Archive for investing – Page 11

15 Oct

COT Currency Charts: Speculators push US Dollar Index bullish bets to 104-week high

By InvestMacro | 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 12th 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 US Dollar Index bullish bets which have risen to the highest level in 104 weeks. Speculator wagers in favor of the Dollar Index have now increased for eight straight weeks and have climbed higher for sixteen out of the past seventeen weeks. This pushes the current position (35,062 contracts) to the most bullish standing dating back to October 15th of 2019 when net positions totaled 37,436 contracts. The speculator strength index score (current levels compared to past three years) also shows that spec sentiment has now moved into an extreme bullish position (86 percent score) for a second week.

Data Snapshot of Forex Market Traders | Columns Legend
Oct-12-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index62,8369535,06286-42,69247,630100
EUR695,32982-18,39829-8,9537327,35123
GBP172,82921-11,9796520,19142-8,21239
JPY243,617100-76,6342195,09284-18,45812
CHF57,34138-12,9724729,96365-16,99113
CAD127,82715-27,8603211,7285916,13271
AUD177,93266-87,6082102,00095-14,39220
NZD37,340198,74886-8,15118-59745
MXN171,75434-39,634037,7591001,87551
RUB54,7716119,30859-21,718362,410100
BRL27,33826-37368-1073348073
Bitcoin10,91869-1,42664555087118

 

US Dollar Index Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week resulted in a net position of 35,062 contracts in the data reported through Tuesday. This was a weekly gain of 3,036 contracts from the previous week which had a total of 32,026 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 86.3 percent. The commercials are Bearish-Extreme with a score of 3.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:78.63.414.5
– Percent of Open Interest Shorts:22.871.32.4
– Net Position:35,062-42,6927,630
– Gross Longs:49,3942,1319,108
– Gross Shorts:14,33244,8231,478
– Long to Short Ratio:3.4 to 10.0 to 16.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):86.33.7100.0
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:24.8-27.423.4

 

Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week resulted in a net position of -18,398 contracts in the data reported through Tuesday. This was a weekly rise of 3,936 contracts from the previous week which had a total of -22,334 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 29.4 percent. The commercials are Bullish with a score of 73.2 percent and the small traders (not shown in chart) are Bearish with a score of 23.3 percent.

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:29.157.012.8
– Percent of Open Interest Shorts:31.858.38.8
– Net Position:-18,398-8,95327,351
– Gross Longs:202,512396,22488,733
– Gross Shorts:220,910405,17761,382
– Long to Short Ratio:0.9 to 11.0 to 11.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):29.473.223.3
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-8.912.2-22.7

 

British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week resulted in a net position of -11,979 contracts in the data reported through Tuesday. This was a weekly increase of 8,039 contracts from the previous week which had a total of -20,018 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 65.4 percent. The commercials are Bearish with a score of 41.6 percent and the small traders (not shown in chart) are Bearish with a score of 38.6 percent.

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:27.157.014.3
– Percent of Open Interest Shorts:34.045.319.1
– Net Position:-11,97920,191-8,212
– Gross Longs:46,79498,51224,778
– Gross Shorts:58,77378,32132,990
– Long to Short Ratio:0.8 to 11.3 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):65.441.638.6
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:2.13.4-18.0

 

Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week resulted in a net position of -76,634 contracts in the data reported through Tuesday. This was a weekly reduction of -12,940 contracts from the previous week which had a total of -63,694 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 20.7 percent. The commercials are Bullish-Extreme with a score of 84.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.4 percent.

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:14.776.28.5
– Percent of Open Interest Shorts:46.237.116.1
– Net Position:-76,63495,092-18,458
– Gross Longs:35,810185,56020,735
– Gross Shorts:112,44490,46839,193
– Long to Short Ratio:0.3 to 12.1 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):20.784.312.4
– COT Index Reading (3 Year Range):BearishBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-8.47.9-4.6

 

Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week resulted in a net position of -12,972 contracts in the data reported through Tuesday. This was a weekly boost of 2,707 contracts from the previous week which had a total of -15,679 net contracts.

This 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 47.3 percent. The commercials are Bullish with a score of 64.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.5 percent.

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:6.279.014.7
– Percent of Open Interest Shorts:28.826.844.3
– Net Position:-12,97229,963-16,991
– Gross Longs:3,56045,3278,435
– Gross Shorts:16,53215,36425,426
– Long to Short Ratio:0.2 to 13.0 to 10.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):47.364.613.5
– COT Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-29.630.7-30.1

 

Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week resulted in a net position of -27,860 contracts in the data reported through Tuesday. This was a weekly decline of -994 contracts from the previous week which had a total of -26,866 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 31.8 percent. The commercials are Bullish with a score of 59.0 percent and the small traders (not shown in chart) are Bullish with a score of 71.1 percent.

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:17.552.329.1
– Percent of Open Interest Shorts:39.343.116.5
– Net Position:-27,86011,72816,132
– Gross Longs:22,38266,80337,224
– Gross Shorts:50,24255,07521,092
– Long to Short Ratio:0.4 to 11.2 to 11.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):31.859.071.1
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-20.89.913.9

 

Australian Dollar Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Australian Dollar large speculator standing this week resulted in a net position of -87,608 contracts in the data reported through Tuesday. This was a weekly gain of 2,371 contracts from the previous week which had a total of -89,979 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 Bearish-Extreme with a score of 2.2 percent. The commercials are Bullish-Extreme with a score of 95.0 percent and the small traders (not shown in chart) are Bearish with a score of 20.2 percent.

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:6.382.29.2
– Percent of Open Interest Shorts:55.524.817.3
– Net Position:-87,608102,000-14,392
– Gross Longs:11,193146,17616,345
– Gross Shorts:98,80144,17630,737
– Long to Short Ratio:0.1 to 13.3 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):2.295.020.2
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-25.915.216.7

 

New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week resulted in a net position of 8,748 contracts in the data reported through Tuesday. This was a weekly gain of 692 contracts from the previous week which had a total of 8,056 net contracts.

This 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 17.8 percent and the small traders (not shown in chart) are Bearish with a score of 45.0 percent.

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:54.833.79.8
– Percent of Open Interest Shorts:31.455.511.4
– Net Position:8,748-8,151-597
– Gross Longs:20,46712,5863,646
– Gross Shorts:11,71920,7374,243
– Long to Short Ratio:1.7 to 10.6 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):85.917.845.0
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:18.3-16.2-4.2

 

Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week resulted in a net position of -39,634 contracts in the data reported through Tuesday. This was a weekly decline of -4,055 contracts from the previous week which had a total of -35,579 net contracts.

This 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 51.0 percent.

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:43.252.63.2
– Percent of Open Interest Shorts:66.230.62.2
– Net Position:-39,63437,7591,875
– Gross Longs:74,12990,2835,577
– Gross Shorts:113,76352,5243,702
– Long to Short Ratio:0.7 to 11.7 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):0.0100.051.0
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-8.99.7-8.5

 

Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week resulted in a net position of -373 contracts in the market data reported through Tuesday. This was a weekly advance of 1,917 contracts from the previous week which had a total of -2,290 net contracts.

This 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 68.1 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 72.6 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:52.935.111.5
– Percent of Open Interest Shorts:54.235.59.8
– Net Position:-373-107480
– Gross Longs:14,4499,6003,154
– Gross Shorts:14,8229,7072,674
– Long to Short Ratio:1.0 to 11.0 to 11.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):68.133.372.6
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-16.918.7-16.7

 

Russian Ruble Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Russian Ruble large speculator standing this week resulted in a net position of 19,308 contracts in the data reported through Tuesday. This was a weekly fall of -1,101 contracts from the previous week which had a total of 20,409 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.1 percent. The commercials are Bearish with a score of 35.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:55.139.05.8
– Percent of Open Interest Shorts:19.978.71.4
– Net Position:19,308-21,7182,410
– Gross Longs:30,19321,3883,190
– Gross Shorts:10,88543,106780
– Long to Short Ratio:2.8 to 10.5 to 14.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):59.135.8100.0
– COT Index Reading (3 Year Range):BullishBearishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-5.13.121.7

 

Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week resulted in a net position of -1,426 contracts in the data reported through Tuesday. This was a weekly lift of 92 contracts from the previous week which had a total of -1,518 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 63.8 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 18.3 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:62.76.316.0
– Percent of Open Interest Shorts:75.71.28.1
– Net Position:-1,426555871
– Gross Longs:6,8446891,751
– Gross Shorts:8,270134880
– Long to Short Ratio:0.8 to 15.1 to 12.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):63.892.318.3
– COT Index Reading (3 Year Range):BullishBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-9.462.4-8.5

 

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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15 Oct

COT Stock Market Charts: Speculators boost SP500-Mini Futures bets to 50-Week high

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 12th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting this week’s stock market COT data is the S&P500 Mini contracts which rose sharply this week by 25,999 contracts. The S&P500 Mini bets have now gained for three out of the past four weeks and by a total of +134,625 contracts over that time-frame. This has brought the speculator level out of a negative position on September 14th to the current speculator position at a total of 98,783 contracts. The current standing marks the highest level since October 27th of 2020 when the total contracts reached 115,439 net positions.

Data Snapshot of Stock Market Traders | Columns Legend
Oct-12-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
S&P500-Mini2,403,163098,78371-133,1674234,38434
Nikkei 22517,54891,19457-2,536451,34244
Nasdaq-Mini230,61531-818752,87628-2,05839
DowJones-Mini102,04073-4,28331-3,119597,40278
VIX329,90536-73,5695581,41746-7,84827
Nikkei 225 Yen56,171384,6083426,699100-31,30718

 

VIX Volatility Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe VIX Volatility large speculator standing this week recorded a net position of -73,569 contracts in the data reported through Tuesday. This was a weekly decrease of -3,981 contracts from the previous week which had a total of -69,588 net contracts.

This 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 55.1 percent. The commercials are Bearish with a score of 46.4 percent and the small traders (not shown in chart) are Bearish with a score of 26.6 percent.

VIX Volatility Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:16.352.16.3
– Percent of Open Interest Shorts:38.627.48.7
– Net Position:-73,56981,417-7,848
– Gross Longs:53,756171,92820,718
– Gross Shorts:127,32590,51128,566
– Long to Short Ratio:0.4 to 11.9 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):55.146.426.6
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:4.7-4.4-0.6

 

S&P500 Mini Futures:

2-Year Treasury Bonds Futures COT ChartThe S&P500 Mini large speculator standing this week recorded a net position of 98,783 contracts in the market data reported through Tuesday. This was a weekly increase of 25,999 contracts from the previous week which had a total of 72,784 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 71.0 percent. The commercials are Bearish with a score of 42.0 percent and the small traders (not shown in chart) are Bearish with a score of 33.6 percent.

S&P500 Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.870.910.9
– Percent of Open Interest Shorts:11.776.49.5
– Net Position:98,783-133,16734,384
– Gross Longs:379,9011,704,039262,461
– Gross Shorts:281,1181,837,206228,077
– Long to Short Ratio:1.4 to 10.9 to 11.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):71.042.033.6
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:22.5-7.2-18.3

 

Dow Jones Mini Futures:

5-Year Treasury Bonds Futures COT ChartThe Dow Jones Mini large speculator standing this week recorded a net position of -4,283 contracts in the data reported through Tuesday. This was a weekly increase of 1,892 contracts from the previous week which had a total of -6,175 net contracts.

This 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 30.5 percent. The commercials are Bullish with a score of 58.6 percent and the small traders (not shown in chart) are Bullish with a score of 78.0 percent.

Dow Jones Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:31.548.618.0
– Percent of Open Interest Shorts:35.751.610.8
– Net Position:-4,283-3,1197,402
– Gross Longs:32,18349,54218,417
– Gross Shorts:36,46652,66111,015
– Long to Short Ratio:0.9 to 10.9 to 11.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):30.558.678.0
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-2.22.00.7

 

Nasdaq Mini Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Nasdaq Mini large speculator standing this week recorded a net position of -818 contracts in the data reported through Tuesday. This was a weekly advance of 1,835 contracts from the previous week which had a total of -2,653 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 74.6 percent. The commercials are Bearish with a score of 28.3 percent and the small traders (not shown in chart) are Bearish with a score of 39.4 percent.

Nasdaq Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.355.216.8
– Percent of Open Interest Shorts:26.754.017.7
– Net Position:-8182,876-2,058
– Gross Longs:60,671127,30238,670
– Gross Shorts:61,489124,42640,728
– Long to Short Ratio:1.0 to 11.0 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):74.628.339.4
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:0.9-7.523.8

 

Russell 2000 Mini Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Russell 2000 Mini large speculator standing this week recorded a net position of -48,706 contracts in the market data reported through Tuesday. This was a weekly lift of 9,907 contracts from the previous week which had a total of -58,613 net contracts.

This 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 27.2 percent. The commercials are Bullish with a score of 68.6 percent and the small traders (not shown in chart) are Bullish with a score of 64.6 percent.

Russell 2000 Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:14.278.16.6
– Percent of Open Interest Shorts:24.969.84.2
– Net Position:-48,70637,53611,170
– Gross Longs:63,996353,15729,974
– Gross Shorts:112,702315,62118,804
– Long to Short Ratio:0.6 to 11.1 to 11.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):27.268.664.6
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:12.3-14.612.6

 

Nikkei Stock Average (USD) Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Nikkei Stock Average (USD) large speculator standing this week recorded a net position of 1,194 contracts in the data reported through Tuesday. This was a weekly increase of 5,138 contracts from the previous week which had a total of -3,944 net contracts.

This 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 57.3 percent. The commercials are Bearish with a score of 45.3 percent and the small traders (not shown in chart) are Bearish with a score of 44.0 percent.

Nikkei Stock Average Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:12.361.526.0
– Percent of Open Interest Shorts:5.576.018.3
– Net Position:1,194-2,5361,342
– Gross Longs:2,16710,7964,558
– Gross Shorts:97313,3323,216
– Long to Short Ratio:2.2 to 10.8 to 11.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):57.345.344.0
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:17.0-21.115.3

 

MSCI EAFE Mini Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe MSCI EAFE Mini large speculator standing this week recorded a net position of 16,454 contracts in the data reported through Tuesday. This was a weekly lowering of -2,137 contracts from the previous week which had a total of 18,591 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 32.8 percent. The commercials are Bullish with a score of 61.1 percent and the small traders (not shown in chart) are Bullish with a score of 65.3 percent.

MSCI EAFE Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:7.089.72.7
– Percent of Open Interest Shorts:2.895.31.3
– Net Position:16,454-21,8965,442
– Gross Longs:27,317349,33610,335
– Gross Shorts:10,863371,2324,893
– Long to Short Ratio:2.5 to 10.9 to 12.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):32.861.165.3
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-3.02.62.0

 

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).

CountingPips Forex Blog investing Opinions Stock Market News
15 Oct
coffee_beans

COT Soft Commodities Charts: Coffee Speculators push bullish bets to over 4-month high

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 12th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Highlighting this week’s data is Coffee which saw speculators raise their bullish net positions to the highest level in over four months. Coffee bullish bets have now increased for nine consecutive weeks and came in this week at a total of 69,085 contracts. This marks the second highest level on record and just below the all-time high set on June 1st of this year at a total of 70,773 contracts. Speculators currently have a 99 percent strength index score which means that speculative trader sentiment is at the very top of the range over the past three years.

Data Snapshot of Commodity Market Traders | Columns Legend
Oct-12-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
WTI Crude2,231,22748404,77641-453,6844648,90884
Gold484,38221185,53954-207,6144622,07533
Silver139,403617,98740-30,2926912,30511
Copper194,8172322,48159-25,867423,38645
Palladium9,29613-2,49642,62595-12937
Platinum59,3442110,91918-16,756855,83743
Natural Gas1,314,02240-130,9023991,2016039,70179
Brent205,52144-34,9245729,563375,36182
Heating Oil429,9086839,137100-65,644126,50790
Soybeans759,1013541,99041-9,66564-32,32518
Corn1,400,3774279,28866-223,33640-55,95211
Coffee305,1416269,08599-73,80824,72321
Sugar891,67225246,18887-294,6741248,48668
Wheat385,20423-4,5344312,96953-8,43561

 

CORN Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe CORN large speculator standing this week reached a net position of 279,288 contracts in the data reported through Tuesday. This was a weekly reduction of -17,717 contracts from the previous week which had a total of 297,005 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 65.7 percent. The commercials are Bearish with a score of 40.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.8 percent.

CORN Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:28.849.09.3
– Percent of Open Interest Shorts:8.864.913.3
– Net Position:279,288-223,336-55,952
– Gross Longs:402,726685,667130,383
– Gross Shorts:123,438909,003186,335
– Long to Short Ratio:3.3 to 10.8 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):65.740.110.8
– COT Index Reading (3 Year Range):BullishBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-3.21.29.4

 

SUGAR Futures:

2-Year Treasury Bonds Futures COT ChartThe SUGAR large speculator standing this week reached a net position of 246,188 contracts in the data reported through Tuesday. This was a weekly fall of -1,187 contracts from the previous week which had a total of 247,375 net contracts.

This 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 87.2 percent. The commercials are Bearish-Extreme with a score of 12.3 percent and the small traders (not shown in chart) are Bullish with a score of 67.8 percent.

SUGAR Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:33.041.910.7
– Percent of Open Interest Shorts:5.474.95.3
– Net Position:246,188-294,67448,486
– Gross Longs:294,624373,27795,832
– Gross Shorts:48,436667,95147,346
– Long to Short Ratio:6.1 to 10.6 to 12.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):87.212.367.8
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-9.38.41.4

 

COFFEE Futures:

5-Year Treasury Bonds Futures COT ChartThe COFFEE large speculator standing this week reached a net position of 69,085 contracts in the data reported through Tuesday. This was a weekly boost of 2,514 contracts from the previous week which had a total of 66,571 net contracts.

This 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 98.8 percent. The commercials are Bearish-Extreme with a score of 2.0 percent and the small traders (not shown in chart) are Bearish with a score of 21.0 percent.

COFFEE Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:27.939.73.9
– Percent of Open Interest Shorts:5.363.92.4
– Net Position:69,085-73,8084,723
– Gross Longs:85,275121,29112,017
– Gross Shorts:16,190195,0997,294
– Long to Short Ratio:5.3 to 10.6 to 11.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):98.82.021.0
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:8.7-8.9-4.7

 

SOYBEANS Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe SOYBEANS large speculator standing this week reached a net position of 41,990 contracts in the data reported through Tuesday. This was a weekly decline of -9,411 contracts from the previous week which had a total of 51,401 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 40.8 percent. The commercials are Bullish with a score of 63.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.1 percent.

SOYBEANS Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:17.758.26.5
– Percent of Open Interest Shorts:12.259.510.7
– Net Position:41,990-9,665-32,325
– Gross Longs:134,258441,82748,964
– Gross Shorts:92,268451,49281,289
– Long to Short Ratio:1.5 to 11.0 to 10.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):40.863.518.1
– COT Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-9.711.4-15.6

 

SOYBEAN MEAL Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe SOYBEAN MEAL large speculator standing this week reached a net position of -2,587 contracts in the data reported through Tuesday. This was a weekly fall of -5,049 contracts from the previous week which had a total of 2,462 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 Bearish with a score of 27.3 percent. The commercials are Bullish with a score of 71.5 percent and the small traders (not shown in chart) are Bullish with a score of 53.4 percent.

SOYBEAN MEAL Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:19.749.012.2
– Percent of Open Interest Shorts:20.353.37.3
– Net Position:-2,587-18,05620,643
– Gross Longs:83,287207,66751,696
– Gross Shorts:85,874225,72331,053
– Long to Short Ratio:1.0 to 10.9 to 11.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):27.371.553.4
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-25.221.519.5

 

LIVE CATTLE Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe LIVE CATTLE large speculator standing this week reached a net position of 42,789 contracts in the data reported through Tuesday. This was a weekly gain of 8,937 contracts from the previous week which had a total of 33,852 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 17.7 percent. The commercials are Bullish with a score of 78.5 percent and the small traders (not shown in chart) are Bullish with a score of 70.2 percent.

LIVE CATTLE Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:32.444.410.8
– Percent of Open Interest Shorts:17.357.113.3
– Net Position:42,789-35,822-6,967
– Gross Longs:91,514125,28030,551
– Gross Shorts:48,725161,10237,518
– Long to Short Ratio:1.9 to 10.8 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):17.778.570.2
– COT Index Reading (3 Year Range):Bearish-ExtremeBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-30.131.615.8

 

LEAN HOGS Futures:

Eurodollar Bonds Futures COT ChartThe LEAN HOGS large speculator standing this week reached a net position of 71,544 contracts in the data reported through Tuesday. This was a weekly lowering of -1,885 contracts from the previous week which had a total of 73,429 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 85.3 percent. The commercials are Bearish with a score of 26.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

LEAN HOGS Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:42.930.17.3
– Percent of Open Interest Shorts:14.451.614.2
– Net Position:71,544-54,143-17,401
– Gross Longs:107,88175,60618,368
– Gross Shorts:36,337129,74935,769
– Long to Short Ratio:3.0 to 10.6 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):85.326.40.0
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-3.15.6-10.6

 

COTTON Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe COTTON large speculator standing this week reached a net position of 111,391 contracts in the data reported through Tuesday. This was a weekly fall of -9,895 contracts from the previous week which had a total of 121,286 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 93.7 percent. The commercials are Bearish-Extreme with a score of 5.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 92.6 percent.

COTTON Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:43.335.87.5
– Percent of Open Interest Shorts:4.579.03.1
– Net Position:111,391-124,04912,658
– Gross Longs:124,338102,68221,438
– Gross Shorts:12,947226,7318,780
– Long to Short Ratio:9.6 to 10.5 to 12.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):93.75.492.6
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:3.0-3.69.6

 

COCOA Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe COCOA large speculator standing this week reached a net position of 40,221 contracts in the data reported through Tuesday. This was a weekly reduction of -3,776 contracts from the previous week which had a total of 43,997 net contracts.

This 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 60.0 percent. The commercials are Bearish with a score of 38.4 percent and the small traders (not shown in chart) are Bullish with a score of 66.2 percent.

COCOA Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:30.845.15.2
– Percent of Open Interest Shorts:15.062.93.2
– Net Position:40,221-45,2995,078
– Gross Longs:78,546115,11813,171
– Gross Shorts:38,325160,4178,093
– Long to Short Ratio:2.0 to 10.7 to 11.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):60.038.466.2
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:11.2-13.127.2

 

WHEAT Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe WHEAT large speculator standing this week reached a net position of -4,534 contracts in the data reported through Tuesday. This was a weekly fall of -11,846 contracts from the previous week which had a total of 7,312 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 43.1 percent. The commercials are Bullish with a score of 53.5 percent and the small traders (not shown in chart) are Bullish with a score of 61.3 percent.

WHEAT Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:24.641.38.1
– Percent of Open Interest Shorts:25.837.910.3
– Net Position:-4,53412,969-8,435
– Gross Longs:94,728159,13131,296
– Gross Shorts:99,262146,16239,731
– Long to Short Ratio:1.0 to 11.1 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):43.153.561.3
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-23.325.26.8

 

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).

CountingPips Forex Blog investing Opinions Soft Commodities
08 Oct

COT Currency Charts: US Dollar Index Speculators boost bullish bets to 103-Week high

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 5th 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 currency COT data this week is the US Dollar Index positioning. Speculators increased their bullish bets this week by +5,565 contracts which marked the largest one-week gain in three months. The bullish speculator position has now risen for seven straight weeks and for fifteen out of the past sixteen weeks. This bullishness has brought the current bullish standing for US Dollar Index speculators to the highest level in the past 103 weeks, dating back to October 15th of 2019.

Data Snapshot of Forex Market Traders | Columns Legend
Oct-05-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index57,1948332,02681-38,817106,791100
EUR693,59182-22,33428-8,4877330,82129
GBP182,33827-20,0186025,67645-5,65844
JPY226,37995-63,6942984,46379-20,7698
CHF55,97036-15,6794329,58664-13,90722
CAD120,16810-26,8663315,4556111,41164
AUD188,69174-89,9790108,693100-18,71410
NZD35,861168,05685-7,88618-17051
MXN168,11933-35,579033,6931001,88651
RUB52,9135820,40962-22,491342,082100
BRL22,97620-2,290661,269351,02179
Bitcoin8,88651-1,51861554096421

 

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 32,026 contracts in the data reported through Tuesday. This was a weekly advance of 5,565 contracts from the previous week which had a total of 26,461 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 81.0 percent. The commercials are Bearish-Extreme with a score of 10.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:78.23.314.9
– Percent of Open Interest Shorts:22.271.23.1
– Net Position:32,026-38,8176,791
– Gross Longs:44,7151,8798,543
– Gross Shorts:12,68940,6961,752
– Long to Short Ratio:3.5 to 10.0 to 14.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):81.010.1100.0
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:20.1-21.716.8

 

Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week was a net position of -22,334 contracts in the data reported through Tuesday. This was a weekly decline of -23,206 contracts from the previous week which had a total of 872 net contracts.

This 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 28.1 percent. The commercials are Bullish with a score of 73.3 percent and the small traders (not shown in chart) are Bearish with a score of 28.8 percent.

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:28.457.213.1
– Percent of Open Interest Shorts:31.658.48.6
– Net Position:-22,334-8,48730,821
– Gross Longs:196,819396,53490,564
– Gross Shorts:219,153405,02159,743
– Long to Short Ratio:0.9 to 11.0 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):28.173.328.8
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-14.413.8-3.1

 

British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week was a net position of -20,018 contracts in the data reported through Tuesday. This was a weekly lowering of -21,982 contracts from the previous week which had a total of 1,964 net contracts.

This 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 59.6 percent. The commercials are Bearish with a score of 44.9 percent and the small traders (not shown in chart) are Bearish with a score of 43.9 percent.

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:26.458.114.1
– Percent of Open Interest Shorts:37.444.017.2
– Net Position:-20,01825,676-5,658
– Gross Longs:48,137105,89925,681
– Gross Shorts:68,15580,22331,339
– Long to Short Ratio:0.7 to 11.3 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):59.644.943.9
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-2.43.8-6.7

 

Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week was a net position of -63,694 contracts in the data reported through Tuesday. This was a weekly gain of 1,066 contracts from the previous week which had a total of -64,760 net contracts.

This 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 79.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 7.5 percent.

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:13.977.48.1
– Percent of Open Interest Shorts:42.140.117.3
– Net Position:-63,69484,463-20,769
– Gross Longs:31,569175,16018,406
– Gross Shorts:95,26390,69739,175
– Long to Short Ratio:0.3 to 11.9 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):28.779.07.5
– COT Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:1.91.2-11.4

 

Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week was a net position of -15,679 contracts in the data reported through Tuesday. This was a weekly lowering of -4,092 contracts from the previous week which had a total of -11,587 net contracts.

This 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 42.6 percent. The commercials are Bullish with a score of 64.2 percent and the small traders (not shown in chart) are Bearish with a score of 22.5 percent.

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:4.179.716.2
– Percent of Open Interest Shorts:32.126.941.0
– Net Position:-15,67929,586-13,907
– Gross Longs:2,27444,6339,051
– Gross Shorts:17,95315,04722,958
– Long to Short Ratio:0.1 to 13.0 to 10.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):42.664.222.5
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-34.629.7-19.1

 

Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week was a net position of -26,866 contracts in the data reported through Tuesday. This was a weekly decrease of -6,631 contracts from the previous week which had a total of -20,235 net contracts.

This 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 32.6 percent. The commercials are Bullish with a score of 61.3 percent and the small traders (not shown in chart) are Bullish with a score of 64.0 percent.

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.554.428.8
– Percent of Open Interest Shorts:37.841.519.3
– Net Position:-26,86615,45511,411
– Gross Longs:18,58065,33834,639
– Gross Shorts:45,44649,88323,228
– Long to Short Ratio:0.4 to 11.3 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):32.661.364.0
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-27.318.93.9

 

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 -89,979 contracts in the data reported through Tuesday. This was a weekly reduction of -3,596 contracts from the previous week which had a total of -86,383 net contracts.

This 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-Extreme with a score of 10.1 percent.

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:9.380.37.7
– Percent of Open Interest Shorts:56.922.717.6
– Net Position:-89,979108,693-18,714
– Gross Longs:17,471151,50114,474
– Gross Shorts:107,45042,80833,188
– Long to Short Ratio:0.2 to 13.5 to 10.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):0.0100.010.1
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-31.423.35.0

 

New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week was a net position of 8,056 contracts in the data reported through Tuesday. This was a weekly reduction of -2,190 contracts from the previous week which had a total of 10,246 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 Bullish-Extreme with a score of 84.8 percent. The commercials are Bearish-Extreme with a score of 18.2 percent and the small traders (not shown in chart) are Bullish with a score of 51.4 percent.

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:49.937.910.3
– Percent of Open Interest Shorts:27.459.910.8
– Net Position:8,056-7,886-170
– Gross Longs:17,88713,5883,702
– Gross Shorts:9,83121,4743,872
– Long to Short Ratio:1.8 to 10.6 to 11.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):84.818.251.4
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:14.1-15.014.4

 

Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week was a net position of -35,579 contracts in the data reported through Tuesday. This was a weekly reduction of -15,984 contracts from the previous week which had a total of -19,595 net contracts.

This 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 51.0 percent.

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:45.849.93.3
– Percent of Open Interest Shorts:67.029.92.2
– Net Position:-35,57933,6931,886
– Gross Longs:77,07483,9265,540
– Gross Shorts:112,65350,2333,654
– Long to Short Ratio:0.7 to 11.7 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):0.0100.051.0
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-5.75.8-1.5

 

Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week was a net position of -2,290 contracts in the data reported through Tuesday. This was a weekly decrease of -7,376 contracts from the previous week which had a total of 5,086 net contracts.

This 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 Bearish with a score of 35.1 percent and the small traders (not shown in chart) are Bullish with a score of 79.2 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:44.342.013.3
– Percent of Open Interest Shorts:54.236.58.9
– Net Position:-2,2901,2691,021
– Gross Longs:10,1709,6463,064
– Gross Shorts:12,4608,3772,043
– Long to Short Ratio:0.8 to 11.2 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):65.635.179.2
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-20.920.9-0.5

 

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 20,409 contracts in the data reported through Tuesday. This was a weekly decrease of -419 contracts from the previous week which had a total of 20,828 net contracts.

This 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 61.7 percent. The commercials are Bearish with a score of 34.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:55.039.05.8
– Percent of Open Interest Shorts:16.481.51.9
– Net Position:20,409-22,4912,082
– Gross Longs:29,10720,6343,092
– Gross Shorts:8,69843,1251,010
– Long to Short Ratio:3.3 to 10.5 to 13.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):61.734.0100.0
– COT Index Reading (3 Year Range):BullishBearishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:17.6-19.531.6

 

Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week was a net position of -1,518 contracts in the data reported through Tuesday. This was a weekly lowering of -635 contracts from the previous week which had a total of -883 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.2 percent. The commercials are Bullish-Extreme with a score of 92.2 percent and the small traders (not shown in chart) are Bearish with a score of 21.4 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:62.86.719.8
– Percent of Open Interest Shorts:79.90.58.9
– Net Position:-1,518554964
– Gross Longs:5,5815991,758
– Gross Shorts:7,09945794
– Long to Short Ratio:0.8 to 113.3 to 12.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):61.292.221.4
– COT Index Reading (3 Year Range):BullishBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-11.461.4-5.9

 

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) as well as their open interest (contracts open in the market at time of reporting).

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

CountingPips Forex Blog Forex and Currency News investing Opinions
08 Oct

COT Soft Commodities Charts: Cotton speculators bets continue to rise to new 3-Year high

By InvestMacro COT Home | Data Tables | Data 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 October 5th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Cotton speculative positions continued to draw higher this week with a gain of +5,154 contracts. This is the eleventh rise in the past thirteen weeks to bring the speculator level to over a 3-year high dating back to June 12th of 2018. Cotton prices have been surging as well with prices reaching the highest thresholds since 2011. Needless to say that the Cotton Speculator Strength Index is currently at a 100 percent score again this week (meaning the highest level of bullish speculator positioning over the past three-year range). Joining Cotton with bullish-extreme strength readings this week are Lean Hogs, COFFEE and Sugar among the soft commodities.

Data Snapshot of Commodity Market Traders | Columns Legend
Oct-05-2021OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
WTI Crude2,230,79448398,30739-443,2595044,95278
Gold483,78921182,58253-203,7024721,12031
Silver139,763716,37939-27,7787211,3996
Copper185,6551614,41753-18,918464,50151
Palladium9,70514-3,23003,51099-28028
Platinum62,109255,51510-10,403944,88830
Natural Gas1,376,78850-133,7083896,6376137,07173
Brent197,79538-37,0215130,935426,08689
Heating Oil440,2867737,54892-66,885029,337100
Soybeans715,8352551,40143-22,59261-28,80924
Corn1,397,4584297,00568-237,59338-59,4129
Coffee306,3636366,57197-71,02244,45119
Sugar888,35428247,37587-293,1351345,76064
Wheat373,320177,312533,69544-11,00749

 

CORN Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe CORN large speculator standing this week recorded a net position of 297,005 contracts in the data reported through Tuesday. This was a weekly boost of 18,459 contracts from the previous week which had a total of 278,546 net contracts.

This 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 68.0 percent. The commercials are Bearish with a score of 38.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.9 percent.

CORN Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:29.448.09.0
– Percent of Open Interest Shorts:8.165.013.3
– Net Position:297,005-237,593-59,412
– Gross Longs:410,799670,303126,389
– Gross Shorts:113,794907,896185,801
– Long to Short Ratio:3.6 to 10.7 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):68.038.18.9
– COT Index Reading (3 Year Range):BullishBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-4.32.78.5

 

SUGAR Futures:

2-Year Treasury Bonds Futures COT ChartThe SUGAR large speculator standing this week recorded a net position of 247,375 contracts in the data reported through Tuesday. This was a weekly fall of -1,540 contracts from the previous week which had a total of 248,915 net contracts.

This 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 12.6 percent and the small traders (not shown in chart) are Bullish with a score of 64.4 percent.

SUGAR Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:33.441.910.0
– Percent of Open Interest Shorts:5.674.94.8
– Net Position:247,375-293,13545,760
– Gross Longs:296,884372,00688,637
– Gross Shorts:49,509665,14142,877
– Long to Short Ratio:6.0 to 10.6 to 12.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):87.512.664.4
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-10.610.9-6.9

 

COFFEE Futures:

5-Year Treasury Bonds Futures COT ChartThe COFFEE large speculator standing this week recorded a net position of 66,571 contracts in the data reported through Tuesday. This was a weekly lift of 996 contracts from the previous week which had a total of 65,575 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 96.9 percent. The commercials are Bearish-Extreme with a score of 4.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 19.1 percent.

COFFEE Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:27.639.63.8
– Percent of Open Interest Shorts:5.962.82.4
– Net Position:66,571-71,0224,451
– Gross Longs:84,602121,36511,705
– Gross Shorts:18,031192,3877,254
– Long to Short Ratio:4.7 to 10.6 to 11.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):96.94.219.1
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:7.7-8.40.5

 

SOYBEANS Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe SOYBEANS large speculator standing this week recorded a net position of 51,401 contracts in the data reported through Tuesday. This was a weekly reduction of -13,319 contracts from the previous week which had a total of 64,720 net contracts.

This 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 43.1 percent. The commercials are Bullish with a score of 60.5 percent and the small traders (not shown in chart) are Bearish with a score of 23.9 percent.

SOYBEANS Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:19.256.26.7
– Percent of Open Interest Shorts:12.059.410.8
– Net Position:51,401-22,592-28,809
– Gross Longs:137,547402,37648,264
– Gross Shorts:86,146424,96877,073
– Long to Short Ratio:1.6 to 10.9 to 10.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):43.160.523.9
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-12.413.6-12.6

 

SOYBEAN MEAL Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe SOYBEAN MEAL large speculator standing this week recorded a net position of 2,462 contracts in the data reported through Tuesday. This was a weekly fall of -11,337 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 Bearish with a score of 30.3 percent. The commercials are Bullish with a score of 69.2 percent and the small traders (not shown in chart) are Bearish with a score of 49.5 percent.

SOYBEAN MEAL Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:20.149.011.9
– Percent of Open Interest Shorts:19.554.67.0
– Net Position:2,462-22,15319,691
– Gross Longs:80,454196,02747,656
– Gross Shorts:77,992218,18027,965
– Long to Short Ratio:1.0 to 10.9 to 11.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):30.369.249.5
– COT Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-27.625.58.0

 

LIVE CATTLE Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe LIVE CATTLE large speculator standing this week recorded a net position of 33,852 contracts in the data reported through Tuesday. This was a weekly fall of -6,311 contracts from the previous week which had a total of 40,163 net contracts.

This 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 11.7 percent. The commercials are Bullish-Extreme with a score of 84.3 percent and the small traders (not shown in chart) are Bullish with a score of 74.6 percent.

LIVE CATTLE Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:30.744.910.8
– Percent of Open Interest Shorts:19.054.812.6
– Net Position:33,852-28,700-5,152
– Gross Longs:88,928130,12531,412
– Gross Shorts:55,076158,82536,564
– Long to Short Ratio:1.6 to 10.8 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):11.784.374.6
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-41.942.526.7

 

LEAN HOGS Futures:

Eurodollar Bonds Futures COT ChartThe LEAN HOGS large speculator standing this week recorded a net position of 73,429 contracts in the data reported through Tuesday. This was a weekly rise of 9,406 contracts from the previous week which had a total of 64,023 net contracts.

This 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 87.2 percent. The commercials are Bearish with a score of 23.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.7 percent.

LEAN HOGS Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:42.730.07.3
– Percent of Open Interest Shorts:14.252.213.7
– Net Position:73,429-57,148-16,281
– Gross Longs:109,94777,17718,907
– Gross Shorts:36,518134,32535,188
– Long to Short Ratio:3.0 to 10.6 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):87.223.20.7
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-1.31.9-2.8

 

COTTON Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe COTTON large speculator standing this week recorded a net position of 121,286 contracts in the data reported through Tuesday. This was a weekly advance of 5,154 contracts from the previous week which had a total of 116,132 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 100.0 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 88.5 percent.

COTTON Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:46.232.97.3
– Percent of Open Interest Shorts:4.578.73.2
– Net Position:121,286-133,28511,999
– Gross Longs:134,30795,68721,371
– Gross Shorts:13,021228,9729,372
– Long to Short Ratio:10.3 to 10.4 to 12.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):100.00.088.5
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:10.8-10.55.4

 

COCOA Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe COCOA large speculator standing this week recorded a net position of 43,997 contracts in the data reported through Tuesday. This was a weekly gain of 19,721 contracts from the previous week which had a total of 24,276 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 63.5 percent. The commercials are Bearish with a score of 35.7 percent and the small traders (not shown in chart) are Bullish with a score of 57.4 percent.

COCOA Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:31.546.44.9
– Percent of Open Interest Shorts:14.065.63.2
– Net Position:43,997-48,3014,304
– Gross Longs:79,217116,79212,283
– Gross Shorts:35,220165,0937,979
– Long to Short Ratio:2.2 to 10.7 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):63.535.757.4
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:9.4-10.515.7

 

WHEAT Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe WHEAT large speculator standing this week recorded a net position of 7,312 contracts in the data reported through Tuesday. This was a weekly rise of 10,957 contracts from the previous week which had a total of -3,645 net contracts.

This 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 53.2 percent. The commercials are Bearish with a score of 44.4 percent and the small traders (not shown in chart) are Bearish with a score of 49.0 percent.

WHEAT Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:25.841.28.1
– Percent of Open Interest Shorts:23.840.211.0
– Net Position:7,3123,695-11,007
– Gross Longs:96,203153,94230,210
– Gross Shorts:88,891150,24741,217
– Long to Short Ratio:1.1 to 11.0 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):53.244.449.0
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-23.628.1-5.6

 

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).

CountingPips Forex Blog investing Opinions Soft Commodities
24 Jul

COT Speculator Extremes: Brazil Real leads weekly Bullish Standings, Mexican Peso is most Bearish

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

The latest update for the weekly Commitment of Traders (COT) report was released by the Commodity Futures Trading Commission (CFTC) on Friday for data ending on Tuesday July 20 2021.

This weekly Extreme Positions report highlights the Most Bullish and the Most Bearish Positions for the speculator category. Extreme positioning in these markets can foreshadow strong moves in the underlying instrument.

To signify an extreme position, we use the Strength Index (also known as the COT Index) of each instrument, which has been a common method among many leading COT practitioners. The Strength Index is simply a comparison of current trader positions against the range of positions over the previous 3 years. We use over 80 percent as extremely bullish and under 20 percent as extremely bearish. (Compare Strength Index scores across all markets in the data tables)

Speculators or Non-Commercials Explained:

Speculators, classified as non-commercial traders by CFTC, are made up of large trading funds, hedge funds, commodity funds and other significant for-profit participants. The Specs are generally regarded as trend-followers in their behavior towards price action – net speculator bets and prices tend to go in the same directions. These traders often look to buy when prices are rising and sell when prices are falling. To illustrate this point, many times speculator contracts can be found at their most extremes (bullish or bearish) when prices are also close to their highest or lowest levels.

These extreme levels can potentially be a signal of overbought and oversold conditions and other times can signal a breakout and possibly a counter-trend move taking in the price trend. These processes can play out in weeks to over many months and even years.

Here Are This Week’s Most Bullish Speculator Positions:

Brazil Real

Brazil Real leads most extreme cot standings and currencies
The Brazil Real speculator trader’s futures position comes in as the most bullish extreme standing this week for a second straight week. The BRL speculator level is currently at a 99 percent score of its 3-year range just down from last week’s 100% strength score (meaning speculative sentiment is at the highest level over past three years).

The extreme positioning shows that speculators have been shedding their bearish sentiment in the real that had prevailed in the currency since the second half of 2019. The BRLUSD price has been on the back-foot against the dollar for some time now but perhaps the newfound positive sentiment among speculators portends a potential breakout higher in the future.

Coffee Futures

Coffee Futures Extreme Positions Bullish

Coffee positions are at the second highest extreme position with the Strength Index Level is now at a 95 percent score of its 3-year range. The Coffee net positions rose by 21.1 percent this week from last week. Sentiment among speculators has been bullish since late in 2019 but the Coffee prices have particularly shot up since the fourth quarter of 2020. Even earlier this week Coffee futures jumped as supply constraints continue to keep prices elevated. It would seem likely that Coffee speculator positioning may stay bullish for time to come.

2-Year Bond

2-Year Bond Speculators Bullish Extreme

The 2-Year Bond speculator trader’s futures position comes in third this week in the extreme standings. The 2-Year Strength Index Level resides at a 93 percent score of its 3-year range.

The 2-Year speculators heavily cut back on their bearish positions this week while their bullish positions rose – creating an extreme reading in positioning. This reflects a dent in the economic outlook earlier in the week (and a quick drop in longer term bond yields) perhaps due to the Delta variant. The big picture outlook in the 2-Year is not changed very much as the 2-Year price has not moved much and the 2-Year yield remains at a depressed rate of 0.20 percent.

This Week’s Most Bearish Speculator Positions:

Mexican Peso

Mexican Peso Bearish Extreme leads the Week

The Mexican Peso speculator trader’s futures position comes in as the most bearish extreme standing this week. The MXN Strength Index Level is at a 1 percent score of its 3-year range.

Peso positions are the most bearish extreme of the week for a second straight week. Peso speculators have had considerably lower sentiment for the Mexican currency since the all-time high positioning that prevailed in late 2019 and into early 2020. The MXNUSD currency pair has been trending higher since the COVID-induced crash in the currency in March 2020. However, with the current sentiment so low, a further push higher in price could prompt speculators to exit their bearish positions and help the case for peso bulls going forward.

Palladium

COT Extremes: Palladium Speculator Standings are bearish

The Palladium speculator trader’s futures position comes in next for the most bearish extreme standing on the week. The Palladium Strength Index Level is at a 7 percent score of its 3-year range.

Palladium positioning has remained very subdued since the onset of the COVID outbreak in early 2020. Speculative positioning went from very bullish (pre-COVID) to extremely bearish (post) in that time-frame. In fact, the open interest numbers show a very low participation rate in the trading with current open interest levels (contracts open in the market) about only a half to one-third the open interest levels before the outbreak. Despite this, the Palladium price has trended higher consistently and continues to be in a bull market.

Fed Funds

Rounding out the extreme bearish positions, the Fed Funds speculator’s futures position comes in as third most bearish extreme standing of the week. The FedFunds Strength Index Level resides at a 17 percent score of its 3-year range. The net speculator position was -185,934 net contracts this week saw movement by -4,942 contracts from last week. The speculator long position was a total of 49,351 contracts against the total spec short position of 235,285 contracts.

*COT Report: The weekly commitment of traders report summarizes the total trader positions for open contracts in the futures trading markets. The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (speculators & large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators). Find CFTC criteria here: (https://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).
The Commitment of Traders report is published every Friday by the Commodity Futures Trading Commission (CFTC) and shows futures positions data that was reported as of the previous Tuesday (3 days behind).

Article by CountingPips – Get Our Weekly Newsletter here

 

CountingPips Forex Blog Forex and Currency News investing Opinions
10 Jul

COT Currency Futures Charts: US Dollar, Swiss Franc, Euro, Brazil Real, Japanese Yen, Pound, Peso, Bitcoin

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

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

The latest COT data is updated through Tuesday July 6th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.

US Dollar Index Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week recorded a net position of 7,569 contracts in the data reported through Tuesday. This was a weekly rise of 8,017 contracts from the previous week which had a total of -448 net contracts.

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

US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:73.82.020.3
– Percent of Open Interest Shorts:53.437.05.7
– Net Position:7,569-13,0205,451
– Gross Longs:27,4427357,557
– Gross Shorts:19,87313,7552,106
– Long to Short Ratio:1.4 to 10.1 to 13.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):38.853.089.9
– COT Index Reading (3 Year Range):BearishBullishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:8.3-12.736.7

 

Euro Currency Futures:

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

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

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:30.555.213.5
– Percent of Open Interest Shorts:19.473.06.8
– Net Position:77,190-124,15846,968
– Gross Longs:212,998386,18994,301
– Gross Shorts:135,808510,34747,333
– Long to Short Ratio:1.6 to 10.8 to 12.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):58.740.657.4
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-8.215.7-42.6

 

British Pound Sterling Futures:

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

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

BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:32.049.416.7
– Percent of Open Interest Shorts:19.863.714.7
– Net Position:21,903-25,4353,532
– Gross Longs:57,23288,38729,841
– Gross Shorts:35,329113,82226,309
– Long to Short Ratio:1.6 to 10.8 to 11.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):89.814.663.0
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-6.314.6-33.2

 

Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week recorded a net position of -69,136 contracts in the data reported through Tuesday. This was a weekly gain of 759 contracts from the previous week which had a total of -69,895 net contracts.

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

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.475.88.1
– Percent of Open Interest Shorts:49.131.019.3
– Net Position:-69,13692,131-22,995
– Gross Longs:31,625155,70716,701
– Gross Shorts:100,76163,57639,696
– Long to Short Ratio:0.3 to 12.4 to 10.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):27.878.212.3
– COT Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-11.514.6-22.5

 

Swiss Franc Futures:

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

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

SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:43.035.221.4
– Percent of Open Interest Shorts:20.336.243.2
– Net Position:10,162-446-9,716
– Gross Longs:19,23015,7639,595
– Gross Shorts:9,06816,20919,311
– Long to Short Ratio:2.1 to 11.0 to 10.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):89.128.437.3
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:17.7-4.4-20.4

 

Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week recorded a net position of 41,178 contracts in the data reported through Tuesday. This was a weekly decline of -4,623 contracts from the previous week which had a total of 45,801 net contracts.

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

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:34.642.621.9
– Percent of Open Interest Shorts:14.275.69.3
– Net Position:41,178-66,66725,489
– Gross Longs:69,92386,10644,346
– Gross Shorts:28,745152,77318,857
– Long to Short Ratio:2.4 to 10.6 to 12.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):89.39.985.2
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-3.05.6-7.9

 

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 -24,870 contracts in the data reported through Tuesday. This was a weekly fall of -7,070 contracts from the previous week which had a total of -17,800 net contracts.

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

AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:36.246.815.8
– Percent of Open Interest Shorts:53.128.816.9
– Net Position:-24,87026,485-1,615
– Gross Longs:53,35268,89423,265
– Gross Shorts:78,22242,40924,880
– Long to Short Ratio:0.7 to 11.6 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):54.043.453.6
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-26.833.0-33.4

 

New Zealand Dollar Futures:

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

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

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:46.539.611.1
– Percent of Open Interest Shorts:42.346.98.0
– Net Position:1,761-3,0631,302
– Gross Longs:19,41216,5184,622
– Gross Shorts:17,65119,5813,320
– Long to Short Ratio:1.1 to 10.8 to 11.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):74.225.767.9
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-11.413.3-20.1

 

Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week recorded a net position of -22,333 contracts in the data reported through Tuesday. This was a weekly decline of -2,879 contracts from the previous week which had a total of -19,454 net contracts.

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

MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:48.045.85.6
– Percent of Open Interest Shorts:63.234.41.8
– Net Position:-22,33316,7475,586
– Gross Longs:70,78867,4708,220
– Gross Shorts:93,12150,7232,634
– Long to Short Ratio:0.8 to 11.3 to 13.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):3.694.466.7
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-6.96.43.6

 

Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week recorded a net position of 21,305 contracts in the data reported through Tuesday. This was a weekly gain of 819 contracts from the previous week which had a total of 20,486 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 100.0 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 93.0 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:72.319.38.3
– Percent of Open Interest Shorts:23.573.03.3
– Net Position:21,305-23,4702,165
– Gross Longs:31,5938,4383,628
– Gross Shorts:10,28831,9081,463
– Long to Short Ratio:3.1 to 10.3 to 12.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):100.00.093.0
– COT Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:21.6-22.38.0

 

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 8,897 contracts in the data reported through Tuesday. This was a weekly decrease of -1,441 contracts from the previous week which had a total of 10,338 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 34.4 percent. The commercials are Bullish with a score of 62.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.5 percent.

RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:40.353.76.0
– Percent of Open Interest Shorts:21.075.83.2
– Net Position:8,897-10,1541,257
– Gross Longs:18,55624,6962,742
– Gross Shorts:9,65934,8501,485
– Long to Short Ratio:1.9 to 10.7 to 11.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):34.462.380.5
– COT Index Reading (3 Year Range):BearishBullishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:8.3-8.32.4

 

Bitcoin Futures:

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

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 68.2 percent. The commercials are Bullish-Extreme with a score of 82.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.7 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:58.38.223.3
– Percent of Open Interest Shorts:76.81.611.4
– Net Position:-1,271450821
– Gross Longs:4,0185621,603
– Gross Shorts:5,289112782
– Long to Short Ratio:0.8 to 15.0 to 12.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):68.282.316.7
– COT Index Reading (3 Year Range):BullishBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:11.33.9-14.4

 

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

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

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

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

CountingPips Forex Blog Forex and Currency News investing Opinions
10 Jul

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

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

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

The latest COT data is updated through Tuesday July 6th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

3-Month Eurodollars Futures:

Eurodollar Bonds Futures COT ChartThe 3-Month Eurodollars large speculator standing this week came in at a net position of -1,197,398 contracts in the data reported through Tuesday. This was a weekly reduction of -116,804 contracts from the previous week which had a total of -1,080,594 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.9 percent. The commercials are Bullish with a score of 58.4 percent and the small traders (not shown in chart) are Bullish with a score of 77.7 percent.

3-Month Eurodollars StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:13.361.05.0
– Percent of Open Interest Shorts:23.049.76.6
– Net Position:-1,197,3981,390,291-192,893
– Gross Longs:1,639,9477,524,901617,224
– Gross Shorts:2,837,3456,134,610810,117
– Long to Short Ratio:0.6 to 11.2 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):35.958.477.7
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-14.813.13.3

 

30-Day Federal Funds Futures:

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

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 17.1 percent. The commercials are Bullish-Extreme with a score of 82.6 percent and the small traders (not shown in chart) are Bullish with a score of 62.0 percent.

30-Day Federal Funds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:4.474.83.0
– Percent of Open Interest Shorts:22.356.43.5
– Net Position:-182,471187,461-4,990
– Gross Longs:45,200762,57730,387
– Gross Shorts:227,671575,11635,377
– Long to Short Ratio:0.2 to 11.3 to 10.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):17.182.662.0
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:8.1-8.58.8

 

2-Year Treasury Note Futures:

2-Year Treasury Bonds Futures COT ChartThe 2-Year Treasury Note large speculator standing this week came in at a net position of -198,362 contracts in the data reported through Tuesday. This was a weekly fall of -7,106 contracts from the previous week which had a total of -191,256 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.0 percent. The commercials are Bullish with a score of 56.0 percent and the small traders (not shown in chart) are Bearish with a score of 33.6 percent.

2-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:17.772.96.8
– Percent of Open Interest Shorts:27.263.36.9
– Net Position:-198,362200,657-2,295
– Gross Longs:367,3721,516,655140,979
– Gross Shorts:565,7341,315,998143,274
– Long to Short Ratio:0.6 to 11.2 to 11.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):55.056.033.6
– COT Index Reading (3 Year Range):BullishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-14.221.8-29.9

 

5-Year Treasury Note Futures:

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

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

5-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:10.779.88.1
– Percent of Open Interest Shorts:17.069.412.2
– Net Position:-217,303361,799-144,496
– Gross Longs:374,5202,782,568282,444
– Gross Shorts:591,8232,420,769426,940
– Long to Short Ratio:0.6 to 11.1 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):67.541.86.0
– COT Index Reading (3 Year Range):BullishBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-10.512.5-17.3

 

10-Year Treasury Note Futures:

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

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 78.6 percent. The commercials are Bearish with a score of 44.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.9 percent.

10-Year Treasury Note StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:21.968.47.9
– Percent of Open Interest Shorts:22.561.913.8
– Net Position:-25,593279,342-253,749
– Gross Longs:937,4362,921,071337,117
– Gross Shorts:963,0292,641,729590,866
– Long to Short Ratio:1.0 to 11.1 to 10.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):78.644.76.9
– COT Index Reading (3 Year Range):BullishBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-14.010.16.9

 

Ultra 10-Year Notes Futures:

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

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

Ultra 10-Year Notes StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:16.675.47.6
– Percent of Open Interest Shorts:6.376.217.1
– Net Position:158,913-12,998-145,915
– Gross Longs:255,9421,161,377117,138
– Gross Shorts:97,0291,174,375263,053
– Long to Short Ratio:2.6 to 11.0 to 10.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):69.740.69.8
– COT Index Reading (3 Year Range):BullishBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-3.30.87.2

 

US Treasury Bonds Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe US Treasury Bonds large speculator standing this week came in at a net position of -107,911 contracts in the data reported through Tuesday. This was a weekly reduction of -11,932 contracts from the previous week which had a total of -95,979 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 54.6 percent. The commercials are Bullish with a score of 57.1 percent and the small traders (not shown in chart) are Bearish with a score of 46.1 percent.

US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:8.773.915.1
– Percent of Open Interest Shorts:17.964.015.8
– Net Position:-107,911116,135-8,224
– Gross Longs:101,780866,067176,987
– Gross Shorts:209,691749,932185,211
– Long to Short Ratio:0.5 to 11.2 to 11.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):54.657.146.1
– COT Index Reading (3 Year Range):BullishBullishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:4.1-19.238.8

 

Ultra US Treasury Bonds Futures:

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

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.3 percent. The commercials are Bearish with a score of 37.7 percent and the small traders (not shown in chart) are Bearish with a score of 26.2 percent.

Ultra US Treasury Bonds StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:9.378.312.0
– Percent of Open Interest Shorts:29.058.412.2
– Net Position:-235,067237,915-2,848
– Gross Longs:110,783934,337143,245
– Gross Shorts:345,850696,422146,093
– Long to Short Ratio:0.3 to 11.3 to 11.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):89.337.726.2
– COT Index Reading (3 Year Range):Bullish-ExtremeBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:5.9-22.225.3

 

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

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

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

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

Bonds CountingPips Forex Blog investing Opinions
10 Jul

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

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

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

The latest COT data is updated through Tuesday July 6th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

Gold Comex Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe Gold Comex Futures large speculator standing this week resulted in a net position of 182,821 contracts in the data reported through Tuesday. This was a weekly gain of 20,595 contracts from the previous week which had a total of 162,226 net contracts.

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

Gold Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:58.123.110.7
– Percent of Open Interest Shorts:18.869.23.9
– Net Position:182,821-214,72631,905
– Gross Longs:270,545107,67549,928
– Gross Shorts:87,724322,40118,023
– Long to Short Ratio:3.1 to 10.3 to 12.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):56.441.561.0
– COT Index Reading (3 Year Range):BullishBearishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-8.18.8-10.6

 

Silver Comex Futures:

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

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 68.8 percent. The commercials are Bearish with a score of 32.7 percent and the small traders (not shown in chart) are Bearish with a score of 49.4 percent.

Silver Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:48.827.917.9
– Percent of Open Interest Shorts:20.568.16.0
– Net Position:44,488-63,09718,609
– Gross Longs:76,79043,91528,067
– Gross Shorts:32,302107,0129,458
– Long to Short Ratio:2.4 to 10.4 to 13.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):68.832.749.4
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-5.68.0-19.2

 

Copper Grade #1 Futures:

5-Year Treasury Bonds Futures COT ChartThe Copper Grade #1 Futures large speculator standing this week resulted in a net position of 15,773 contracts in the data reported through Tuesday. This was a weekly lift of 4,412 contracts from the previous week which had a total of 11,361 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 53.7 percent. The commercials are Bearish with a score of 41.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.0 percent.

Copper Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:41.637.410.6
– Percent of Open Interest Shorts:33.850.05.8
– Net Position:15,773-25,5829,809
– Gross Longs:84,32475,80421,489
– Gross Shorts:68,551101,38611,680
– Long to Short Ratio:1.2 to 10.7 to 11.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):53.741.982.0
– COT Index Reading (3 Year Range):BullishBearishBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-5.77.3-15.5

 

Platinum Futures:

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

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 32.1 percent. The commercials are Bullish with a score of 67.2 percent and the small traders (not shown in chart) are Bullish with a score of 68.2 percent.

Platinum Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:51.228.518.0
– Percent of Open Interest Shorts:26.766.74.3
– Net Position:13,576-21,1817,605
– Gross Longs:28,39015,7979,993
– Gross Shorts:14,81436,9782,388
– Long to Short Ratio:1.9 to 10.4 to 14.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):32.167.268.2
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-11.813.7-25.6

 

Palladium Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Palladium Futures large speculator standing this week resulted in a net position of 2,303 contracts in the data reported through Tuesday. This was a weekly gain of 895 contracts from the previous week which had a total of 1,408 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 13.7 percent. The commercials are Bullish-Extreme with a score of 81.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.4 percent.

Palladium Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:52.730.015.0
– Percent of Open Interest Shorts:30.059.48.4
– Net Position:2,303-2,976673
– Gross Longs:5,3343,0301,518
– Gross Shorts:3,0316,006845
– Long to Short Ratio:1.8 to 10.5 to 11.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):13.781.784.4
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:2.8-2.5-1.9

 

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

*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).

CountingPips Forex Blog investing Metals Opinions
10 Jul

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

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

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

The latest COT data is updated through Tuesday July 06 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

VIX Volatility Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe VIX Volatility large speculator standing this week was a net position of -67,098 contracts in the data reported through Tuesday. This was a weekly decline of -407 contracts from the previous week which had a total of -66,691 net contracts.

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

VIX Volatility Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:23.350.96.7
– Percent of Open Interest Shorts:42.929.98.1
– Net Position:-67,09871,711-4,613
– Gross Longs:79,320173,56322,879
– Gross Shorts:146,418101,85227,492
– Long to Short Ratio:0.5 to 11.7 to 10.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):57.642.938.9
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-2.31.49.0

 

S&P500 Mini Futures:

2-Year Treasury Bonds Futures COT ChartThe S&P500 Mini large speculator standing this week was a net position of 75,557 contracts in the data reported through Tuesday. This was a weekly rise of 20,390 contracts from the previous week which had a total of 55,167 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 66.9 percent. The commercials are Bearish with a score of 48.6 percent and the small traders (not shown in chart) are Bearish with a score of 30.8 percent.

S&P500 Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:15.472.010.4
– Percent of Open Interest Shorts:12.575.79.5
– Net Position:75,557-96,77321,216
– Gross Longs:403,1831,878,439270,515
– Gross Shorts:327,6261,975,212249,299
– Long to Short Ratio:1.2 to 11.0 to 11.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):66.948.630.8
– COT Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:16.61.7-21.8

 

Dow Jones Mini Futures:

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

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

Dow Jones Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:37.843.816.1
– Percent of Open Interest Shorts:31.855.710.1
– Net Position:6,349-12,7056,356
– Gross Longs:40,08546,37317,048
– Gross Shorts:33,73659,07810,692
– Long to Short Ratio:1.2 to 10.8 to 11.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):42.050.572.5
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:23.2-21.7-2.3

 

Nasdaq Mini Futures:

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

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

Nasdaq Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:28.855.114.4
– Percent of Open Interest Shorts:29.547.521.3
– Net Position:-1,57117,302-15,731
– Gross Longs:65,755125,74232,891
– Gross Shorts:67,326108,44048,622
– Long to Short Ratio:1.0 to 11.2 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):74.237.28.7
– COT Index Reading (3 Year Range):BullishBearishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:6.5-3.1-15.0

 

Russell 2000 Mini Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Russell 2000 Mini large speculator standing this week was a net position of -41,907 contracts in the data reported through Tuesday. This was a weekly decline of -6,657 contracts from the previous week which had a total of -35,250 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 31.8 percent. The commercials are Bullish with a score of 66.5 percent and the small traders (not shown in chart) are Bullish with a score of 54.5 percent.

Russell 2000 Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:11.880.46.8
– Percent of Open Interest Shorts:21.872.25.0
– Net Position:-41,90734,3187,589
– Gross Longs:49,724337,57028,619
– Gross Shorts:91,631303,25221,030
– Long to Short Ratio:0.5 to 11.1 to 11.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):31.866.554.5
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-5.56.1-3.7

 

Nikkei Stock Average (USD) Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Nikkei Stock Average (USD) large speculator standing this week was a net position of -4,253 contracts in the data reported through Tuesday. This was a weekly advance of 593 contracts from the previous week which had a total of -4,846 net contracts.

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

Nikkei Stock Average Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:19.059.021.9
– Percent of Open Interest Shorts:44.422.333.3
– Net Position:-4,2536,152-1,899
– Gross Longs:3,1819,8953,677
– Gross Shorts:7,4343,7435,576
– Long to Short Ratio:0.4 to 12.6 to 10.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):39.574.00.0
– COT Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-0.79.2-29.3

 

MSCI EAFE Mini Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe MSCI EAFE Mini large speculator standing this week was a net position of 24,176 contracts in the data reported through Tuesday. This was a weekly decrease of -710 contracts from the previous week which had a total of 24,886 net contracts.

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

MSCI EAFE Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:8.988.32.6
– Percent of Open Interest Shorts:3.294.91.7
– Net Position:24,176-28,0143,838
– Gross Longs:37,584374,46410,875
– Gross Shorts:13,408402,4787,037
– Long to Short Ratio:2.8 to 10.9 to 11.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):45.551.150.7
– COT Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-0.30.7-2.1

 

MSCI Emerging Mkts Mini Futures:

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

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

MSCI Emerging Mkts Mini Futures StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:14.382.22.4
– Percent of Open Interest Shorts:11.086.51.3
– Net Position:38,211-49,88611,675
– Gross Longs:165,150950,68527,250
– Gross Shorts:126,9391,000,57115,575
– Long to Short Ratio:1.3 to 11.0 to 11.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):0.097.240.4
– COT Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:-11.06.87.3

 

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

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

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

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

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