31.1
– Strength Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:22.1-15.6-7.6

 

Swiss Franc Futures:

Swiss Franc Forex Futures COT ChartThe Swiss Franc large speculator standing this week was a net position of -9,529 contracts in the data reported through Tuesday. This was a weekly advance of 1,189 contracts from the previous week which had a total of -10,718 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 53.3 percent. The commercials are Bearish with a score of 47.3 percent and the small traders (not shown in chart) are Bearish with a score of 48.3 percent.

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:10.762.027.1
– Percent of Open Interest Shorts:33.227.439.2
– Net Position:-9,52914,628-5,099
– Gross Longs:4,51026,20411,466
– Gross Shorts:14,03911,57616,565
– Long to Short Ratio:0.3 to 12.3 to 10.7 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):53.347.348.3
– Strength Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:3.2-7.814.8

 

Canadian Dollar Futures:

Canadian Dollar Forex Futures COT ChartThe Canadian Dollar large speculator standing this week was a net position of -11,025 contracts in the data reported through Tuesday. This was a weekly reduction of -691 contracts from the previous week which had a total of -10,334 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 42.7 percent. The commercials are Bullish with a score of 61.7 percent and the small traders (not shown in chart) are Bearish with a score of 34.7 percent.

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:30.945.120.4
– Percent of Open Interest Shorts:39.038.818.6
– Net Position:-11,0258,5422,483
– Gross Longs:41,90561,19827,649
– Gross Shorts:52,93052,65625,166
– Long to Short Ratio:0.8 to 11.2 to 11.1 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):42.761.734.7
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-6.913.5-24.0

 

Australian Dollar Futures:

Australian Dollar Forex Futures COT ChartThe Australian Dollar large speculator standing this week was a net position of -89,366 contracts in the data reported through Tuesday. This was a weekly decline of -7,625 contracts from the previous week which had a total of -81,741 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.6 percent. The commercials are Bullish-Extreme with a score of 94.1 percent and the small traders (not shown in chart) are Bearish with a score of 24.5 percent.

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:7.081.010.0
– Percent of Open Interest Shorts:56.625.016.4
– Net Position:-89,366100,809-11,443
– Gross Longs:12,632145,91518,060
– Gross Shorts:101,99845,10629,503
– Long to Short Ratio:0.1 to 13.2 to 10.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):0.694.124.5
– Strength Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-24.520.4-3.1

 

New Zealand Dollar Futures:

New Zealand Dollar Forex Futures COT ChartThe New Zealand Dollar large speculator standing this week was a net position of -8,845 contracts in the data reported through Tuesday. This was a weekly fall of -424 contracts from the previous week which had a total of -8,421 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 56.4 percent. The commercials are Bearish with a score of 46.3 percent and the small traders (not shown in chart) are Bearish with a score of 34.8 percent.

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:23.467.57.4
– Percent of Open Interest Shorts:45.341.911.1
– Net Position:-8,84510,335-1,490
– Gross Longs:9,41727,2083,000
– Gross Shorts:18,26216,8734,490
– Long to Short Ratio:0.5 to 11.6 to 10.7 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):56.446.334.8
– Strength Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-38.238.8-27.6

 

Mexican Peso Futures:

Mexican Peso Futures COT ChartThe Mexican Peso large speculator standing this week was a net position of -9,490 contracts in the data reported through Tuesday. This was a weekly decrease of -482 contracts from the previous week which had a total of -9,008 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 23.3 percent. The commercials are Bullish with a score of 75.8 percent and the small traders (not shown in chart) are Bullish with a score of 53.0 percent.

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:37.557.34.9
– Percent of Open Interest Shorts:45.451.32.9
– Net Position:-9,4907,1272,363
– Gross Longs:44,87668,5955,860
– Gross Shorts:54,36661,4683,497
– Long to Short Ratio:0.8 to 11.1 to 11.7 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):23.375.853.0
– Strength Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:17.0-18.114.8

 

Brazilian Real Futures:

Brazil Real Futures COT ChartThe Brazilian Real large speculator standing this week was a net position of -1,076 contracts in the data reported through Tuesday. This was a weekly boost of 4,210 contracts from the previous week which had a total of -5,286 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 67.2 percent. The commercials are Bearish with a score of 35.1 percent and the small traders (not shown in chart) are Bullish with a score of 64.3 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:38.252.49.4
– Percent of Open Interest Shorts:42.047.810.2
– Net Position:-1,0761,284-208
– Gross Longs:10,77614,7852,657
– Gross Shorts:11,85213,5012,865
– Long to Short Ratio:0.9 to 11.1 to 10.9 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):67.235.164.3
– Strength Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:18.4-18.84.2

 

Russian Ruble Futures:

Russian Ruble Futures COT ChartThe Russian Ruble large speculator standing this week was a net position of 7,329 contracts in the data reported through Tuesday. This was a weekly decrease of -1,135 contracts from the previous week which had a total of 8,464 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 30.7 percent. The commercials are Bullish with a score of 65.2 percent and the small traders (not shown in chart) are Bullish with a score of 76.5 percent.

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:40.953.75.4
– Percent of Open Interest Shorts:25.572.32.1
– Net Position:7,329-8,8731,544
– Gross Longs:19,49025,6102,557
– Gross Shorts:12,16134,4831,013
– Long to Short Ratio:1.6 to 10.7 to 12.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):30.765.276.5
– Strength Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-25.424.07.7

 

Bitcoin Futures:

Bitcoin Crypto Futures COT ChartThe Bitcoin large speculator standing this week was a net position of -604 contracts in the data reported through Tuesday. This was a weekly decline of -62 contracts from the previous week which had a total of -542 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.2 percent. The commercials are Bearish with a score of 21.7 percent and the small traders (not shown in chart) are Bearish with a score of 28.8 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:73.54.114.2
– Percent of Open Interest Shorts:79.25.07.6
– Net Position:-604-93697
– Gross Longs:7,7674371,498
– Gross Shorts:8,371530801
– Long to Short Ratio:0.9 to 10.8 to 11.9 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):89.221.728.8
– Strength Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-10.4-78.328.8

 

Article By InvestMacro – 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) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

CountingPips Forex Blog Forex and Currency News investing Opinions
03 Jan

COT Forex Speculators edged US Dollar Index bullish bets to 115-week high

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC). The latest release was delayed by the CFTC due to the New Year’s holiday.

The latest COT data is updated through Tuesday December 28th 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.

Highlighting the COT currency data was the continued strong run of bullish bets in the US Dollar Index currency futures contracts. Dollar Index speculator bets rose for the second straight week last week and for the fifteenth time out of the past nineteen weeks. The Dollar Index speculator bets not only closed out the year at their highest standing of 2021 but the bullish bets ascended to the highest level of the past one hundred and fifteen weeks, dating back to October 22nd of 2019. The Dollar Index’s current strength index score (comparing current speculator level to the range of the past 3 years) remains in an extreme bullish level with a score of 89.2 percent.

Joining the US Dollar Index (1,674 contracts) with positive changes last week were the Euro (3,528 contracts), Brazil real (1,261 contracts), British pound sterling (6,967 contracts) and Bitcoin (336 contracts).

The currencies with declining bets were the Japanese yen (-816 contracts), Swiss franc (-1,491 contracts), Australian dollar (-1,387 contracts), New Zealand dollar (-2,285 contracts), Canadian dollar (-457 contracts), Russian ruble (-157 contracts) and the Mexican peso (-4,216 contracts).

Data Snapshot of Forex Market Traders | Columns Legend
Dec-28-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index57,8928536,78989-42,46145,67279
EUR673,27373-6,63433-18,5337025,16716
GBP205,37842-50,7193760,10165-9,38236
JPY203,81458-53,1023472,36472-19,2628
CHF40,12214-10,7185115,22648-4,50850
CAD138,69223-10,334467,167563,16736
AUD183,15270-81,741899,47693-17,7359
NZD41,86228-8,4215710,10046-1,67933
MXN102,4184-9,008248,3347667446
RUB47,726508,46433-9,886631,42273
BRL37,38439-5,286625,49341-20764
Bitcoin12,46869-54291-224076630

 

US Dollar Index Futures:

US Dollar Index Forex Futures COT ChartThe US Dollar Index large speculator standing this week totaled a net position of 36,789 contracts in the data reported through Tuesday. This was a weekly lift of 1,674 contracts from the previous week which had a total of 35,115 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.2 percent. The commercials are Bearish-Extreme with a score of 4.0 percent and the small traders (not shown in chart) are Bullish with a score of 78.6 percent.

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:81.53.612.9
– Percent of Open Interest Shorts:17.977.03.1
– Net Position:36,789-42,4615,672
– Gross Longs:47,1692,1027,471
– Gross Shorts:10,38044,5631,799
– Long to Short Ratio:4.5 to 10.0 to 14.2 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):89.24.078.6
– Strength Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:3.2-3.31.4

 

Euro Currency Futures:

Euro Currency Futures COT ChartThe Euro Currency large speculator standing this week totaled a net position of -6,634 contracts in the data reported through Tuesday. This was a weekly gain of 3,528 contracts from the previous week which had a total of -10,162 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.0 percent. The commercials are Bullish with a score of 70.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.1 percent.

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:29.557.211.4
– Percent of Open Interest Shorts:30.559.97.7
– Net Position:-6,634-18,53325,167
– Gross Longs:198,617384,85776,739
– Gross Shorts:205,251403,39051,572
– Long to Short Ratio:1.0 to 11.0 to 11.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):33.070.516.1
– Strength Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-0.92.4-9.3

 

British Pound Sterling Futures:

British Pound Sterling Futures COT ChartThe British Pound Sterling large speculator standing this week totaled a net position of -50,719 contracts in the data reported through Tuesday. This was a weekly lift of 6,967 contracts from the previous week which had a total of -57,686 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.5 percent. The commercials are Bullish with a score of 65.2 percent and the small traders (not shown in chart) are Bearish with a score of 36.2 percent.

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:11.276.410.8
– Percent of Open Interest Shorts:35.947.115.4
– Net Position:-50,71960,101-9,382
– Gross Longs:23,093156,87522,191
– Gross Shorts:73,81296,77431,573
– Long to Short Ratio:0.3 to 11.6 to 10.7 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):37.565.236.2
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-13.811.20.4

 

Japanese Yen Futures:

Japanese Yen Forex Futures COT ChartThe Japanese Yen large speculator standing this week totaled a net position of -53,102 contracts in the data reported through Tuesday. This was a weekly fall of -816 contracts from the previous week which had a total of -52,286 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 34.5 percent. The commercials are Bullish with a score of 72.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.1 percent.

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.973.98.1
– Percent of Open Interest Shorts:42.038.417.6
– Net Position:-53,10272,364-19,262
– Gross Longs:32,475150,64716,525
– Gross Shorts:85,57778,28335,787
– Long to Short Ratio:0.4 to 11.9 to 10.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):34.572.18.1
– Strength Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:25.3-21.57.3

 

Swiss Franc Futures:

Swiss Franc Forex Futures COT ChartThe Swiss Franc large speculator standing this week totaled a net position of -10,718 contracts in the data reported through Tuesday. This was a weekly reduction of -1,491 contracts from the previous week which had a total of -9,227 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 51.2 percent. The commercials are Bearish with a score of 48.0 percent and the small traders (not shown in chart) are Bullish with a score of 50.0 percent.

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:2.665.531.4
– Percent of Open Interest Shorts:29.327.642.7
– Net Position:-10,71815,226-4,508
– Gross Longs:1,04326,28612,618
– Gross Shorts:11,76111,06017,126
– Long to Short Ratio:0.1 to 12.4 to 10.7 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):51.248.050.0
– Strength Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-3.2-4.015.7

 

Canadian Dollar Futures:

Canadian Dollar Forex Futures COT ChartThe Canadian Dollar large speculator standing this week totaled a net position of -10,334 contracts in the data reported through Tuesday. This was a weekly reduction of -457 contracts from the previous week which had a total of -9,877 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.4 percent. The commercials are Bullish with a score of 56.1 percent and the small traders (not shown in chart) are Bearish with a score of 36.1 percent.

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:30.745.221.6
– Percent of Open Interest Shorts:38.140.119.3
– Net Position:-10,3347,1673,167
– Gross Longs:42,52862,71729,912
– Gross Shorts:52,86255,55026,745
– Long to Short Ratio:0.8 to 11.1 to 11.1 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):46.456.136.1
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-15.921.2-29.5

 

Australian Dollar Futures:

Australian Dollar Forex Futures COT ChartThe Australian Dollar large speculator standing this week totaled a net position of -81,741 contracts in the data reported through Tuesday. This was a weekly decline of -1,387 contracts from the previous week which had a total of -80,354 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 7.7 percent. The commercials are Bullish-Extreme with a score of 93.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.2 percent.

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:9.279.99.2
– Percent of Open Interest Shorts:53.825.518.8
– Net Position:-81,74199,476-17,735
– Gross Longs:16,885146,26616,785
– Gross Shorts:98,62646,79034,520
– Long to Short Ratio:0.2 to 13.1 to 10.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):7.793.19.2
– Strength Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-19.422.1-22.0

 

New Zealand Dollar Futures:

New Zealand Dollar Forex Futures COT ChartThe New Zealand Dollar large speculator standing this week totaled a net position of -8,421 contracts in the data reported through Tuesday. This was a weekly decrease of -2,285 contracts from the previous week which had a total of -6,136 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 57.1 percent. The commercials are Bearish with a score of 46.0 percent and the small traders (not shown in chart) are Bearish with a score of 32.6 percent.

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.864.77.2
– Percent of Open Interest Shorts:46.940.611.2
– Net Position:-8,42110,100-1,679
– Gross Longs:11,23127,0973,025
– Gross Shorts:19,65216,9974,704
– Long to Short Ratio:0.6 to 11.6 to 10.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):57.146.032.6
– Strength Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-37.639.5-37.0

 

Mexican Peso Futures:

Mexican Peso Futures COT ChartThe Mexican Peso large speculator standing this week totaled a net position of -9,008 contracts in the data reported through Tuesday. This was a weekly decline of -4,216 contracts from the previous week which had a total of -4,792 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 23.5 percent. The commercials are Bullish with a score of 76.3 percent and the small traders (not shown in chart) are Bearish with a score of 45.9 percent.

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:32.862.04.7
– Percent of Open Interest Shorts:41.653.94.0
– Net Position:-9,0088,334674
– Gross Longs:33,56163,5294,815
– Gross Shorts:42,56955,1954,141
– Long to Short Ratio:0.8 to 11.2 to 11.2 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):23.576.345.9
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:16.5-15.8-3.6

 

Brazilian Real Futures:

Brazil Real Futures COT ChartThe Brazilian Real large speculator standing this week totaled a net position of -5,286 contracts in the data reported through Tuesday. This was a weekly boost of 1,261 contracts from the previous week which had a total of -6,547 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.5 percent. The commercials are Bearish with a score of 40.7 percent and the small traders (not shown in chart) are Bullish with a score of 64.3 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:37.454.06.8
– Percent of Open Interest Shorts:51.539.37.4
– Net Position:-5,2865,493-207
– Gross Longs:13,97320,2032,542
– Gross Shorts:19,25914,7102,749
– Long to Short Ratio:0.7 to 11.4 to 10.9 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):61.540.764.3
– Strength Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:13.9-13.7-2.0

 

Russian Ruble Futures:

Russian Ruble Futures COT ChartThe Russian Ruble large speculator standing this week totaled a net position of 8,464 contracts in the data reported through Tuesday. This was a weekly decrease of -157 contracts from the previous week which had a total of 8,621 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.4 percent. The commercials are Bullish with a score of 62.9 percent and the small traders (not shown in chart) are Bullish with a score of 73.2 percent.

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:43.951.44.7
– Percent of Open Interest Shorts:26.272.11.7
– Net Position:8,464-9,8861,422
– Gross Longs:20,95324,5452,228
– Gross Shorts:12,48934,431806
– Long to Short Ratio:1.7 to 10.7 to 12.8 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):33.462.973.2
– Strength Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-33.532.23.0

 

Bitcoin Futures:

Bitcoin Crypto Futures COT ChartThe Bitcoin large speculator standing this week totaled a net position of -542 contracts in the data reported through Tuesday. This was a weekly lift of 336 contracts from the previous week which had a total of -878 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 90.6 percent. The commercials are Bearish-Extreme with a score of 9.2 percent and the small traders (not shown in chart) are Bearish with a score of 30.4 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:70.03.512.9
– Percent of Open Interest Shorts:74.45.36.7
– Net Position:-542-224766
– Gross Longs:8,7294341,606
– Gross Shorts:9,271658840
– Long to Short Ratio:0.9 to 10.7 to 11.9 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):90.69.230.4
– Strength Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:21.9-55.3-8.1

 

Article By InvestMacro – 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) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

CountingPips Forex Blog Forex and Currency News investing Opinions
27 Dec

COT Currency Speculators boost US Dollar Index bullish bets after 2 down weeks

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC). The latest release was delayed by the CFTC due to the Christmas holiday.

The latest COT data is updated through Tuesday December 21st 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.

Highlighting the COT currency data was the bounce back in the US Dollar Index bullish positions after two straight down weeks. The speculative bets for the dollar index rose by the largest one-week total of the past eleven weeks and brought the overall bullish position back over the +35,000 level. Overall, the dollar index positioning has now been continually bullish since July 6th, a span of twenty-five straight weeks. The last twelve weeks have seen positions above +30,000 net contracts which is the first time that has happened since early 2019.

Joining the US Dollar Index (3,874 contracts) with positive changes last week were the yen (1,237 contracts), Mexican peso (5,881 contracts), Euro (1,717 contracts) and the Canadian dollar (3,251 contracts).

The currencies with declining bets last week were the Russian ruble (-7,903 contracts), Bitcoin (-106 contracts), Brazil real (-1,930 contracts), Swiss franc (-891 contracts), British pound sterling (-6,938 contracts), New Zealand dollar (-275 contracts) and the Australian dollar (-1,451 contracts).

Data Snapshot of Forex Market Traders | Columns Legend
Dec-21-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index56,1628135,11586-40,33185,21674
EUR672,23973-10,16232-15,6267125,78817
GBP207,74744-57,6863271,12472-13,43828
JPY183,74344-52,2863571,15972-18,8739
CHF40,92015-9,2275415,94549-6,71844
CAD145,56227-9,877477,440562,43735
AUD191,30976-80,354998,03392-17,6799
NZD41,35427-6,136618,86644-2,73021
MXN94,4690-4,792256,38275-1,59036
RUB45,372468,62134-9,877631,25669
BRL30,81128-6,547607,22843-68159
Bitcoin12,85272-8788339083932

 

US Dollar Index Futures:

US Dollar Index Forex Futures COT ChartThe US Dollar Index large speculator standing this week totaled a net position of 35,115 contracts in the data reported through Tuesday. This was a weekly lift of 3,874 contracts from the previous week which had a total of 31,241 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 86.4 percent. The commercials are Bearish-Extreme with a score of 7.6 percent and the small traders (not shown in chart) are Bullish with a score of 73.6 percent.

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:82.33.512.3
– Percent of Open Interest Shorts:19.875.33.0
– Net Position:35,115-40,3315,216
– Gross Longs:46,2221,9416,886
– Gross Shorts:11,10742,2721,670
– Long to Short Ratio:4.2 to 10.0 to 14.1 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):86.47.673.6
– Strength Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-0.61.3-4.7

 

Euro Currency Futures:

Euro Currency Futures COT ChartThe Euro Currency large speculator standing this week totaled a net position of -10,162 contracts in the data reported through Tuesday. This was a weekly rise of 1,717 contracts from the previous week which had a total of -11,879 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 31.9 percent. The commercials are Bullish with a score of 71.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 17.1 percent.

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:29.256.811.8
– Percent of Open Interest Shorts:30.859.17.9
– Net Position:-10,162-15,62625,788
– Gross Longs:196,595381,67079,101
– Gross Shorts:206,757397,29653,313
– Long to Short Ratio:1.0 to 11.0 to 11.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):31.971.317.1
– Strength Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-4.34.6-4.1

 

British Pound Sterling Futures:

British Pound Sterling Futures COT ChartThe British Pound Sterling large speculator standing this week totaled a net position of -57,686 contracts in the data reported through Tuesday. This was a weekly reduction of -6,938 contracts from the previous week which had a total of -50,748 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 32.4 percent. The commercials are Bullish with a score of 71.7 percent and the small traders (not shown in chart) are Bearish with a score of 27.8 percent.

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:10.078.810.2
– Percent of Open Interest Shorts:37.844.516.7
– Net Position:-57,68671,124-13,438
– Gross Longs:20,824163,61921,240
– Gross Shorts:78,51092,49534,678
– Long to Short Ratio:0.3 to 11.8 to 10.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):32.471.727.8
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-32.931.7-16.5

 

Japanese Yen Futures:

Japanese Yen Forex Futures COT ChartThe Japanese Yen large speculator standing this week totaled a net position of -52,286 contracts in the data reported through Tuesday. This was a weekly increase of 1,237 contracts from the previous week which had a total of -53,523 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.0 percent. The commercials are Bullish with a score of 71.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.0 percent.

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:12.177.49.2
– Percent of Open Interest Shorts:40.538.619.5
– Net Position:-52,28671,159-18,873
– Gross Longs:22,191142,16116,916
– Gross Shorts:74,47771,00235,789
– Long to Short Ratio:0.3 to 12.0 to 10.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):35.071.59.0
– Strength Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:33.6-25.8-2.2

 

Swiss Franc Futures:

Swiss Franc Forex Futures COT ChartThe Swiss Franc large speculator standing this week totaled a net position of -9,227 contracts in the data reported through Tuesday. This was a weekly decrease of -891 contracts from the previous week which had a total of -8,336 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 53.8 percent. The commercials are Bearish with a score of 48.8 percent and the small traders (not shown in chart) are Bearish with a score of 43.6 percent.

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:6.066.827.0
– Percent of Open Interest Shorts:28.627.943.4
– Net Position:-9,22715,945-6,718
– Gross Longs:2,46027,34411,046
– Gross Shorts:11,68711,39917,764
– Long to Short Ratio:0.2 to 12.4 to 10.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):53.848.843.6
– Strength Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:13.7-5.2-9.5

 

Canadian Dollar Futures:

Canadian Dollar Forex Futures COT ChartThe Canadian Dollar large speculator standing this week totaled a net position of -9,877 contracts in the data reported through Tuesday. This was a weekly advance of 3,251 contracts from the previous week which had a total of -13,128 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.8 percent. The commercials are Bullish with a score of 56.3 percent and the small traders (not shown in chart) are Bearish with a score of 34.6 percent.

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:31.645.720.2
– Percent of Open Interest Shorts:38.340.618.6
– Net Position:-9,8777,4402,437
– Gross Longs:45,92566,48329,450
– Gross Shorts:55,80259,04327,013
– Long to Short Ratio:0.8 to 11.1 to 11.1 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):46.856.334.6
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-12.521.3-38.0

 

Australian Dollar Futures:

Australian Dollar Forex Futures COT ChartThe Australian Dollar large speculator standing this week totaled a net position of -80,354 contracts in the data reported through Tuesday. This was a weekly lowering of -1,451 contracts from the previous week which had a total of -78,903 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 9.1 percent. The commercials are Bullish-Extreme with a score of 92.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.3 percent.

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:12.077.88.4
– Percent of Open Interest Shorts:54.026.617.6
– Net Position:-80,35498,033-17,679
– Gross Longs:22,958148,85916,070
– Gross Shorts:103,31250,82633,749
– Long to Short Ratio:0.2 to 12.9 to 10.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):9.192.09.3
– Strength Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-15.923.8-36.4

 

New Zealand Dollar Futures:

New Zealand Dollar Forex Futures COT ChartThe New Zealand Dollar large speculator standing this week totaled a net position of -6,136 contracts in the data reported through Tuesday. This was a weekly lowering of -275 contracts from the previous week which had a total of -5,861 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.0 percent. The commercials are Bearish with a score of 44.1 percent and the small traders (not shown in chart) are Bearish with a score of 20.6 percent.

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.764.96.8
– Percent of Open Interest Shorts:41.643.413.4
– Net Position:-6,1368,866-2,730
– Gross Longs:11,05026,8192,809
– Gross Shorts:17,18617,9535,539
– Long to Short Ratio:0.6 to 11.5 to 10.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):61.044.120.6
– Strength Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-31.937.0-57.1

 

Mexican Peso Futures:

Mexican Peso Futures COT ChartThe Mexican Peso large speculator standing this week totaled a net position of -4,792 contracts in the data reported through Tuesday. This was a weekly rise of 5,881 contracts from the previous week which had a total of -10,673 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 25.3 percent. The commercials are Bullish with a score of 75.5 percent and the small traders (not shown in chart) are Bearish with a score of 36.3 percent.

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:31.863.83.8
– Percent of Open Interest Shorts:36.957.15.5
– Net Position:-4,7926,382-1,590
– Gross Longs:30,02160,3003,563
– Gross Shorts:34,81353,9185,153
– Long to Short Ratio:0.9 to 11.1 to 10.7 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):25.375.536.3
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:18.6-16.4-18.3

 

Brazilian Real Futures:

Brazil Real Futures COT ChartThe Brazilian Real large speculator standing this week totaled a net position of -6,547 contracts in the data reported through Tuesday. This was a weekly decrease of -1,930 contracts from the previous week which had a total of -4,617 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.9 percent. The commercials are Bearish with a score of 43.1 percent and the small traders (not shown in chart) are Bullish with a score of 58.6 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:33.259.17.3
– Percent of Open Interest Shorts:54.435.69.5
– Net Position:-6,5477,228-681
– Gross Longs:10,21718,1962,241
– Gross Shorts:16,76410,9682,922
– Long to Short Ratio:0.6 to 11.7 to 10.8 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):59.943.158.6
– Strength Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:11.9-11.6-2.3

 

Russian Ruble Futures:

Russian Ruble Futures COT ChartThe Russian Ruble large speculator standing this week totaled a net position of 8,621 contracts in the data reported through Tuesday. This was a weekly decrease of -7,903 contracts from the previous week which had a total of 16,524 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.8 percent. The commercials are Bullish with a score of 62.9 percent and the small traders (not shown in chart) are Bullish with a score of 68.7 percent.

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:41.753.35.0
– Percent of Open Interest Shorts:22.775.12.2
– Net Position:8,621-9,8771,256
– Gross Longs:18,94224,1772,253
– Gross Shorts:10,32134,054997
– Long to Short Ratio:1.8 to 10.7 to 12.3 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):33.862.968.7
– Strength Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-28.629.6-22.7

 

Bitcoin Futures:

Bitcoin Crypto Futures COT ChartThe Bitcoin large speculator standing this week totaled a net position of -878 contracts in the data reported through Tuesday. This was a weekly lowering of -106 contracts from the previous week which had a total of -772 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 82.8 percent. The commercials are Bearish with a score of 34.3 percent and the small traders (not shown in chart) are Bearish with a score of 32.0 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:66.93.213.7
– Percent of Open Interest Shorts:73.72.97.1
– Net Position:-87839839
– Gross Longs:8,5944081,755
– Gross Shorts:9,472369916
– Long to Short Ratio:0.9 to 11.1 to 11.9 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):82.834.332.0
– Strength Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:13.8-17.5-9.2

 

Article By InvestMacro – 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) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

CountingPips Forex Blog Forex and Currency News investing Opinions
18 Dec

COT Currency Speculators elevate Mexican Peso bets by most since May 2017

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

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

The latest COT data is updated through Tuesday December 14th 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.

Highlighting this week’s COT currency data was a giant surge in bets in favor of the Mexican peso. Speculative positions jumped by over +53,000 contracts this week, marking the largest one-week increase since a gain of +54,788 contracts back on May 9th of 2017, a span of two-hundred and forty weeks. The largest one-week rise in peso contracts was +58,504 contracts on March 27th of 2012. Overall, peso positioning went from a total speculative standing of -64,126 contracts last week to a total of -10,673 contracts this week. Helping the cause of the peso this week was the fifth straight interest rate rise by the Mexican central bank that pushed its interest rate higher by 50 basis points.

Joining the Mexican peso (53,453 contracts) with positive changes this week were the Japanese yen (9,558 contracts), Brazil real (1,007 contracts), Swiss franc (3,717 contracts), Australian dollar (2,889 contracts), Russian ruble (2,725 contracts) and Bitcoin (136 contracts).

The currencies with declining speculator bets were the US Dollar Index (-3,624 contracts), Euro (-3,580 contracts), British pound sterling (-12,471 contracts), New Zealand dollar (-16,569 contracts) and the Canadian dollar (-3,770 contracts).

Data Snapshot of Forex Market Traders | Columns Legend
Dec-14-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index52,0987231,24180-36,615145,37475
EUR661,71169-11,87931-16,5897128,46822
GBP213,21047-50,7483770,44071-19,69215
JPY176,58439-53,5233471,06071-17,53712
CHF38,46712-8,3365514,80847-6,47244
CAD186,63855-13,12844-2,0595015,18760
AUD197,40581-78,9031098,42392-19,5205
NZD41,22327-5,861618,17443-2,31325
MXN101,0490-10,6732312,42378-1,75036
RUB64,5007816,52453-17,603451,07964
BRL27,70623-4,617624,99240-37562
Bitcoin13,51877-77285257051525

 

US Dollar Index Futures:

US Dollar Index Forex Futures COT ChartThe US Dollar Index large speculator standing this week totaled a net position of 31,241 contracts in the data reported through Tuesday. This was a weekly decrease of -3,624 contracts from the previous week which had a total of 34,865 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 79.7 percent. The commercials are Bearish-Extreme with a score of 13.8 percent and the small traders (not shown in chart) are Bullish with a score of 75.3 percent.

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:81.13.213.6
– Percent of Open Interest Shorts:21.273.53.3
– Net Position:31,241-36,6155,374
– Gross Longs:42,2631,6937,071
– Gross Shorts:11,02238,3081,697
– Long to Short Ratio:3.8 to 10.0 to 14.2 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):79.713.875.3
– Strength Index Reading (3 Year Range):BullishBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-6.59.0-18.6

 

Euro Currency Futures:

Euro Currency Futures COT ChartThe Euro Currency large speculator standing this week totaled a net position of -11,879 contracts in the data reported through Tuesday. This was a weekly decline of -3,580 contracts from the previous week which had a total of -8,299 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 31.4 percent. The commercials are Bullish with a score of 71.0 percent and the small traders (not shown in chart) are Bearish with a score of 21.6 percent.

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:28.657.112.1
– Percent of Open Interest Shorts:30.459.67.8
– Net Position:-11,879-16,58928,468
– Gross Longs:189,530378,07980,169
– Gross Shorts:201,409394,66851,701
– Long to Short Ratio:0.9 to 11.0 to 11.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):31.471.021.6
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-1.81.7-0.7

 

British Pound Sterling Futures:

British Pound Sterling Futures COT ChartThe British Pound Sterling large speculator standing this week totaled a net position of -50,748 contracts in the data reported through Tuesday. This was a weekly decline of -12,471 contracts from the previous week which had a total of -38,277 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.4 percent. The commercials are Bullish with a score of 71.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.8 percent.

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:13.876.19.2
– Percent of Open Interest Shorts:37.643.118.4
– Net Position:-50,74870,440-19,692
– Gross Longs:29,497162,35919,535
– Gross Shorts:80,24591,91939,227
– Long to Short Ratio:0.4 to 11.8 to 10.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):37.471.314.8
– Strength Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-47.448.6-33.9

 

Japanese Yen Futures:

Japanese Yen Forex Futures COT ChartThe Japanese Yen large speculator standing this week totaled a net position of -53,523 contracts in the data reported through Tuesday. This was a weekly boost of 9,558 contracts from the previous week which had a total of -63,081 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 34.2 percent. The commercials are Bullish with a score of 71.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 11.9 percent.

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:11.577.59.8
– Percent of Open Interest Shorts:41.837.319.7
– Net Position:-53,52371,060-17,537
– Gross Longs:20,231136,93817,308
– Gross Shorts:73,75465,87834,845
– Long to Short Ratio:0.3 to 12.1 to 10.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):34.271.511.9
– Strength Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:34.2-27.21.8

 

Swiss Franc Futures:

Swiss Franc Forex Futures COT ChartThe Swiss Franc large speculator standing this week totaled a net position of -8,336 contracts in the data reported through Tuesday. This was a weekly rise of 3,717 contracts from the previous week which had a total of -12,053 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.4 percent. The commercials are Bearish with a score of 47.5 percent and the small traders (not shown in chart) are Bearish with a score of 44.3 percent.

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:3.567.029.4
– Percent of Open Interest Shorts:25.228.546.2
– Net Position:-8,33614,808-6,472
– Gross Longs:1,34425,78611,302
– Gross Shorts:9,68010,97817,774
– Long to Short Ratio:0.1 to 12.3 to 10.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):55.447.544.3
– Strength Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:21.5-12.1-4.8

 

Canadian Dollar Futures:

Canadian Dollar Forex Futures COT ChartThe Canadian Dollar large speculator standing this week totaled a net position of -13,128 contracts in the data reported through Tuesday. This was a weekly fall of -3,770 contracts from the previous week which had a total of -9,358 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 44.1 percent. The commercials are Bullish with a score of 50.4 percent and the small traders (not shown in chart) are Bullish with a score of 60.0 percent.

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:20.539.922.7
– Percent of Open Interest Shorts:27.541.014.6
– Net Position:-13,128-2,05915,187
– Gross Longs:38,23074,45142,399
– Gross Shorts:51,35876,51027,212
– Long to Short Ratio:0.7 to 11.0 to 11.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):44.150.460.0
– Strength Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-14.415.9-16.1

 

Australian Dollar Futures:

Australian Dollar Forex Futures COT ChartThe Australian Dollar large speculator standing this week totaled a net position of -78,903 contracts in the data reported through Tuesday. This was a weekly advance of 2,889 contracts from the previous week which had a total of -81,792 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 10.4 percent. The commercials are Bullish-Extreme with a score of 92.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.8 percent.

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:14.874.88.5
– Percent of Open Interest Shorts:54.824.918.4
– Net Position:-78,90398,423-19,520
– Gross Longs:29,254147,60116,807
– Gross Shorts:108,15749,17836,327
– Long to Short Ratio:0.3 to 13.0 to 10.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):10.492.34.8
– Strength Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-3.218.3-51.3

 

New Zealand Dollar Futures:

New Zealand Dollar Forex Futures COT ChartThe New Zealand Dollar large speculator standing this week totaled a net position of -5,861 contracts in the data reported through Tuesday. This was a weekly fall of -16,569 contracts from the previous week which had a total of 10,708 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.4 percent. The commercials are Bearish with a score of 43.0 percent and the small traders (not shown in chart) are Bearish with a score of 25.4 percent.

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:32.858.27.5
– Percent of Open Interest Shorts:47.138.413.1
– Net Position:-5,8618,174-2,313
– Gross Longs:13,53923,9943,081
– Gross Shorts:19,40015,8205,394
– Long to Short Ratio:0.7 to 11.5 to 10.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):61.443.025.4
– Strength Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-33.138.2-58.1

 

Mexican Peso Futures:

Mexican Peso Futures COT ChartThe Mexican Peso large speculator standing this week totaled a net position of -10,673 contracts in the data reported through Tuesday. This was a weekly gain of 53,453 contracts from the previous week which had a total of -64,126 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 22.8 percent. The commercials are Bullish with a score of 78.0 percent and the small traders (not shown in chart) are Bearish with a score of 35.6 percent.

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:34.460.93.8
– Percent of Open Interest Shorts:44.948.65.5
– Net Position:-10,67312,423-1,750
– Gross Longs:34,74861,5803,829
– Gross Shorts:45,42149,1575,579
– Long to Short Ratio:0.8 to 11.3 to 10.7 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):22.878.035.6
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:17.2-15.2-16.8

 

Brazilian Real Futures:

Brazil Real Futures COT ChartThe Brazilian Real large speculator standing this week totaled a net position of -4,617 contracts in the data reported through Tuesday. This was a weekly boost of 1,007 contracts from the previous week which had a total of -5,624 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 62.4 percent. The commercials are Bearish with a score of 40.1 percent and the small traders (not shown in chart) are Bullish with a score of 62.3 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:37.952.59.1
– Percent of Open Interest Shorts:54.534.510.4
– Net Position:-4,6174,992-375
– Gross Longs:10,49114,5372,519
– Gross Shorts:15,1089,5452,894
– Long to Short Ratio:0.7 to 11.5 to 10.9 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):62.440.162.3
– Strength Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:12.9-12.5-3.5

 

Russian Ruble Futures:

Russian Ruble Futures COT ChartThe Russian Ruble large speculator standing this week totaled a net position of 16,524 contracts in the data reported through Tuesday. This was a weekly boost of 2,725 contracts from the previous week which had a total of 13,799 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 52.5 percent. The commercials are Bearish with a score of 45.2 percent and the small traders (not shown in chart) are Bullish with a score of 63.9 percent.

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:33.555.23.5
– Percent of Open Interest Shorts:7.982.51.8
– Net Position:16,524-17,6031,079
– Gross Longs:21,62335,6352,230
– Gross Shorts:5,09953,2381,151
– Long to Short Ratio:4.2 to 10.7 to 11.9 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):52.545.263.9
– Strength Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-8.29.8-22.3

 

Bitcoin Futures:

Bitcoin Crypto Futures COT ChartThe Bitcoin large speculator standing this week totaled a net position of -772 contracts in the data reported through Tuesday. This was a weekly increase of 136 contracts from the previous week which had a total of -908 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 85.2 percent. The commercials are Bullish with a score of 55.0 percent and the small traders (not shown in chart) are Bearish with a score of 24.6 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:72.53.111.6
– Percent of Open Interest Shorts:78.21.27.8
– Net Position:-772257515
– Gross Longs:9,7954211,565
– Gross Shorts:10,5671641,050
– Long to Short Ratio:0.9 to 12.6 to 11.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):85.255.024.6
– Strength Index Reading (3 Year Range):Bullish-ExtremeBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:19.7-15.6-15.4

 

Article By InvestMacro – 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) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

CountingPips Forex Blog Forex and Currency News investing Opinions
11 Dec

COT Currency Speculators trim Japanese Yen bearish bets to 11-week low

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

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

The latest COT data is updated through Tuesday December 7th 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.

Highlighting this week’s COT currency data was the further retreat of bearish bets in the Japanese yen futures contracts. Yen speculators cut back on their bearish bets for a second straight week this week and for the fourth time in the past five weeks. Over this five-week time-frame, yen bets have improved by a total of +44,543 contracts, going from -105,351 net positions on November 9th to -63,081 net positions this week. This recent improvement in yen positions has taken place very sharply as bets have gained by at least +12,000 contracts in three out of the past four weeks. Yen open interest has also been sharply falling as open interest contracts have dropped by -46,927 contracts over the past three weeks – suggesting a reversal could be underway as the shorts are liquidating their positions (-41,532 contracts past 3 weeks) at a faster rate than the longs (-11,487 contracts past 3 weeks).

Joining the yen (15,785 contracts) with positive changes this week were the Euro (14,941 contracts), Brazil real (8,218 contracts), Swiss franc (2,129 contracts), British pound sterling (622 contracts), New Zealand dollar (78 contracts), Canadian dollar (4,717 contracts), Russian ruble (162 contracts) and Bitcoin (783 contracts).

The currencies with declining bets were the US Dollar Index (-1,014 contracts), Australian dollar (-1,607 contracts), Mexican peso (-4,379 contracts) and Bitcoin (783 contracts).

Data Snapshot of Forex Market Traders | Columns Legend
Dec-07-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index59,9948934,86586-40,20685,34175
EUR716,21390-8,29932-20,1757028,47422
GBP238,31063-38,2774654,62462-16,34722
JPY205,97059-63,0812880,49776-17,41612
CHF51,22930-12,0534920,34654-8,29339
CAD155,07834-9,358476,137553,22152
AUD212,15092-81,792898,87493-17,08211
NZD55,9755510,70889-8,87517-1,83331
MXN200,17348-64,126065,233100-1,10738
RUB59,9707013,79946-15,565501,76683
BRL25,48720-5,624615,83541-21164
Bitcoin13,24275-90882117079131

 

US Dollar Index Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week equaled a net position of 34,865 contracts in the data reported through Tuesday. This was a weekly decrease of -1,014 contracts from the previous week which had a total of 35,879 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 85.9 percent. The commercials are Bearish-Extreme with a score of 7.8 percent and the small traders (not shown in chart) are Bullish with a score of 75.0 percent.

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:71.86.312.8
– Percent of Open Interest Shorts:13.773.33.9
– Net Position:34,865-40,2065,341
– Gross Longs:43,0583,7757,699
– Gross Shorts:8,19343,9812,358
– Long to Short Ratio:5.3 to 10.1 to 13.3 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):85.97.875.0
– Strength Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:0.72.9-23.5

 

Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week equaled a net position of -8,299 contracts in the data reported through Tuesday. This was a weekly boost of 14,941 contracts from the previous week which had a total of -23,240 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 32.5 percent. The commercials are Bullish with a score of 70.0 percent and the small traders (not shown in chart) are Bearish with a score of 21.6 percent.

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:27.258.512.1
– Percent of Open Interest Shorts:28.461.38.1
– Net Position:-8,299-20,17528,474
– Gross Longs:194,869418,65686,435
– Gross Shorts:203,168438,83157,961
– Long to Short Ratio:1.0 to 11.0 to 11.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):32.570.021.6
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:0.9-1.11.6

 

British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week equaled a net position of -38,277 contracts in the data reported through Tuesday. This was a weekly increase of 622 contracts from the previous week which had a total of -38,899 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.4 percent. The commercials are Bullish with a score of 62.0 percent and the small traders (not shown in chart) are Bearish with a score of 21.8 percent.

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:20.567.310.0
– Percent of Open Interest Shorts:36.644.316.8
– Net Position:-38,27754,624-16,347
– Gross Longs:48,950160,31223,763
– Gross Shorts:87,227105,68840,110
– Long to Short Ratio:0.6 to 11.5 to 10.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):46.462.021.8
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-38.440.4-31.2

 

Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week equaled a net position of -63,081 contracts in the data reported through Tuesday. This was a weekly advance of 15,785 contracts from the previous week which had a total of -78,866 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 28.2 percent. The commercials are Bullish with a score of 76.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.1 percent.

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:6.479.59.1
– Percent of Open Interest Shorts:37.040.517.5
– Net Position:-63,08180,497-17,416
– Gross Longs:13,148163,84718,654
– Gross Shorts:76,22983,35036,070
– Long to Short Ratio:0.2 to 12.0 to 10.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):28.276.212.1
– Strength Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:27.8-23.88.9

 

Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week equaled a net position of -12,053 contracts in the data reported through Tuesday. This was a weekly rise of 2,129 contracts from the previous week which had a total of -14,182 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 48.9 percent. The commercials are Bullish with a score of 53.7 percent and the small traders (not shown in chart) are Bearish with a score of 38.9 percent.

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:5.565.522.8
– Percent of Open Interest Shorts:29.125.839.0
– Net Position:-12,05320,346-8,293
– Gross Longs:2,83833,54211,696
– Gross Shorts:14,89113,19619,989
– Long to Short Ratio:0.2 to 12.5 to 10.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):48.953.738.9
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:12.8-13.613.7

 

Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week equaled a net position of -9,358 contracts in the data reported through Tuesday. This was a weekly boost of 4,717 contracts from the previous week which had a total of -14,075 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 47.2 percent. The commercials are Bullish with a score of 55.5 percent and the small traders (not shown in chart) are Bullish with a score of 51.7 percent.

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.547.120.0
– Percent of Open Interest Shorts:32.543.117.9
– Net Position:-9,3586,1373,221
– Gross Longs:41,09572,98431,046
– Gross Shorts:50,45366,84727,825
– Long to Short Ratio:0.8 to 11.1 to 11.1 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):47.255.551.7
– Strength Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-10.620.5-30.3

 

Australian Dollar Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Australian Dollar large speculator standing this week equaled a net position of -81,792 contracts in the data reported through Tuesday. This was a weekly decline of -1,607 contracts from the previous week which had a total of -80,185 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 7.7 percent. The commercials are Bullish-Extreme with a score of 92.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.8 percent.

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.772.09.3
– Percent of Open Interest Shorts:54.325.417.4
– Net Position:-81,79298,874-17,082
– Gross Longs:33,380152,84219,776
– Gross Shorts:115,17253,96836,858
– Long to Short Ratio:0.3 to 12.8 to 10.5 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):7.792.710.8
– Strength Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-6.216.8-38.8

 

New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week equaled a net position of 10,708 contracts in the data reported through Tuesday. This was a weekly increase of 78 contracts from the previous week which had a total of 10,630 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.2 percent. The commercials are Bearish-Extreme with a score of 16.7 percent and the small traders (not shown in chart) are Bearish with a score of 30.8 percent.

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:57.027.05.7
– Percent of Open Interest Shorts:37.842.99.0
– Net Position:10,708-8,875-1,833
– Gross Longs:31,88115,1233,194
– Gross Shorts:21,17323,9985,027
– Long to Short Ratio:1.5 to 10.6 to 10.6 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):89.216.730.8
– Strength Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:3.04.0-50.4

 

Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week equaled a net position of -64,126 contracts in the data reported through Tuesday. This was a weekly decline of -4,379 contracts from the previous week which had a total of -59,747 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish with a score of 38.3 percent.

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:35.460.22.4
– Percent of Open Interest Shorts:67.427.63.0
– Net Position:-64,12665,233-1,107
– Gross Longs:70,791120,4944,820
– Gross Shorts:134,91755,2615,927
– Long to Short Ratio:0.5 to 12.2 to 10.8 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):0.0100.038.3
– Strength Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-8.910.5-17.9

 

Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week equaled a net position of -5,624 contracts in the data reported through Tuesday. This was a weekly increase of 8,218 contracts from the previous week which had a total of -13,842 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.1 percent. The commercials are Bearish with a score of 41.2 percent and the small traders (not shown in chart) are Bullish with a score of 64.3 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:31.357.810.2
– Percent of Open Interest Shorts:53.434.911.0
– Net Position:-5,6245,835-211
– Gross Longs:7,97814,7392,590
– Gross Shorts:13,6028,9042,801
– Long to Short Ratio:0.6 to 11.7 to 10.9 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):61.141.264.3
– Strength Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-6.37.2-8.3

 

Russian Ruble Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Russian Ruble large speculator standing this week equaled a net position of 13,799 contracts in the data reported through Tuesday. This was a weekly lift of 162 contracts from the previous week which had a total of 13,637 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.1 percent. The commercials are Bearish with a score of 49.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.5 percent.

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:31.762.05.1
– Percent of Open Interest Shorts:8.788.02.1
– Net Position:13,799-15,5651,766
– Gross Longs:19,03137,1933,054
– Gross Shorts:5,23252,7581,288
– Long to Short Ratio:3.6 to 10.7 to 12.4 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):46.149.982.5
– Strength Index Reading (3 Year Range):BearishBearishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-18.118.7-13.6

 

Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week equaled a net position of -908 contracts in the data reported through Tuesday. This was a weekly boost of 783 contracts from the previous week which had a total of -1,691 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 82.1 percent. The commercials are Bearish with a score of 41.7 percent and the small traders (not shown in chart) are Bearish with a score of 30.9 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:72.33.512.6
– Percent of Open Interest Shorts:79.22.66.6
– Net Position:-908117791
– Gross Longs:9,5804571,668
– Gross Shorts:10,488340877
– Long to Short Ratio:0.9 to 11.3 to 11.9 to 1
NET POSITION TREND:
– Strength Index Score (3 Year Range Pct):82.141.730.9
– Strength Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:82.1-44.4-69.1

 

Article By InvestMacro – 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) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

CountingPips Forex Blog Forex and Currency News investing Opinions
29 Nov

COT Speculators push US Dollar bullish bets higher for 20th time in 23 weeks

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

Here are the latest charts and statistics for the Commitment of Traders (COT) data published by the Commodities Futures Trading Commission (CFTC) on Monday due to the Thanksgiving holiday last week.

The latest COT data is updated through Tuesday November 23rd 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.

Highlighting last week’s currency data is the US Dollar Index speculator bets continuing to climb higher. The Dollar Index positions rose for the third time in the past four weeks and have now increased for twenty out of the past twenty-three weeks as the net position has risen by a total of 38,078 contracts over that period. The dollar positioning has been over the +34,000 contract level for seven weeks in a row and if the position hits above +40,000 contracts, it would mark the first time since October of 2019 to hit that threshold. The Dollar Index strength index (compared to its three year range of positioning) remains in extreme bullish territory (over 80 percent) at an 87.5 score and has now been above 80 percent for eight consecutive weeks. The last time the Dollar Index had registered a bullish extreme level was also in October of 2019 when it rose as high as 94.5 percent before cooling off.

Data Snapshot of Forex Market Traders | Columns Legend
Nov-23-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index57,6948435,77587-41,14665,37175
EUR711,68588-16,45230-16,8357133,28730
GBP213,31347-34,5794945,80357-11,22432
JPY251,80190-97,2538116,22594-18,9729
CHF52,41231-11,3765021,52255-10,14634
CAD150,27530-3,13552-11,3974514,53269
AUD188,03374-63,2652573,42374-10,15828
NZD44,5243313,93995-14,860792162
MXN184,24340-49,461150,588100-1,12738
RUB51,5355618,06456-19,323411,25969
BRL34,37536-14,8044915,36054-55660
Bitcoin14,35783-1601007290-5690

 

US Dollar Index Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week recorded a net position of 35,775 contracts in the data reported through Tuesday. This was a weekly boost of 867 contracts from the previous week which had a total of 34,908 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 87.5 percent. The commercials are Bearish-Extreme with a score of 6.2 percent and the small traders (not shown in chart) are Bullish with a score of 75.3 percent.

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:81.73.012.8
– Percent of Open Interest Shorts:19.774.33.4
– Net Position:35,775-41,1465,371
– Gross Longs:47,1161,7397,357
– Gross Shorts:11,34142,8851,986
– Long to Short Ratio:4.2 to 10.0 to 13.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):87.56.275.3
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:1.22.6-24.7

 

Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week recorded a net position of -16,452 contracts in the data reported through Tuesday. This was a weekly decrease of -12,626 contracts from the previous week which had a total of -3,826 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 29.9 percent. The commercials are Bullish with a score of 71.0 percent and the small traders (not shown in chart) are Bearish with a score of 29.5 percent.

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:28.756.712.7
– Percent of Open Interest Shorts:31.059.18.1
– Net Position:-16,452-16,83533,287
– Gross Longs:204,214403,59590,690
– Gross Shorts:220,666420,43057,403
– Long to Short Ratio:0.9 to 11.0 to 11.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):29.971.029.5
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:0.6-2.29.8

 

British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week recorded a net position of -34,579 contracts in the data reported through Tuesday. This was a weekly decline of -2,980 contracts from the previous week which had a total of -31,599 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 49.1 percent. The commercials are Bullish with a score of 56.8 percent and the small traders (not shown in chart) are Bearish with a score of 32.4 percent.

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:23.562.810.5
– Percent of Open Interest Shorts:39.741.315.8
– Net Position:-34,57945,803-11,224
– Gross Longs:50,122133,88822,470
– Gross Shorts:84,70188,08533,694
– Long to Short Ratio:0.6 to 11.5 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):49.156.832.4
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-16.315.1-6.2

 

Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week recorded a net position of -97,253 contracts in the data reported through Tuesday. This was a weekly decline of -4,127 contracts from the previous week which had a total of -93,126 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 7.8 percent. The commercials are Bullish-Extreme with a score of 93.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.8 percent.

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:8.181.88.9
– Percent of Open Interest Shorts:46.735.616.4
– Net Position:-97,253116,225-18,972
– Gross Longs:20,285205,92322,338
– Gross Shorts:117,53889,69841,310
– Long to Short Ratio:0.2 to 12.3 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):7.893.98.8
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-12.910.5-1.1

 

Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week recorded a net position of -11,376 contracts in the data reported through Tuesday. This was a weekly fall of -2,487 contracts from the previous week which had a total of -8,889 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 50.1 percent. The commercials are Bullish with a score of 55.1 percent and the small traders (not shown in chart) are Bearish with a score of 33.5 percent.

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:11.965.622.3
– Percent of Open Interest Shorts:33.624.641.7
– Net Position:-11,37621,522-10,146
– Gross Longs:6,24134,40311,695
– Gross Shorts:17,61712,88121,841
– Long to Short Ratio:0.4 to 12.7 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):50.155.133.5
– COT Index Reading (3 Year Range):BullishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:2.8-9.520.1

 

Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week recorded a net position of -3,135 contracts in the data reported through Tuesday. This was a weekly decline of -11,844 contracts from the previous week which had a total of 8,709 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 52.4 percent. The commercials are Bearish with a score of 44.5 percent and the small traders (not shown in chart) are Bullish with a score of 68.7 percent.

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:29.544.024.7
– Percent of Open Interest Shorts:31.651.615.0
– Net Position:-3,135-11,39714,532
– Gross Longs:44,32066,16437,111
– Gross Shorts:47,45577,56122,579
– Long to Short Ratio:0.9 to 10.9 to 11.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):52.444.568.7
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:20.6-14.5-2.4

 

Australian Dollar Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Australian Dollar large speculator standing this week recorded a net position of -63,265 contracts in the data reported through Tuesday. This was a weekly decline of -2,112 contracts from the previous week which had a total of -61,153 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 25.1 percent. The commercials are Bullish with a score of 73.7 percent and the small traders (not shown in chart) are Bearish with a score of 27.7 percent.

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:21.665.410.1
– Percent of Open Interest Shorts:55.226.315.5
– Net Position:-63,26573,423-10,158
– Gross Longs:40,523122,92118,914
– Gross Shorts:103,78849,49829,072
– Long to Short Ratio:0.4 to 12.5 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):25.173.727.7
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:22.9-21.310.3

 

New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week recorded a net position of 13,939 contracts in the data reported through Tuesday. This was a weekly fall of -26 contracts from the previous week which had a total of 13,965 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 94.7 percent. The commercials are Bearish-Extreme with a score of 7.5 percent and the small traders (not shown in chart) are Bullish with a score of 62.4 percent.

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:62.524.610.3
– Percent of Open Interest Shorts:31.258.08.3
– Net Position:13,939-14,860921
– Gross Longs:27,83510,9434,596
– Gross Shorts:13,89625,8033,675
– Long to Short Ratio:2.0 to 10.4 to 11.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):94.77.562.4
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:8.7-10.317.4

 

Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week recorded a net position of -49,461 contracts in the data reported through Tuesday. This was a weekly decline of -1,806 contracts from the previous week which had a total of -47,655 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.7 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish with a score of 38.2 percent.

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:43.853.22.3
– Percent of Open Interest Shorts:70.625.72.9
– Net Position:-49,46150,588-1,127
– Gross Longs:80,69198,0294,234
– Gross Shorts:130,15247,4415,361
– Long to Short Ratio:0.6 to 12.1 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):0.7100.038.2
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-4.45.7-12.7

 

Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week recorded a net position of -14,804 contracts in the data reported through Tuesday. This was a weekly advance of 894 contracts from the previous week which had a total of -15,698 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 48.8 percent. The commercials are Bullish with a score of 53.9 percent and the small traders (not shown in chart) are Bullish with a score of 60.1 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.864.77.2
– Percent of Open Interest Shorts:69.820.08.8
– Net Position:-14,80415,360-556
– Gross Longs:9,19722,2332,462
– Gross Shorts:24,0016,8733,018
– Long to Short Ratio:0.4 to 13.2 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):48.853.960.1
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-19.320.6-12.5

 

Russian Ruble Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Russian Ruble large speculator standing this week recorded a net position of 18,064 contracts in the data reported through Tuesday. This was a weekly decline of -4,561 contracts from the previous week which had a total of 22,625 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 56.1 percent. The commercials are Bearish with a score of 41.2 percent and the small traders (not shown in chart) are Bullish with a score of 68.8 percent.

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:49.745.25.0
– Percent of Open Interest Shorts:14.782.72.6
– Net Position:18,064-19,3231,259
– Gross Longs:25,61723,3172,601
– Gross Shorts:7,55342,6401,342
– Long to Short Ratio:3.4 to 10.5 to 11.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):56.141.268.8
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-2.95.5-31.2

 

Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week recorded a net position of -160 contracts in the data reported through Tuesday. This was a weekly increase of 1,318 contracts from the previous week which had a total of -1,478 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 99.6 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:63.16.714.6
– Percent of Open Interest Shorts:64.21.718.5
– Net Position:-160729-569
– Gross Longs:9,0549662,094
– Gross Shorts:9,2142372,663
– Long to Short Ratio:1.0 to 14.1 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):99.6100.00.0
– COT Index Reading (3 Year Range):Bullish-ExtremeBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:29.616.6-32.7

 

Article By InvestMacro – 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) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

CountingPips Forex Blog Forex and Currency News investing Opinions
20 Nov

COT Speculators drop British pound sterling bets to lowest level in 76-weeks

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

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

The latest COT data is updated through Tuesday November 16th 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.

Highlighting the COT Currency data this week is the second straight decline in British pound sterling speculative positions. The pound sterling speculator contracts dropped sharply for the second consecutive week this week and have now fallen by a total of -46,646 contracts over just this two-week time period. These declines have pushed the overall speculative position into a bearish sentiment level of -31,599 contracts which marks the lowest standing of the past seventy-six weeks, dating back to June 2nd of 2020. The GBPUSD currency pair has been under pressure since the middle of October and fallen from around 1.3800 exchange rate to just above the 1.3435 level currently, a drop of almost 400 pips.

Data Snapshot of Forex Market Traders | Columns Legend
Nov-16-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index59,3878834,90886-40,45575,54777
EUR705,69886-3,82634-26,9856830,81125
GBP207,09943-31,5995141,18254-9,58336
JPY252,89791-93,12610115,75894-22,6321
CHF49,32027-8,8895418,76752-9,87834
CAD148,955308,70962-26,7173518,00874
AUD166,68857-61,1532769,85871-8,70531
NZD42,9453013,96595-15,52161,55670
MXN170,10233-47,655246,127991,52850
RUB52,6245822,62567-23,936311,31170
BRL31,76732-15,6984815,74354-4566
Bitcoin13,64878-1,4786935701,12123

 

US Dollar Index Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week was a net position of 34,908 contracts in the data reported through Tuesday. This was a weekly lowering of -540 contracts from the previous week which had a total of 35,448 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 86.0 percent. The commercials are Bearish-Extreme with a score of 7.4 percent and the small traders (not shown in chart) are Bullish with a score of 77.2 percent.

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:80.83.412.8
– Percent of Open Interest Shorts:22.071.53.5
– Net Position:34,908-40,4555,547
– Gross Longs:47,9592,0007,621
– Gross Shorts:13,05142,4552,074
– Long to Short Ratio:3.7 to 10.0 to 13.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):86.07.477.2
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:5.0-2.7-13.6

 

Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week was a net position of -3,826 contracts in the data reported through Tuesday. This was a weekly reduction of -7,599 contracts from the previous week which had a total of 3,773 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.8 percent. The commercials are Bullish with a score of 68.1 percent and the small traders (not shown in chart) are Bearish with a score of 25.4 percent.

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:28.157.312.8
– Percent of Open Interest Shorts:28.661.18.4
– Net Position:-3,826-26,98530,811
– Gross Longs:198,181404,26690,261
– Gross Shorts:202,007431,25159,450
– Long to Short Ratio:1.0 to 10.9 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):33.868.125.4
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:5.7-5.2-0.0

 

British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week was a net position of -31,599 contracts in the data reported through Tuesday. This was a weekly lowering of -19,506 contracts from the previous week which had a total of -12,093 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 51.2 percent. The commercials are Bullish with a score of 54.0 percent and the small traders (not shown in chart) are Bearish with a score of 35.8 percent.

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:24.461.411.3
– Percent of Open Interest Shorts:39.641.515.9
– Net Position:-31,59941,182-9,583
– Gross Longs:50,443127,19723,322
– Gross Shorts:82,04286,01532,905
– Long to Short Ratio:0.6 to 11.5 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):51.254.035.8
– COT Index Reading (3 Year Range):BullishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-8.39.2-8.1

 

Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week was a net position of -93,126 contracts in the data reported through Tuesday. This was a weekly increase of 12,225 contracts from the previous week which had a total of -105,351 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 10.4 percent. The commercials are Bullish-Extreme with a score of 93.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.8 percent.

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:9.780.58.6
– Percent of Open Interest Shorts:46.634.717.6
– Net Position:-93,126115,758-22,632
– Gross Longs:24,635203,46821,790
– Gross Shorts:117,76187,71044,422
– Long to Short Ratio:0.2 to 12.3 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):10.493.70.8
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-18.415.5-4.1

 

Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week was a net position of -8,889 contracts in the data reported through Tuesday. This was a weekly rise of 8,154 contracts from the previous week which had a total of -17,043 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 54.4 percent. The commercials are Bullish with a score of 52.0 percent and the small traders (not shown in chart) are Bearish with a score of 34.3 percent.

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:11.264.224.4
– Percent of Open Interest Shorts:29.226.144.5
– Net Position:-8,88918,767-9,878
– Gross Longs:5,50231,66312,048
– Gross Shorts:14,39112,89621,926
– Long to Short Ratio:0.4 to 12.5 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):54.452.034.3
– COT Index Reading (3 Year Range):BullishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:11.9-12.211.8

 

Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week was a net position of 8,709 contracts in the data reported through Tuesday. This was a weekly rise of 3,605 contracts from the previous week which had a total of 5,104 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 62.3 percent. The commercials are Bearish with a score of 34.9 percent and the small traders (not shown in chart) are Bullish with a score of 74.0 percent.

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:29.642.127.1
– Percent of Open Interest Shorts:23.860.015.0
– Net Position:8,709-26,71718,008
– Gross Longs:44,14762,68940,389
– Gross Shorts:35,43889,40622,381
– Long to Short Ratio:1.2 to 10.7 to 11.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):62.334.974.0
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:29.6-26.410.0

 

Australian Dollar Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Australian Dollar large speculator standing this week was a net position of -61,153 contracts in the data reported through Tuesday. This was a weekly gain of 2,271 contracts from the previous week which had a total of -63,424 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 27.1 percent. The commercials are Bullish with a score of 71.0 percent and the small traders (not shown in chart) are Bearish with a score of 31.2 percent.

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:18.567.211.8
– Percent of Open Interest Shorts:55.125.317.1
– Net Position:-61,15369,858-8,705
– Gross Longs:30,760112,04419,744
– Gross Shorts:91,91342,18628,449
– Long to Short Ratio:0.3 to 12.7 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):27.171.031.2
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:27.1-29.024.4

 

New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week was a net position of 13,965 contracts in the data reported through Tuesday. This was a weekly boost of 1,083 contracts from the previous week which had a total of 12,882 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 94.7 percent. The commercials are Bearish-Extreme with a score of 6.5 percent and the small traders (not shown in chart) are Bullish with a score of 69.7 percent.

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:61.424.111.5
– Percent of Open Interest Shorts:28.960.27.8
– Net Position:13,965-15,5211,556
– Gross Longs:26,38810,3494,923
– Gross Shorts:12,42325,8703,367
– Long to Short Ratio:2.1 to 10.4 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):94.76.569.7
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:9.9-11.819.8

 

Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week was a net position of -47,655 contracts in the data reported through Tuesday. This was a weekly gain of 752 contracts from the previous week which had a total of -48,407 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 1.5 percent. The commercials are Bullish-Extreme with a score of 98.8 percent and the small traders (not shown in chart) are Bearish with a score of 49.5 percent.

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:41.155.33.1
– Percent of Open Interest Shorts:69.228.22.2
– Net Position:-47,65546,1271,528
– Gross Longs:69,98494,0745,245
– Gross Shorts:117,63947,9473,717
– Long to Short Ratio:0.6 to 12.0 to 11.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):1.598.849.5
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-5.55.6-1.5

 

Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week was a net position of -15,698 contracts in the data reported through Tuesday. This was a weekly decrease of -240 contracts from the previous week which had a total of -15,458 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 47.6 percent. The commercials are Bullish with a score of 54.4 percent and the small traders (not shown in chart) are Bullish with a score of 66.3 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.764.68.0
– Percent of Open Interest Shorts:76.115.08.2
– Net Position:-15,69815,743-45
– Gross Longs:8,46820,5072,545
– Gross Shorts:24,1664,7642,590
– Long to Short Ratio:0.4 to 14.3 to 11.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):47.654.466.3
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-17.919.3-12.9

 

Russian Ruble Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Russian Ruble large speculator standing this week was a net position of 22,625 contracts in the data reported through Tuesday. This was a weekly advance of 1,922 contracts from the previous week which had a total of 20,703 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 66.9 percent. The commercials are Bearish with a score of 30.7 percent and the small traders (not shown in chart) are Bullish with a score of 70.2 percent.

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:57.737.74.6
– Percent of Open Interest Shorts:14.783.22.1
– Net Position:22,625-23,9361,311
– Gross Longs:30,35719,8492,418
– Gross Shorts:7,73243,7851,107
– Long to Short Ratio:3.9 to 10.5 to 12.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):66.930.770.2
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:5.2-3.3-20.9

 

Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week was a net position of -1,478 contracts in the data reported through Tuesday. This was a weekly reduction of -11 contracts from the previous week which had a total of -1,467 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 68.7 percent. The commercials are Bullish with a score of 71.4 percent and the small traders (not shown in chart) are Bearish with a score of 22.9 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:63.45.014.7
– Percent of Open Interest Shorts:74.22.46.5
– Net Position:-1,4783571,121
– Gross Longs:8,6496782,008
– Gross Shorts:10,127321887
– Long to Short Ratio:0.9 to 12.1 to 12.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):68.771.422.9
– COT Index Reading (3 Year Range):BullishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:0.9-20.84.5

 

Article By InvestMacro – 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) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

CountingPips Forex Blog Forex and Currency News investing Opinions
06 Nov

COT Currency Charts: Speculators push New Zealand Dollar bets to 34-Week High

By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

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

The latest COT data is updated through Tuesday November 2nd 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.

Highlighting this week’s COT Currency data is the speculator’s boost of their New Zealand dollar bets. Speculator net positions for the NZD increased for a second consecutive week this week and for the seventh time out of the past nine weeks (9-week total of +16,002 contracts). This recent bullishness has brought the net speculator positions to over +13,000 contracts which is the highest level in the past thirty-four weeks, dating back to March 9th. NZD positions had been in negative or bearish territory as recently as August 31st before this recent bullishness propelled them higher.

Data Snapshot of Forex Market Traders | Columns Legend
Nov-02-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index57,9478534,98286-42,05357,07194
EUR678,02475-6,13833-22,7286928,86626
GBP166,7801815,04785-11,73223-3,31549
JPY251,05889-107,6241126,00599-18,38112
CHF51,61330-20,6483425,49760-4,84949
CAD156,194344,16258-27,4413423,27982
AUD162,88854-75,4961473,970741,52656
NZD45,4363513,86195-16,62552,76483
MXN167,67632-51,018048,7951002,22352
RUB61,6017319,98261-21,882351,90086
BRL31,67433-14,2725014,35753-8566
Bitcoin13,51277-1,6126642101,19125

 

US Dollar Index Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week totaled a net position of 34,982 contracts in the data reported through Tuesday. This was a weekly advance of 525 contracts from the previous week which had a total of 34,457 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 86.1 percent. The commercials are Bearish-Extreme with a score of 4.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 93.9 percent.

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:78.33.315.2
– Percent of Open Interest Shorts:18.075.93.0
– Net Position:34,982-42,0537,071
– Gross Longs:45,3951,9118,799
– Gross Shorts:10,41343,9641,728
– Long to Short Ratio:4.4 to 10.0 to 15.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):86.14.793.9
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:17.0-19.419.4

 

Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week totaled a net position of -6,138 contracts in the data reported through Tuesday. This was a weekly advance of 5,118 contracts from the previous week which had a total of -11,256 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.1 percent. The commercials are Bullish with a score of 69.3 percent and the small traders (not shown in chart) are Bearish with a score of 25.7 percent.

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:28.257.912.4
– Percent of Open Interest Shorts:29.161.38.2
– Net Position:-6,138-22,72828,866
– Gross Longs:191,496392,88284,160
– Gross Shorts:197,634415,61055,294
– Long to Short Ratio:1.0 to 10.9 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):33.169.325.7
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-5.66.1-5.2

 

British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week totaled a net position of 15,047 contracts in the data reported through Tuesday. This was a weekly boost of 94 contracts from the previous week which had a total of 14,953 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 84.8 percent. The commercials are Bearish with a score of 22.7 percent and the small traders (not shown in chart) are Bearish with a score of 48.8 percent.

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:34.347.016.4
– Percent of Open Interest Shorts:25.354.118.4
– Net Position:15,047-11,732-3,315
– Gross Longs:57,25578,42027,293
– Gross Shorts:42,20890,15230,608
– Long to Short Ratio:1.4 to 10.9 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):84.822.748.8
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:11.0-7.6-5.1

 

Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week totaled a net position of -107,624 contracts in the data reported through Tuesday. This was a weekly lowering of -588 contracts from the previous week which had a total of -107,036 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 1.3 percent. The commercials are Bullish-Extreme with a score of 98.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.1 percent.

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:8.182.78.3
– Percent of Open Interest Shorts:51.032.515.7
– Net Position:-107,624126,005-18,381
– Gross Longs:20,337207,61220,944
– Gross Shorts:127,96181,60739,325
– Long to Short Ratio:0.2 to 12.5 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):1.398.712.1
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-32.229.5-16.7

 

Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week totaled a net position of -20,648 contracts in the data reported through Tuesday. This was a weekly lowering of -1,269 contracts from the previous week which had a total of -19,379 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.9 percent. The commercials are Bullish with a score of 59.6 percent and the small traders (not shown in chart) are Bearish with a score of 49.0 percent.

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:2.870.626.1
– Percent of Open Interest Shorts:42.821.235.5
– Net Position:-20,64825,497-4,849
– Gross Longs:1,43936,45613,485
– Gross Shorts:22,08710,95918,334
– Long to Short Ratio:0.1 to 13.3 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):33.959.649.0
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-20.01.130.6

 

Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week totaled a net position of 4,162 contracts in the data reported through Tuesday. This was a weekly rise of 842 contracts from the previous week which had a total of 3,320 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 58.5 percent. The commercials are Bearish with a score of 34.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 81.9 percent.

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.943.928.2
– Percent of Open Interest Shorts:24.261.513.3
– Net Position:4,162-27,44123,279
– Gross Longs:42,03768,54244,037
– Gross Shorts:37,87595,98320,758
– Long to Short Ratio:1.1 to 10.7 to 12.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):58.534.581.9
– COT Index Reading (3 Year Range):BullishBearishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:26.7-29.021.5

 

Australian Dollar Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Australian Dollar large speculator standing this week totaled a net position of -75,496 contracts in the data reported through Tuesday. This was a weekly reduction of -250 contracts from the previous week which had a total of -75,246 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 13.6 percent. The commercials are Bullish with a score of 74.1 percent and the small traders (not shown in chart) are Bullish with a score of 56.2 percent.

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:11.871.515.8
– Percent of Open Interest Shorts:58.126.114.9
– Net Position:-75,49673,9701,526
– Gross Longs:19,187116,46425,749
– Gross Shorts:94,68342,49424,223
– Long to Short Ratio:0.2 to 12.7 to 11.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):13.674.156.2
– COT Index Reading (3 Year Range):Bearish-ExtremeBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:9.5-21.244.5

 

New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week totaled a net position of 13,861 contracts in the data reported through Tuesday. This was a weekly gain of 4,955 contracts from the previous week which had a total of 8,906 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 94.5 percent. The commercials are Bearish-Extreme with a score of 4.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.5 percent.

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:60.523.513.0
– Percent of Open Interest Shorts:30.060.06.9
– Net Position:13,861-16,6252,764
– Gross Longs:27,50410,6595,893
– Gross Shorts:13,64327,2843,129
– Long to Short Ratio:2.0 to 10.4 to 11.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):94.54.883.5
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:9.7-11.418.8

 

Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week totaled a net position of -51,018 contracts in the data reported through Tuesday. This was a weekly decrease of -7,729 contracts from the previous week which had a total of -43,289 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bullish with a score of 52.4 percent.

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:36.759.13.3
– Percent of Open Interest Shorts:67.130.02.0
– Net Position:-51,01848,7952,223
– Gross Longs:61,55399,0345,560
– Gross Shorts:112,57150,2393,337
– Long to Short Ratio:0.5 to 12.0 to 11.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):0.0100.052.4
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-14.515.0-6.2

 

Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week totaled a net position of -14,272 contracts in the data reported through Tuesday. This was a weekly lowering of -13,330 contracts from the previous week which had a total of -942 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 49.5 percent. The commercials are Bullish with a score of 52.6 percent and the small traders (not shown in chart) are Bullish with a score of 65.8 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:28.461.89.5
– Percent of Open Interest Shorts:73.416.59.8
– Net Position:-14,27214,357-85
– Gross Longs:8,98919,5743,023
– Gross Shorts:23,2615,2173,108
– Long to Short Ratio:0.4 to 13.8 to 11.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):49.552.665.8
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-26.828.2-13.3

 

Russian Ruble Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Russian Ruble large speculator standing this week totaled a net position of 19,982 contracts in the data reported through Tuesday. This was a weekly fall of -1,480 contracts from the previous week which had a total of 21,462 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 60.7 percent. The commercials are Bearish with a score of 35.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.2 percent.

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:59.136.34.6
– Percent of Open Interest Shorts:26.671.81.5
– Net Position:19,982-21,8821,900
– Gross Longs:36,38922,3692,843
– Gross Shorts:16,40744,251943
– Long to Short Ratio:2.2 to 10.5 to 13.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):60.735.486.2
– COT Index Reading (3 Year Range):BullishBearishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:4.1-4.910.2

 

Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week totaled a net position of -1,612 contracts in the data reported through Tuesday. This was a weekly increase of 2,800 contracts from the previous week which had a total of -4,412 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 65.6 percent. The commercials are Bullish with a score of 78.2 percent and the small traders (not shown in chart) are Bearish with a score of 24.9 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:67.15.414.4
– Percent of Open Interest Shorts:79.02.35.6
– Net Position:-1,6124211,191
– Gross Longs:9,0627271,943
– Gross Shorts:10,674306752
– Long to Short Ratio:0.8 to 12.4 to 12.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):65.678.224.9
– COT Index Reading (3 Year Range):BullishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-13.741.65.5

 

Article By InvestMacro – 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) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.

CountingPips Forex Blog Forex and Currency News investing Opinions
22 Oct

COT Forex Charts: Speculator’s US Dollar Index bullish bets rise for 9th straight week

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

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

The latest COT data is updated through Tuesday October 19th 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.

Highlighting this week’s COT Currency data is once again the speculator’s US Dollar Index bullish bets which have gained for nine consecutive weeks. Dollar Index speculative bullish positions have now risen for seventeen out of the past eighteen weeks to hit the highest level in the past one-hundred and five weeks, dating back to October 15th of 2019. The speculator strength index score (current levels compared to past three years) rose again this week and shows that spec sentiment is now in an extreme bullish position (88 percent score) for the third week in a row.

Data Snapshot of Forex Market Traders | Columns Legend
Oct-19-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index60,7319135,93488-42,72846,79491
EUR679,41875-12,10731-17,5737129,68027
GBP158,961131,61575-2,3812876657
JPY266,750100-102,7344122,64098-19,9069
CHF55,60036-17,5843933,35368-15,76917
CAD153,91233-10,92446-7,8374718,76175
AUD158,53151-76,0581381,31180-5,25342
NZD37,730206,44082-7,598191,15865
MXN164,26831-38,571136,459992,11252
RUB53,5895922,17166-24,341302,17093
BRL29,98330-65868-1153377376
Bitcoin13,60593-2,8462424602,60075

 

US Dollar Index Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week equaled a net position of 35,934 contracts in the data reported through Tuesday. This was a weekly rise of 872 contracts from the previous week which had a total of 35,062 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 87.8 percent. The commercials are Bearish-Extreme with a score of 3.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 90.9 percent.

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:78.33.514.2
– Percent of Open Interest Shorts:19.273.83.0
– Net Position:35,934-42,7286,794
– Gross Longs:47,5682,1048,642
– Gross Shorts:11,63444,8321,848
– Long to Short Ratio:4.1 to 10.0 to 14.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):87.83.690.9
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:25.0-26.013.1

 

Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week equaled a net position of -12,107 contracts in the data reported through Tuesday. This was a weekly increase of 6,291 contracts from the previous week which had a total of -18,398 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 31.3 percent. The commercials are Bullish with a score of 70.8 percent and the small traders (not shown in chart) are Bearish with a score of 27.0 percent.

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:28.557.412.9
– Percent of Open Interest Shorts:30.259.98.5
– Net Position:-12,107-17,57329,680
– Gross Longs:193,320389,68287,763
– Gross Shorts:205,427407,25558,083
– Long to Short Ratio:0.9 to 11.0 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):31.370.827.0
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-11.815.7-27.4

 

British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week equaled a net position of 1,615 contracts in the data reported through Tuesday. This was a weekly gain of 13,594 contracts from the previous week which had a total of -11,979 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 75.2 percent. The commercials are Bearish with a score of 28.3 percent and the small traders (not shown in chart) are Bullish with a score of 57.2 percent.

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:30.950.017.6
– Percent of Open Interest Shorts:29.951.517.1
– Net Position:1,615-2,381766
– Gross Longs:49,11279,45927,920
– Gross Shorts:47,49781,84027,154
– Long to Short Ratio:1.0 to 11.0 to 11.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):75.228.357.2
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:18.8-13.4-7.2

 

Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week equaled a net position of -102,734 contracts in the data reported through Tuesday. This was a weekly lowering of -26,100 contracts from the previous week which had a total of -76,634 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 4.4 percent. The commercials are Bullish-Extreme with a score of 98.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.3 percent.

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:13.477.97.9
– Percent of Open Interest Shorts:51.931.915.4
– Net Position:-102,734122,640-19,906
– Gross Longs:35,713207,73521,090
– Gross Shorts:138,44785,09540,996
– Long to Short Ratio:0.3 to 12.4 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):4.498.19.3
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-25.222.1-7.7

 

Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week equaled a net position of -17,584 contracts in the data reported through Tuesday. This was a weekly reduction of -4,612 contracts from the previous week which had a total of -12,972 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 39.2 percent. The commercials are Bullish with a score of 68.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 17.0 percent.

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:4.380.315.4
– Percent of Open Interest Shorts:35.920.343.7
– Net Position:-17,58433,353-15,769
– Gross Longs:2,36544,6628,549
– Gross Shorts:19,94911,30924,318
– Long to Short Ratio:0.1 to 13.9 to 10.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):39.268.417.0
– COT Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-31.127.7-19.8

 

Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week equaled a net position of -10,924 contracts in the data reported through Tuesday. This was a weekly rise of 16,936 contracts from the previous week which had a total of -27,860 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 45.9 percent. The commercials are Bearish with a score of 46.7 percent and the small traders (not shown in chart) are Bullish with a score of 75.1 percent.

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.247.225.3
– Percent of Open Interest Shorts:33.352.313.1
– Net Position:-10,924-7,83718,761
– Gross Longs:40,38072,67538,947
– Gross Shorts:51,30480,51220,186
– Long to Short Ratio:0.8 to 10.9 to 11.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):45.946.775.1
– COT Index Reading (3 Year Range):BearishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-4.1-1.110.1

 

Australian Dollar Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Australian Dollar large speculator standing this week equaled a net position of -76,058 contracts in the data reported through Tuesday. This was a weekly increase of 11,550 contracts from the previous week which had a total of -87,608 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 13.1 percent. The commercials are Bullish with a score of 79.6 percent and the small traders (not shown in chart) are Bearish with a score of 41.7 percent.

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:7.376.613.7
– Percent of Open Interest Shorts:55.325.417.0
– Net Position:-76,05881,311-5,253
– Gross Longs:11,632121,50221,748
– Gross Shorts:87,69040,19127,001
– Long to Short Ratio:0.1 to 13.0 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):13.179.641.7
– COT Index Reading (3 Year Range):Bearish-ExtremeBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-5.2-1.618.2

 

New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week equaled a net position of 6,440 contracts in the data reported through Tuesday. This was a weekly lowering of -2,308 contracts from the previous week which had a total of 8,748 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 82.1 percent. The commercials are Bearish-Extreme with a score of 18.7 percent and the small traders (not shown in chart) are Bullish with a score of 65.1 percent.

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:55.729.712.3
– Percent of Open Interest Shorts:38.649.89.2
– Net Position:6,440-7,5981,158
– Gross Longs:21,00411,1944,631
– Gross Shorts:14,56418,7923,473
– Long to Short Ratio:1.4 to 10.6 to 11.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):82.118.765.1
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:4.3-4.00.4

 

Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week equaled a net position of -38,571 contracts in the data reported through Tuesday. This was a weekly increase of 1,063 contracts from the previous week which had a total of -39,634 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.5 percent. The commercials are Bullish-Extreme with a score of 99.4 percent and the small traders (not shown in chart) are Bullish with a score of 52.0 percent.

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:42.752.93.6
– Percent of Open Interest Shorts:66.230.72.3
– Net Position:-38,57136,4592,112
– Gross Longs:70,19286,8645,934
– Gross Shorts:108,76350,4053,822
– Long to Short Ratio:0.6 to 11.7 to 11.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):0.599.452.0
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-10.011.1-10.8

 

Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week equaled a net position of -658 contracts in the data reported through Tuesday. This was a weekly reduction of -285 contracts from the previous week which had a total of -373 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 67.7 percent. The commercials are Bearish with a score of 33.3 percent and the small traders (not shown in chart) are Bullish with a score of 76.2 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:54.733.011.8
– Percent of Open Interest Shorts:56.933.49.2
– Net Position:-658-115773
– Gross Longs:16,3999,9063,535
– Gross Shorts:17,05710,0212,762
– Long to Short Ratio:1.0 to 11.0 to 11.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):67.733.376.2
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-9.410.2-8.2

 

Russian Ruble Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Russian Ruble large speculator standing this week equaled a net position of 22,171 contracts in the data reported through Tuesday. This was a weekly lift of 2,863 contracts from the previous week which had a total of 19,308 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 65.9 percent. The commercials are Bearish with a score of 29.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 93.5 percent.

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:58.935.05.8
– Percent of Open Interest Shorts:17.580.51.8
– Net Position:22,171-24,3412,170
– Gross Longs:31,55118,7783,134
– Gross Shorts:9,38043,119964
– Long to Short Ratio:3.4 to 10.4 to 13.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):65.929.793.5
– COT Index Reading (3 Year Range):BullishBearishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:2.9-3.913.3

 

Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week equaled a net position of -2,846 contracts in the data reported through Tuesday. This was a weekly decrease of -1,420 contracts from the previous week which had a total of -1,426 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 23.8 percent. The commercials are Bullish with a score of 59.7 percent and the small traders (not shown in chart) are Bullish with a score of 75.3 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:52.03.628.4
– Percent of Open Interest Shorts:72.91.89.3
– Net Position:-2,8462462,600
– Gross Longs:7,0694863,868
– Gross Shorts:9,9152401,268
– Long to Short Ratio:0.7 to 12.0 to 13.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):23.859.775.3
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-49.438.045.8

 

Article By InvestMacro.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).

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