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COT Energy Futures Charts: Brent Crude Oil, Natural Gas, Bloomberg Index, RBOB Gasoline & Heating Oil

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.

WTI Crude Oil Futures :

The WTI Crude Oil Futures large speculator standing this week reached a net position of 497,351 contracts in the data reported through Tuesday. This was a weekly decline of -25,139 contracts from the previous week which had a total of 522,490 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 62.2 percent. The commercials are Bearish with a score of 30.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.1 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.5	34.1	4.6
– Percent of Open Interest Shorts:	5.9	56.9	2.4
– Net Position:	497,351	-551,362	54,011
– Gross Longs:	640,068	822,892	110,952
– Gross Shorts:	142,717	1,374,254	56,941
– Long to Short Ratio:	4.5 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.2	30.3	91.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.2	-6.8	7.0

Brent Crude Oil Futures :

The Brent Crude Oil Futures large speculator standing this week reached a net position of -24,846 contracts in the data reported through Tuesday. This was a weekly fall of -3,101 contracts from the previous week which had a total of -21,745 net contracts.

This 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 70.4 percent. The commercials are Bearish with a score of 29.7 percent and the small traders (not shown in chart) are Bullish with a score of 58.4 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.1	52.7	4.9
– Percent of Open Interest Shorts:	29.9	41.3	3.5
– Net Position:	-24,846	22,222	2,624
– Gross Longs:	33,083	102,271	9,427
– Gross Shorts:	57,929	80,049	6,803
– Long to Short Ratio:	0.6 to 1	1.3 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	70.4	29.7	58.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.6	8.8	-6.8

Natural Gas Futures :

The Natural Gas Futures large speculator standing this week reached a net position of -108,054 contracts in the data reported through Tuesday. This was a weekly fall of -7,207 contracts from the previous week which had a total of -100,847 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.2 percent. The commercials are Bullish with a score of 53.4 percent and the small traders (not shown in chart) are Bullish with a score of 64.2 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.9	39.8	4.4
– Percent of Open Interest Shorts:	32.4	34.8	1.9
– Net Position:	-108,054	71,476	36,578
– Gross Longs:	360,454	574,894	63,570
– Gross Shorts:	468,508	503,418	26,992
– Long to Short Ratio:	0.8 to 1	1.1 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.2	53.4	64.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.6	5.9	43.0

Gasoline Blendstock Futures :

The Gasoline Blendstock Futures large speculator standing this week reached a net position of 50,417 contracts in the data reported through Tuesday. This was a weekly reduction of -13,442 contracts from the previous week which had a total of 63,859 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 10.7 percent. The commercials are Bullish-Extreme with a score of 80.1 percent and the small traders (not shown in chart) are Bullish with a score of 61.1 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.2	44.9	6.1
– Percent of Open Interest Shorts:	10.7	60.6	3.8
– Net Position:	50,417	-58,710	8,293
– Gross Longs:	90,182	167,149	22,562
– Gross Shorts:	39,765	225,859	14,269
– Long to Short Ratio:	2.3 to 1	0.7 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	10.7	80.1	61.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.4	3.9	-5.0

#2 Heating Oil NY-Harbor Futures :

The #2 Heating Oil NY-Harbor Futures large speculator standing this week reached a net position of 24,821 contracts in the data reported through Tuesday. This was a weekly decrease of -876 contracts from the previous week which had a total of 25,697 net contracts.

This 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 69.4 percent. The commercials are Bearish with a score of 26.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.1 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.1	49.6	11.0
– Percent of Open Interest Shorts:	10.0	60.7	5.9
– Net Position:	24,821	-45,718	20,897
– Gross Longs:	66,038	203,312	45,136
– Gross Shorts:	41,217	249,030	24,239
– Long to Short Ratio:	1.6 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	69.4	26.3	82.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.0	2.5	-9.7

Bloomberg Commodity Index Futures :

The Bloomberg Commodity Index Futures large speculator standing this week reached a net position of -16,513 contracts in the data reported through Tuesday. This was a weekly advance of 5,008 contracts from the previous week which had a total of -21,521 net contracts.

This 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 24.3 percent. The commercials are Bullish with a score of 75.7 percent and the small traders (not shown in chart) are Bearish with a score of 39.3 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	50.4	48.2	1.1
– Percent of Open Interest Shorts:	91.1	8.4	0.3
– Net Position:	-16,513	16,170	343
– Gross Longs:	20,459	19,570	457
– Gross Shorts:	36,972	3,400	114
– Long to Short Ratio:	0.6 to 1	5.8 to 1	4.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	24.3	75.7	39.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.9	-3.9	-0.9

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).

10 Jul

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

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

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

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

CORN Futures:

The CORN large speculator standing this week was a net position of 326,814 contracts in the data reported through Tuesday. This was a weekly fall of -26,153 contracts from the previous week which had a total of 352,967 net contracts.

This 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 71.8 percent. The commercials are Bearish with a score of 33.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.6 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.6	48.3	8.6
– Percent of Open Interest Shorts:	7.0	66.2	12.3
– Net Position:	326,814	-271,509	-55,305
– Gross Longs:	432,234	730,546	130,766
– Gross Shorts:	105,420	1,002,055	186,071
– Long to Short Ratio:	4.1 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.8	33.2	4.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.0	15.4	-3.9

SUGAR Futures:

The SUGAR large speculator standing this week was a net position of 264,005 contracts in the data reported through Tuesday. This was a weekly advance of 23,277 contracts from the previous week which had a total of 240,728 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 90.9 percent. The commercials are Bearish-Extreme with a score of 7.6 percent and the small traders (not shown in chart) are Bullish with a score of 76.6 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.6	43.0	9.4
– Percent of Open Interest Shorts:	4.3	77.3	3.5
– Net Position:	264,005	-319,625	55,620
– Gross Longs:	303,961	401,037	88,050
– Gross Shorts:	39,956	720,662	32,430
– Long to Short Ratio:	7.6 to 1	0.6 to 1	2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.9	7.6	76.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.3	-2.4	1.9

COFFEE Futures:

The COFFEE large speculator standing this week was a net position of 54,981 contracts in the data reported through Tuesday. This was a weekly reduction of -5,895 contracts from the previous week which had a total of 60,876 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 90.7 percent. The commercials are Bearish-Extreme with a score of 10.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.0 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.1	47.1	4.0
– Percent of Open Interest Shorts:	10.6	68.1	2.5
– Net Position:	54,981	-59,276	4,295
– Gross Longs:	84,984	133,215	11,375
– Gross Shorts:	30,003	192,491	7,080
– Long to Short Ratio:	2.8 to 1	0.7 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.7	10.4	18.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.0	7.1	-10.4

SOYBEANS Futures:

The SOYBEANS large speculator standing this week was a net position of 139,264 contracts in the data reported through Tuesday. This was a weekly gain of 5,253 contracts from the previous week which had a total of 134,011 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 64.8 percent. The commercials are Bearish with a score of 36.7 percent and the small traders (not shown in chart) are Bearish with a score of 45.9 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.3	48.2	7.3
– Percent of Open Interest Shorts:	9.1	66.1	9.6
– Net Position:	139,264	-123,663	-15,601
– Gross Longs:	202,163	332,819	50,389
– Gross Shorts:	62,899	456,482	65,990
– Long to Short Ratio:	3.2 to 1	0.7 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	64.8	36.7	45.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-20.2	19.0	1.7

SOYBEAN OIL Futures:

The SOYBEAN OIL large speculator standing this week was a net position of 56,415 contracts in the data reported through Tuesday. This was a weekly lowering of -2,155 contracts from the previous week which had a total of 58,570 net contracts.

This 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 59.8 percent. The commercials are Bearish with a score of 42.7 percent and the small traders (not shown in chart) are Bearish with a score of 40.3 percent.

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.1	51.8	6.7
– Percent of Open Interest Shorts:	7.5	64.8	5.2
– Net Position:	56,415	-63,623	7,208
– Gross Longs:	92,864	252,369	32,638
– Gross Shorts:	36,449	315,992	25,430
– Long to Short Ratio:	2.5 to 1	0.8 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.8	42.7	40.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.6	17.4	-30.8

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week was a net position of 51,781 contracts in the data reported through Tuesday. This was a weekly gain of 3,572 contracts from the previous week which had a total of 48,209 net contracts.

This 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 40.8 percent and the small traders (not shown in chart) are Bullish with a score of 54.2 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.8	51.1	12.3
– Percent of Open Interest Shorts:	8.1	70.3	6.8
– Net Position:	51,781	-72,645	20,864
– Gross Longs:	82,443	193,760	46,511
– Gross Shorts:	30,662	266,405	25,647
– Long to Short Ratio:	2.7 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.1	40.8	54.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.0	7.9	-22.2

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week was a net position of 72,126 contracts in the data reported through Tuesday. This was a weekly decline of -947 contracts from the previous week which had a total of 73,073 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.4 percent. The commercials are Bullish with a score of 55.2 percent and the small traders (not shown in chart) are Bullish with a score of 67.3 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.1	38.5	9.2
– Percent of Open Interest Shorts:	13.2	59.8	11.9
– Net Position:	72,126	-63,972	-8,154
– Gross Longs:	111,751	116,138	27,713
– Gross Shorts:	39,625	180,110	35,867
– Long to Short Ratio:	2.8 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.4	55.2	67.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.7	-2.2	-7.0

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week was a net position of 70,046 contracts in the data reported through Tuesday. This was a weekly fall of -1,653 contracts from the previous week which had a total of 71,699 net contracts.

This 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 86.5 percent. The commercials are Bearish-Extreme with a score of 17.9 percent and the small traders (not shown in chart) are Bearish with a score of 22.2 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.5	33.1	8.1
– Percent of Open Interest Shorts:	13.0	55.2	12.5
– Net Position:	70,046	-58,317	-11,729
– Gross Longs:	104,371	87,546	21,297
– Gross Shorts:	34,325	145,863	33,026
– Long to Short Ratio:	3.0 to 1	0.6 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.5	17.9	22.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.8	12.8	-23.4

COTTON Futures:

The COTTON large speculator standing this week was a net position of 69,538 contracts in the data reported through Tuesday. This was a weekly fall of -2,414 contracts from the previous week which had a total of 71,952 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 72.0 percent. The commercials are Bearish with a score of 26.1 percent and the small traders (not shown in chart) are Bullish with a score of 71.6 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.2	43.6	6.8
– Percent of Open Interest Shorts:	5.8	79.2	2.7
– Net Position:	69,538	-78,685	9,147
– Gross Longs:	82,348	96,528	15,147
– Gross Shorts:	12,810	175,213	6,000
– Long to Short Ratio:	6.4 to 1	0.6 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.0	26.1	71.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.0	-5.9	21.0

COCOA Futures:

The COCOA large speculator standing this week was a net position of 8,767 contracts in the data reported through Tuesday. This was a weekly lowering of -8,747 contracts from the previous week which had a total of 17,514 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 31.3 percent. The commercials are Bullish with a score of 69.5 percent and the small traders (not shown in chart) are Bearish with a score of 27.8 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.7	48.1	4.9
– Percent of Open Interest Shorts:	23.2	52.4	4.2
– Net Position:	8,767	-10,468	1,701
– Gross Longs:	65,899	118,691	12,070
– Gross Shorts:	57,132	129,159	10,369
– Long to Short Ratio:	1.2 to 1	0.9 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	31.3	69.5	27.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.2	15.8	-24.8

WHEAT Futures:

The WHEAT large speculator standing this week was a net position of 16,597 contracts in the data reported through Tuesday. This was a weekly decline of -9,849 contracts from the previous week which had a total of 26,446 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 50.7 percent. The commercials are Bullish with a score of 55.0 percent and the small traders (not shown in chart) are Bearish with a score of 28.8 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.1	41.6	6.8
– Percent of Open Interest Shorts:	26.2	42.0	11.4
– Net Position:	16,597	-1,367	-15,230
– Gross Longs:	104,413	139,776	22,986
– Gross Shorts:	87,816	141,143	38,216
– Long to Short Ratio:	1.2 to 1	1.0 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.7	55.0	28.8
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.3	3.6	-15.2

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

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

CountingPips Forex Blog investing Opinions Soft Commodities

02 Jul

COT Currency Futures Charts: US Dollar, Euro, Aussie, Yen, Pound, Pound Sterling, Loonie

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 June 29 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.

US Dollar Index Futures:

The US Dollar Index large speculator standing this week was a net position of -448 contracts in the data reported through Tuesday. This was a weekly rise of 62 contracts from the previous week which had a total of -510 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 25.0 percent. The commercials are Bullish with a score of 67.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.5 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	72.0	2.4	20.7
– Percent of Open Interest Shorts:	73.2	15.3	6.5
– Net Position:	-448	-4,507	4,955
– Gross Longs:	25,133	845	7,224
– Gross Shorts:	25,581	5,352	2,269
– Long to Short Ratio:	1.0 to 1	0.2 to 1	3.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	25.0	67.1	83.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.4	1.6	27.6

Euro Currency Futures:

The Euro Currency large speculator standing this week was a net position of 87,146 contracts in the data reported through Tuesday. This was a weekly lowering of -1,911 contracts from the previous week which had a total of 89,057 net contracts.

This 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 61.8 percent. The commercials are Bearish with a score of 37.1 percent and the small traders (not shown in chart) are Bullish with a score of 62.5 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.0	55.6	13.5
– Percent of Open Interest Shorts:	17.5	75.2	6.5
– Net Position:	87,146	-136,602	49,456
– Gross Longs:	209,058	387,635	94,487
– Gross Shorts:	121,912	524,237	45,031
– Long to Short Ratio:	1.7 to 1	0.7 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.8	37.1	62.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.9	10.3	-33.5

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week was a net position of 17,723 contracts in the data reported through Tuesday. This was a weekly decline of -204 contracts from the previous week which had a total of 17,927 net contracts.

This 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 86.8 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 79.7 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.5	48.8	20.1
– Percent of Open Interest Shorts:	20.0	66.1	13.2
– Net Position:	17,723	-29,348	11,625
– Gross Longs:	51,596	82,559	34,027
– Gross Shorts:	33,873	111,907	22,402
– Long to Short Ratio:	1.5 to 1	0.7 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.8	12.3	79.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.2	9.6	-18.8

Japanese Yen Futures:

The Japanese Yen large speculator standing this week was a net position of -69,895 contracts in the data reported through Tuesday. This was a weekly lowering of -16,033 contracts from the previous week which had a total of -53,862 net contracts.

This 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 78.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 14.5 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.0	76.2	9.5
– Percent of Open Interest Shorts:	49.7	29.4	20.6
– Net Position:	-69,895	91,715	-21,820
– Gross Longs:	27,380	149,165	18,496
– Gross Shorts:	97,275	57,450	40,316
– Long to Short Ratio:	0.3 to 1	2.6 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	27.3	78.0	14.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.4	13.1	-16.6

Swiss Franc Futures:

The Swiss Franc large speculator standing this week was a net position of 11,065 contracts in the data reported through Tuesday. This was a weekly reduction of -2,487 contracts from the previous week which had a total of 13,552 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 90.5 percent. The commercials are Bearish with a score of 25.5 percent and the small traders (not shown in chart) are Bearish with a score of 42.6 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.4	29.7	25.5
– Percent of Open Interest Shorts:	18.5	37.3	43.8
– Net Position:	11,065	-3,241	-7,824
– Gross Longs:	18,941	12,669	10,865
– Gross Shorts:	7,876	15,910	18,689
– Long to Short Ratio:	2.4 to 1	0.8 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.5	25.5	42.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	23.8	-8.7	-20.0

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week was a net position of 45,801 contracts in the data reported through Tuesday. This was a weekly advance of 2,576 contracts from the previous week which had a total of 43,225 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 93.2 percent. The commercials are Bearish-Extreme with a score of 7.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.5 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.7	42.4	22.1
– Percent of Open Interest Shorts:	11.4	78.3	9.5
– Net Position:	45,801	-70,782	24,981
– Gross Longs:	68,301	83,461	43,608
– Gross Shorts:	22,500	154,243	18,627
– Long to Short Ratio:	3.0 to 1	0.5 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	93.2	7.3	84.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.3	2.6	-5.9

Australian Dollar Futures:

The Australian Dollar large speculator standing this week was a net position of -17,800 contracts in the data reported through Tuesday. This was a weekly reduction of -225 contracts from the previous week which had a total of -17,575 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 with a score of 61.9 percent. The commercials are Bearish with a score of 34.8 percent and the small traders (not shown in chart) are Bullish with a score of 60.5 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.8	46.5	17.4
– Percent of Open Interest Shorts:	47.4	35.0	16.3
– Net Position:	-17,800	16,252	1,548
– Gross Longs:	48,824	65,391	24,473
– Gross Shorts:	66,624	49,139	22,925
– Long to Short Ratio:	0.7 to 1	1.3 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.9	34.8	60.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-23.2	28.7	-29.3

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week was a net position of 3,124 contracts in the data reported through Tuesday. This was a weekly decrease of -162 contracts from the previous week which had a total of 3,286 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 76.5 percent. The commercials are Bearish with a score of 24.4 percent and the small traders (not shown in chart) are Bullish with a score of 62.3 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.2	38.0	10.9
– Percent of Open Interest Shorts:	40.6	47.4	9.0
– Net Position:	3,124	-3,921	797
– Gross Longs:	19,914	15,696	4,521
– Gross Shorts:	16,790	19,617	3,724
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.5	24.4	62.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.9	11.7	-25.0

Mexican Peso Futures:

The Mexican Peso large speculator standing this week was a net position of -19,454 contracts in the data reported through Tuesday. This was a weekly boost of 9,137 contracts from the previous week which had a total of -28,591 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-Extreme with a score of 5.0 percent. The commercials are Bullish-Extreme with a score of 93.5 percent and the small traders (not shown in chart) are Bullish with a score of 62.2 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	49.5	44.6	5.4
– Percent of Open Interest Shorts:	62.9	34.2	2.3
– Net Position:	-19,454	14,937	4,517
– Gross Longs:	71,449	64,373	7,780
– Gross Shorts:	90,903	49,436	3,263
– Long to Short Ratio:	0.8 to 1	1.3 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	5.0	93.5	62.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.7	4.5	0.8

Brazilian Real Futures:

The Brazilian Real large speculator standing this week was a net position of 20,486 contracts in the data reported through Tuesday. This was a weekly boost of 2,221 contracts from the previous week which had a total of 18,265 net contracts.

This 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 100.0 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	67.8	22.8	9.1
– Percent of Open Interest Shorts:	24.9	71.5	3.4
– Net Position:	20,486	-23,230	2,744
– Gross Longs:	32,350	10,888	4,351
– Gross Shorts:	11,864	34,118	1,607
– Long to Short Ratio:	2.7 to 1	0.3 to 1	2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	100.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	21.8	-22.8	12.8

Russian Ruble Futures:

The Russian Ruble large speculator standing this week was a net position of 10,338 contracts in the data reported through Tuesday. This was a weekly advance of 242 contracts from the previous week which had a total of 10,096 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.9 percent. The commercials are Bullish with a score of 57.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.7	50.3	6.8
– Percent of Open Interest Shorts:	19.4	77.8	2.6
– Net Position:	10,338	-12,207	1,869
– Gross Longs:	18,924	22,309	3,034
– Gross Shorts:	8,586	34,516	1,165
– Long to Short Ratio:	2.2 to 1	0.6 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.9	57.6	100.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.4	-13.7	10.3

Bitcoin Futures:

The Bitcoin large speculator standing this week was a net position of -1,345 contracts in the data reported through Tuesday. This was a weekly rise of 183 contracts from the previous week which had a total of -1,528 net contracts.

This 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 66.1 percent. The commercials are Bullish-Extreme with a score of 93.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.0 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	56.0	9.9	23.8
– Percent of Open Interest Shorts:	75.8	1.9	12.0
– Net Position:	-1,345	545	800
– Gross Longs:	3,798	672	1,615
– Gross Shorts:	5,143	127	815
– Long to Short Ratio:	0.7 to 1	5.3 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.1	93.0	16.0
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.9	63.1	-5.7

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

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

CountingPips Forex Blog Forex and Currency News investing Opinions

02 Jul

COT Bonds Futures Charts: Eurodollars, Fed Funds, 10-Year, 2-Year, 5-Year Treasury Notes, Long Bonds

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 June 29 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:

The 3-Month Eurodollars large speculator standing this week reached a net position of -1,080,594 contracts in the data reported through Tuesday. This was a weekly lowering of -52,897 contracts from the previous week which had a total of -1,027,697 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.9 percent. The commercials are Bullish with a score of 57.4 percent and the small traders (not shown in chart) are Bullish with a score of 70.8 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.8	60.2	4.8
– Percent of Open Interest Shorts:	22.6	49.3	6.9
– Net Position:	-1,080,594	1,326,857	-246,263
– Gross Longs:	1,682,162	7,338,321	591,597
– Gross Shorts:	2,762,756	6,011,464	837,860
– Long to Short Ratio:	0.6 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.9	57.4	70.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.3	13.3	-1.4

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week reached a net position of -200,030 contracts in the data reported through Tuesday. This was a weekly gain of 56,278 contracts from the previous week which had a total of -256,308 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 14.9 percent. The commercials are Bullish-Extreme with a score of 84.7 percent and the small traders (not shown in chart) are Bullish with a score of 63.7 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	3.3	77.8	2.4
– Percent of Open Interest Shorts:	21.8	58.9	2.8
– Net Position:	-200,030	204,108	-4,078
– Gross Longs:	35,137	841,077	25,885
– Gross Shorts:	235,167	636,969	29,963
– Long to Short Ratio:	0.1 to 1	1.3 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	14.9	84.7	63.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.7	-11.7	3.1

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week reached a net position of -191,256 contracts in the data reported through Tuesday. This was a weekly decline of -38,349 contracts from the previous week which had a total of -152,907 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 54.2 percent. The commercials are Bullish with a score of 53.3 percent and the small traders (not shown in chart) are Bearish with a score of 37.4 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.3	73.6	6.8
– Percent of Open Interest Shorts:	25.6	64.6	6.5
– Net Position:	-191,256	186,384	4,872
– Gross Longs:	333,549	1,509,829	139,126
– Gross Shorts:	524,805	1,323,445	134,254
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.2	53.3	37.4
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.2	2.8	-19.2

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week reached a net position of -214,355 contracts in the data reported through Tuesday. This was a weekly decrease of -4,829 contracts from the previous week which had a total of -209,526 net contracts.

This 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 67.8 percent. The commercials are Bearish with a score of 42.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.1 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.8	79.9	8.0
– Percent of Open Interest Shorts:	16.8	69.5	12.3
– Net Position:	-214,355	367,839	-153,484
– Gross Longs:	381,895	2,830,899	282,501
– Gross Shorts:	596,250	2,463,060	435,985
– Long to Short Ratio:	0.6 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.8	42.4	2.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.2	11.2	-25.0

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week reached a net position of -59,960 contracts in the data reported through Tuesday. This was a weekly fall of -57,648 contracts from the previous week which had a total of -2,312 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 Bullish with a score of 74.9 percent. The commercials are Bearish with a score of 47.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.4 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.8	69.7	7.4
– Percent of Open Interest Shorts:	22.2	62.6	13.1
– Net Position:	-59,960	304,490	-244,530
– Gross Longs:	894,366	2,995,077	317,867
– Gross Shorts:	954,326	2,690,587	562,397
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.9	47.1	9.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.9	8.1	2.1

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week reached a net position of 196,983 contracts in the data reported through Tuesday. This was a weekly reduction of -17,478 contracts from the previous week which had a total of 214,461 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 with a score of 79.8 percent. The commercials are Bearish with a score of 33.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.6	73.8	7.3
– Percent of Open Interest Shorts:	5.8	76.2	17.6
– Net Position:	196,983	-38,027	-158,956
– Gross Longs:	287,070	1,137,481	112,476
– Gross Shorts:	90,087	1,175,508	271,432
– Long to Short Ratio:	3.2 to 1	1.0 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	79.8	33.6	0.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.4	-5.3	-12.4

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week reached a net position of -95,979 contracts in the data reported through Tuesday. This was a weekly lowering of -35,625 contracts from the previous week which had a total of -60,354 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 58.9 percent. The commercials are Bullish with a score of 56.7 percent and the small traders (not shown in chart) are Bearish with a score of 37.7 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.3	75.3	14.2
– Percent of Open Interest Shorts:	16.5	65.5	15.8
– Net Position:	-95,979	114,721	-18,742
– Gross Longs:	97,575	882,839	166,055
– Gross Shorts:	193,554	768,118	184,797
– Long to Short Ratio:	0.5 to 1	1.1 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	58.9	56.7	37.7
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.7	-10.1	35.4

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week reached a net position of -216,389 contracts in the data reported through Tuesday. This was a weekly rise of 12,560 contracts from the previous week which had a total of -228,949 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 90.3 percent. The commercials are Bearish with a score of 30.5 percent and the small traders (not shown in chart) are Bearish with a score of 26.1 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.7	78.1	11.9
– Percent of Open Interest Shorts:	27.8	59.7	12.1
– Net Position:	-216,389	219,440	-3,051
– Gross Longs:	115,318	930,737	141,306
– Gross Shorts:	331,707	711,297	144,357
– Long to Short Ratio:	0.3 to 1	1.3 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	90.3	30.5	26.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.9	-23.4	21.4

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

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

Bonds CountingPips Forex Blog investing Opinions

02 Jul

COT Futures Metals Charts: Comex Silver, Gold, Grade #1 Copper, Platinum & Palladium

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 June 29 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:

The Gold Comex Futures large speculator standing this week resulted in a net position of 162,226 contracts in the data reported through Tuesday. This was a weekly decline of -3,988 contracts from the previous week which had a total of 166,214 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 51.1 percent. The commercials are Bearish with a score of 46.3 percent and the small traders (not shown in chart) are Bullish with a score of 63.4 percent.

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	56.1	23.7	11.3
– Percent of Open Interest Shorts:	20.3	66.7	4.0
– Net Position:	162,226	-195,120	32,894
– Gross Longs:	254,206	107,398	51,048
– Gross Shorts:	91,980	302,518	18,154
– Long to Short Ratio:	2.8 to 1	0.4 to 1	2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.1	46.3	63.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.4	9.2	-2.7

Silver Comex Futures:

The Silver Comex Futures large speculator standing this week resulted in a net position of 41,477 contracts in the data reported through Tuesday. This was a weekly advance of 1,606 contracts from the previous week which had a total of 39,871 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 65.9 percent. The commercials are Bearish with a score of 37.8 percent and the small traders (not shown in chart) are Bearish with a score of 31.4 percent.

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.7	30.7	16.6
– Percent of Open Interest Shorts:	19.3	67.1	6.7
– Net Position:	41,477	-57,108	15,631
– Gross Longs:	71,855	48,274	26,084
– Gross Shorts:	30,378	105,382	10,453
– Long to Short Ratio:	2.4 to 1	0.5 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	65.9	37.8	31.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.9	15.0	-46.8

Copper Grade #1 Futures:

The Copper Grade #1 Futures large speculator standing this week resulted in a net position of 11,361 contracts in the data reported through Tuesday. This was a weekly rise of 3,675 contracts from the previous week which had a total of 7,686 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 50.5 percent. The commercials are Bearish with a score of 46.5 percent and the small traders (not shown in chart) are Bullish with a score of 68.5 percent.

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.2	38.8	9.9
– Percent of Open Interest Shorts:	36.5	48.3	6.2
– Net Position:	11,361	-18,841	7,480
– Gross Longs:	83,473	76,695	19,663
– Gross Shorts:	72,112	95,536	12,183
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.5	46.5	68.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-19.9	22.0	-25.3

Platinum Futures:

The Platinum Futures large speculator standing this week resulted in a net position of 14,744 contracts in the data reported through Tuesday. This was a weekly gain of 1,804 contracts from the previous week which had a total of 12,940 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.5 percent. The commercials are Bullish with a score of 66.3 percent and the small traders (not shown in chart) are Bullish with a score of 61.7 percent.

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.7	28.0	16.6
– Percent of Open Interest Shorts:	26.4	65.6	4.3
– Net Position:	14,744	-21,889	7,145
– Gross Longs:	30,141	16,318	9,646
– Gross Shorts:	15,397	38,207	2,501
– Long to Short Ratio:	2.0 to 1	0.4 to 1	3.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	33.5	66.3	61.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.9	16.9	-38.3

Palladium Futures:

The Palladium Futures large speculator standing this week resulted in a net position of 1,408 contracts in the data reported through Tuesday. This was a weekly increase of 336 contracts from the previous week which had a total of 1,072 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 7.6 percent. The commercials are Bullish-Extreme with a score of 88.3 percent and the small traders (not shown in chart) are Bullish with a score of 77.9 percent.

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.7	33.4	15.5
– Percent of Open Interest Shorts:	33.4	54.8	9.4
– Net Position:	1,408	-1,969	561
– Gross Longs:	4,474	3,073	1,422
– Gross Shorts:	3,066	5,042	861
– Long to Short Ratio:	1.5 to 1	0.6 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	7.6	88.3	77.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.7	8.1	-5.1

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

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

CountingPips Forex Blog investing Metals Opinions

02 Jul

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

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 June 29 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:

The VIX Volatility Futures large speculator standing this week came in at a net position of -66,691 contracts in the data reported through Tuesday. This was a weekly fall of -4,915 contracts from the previous week which had a total of -61,776 net contracts.

This 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 57.8 percent. The commercials are Bearish with a score of 42.8 percent and the small traders (not shown in chart) are Bearish with a score of 38.1 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.1	50.3	6.3
– Percent of Open Interest Shorts:	44.5	28.5	7.8
– Net Position:	-66,691	71,507	-4,816
– Gross Longs:	79,194	164,874	20,801
– Gross Shorts:	145,885	93,367	25,617
– Long to Short Ratio:	0.5 to 1	1.8 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.8	42.8	38.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.7	-0.0	17.2

S&P500 Mini Futures:

The S&P500 Mini Futures large speculator standing this week came in at a net position of 55,167 contracts in the data reported through Tuesday. This was a weekly reduction of -4,168 contracts from the previous week which had a total of 59,335 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 63.3 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 35.1 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.7	72.0	10.9
– Percent of Open Interest Shorts:	12.6	75.8	9.3
– Net Position:	55,167	-96,774	41,607
– Gross Longs:	378,762	1,852,086	281,581
– Gross Shorts:	323,595	1,948,860	239,974
– Long to Short Ratio:	1.2 to 1	1.0 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.3	48.6	35.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.8	-0.8	-15.5

Dow Jones Mini Futures:

The Dow Jones Mini Futures large speculator standing this week came in at a net position of -825 contracts in the data reported through Tuesday. This was a weekly boost of 14,322 contracts from the previous week which had a total of -15,147 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.4 percent. The commercials are Bullish with a score of 57.2 percent and the small traders (not shown in chart) are Bullish with a score of 79.4 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	36.6	44.4	17.0
– Percent of Open Interest Shorts:	37.4	50.9	9.7
– Net Position:	-825	-6,833	7,658
– Gross Longs:	38,688	46,906	17,914
– Gross Shorts:	39,513	53,739	10,256
– Long to Short Ratio:	1.0 to 1	0.9 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	33.4	57.2	79.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.8	-10.8	6.7

Nasdaq Mini Futures:

The Nasdaq Mini Futures large speculator standing this week came in at a net position of -8,099 contracts in the data reported through Tuesday. This was a weekly rise of 2,266 contracts from the previous week which had a total of -10,365 net contracts.

This 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 70.5 percent. The commercials are Bearish with a score of 39.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.7 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.3	55.1	15.2
– Percent of Open Interest Shorts:	32.0	45.9	20.8
– Net Position:	-8,099	20,725	-12,626
– Gross Longs:	63,525	123,568	34,023
– Gross Shorts:	71,624	102,843	46,649
– Long to Short Ratio:	0.9 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	70.5	39.3	15.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.1	4.9	-13.2

Russell 2000 Mini Futures:

The Russell 2000 Mini Futures large speculator standing this week came in at a net position of -35,250 contracts in the data reported through Tuesday. This was a weekly increase of 2,398 contracts from the previous week which had a total of -37,648 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 36.4 percent. The commercials are Bullish with a score of 62.8 percent and the small traders (not shown in chart) are Bullish with a score of 51.7 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.5	80.0	6.5
– Percent of Open Interest Shorts:	20.9	73.2	5.0
– Net Position:	-35,250	28,639	6,611
– Gross Longs:	52,566	336,644	27,479
– Gross Shorts:	87,816	308,005	20,868
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	36.4	62.8	51.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.0	-0.0	-4.1

Nikkei Stock Average (USD) Futures:

The Nikkei Stock Average (USD) Futures large speculator standing this week came in at a net position of -4,846 contracts in the data reported through Tuesday. This was a weekly gain of 235 contracts from the previous week which had a total of -5,081 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.5 percent. The commercials are Bullish with a score of 74.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.1 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.9	61.0	23.0
– Percent of Open Interest Shorts:	45.3	22.9	31.7
– Net Position:	-4,846	6,283	-1,437
– Gross Longs:	2,630	10,054	3,797
– Gross Shorts:	7,476	3,771	5,234
– Long to Short Ratio:	0.4 to 1	2.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.5	74.4	2.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.3	9.5	-11.2

MSCI EAFE Mini Futures:

The MSCI EAFE Mini Futures large speculator standing this week came in at a net position of 24,886 contracts in the data reported through Tuesday. This was a weekly fall of -3,523 contracts from the previous week which had a total of 28,409 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 Bearish with a score of 46.7 percent. The commercials are Bullish with a score of 50.2 percent and the small traders (not shown in chart) are Bearish with a score of 48.9 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.2	87.9	2.6
– Percent of Open Interest Shorts:	3.1	94.9	1.7
– Net Position:	24,886	-28,533	3,647
– Gross Longs:	37,667	358,207	10,420
– Gross Shorts:	12,781	386,740	6,773
– Long to Short Ratio:	2.9 to 1	0.9 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.7	50.2	48.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.1	0.9	-5.9

MSCI Emerging Mkts Mini Futures:

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

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

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

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

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

CountingPips Forex Blog investing Opinions Stock Market News

02 Jul

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

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 June 29 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

WTI Crude Oil Futures :

The WTI Crude Oil Futures large speculator standing this week recorded a net position of 522,490 contracts in the data reported through Tuesday. This was a weekly decrease of -3,671 contracts from the previous week which had a total of 526,161 net contracts.

This 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 65.0 percent. The commercials are Bearish with a score of 27.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 90.6 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.1	33.2	4.4
– Percent of Open Interest Shorts:	6.0	57.5	2.2
– Net Position:	522,490	-576,084	53,594
– Gross Longs:	664,867	785,783	105,151
– Gross Shorts:	142,377	1,361,867	51,557
– Long to Short Ratio:	4.7 to 1	0.6 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	65.0	27.0	90.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.3	-10.6	-4.2

Brent Crude Oil Futures :

The Brent Crude Oil Futures large speculator standing this week recorded a net position of -21,745 contracts in the data reported through Tuesday. This was a weekly lowering of -3,578 contracts from the previous week which had a total of -18,167 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 75.6 percent. The commercials are Bearish with a score of 24.7 percent and the small traders (not shown in chart) are Bullish with a score of 57.3 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.4	49.8	4.1
– Percent of Open Interest Shorts:	27.8	40.6	2.9
– Net Position:	-21,745	19,250	2,495
– Gross Longs:	36,173	103,735	8,486
– Gross Shorts:	57,918	84,485	5,991
– Long to Short Ratio:	0.6 to 1	1.2 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	75.6	24.7	57.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.0	5.6	-3.8

Natural Gas Futures :

The Natural Gas Futures large speculator standing this week recorded a net position of -100,847 contracts in the data reported through Tuesday. This was a weekly advance of 4,251 contracts from the previous week which had a total of -105,098 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 48.3 percent. The commercials are Bullish with a score of 52.3 percent and the small traders (not shown in chart) are Bullish with a score of 52.4 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.3	40.0	4.4
– Percent of Open Interest Shorts:	33.5	35.1	2.0
– Net Position:	-100,847	67,968	32,879
– Gross Longs:	363,172	553,620	61,068
– Gross Shorts:	464,019	485,652	28,189
– Long to Short Ratio:	0.8 to 1	1.1 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	48.3	52.3	52.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.7	8.3	18.7

Gasoline Blendstock Futures :

The Gasoline Blendstock Futures large speculator standing this week recorded a net position of 63,859 contracts in the data reported through Tuesday. This was a weekly boost of 7,301 contracts from the previous week which had a total of 56,558 net contracts.

This 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 26.2 percent. The commercials are Bullish with a score of 64.3 percent and the small traders (not shown in chart) are Bullish with a score of 73.0 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.0	45.8	5.9
– Percent of Open Interest Shorts:	10.4	65.2	3.2
– Net Position:	63,859	-74,145	10,286
– Gross Longs:	103,556	175,625	22,579
– Gross Shorts:	39,697	249,770	12,293
– Long to Short Ratio:	2.6 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	26.2	64.3	73.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.5	-5.0	-9.2

#2 Heating Oil NY-Harbor Futures :

The #2 Heating Oil NY-Harbor Futures large speculator standing this week recorded a net position of 25,697 contracts in the data reported through Tuesday. This was a weekly boost of 1,478 contracts from the previous week which had a total of 24,219 net contracts.

This 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 25.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.0 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.1	51.3	10.8
– Percent of Open Interest Shorts:	10.0	62.5	5.7
– Net Position:	25,697	-47,067	21,370
– Gross Longs:	67,694	216,470	45,450
– Gross Shorts:	41,997	263,537	24,080
– Long to Short Ratio:	1.6 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.0	25.0	84.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.1	0.1	-13.6

Bloomberg Commodity Index Futures :

The Bloomberg Commodity Index Futures large speculator standing this week recorded a net position of -21,521 contracts in the data reported through Tuesday. This was a weekly decline of -1,039 contracts from the previous week which had a total of -20,482 net contracts.

This 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 13.8 percent. The commercials are Bullish-Extreme with a score of 86.3 percent and the small traders (not shown in chart) are Bearish with a score of 36.9 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	49.2	49.7	0.8
– Percent of Open Interest Shorts:	92.7	6.9	0.2
– Net Position:	-21,521	21,233	288
– Gross Longs:	24,384	24,633	399
– Gross Shorts:	45,905	3,400	111
– Long to Short Ratio:	0.5 to 1	7.2 to 1	3.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	13.8	86.3	36.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.0	18.3	-3.3

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

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

CountingPips Forex Blog Energy investing Opinions

02 Jul

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

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 June 29 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

CORN Futures:

The CORN large speculator standing this week recorded a net position of 352,967 contracts in the data reported through Tuesday. This was a weekly lowering of -35,444 contracts from the previous week which had a total of 388,411 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 75.1 percent. The commercials are Bearish with a score of 30.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.1 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.4	49.3	8.2
– Percent of Open Interest Shorts:	5.6	68.9	12.4
– Net Position:	352,967	-290,475	-62,492
– Gross Longs:	436,054	732,401	121,074
– Gross Shorts:	83,087	1,022,876	183,566
– Long to Short Ratio:	5.2 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	75.1	30.5	0.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.6	18.5	-14.4

SUGAR Futures:

The SUGAR large speculator standing this week recorded a net position of 240,728 contracts in the data reported through Tuesday. This was a weekly lowering of -1,263 contracts from the previous week which had a total of 241,991 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 86.1 percent. The commercials are Bearish-Extreme with a score of 14.4 percent and the small traders (not shown in chart) are Bullish with a score of 60.7 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.5	45.0	9.4
– Percent of Open Interest Shorts:	4.5	76.7	4.6
– Net Position:	240,728	-283,442	42,714
– Gross Longs:	280,757	401,035	83,427
– Gross Shorts:	40,029	684,477	40,713
– Long to Short Ratio:	7.0 to 1	0.6 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.1	14.4	60.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.6	8.0	-18.5

COFFEE Futures:

The COFFEE large speculator standing this week recorded a net position of 60,876 contracts in the data reported through Tuesday. This was a weekly lift of 5,656 contracts from the previous week which had a total of 55,220 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 94.2 percent. The commercials are Bearish-Extreme with a score of 6.1 percent and the small traders (not shown in chart) are Bearish with a score of 26.0 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.7	46.3	4.2
– Percent of Open Interest Shorts:	9.4	70.6	2.2
– Net Position:	60,876	-66,315	5,439
– Gross Longs:	86,405	126,209	11,480
– Gross Shorts:	25,529	192,524	6,041
– Long to Short Ratio:	3.4 to 1	0.7 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	94.2	6.1	26.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.5	1.3	3.5

SOYBEANS Futures:

The SOYBEANS large speculator standing this week recorded a net position of 134,011 contracts in the data reported through Tuesday. This was a weekly decline of -46,937 contracts from the previous week which had a total of 180,948 net contracts.

This 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 38.2 percent and the small traders (not shown in chart) are Bearish with a score of 44.2 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.1	50.7	7.1
– Percent of Open Interest Shorts:	8.3	68.1	9.5
– Net Position:	134,011	-117,406	-16,605
– Gross Longs:	190,144	343,050	47,884
– Gross Shorts:	56,133	460,456	64,489
– Long to Short Ratio:	3.4 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.5	38.2	44.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-23.3	23.4	-8.8

SOYBEAN OIL Futures:

The SOYBEAN OIL large speculator standing this week recorded a net position of 58,570 contracts in the data reported through Tuesday. This was a weekly lowering of -6,338 contracts from the previous week which had a total of 64,908 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 60.9 percent. The commercials are Bearish with a score of 41.4 percent and the small traders (not shown in chart) are Bearish with a score of 42.8 percent.

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.9	51.7	7.0
– Percent of Open Interest Shorts:	6.9	65.3	5.4
– Net Position:	58,570	-66,438	7,868
– Gross Longs:	92,353	252,314	34,071
– Gross Shorts:	33,783	318,752	26,203
– Long to Short Ratio:	2.7 to 1	0.8 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.9	41.4	42.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.6	14.6	-31.9

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week recorded a net position of 48,209 contracts in the data reported through Tuesday. This was a weekly reduction of -7,585 contracts from the previous week which had a total of 55,794 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 57.0 percent. The commercials are Bearish with a score of 43.2 percent and the small traders (not shown in chart) are Bullish with a score of 51.1 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.4	52.0	12.1
– Percent of Open Interest Shorts:	9.8	69.8	6.9
– Net Position:	48,209	-68,291	20,082
– Gross Longs:	85,971	199,332	46,445
– Gross Shorts:	37,762	267,623	26,363
– Long to Short Ratio:	2.3 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.0	43.2	51.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-22.6	27.7	-42.6

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week recorded a net position of 73,073 contracts in the data reported through Tuesday. This was a weekly reduction of -1,841 contracts from the previous week which had a total of 74,914 net contracts.

This 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 38.1 percent. The commercials are Bullish with a score of 55.2 percent and the small traders (not shown in chart) are Bullish with a score of 65.0 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.2	38.4	8.9
– Percent of Open Interest Shorts:	13.7	59.9	11.9
– Net Position:	73,073	-64,011	-9,062
– Gross Longs:	114,064	114,621	26,481
– Gross Shorts:	40,991	178,632	35,543
– Long to Short Ratio:	2.8 to 1	0.6 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	38.1	55.2	65.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.1	-2.1	-8.9

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week recorded a net position of 71,699 contracts in the data reported through Tuesday. This was a weekly decline of -5,277 contracts from the previous week which had a total of 76,976 net contracts.

This 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 88.0 percent. The commercials are Bearish-Extreme with a score of 14.5 percent and the small traders (not shown in chart) are Bearish with a score of 32.7 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.4	32.5	8.0
– Percent of Open Interest Shorts:	13.7	55.7	11.5
– Net Position:	71,699	-62,199	-9,500
– Gross Longs:	108,582	87,436	21,492
– Gross Shorts:	36,883	149,635	30,992
– Long to Short Ratio:	2.9 to 1	0.6 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	88.0	14.5	32.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.8	6.7	-11.3

COTTON Futures:

The COTTON large speculator standing this week recorded a net position of 71,952 contracts in the data reported through Tuesday. This was a weekly advance of 6,782 contracts from the previous week which had a total of 65,170 net contracts.

This 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 73.6 percent. The commercials are Bearish with a score of 24.6 percent and the small traders (not shown in chart) are Bullish with a score of 71.1 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.0	42.9	7.1
– Percent of Open Interest Shorts:	4.6	80.5	2.9
– Net Position:	71,952	-81,008	9,056
– Gross Longs:	81,826	92,461	15,352
– Gross Shorts:	9,874	173,469	6,296
– Long to Short Ratio:	8.3 to 1	0.5 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.6	24.6	71.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.5	-0.6	10.4

COCOA Futures:

The COCOA large speculator standing this week recorded a net position of 17,514 contracts in the data reported through Tuesday. This was a weekly fall of -2,090 contracts from the previous week which had a total of 19,604 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 39.3 percent. The commercials are Bullish with a score of 60.4 percent and the small traders (not shown in chart) are Bearish with a score of 44.2 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.1	46.0	5.2
– Percent of Open Interest Shorts:	20.7	54.8	3.9
– Net Position:	17,514	-20,654	3,140
– Gross Longs:	66,344	108,654	12,385
– Gross Shorts:	48,830	129,308	9,245
– Long to Short Ratio:	1.4 to 1	0.8 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	39.3	60.4	44.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.5	13.1	-10.6

WHEAT Futures:

The WHEAT large speculator standing this week recorded a net position of 26,446 contracts in the data reported through Tuesday. This was a weekly gain of 640 contracts from the previous week which had a total of 25,806 net contracts.

This 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 45.5 percent and the small traders (not shown in chart) are Bearish with a score of 43.8 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.2	40.1	7.2
– Percent of Open Interest Shorts:	23.5	44.3	10.7
– Net Position:	26,446	-14,345	-12,101
– Gross Longs:	107,346	137,995	24,768
– Gross Shorts:	80,900	152,340	36,869
– Long to Short Ratio:	1.3 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	57.6	45.5	43.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.5	1.3	-12.0

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

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

CountingPips Forex Blog investing Opinions Soft Commodities

25 Jun

COT Currency Futures Charts: US Dollar Index, Euro, Yen, Sterling, Swiss Franc, Mexican 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 June 22 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.

US Dollar Index Futures:

The US Dollar Index large speculator standing this week resulted in a net position of -510 contracts in the data reported through Tuesday. This was a weekly lift of 1,793 contracts from the previous week which had a total of -2,303 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 24.9 percent. The commercials are Bullish with a score of 68.4 percent and the small traders (not shown in chart) are Bullish with a score of 74.0 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	70.8	3.8	20.7
– Percent of Open Interest Shorts:	72.2	14.5	8.6
– Net Position:	-510	-3,707	4,217
– Gross Longs:	24,504	1,301	7,181
– Gross Shorts:	25,014	5,008	2,964
– Long to Short Ratio:	1.0 to 1	0.3 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	24.9	68.4	74.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.1	2.2	21.1

Euro Currency Futures:

The Euro Currency large speculator standing this week resulted in a net position of 89,057 contracts in the data reported through Tuesday. This was a weekly lowering of -29,129 contracts from the previous week which had a total of 118,186 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 62.3 percent. The commercials are Bearish with a score of 34.9 percent and the small traders (not shown in chart) are Bullish with a score of 71.1 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.9	55.3	13.9
– Percent of Open Interest Shorts:	17.1	76.1	5.9
– Net Position:	89,057	-144,579	55,522
– Gross Longs:	207,863	383,894	96,568
– Gross Shorts:	118,806	528,473	41,046
– Long to Short Ratio:	1.7 to 1	0.7 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.3	34.9	71.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.5	5.7	-22.0

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week resulted in a net position of 17,927 contracts in the data reported through Tuesday. This was a weekly reduction of -14,243 contracts from the previous week which had a total of 32,170 net contracts.

This 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 86.9 percent. The commercials are Bearish-Extreme with a score of 14.0 percent and the small traders (not shown in chart) are Bullish with a score of 73.6 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.0	49.7	19.0
– Percent of Open Interest Shorts:	19.6	65.2	13.9
– Net Position:	17,927	-26,578	8,651
– Gross Longs:	51,445	85,169	32,470
– Gross Shorts:	33,518	111,747	23,819
– Long to Short Ratio:	1.5 to 1	0.8 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.9	14.0	73.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.4	13.6	-26.4

Japanese Yen Futures:

The Japanese Yen large speculator standing this week resulted in a net position of -53,862 contracts in the data reported through Tuesday. This was a weekly decline of -7,012 contracts from the previous week which had a total of -46,850 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.0 percent. The commercials are Bullish with a score of 70.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.6 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.9	72.6	8.9
– Percent of Open Interest Shorts:	46.2	32.6	20.6
– Net Position:	-53,862	76,170	-22,308
– Gross Longs:	34,118	138,242	16,991
– Gross Shorts:	87,980	62,072	39,299
– Long to Short Ratio:	0.4 to 1	2.2 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.0	70.6	13.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.3	9.9	-16.8

Swiss Franc Futures:

The Swiss Franc large speculator standing this week resulted in a net position of 13,552 contracts in the data reported through Tuesday. This was a weekly rise of 4,165 contracts from the previous week which had a total of 9,387 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 94.4 percent. The commercials are Bearish with a score of 22.4 percent and the small traders (not shown in chart) are Bearish with a score of 43.6 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	50.1	24.1	25.5
– Percent of Open Interest Shorts:	17.7	38.6	43.3
– Net Position:	13,552	-6,085	-7,467
– Gross Longs:	20,980	10,103	10,676
– Gross Shorts:	7,428	16,188	18,143
– Long to Short Ratio:	2.8 to 1	0.6 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	94.4	22.4	43.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	25.5	-11.8	-14.8

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week resulted in a net position of 43,225 contracts in the data reported through Tuesday. This was a weekly fall of -1,029 contracts from the previous week which had a total of 44,254 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 91.0 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 82.2 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.1	43.6	21.2
– Percent of Open Interest Shorts:	12.7	76.5	9.7
– Net Position:	43,225	-66,690	23,465
– Gross Longs:	69,074	88,461	43,060
– Gross Shorts:	25,849	155,151	19,595
– Long to Short Ratio:	2.7 to 1	0.6 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	91.0	9.9	82.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.8	-0.3	-6.3

Australian Dollar Futures:

The Australian Dollar large speculator standing this week resulted in a net position of -17,575 contracts in the data reported through Tuesday. This was a weekly lift of 305 contracts from the previous week which had a total of -17,880 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 62.2 percent. The commercials are Bearish with a score of 38.3 percent and the small traders (not shown in chart) are Bullish with a score of 51.0 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.0	45.9	14.9
– Percent of Open Interest Shorts:	49.9	32.2	16.8
– Net Position:	-17,575	20,348	-2,773
– Gross Longs:	56,133	67,907	22,094
– Gross Shorts:	73,708	47,559	24,867
– Long to Short Ratio:	0.8 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.2	38.3	51.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-22.3	34.3	-46.0

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week resulted in a net position of 3,286 contracts in the data reported through Tuesday. This was a weekly lift of 21 contracts from the previous week which had a total of 3,265 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 76.8 percent. The commercials are Bearish with a score of 24.0 percent and the small traders (not shown in chart) are Bullish with a score of 62.8 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	48.8	37.3	11.7
– Percent of Open Interest Shorts:	40.4	47.8	9.6
– Net Position:	3,286	-4,130	844
– Gross Longs:	19,171	14,655	4,615
– Gross Shorts:	15,885	18,785	3,771
– Long to Short Ratio:	1.2 to 1	0.8 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.8	24.0	62.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.2	12.4	-22.2

Mexican Peso Futures:

The Mexican Peso large speculator standing this week resulted in a net position of -28,591 contracts in the data reported through Tuesday. This was a weekly reduction of -4,661 contracts from the previous week which had a total of -23,930 net contracts.

This 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 0.4 percent. The commercials are Bullish-Extreme with a score of 99.0 percent and the small traders (not shown in chart) are Bullish with a score of 53.6 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.3	50.4	4.3
– Percent of Open Interest Shorts:	64.7	31.8	2.5
– Net Position:	-28,591	26,095	2,496
– Gross Longs:	61,955	70,553	5,973
– Gross Shorts:	90,546	44,458	3,477
– Long to Short Ratio:	0.7 to 1	1.6 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.4	99.0	53.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-10.1	11.2	-10.8

Brazilian Real Futures:

The Brazilian Real large speculator standing this week resulted in a net position of 18,265 contracts in the data reported through Tuesday. This was a weekly lowering of -394 contracts from the previous week which had a total of 18,659 net contracts.

This 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 97.5 percent. The commercials are Bearish-Extreme with a score of 2.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 96.6 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	65.4	21.4	12.8
– Percent of Open Interest Shorts:	22.0	69.5	8.1
– Net Position:	18,265	-20,239	1,974
– Gross Longs:	27,540	9,002	5,390
– Gross Shorts:	9,275	29,241	3,416
– Long to Short Ratio:	3.0 to 1	0.3 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	97.5	2.4	96.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.1	-22.1	1.9

Russian Ruble Futures:

The Russian Ruble large speculator standing this week resulted in a net position of 10,096 contracts in the data reported through Tuesday. This was a weekly lift of 8,192 contracts from the previous week which had a total of 1,904 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 37.3 percent. The commercials are Bullish with a score of 58.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.9	54.5	6.6
– Percent of Open Interest Shorts:	13.6	84.3	2.2
– Net Position:	10,096	-11,859	1,763
– Gross Longs:	15,495	21,690	2,633
– Gross Shorts:	5,399	33,549	870
– Long to Short Ratio:	2.9 to 1	0.6 to 1	3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.3	58.4	100.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.9	-11.5	12.6

Bitcoin Futures:

The Bitcoin large speculator standing this week resulted in a net position of -1,528 contracts in the data reported through Tuesday. This was a weekly lift of 81 contracts from the previous week which had a total of -1,609 net contracts.

This 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 60.9 percent. The commercials are Bullish-Extreme with a score of 88.3 percent and the small traders (not shown in chart) are Bearish with a score of 23.4 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	56.9	8.2	24.2
– Percent of Open Interest Shorts:	76.2	1.8	11.2
– Net Position:	-1,528	503	1,025
– Gross Longs:	4,502	645	1,913
– Gross Shorts:	6,030	142	888
– Long to Short Ratio:	0.7 to 1	4.5 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.9	88.3	23.4
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.6	-11.7	-10.1

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

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

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25 Jun

COT Bonds Futures Charts: Fed Funds, 3-Month Eurodollars, Ultra US Bond 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 June 22 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:

The 3-Month Eurodollars large speculator standing this week equaled a net position of -1,027,697 contracts in the data reported through Tuesday. This was a weekly fall of -539,388 contracts from the previous week which had a total of -488,309 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 38.8 percent. The commercials are Bullish with a score of 55.7 percent and the small traders (not shown in chart) are Bullish with a score of 77.8 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.6	59.3	5.0
– Percent of Open Interest Shorts:	23.0	49.3	6.6
– Net Position:	-1,027,697	1,219,992	-192,295
– Gross Longs:	1,777,412	7,230,673	607,765
– Gross Shorts:	2,805,109	6,010,681	800,060
– Long to Short Ratio:	0.6 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	38.8	55.7	77.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.8	16.8	4.3

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week equaled a net position of -256,308 contracts in the data reported through Tuesday. This was a weekly gain of 9,371 contracts from the previous week which had a total of -265,679 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-Extreme with a score of 8.0 percent. The commercials are Bullish-Extreme with a score of 91.4 percent and the small traders (not shown in chart) are Bullish with a score of 65.5 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	2.3	79.9	2.7
– Percent of Open Interest Shorts:	26.2	55.7	3.0
– Net Position:	-256,308	259,381	-3,073
– Gross Longs:	25,000	856,205	29,216
– Gross Shorts:	281,308	596,824	32,289
– Long to Short Ratio:	0.1 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	8.0	91.4	65.5
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.5	-2.9	7.0

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week equaled a net position of -152,907 contracts in the data reported through Tuesday. This was a weekly lowering of -35,967 contracts from the previous week which had a total of -116,940 net contracts.

This 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 63.4 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 41.6 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.6	71.7	6.8
– Percent of Open Interest Shorts:	26.0	64.9	6.2
– Net Position:	-152,907	140,046	12,861
– Gross Longs:	382,165	1,472,663	140,292
– Gross Shorts:	535,072	1,332,617	127,431
– Long to Short Ratio:	0.7 to 1	1.1 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.4	44.4	41.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.8	-0.5	-15.8

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week equaled a net position of -209,526 contracts in the data reported through Tuesday. This was a weekly reduction of -98,508 contracts from the previous week which had a total of -111,018 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 68.3 percent. The commercials are Bearish with a score of 40.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.1 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	11.5	79.0	7.9
– Percent of Open Interest Shorts:	17.6	68.8	11.9
– Net Position:	-209,526	349,248	-139,722
– Gross Longs:	397,254	2,721,853	271,622
– Gross Shorts:	606,780	2,372,605	411,344
– Long to Short Ratio:	0.7 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.3	40.7	8.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.3	3.4	-18.2

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week equaled a net position of -2,312 contracts in the data reported through Tuesday. This was a weekly decline of -36,648 contracts from the previous week which had a total of 34,336 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 81.1 percent. The commercials are Bearish with a score of 43.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 5.0 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.4	71.0	7.1
– Percent of Open Interest Shorts:	20.4	64.8	13.2
– Net Position:	-2,312	263,172	-260,860
– Gross Longs:	870,032	3,031,108	303,180
– Gross Shorts:	872,344	2,767,936	564,040
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	81.1	43.1	5.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.4	1.3	-2.8

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week equaled a net position of 214,461 contracts in the data reported through Tuesday. This was a weekly increase of 19,854 contracts from the previous week which had a total of 194,607 net contracts.

This 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 84.4 percent. The commercials are Bearish with a score of 27.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.9 percent.

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.1	72.0	7.6
– Percent of Open Interest Shorts:	6.0	75.9	17.8
– Net Position:	214,461	-60,111	-154,350
– Gross Longs:	305,059	1,092,678	115,510
– Gross Shorts:	90,598	1,152,789	269,860
– Long to Short Ratio:	3.4 to 1	0.9 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	84.4	27.4	2.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.7	-24.3	0.8

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week equaled a net position of -60,354 contracts in the data reported through Tuesday. This was a weekly reduction of -3,667 contracts from the previous week which had a total of -56,687 net contracts.

This 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 71.7 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 37.8 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.3	74.1	14.3
– Percent of Open Interest Shorts:	14.4	67.4	15.9
– Net Position:	-60,354	78,959	-18,605
– Gross Longs:	109,167	873,996	168,398
– Gross Shorts:	169,521	795,037	187,003
– Long to Short Ratio:	0.6 to 1	1.1 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.7	45.3	37.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.0	-26.7	37.8

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week equaled a net position of -228,949 contracts in the data reported through Tuesday. This was a weekly advance of 13,460 contracts from the previous week which had a total of -242,409 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-Extreme with a score of 85.5 percent. The commercials are Bearish with a score of 36.1 percent and the small traders (not shown in chart) are Bearish with a score of 25.9 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.6	79.1	12.0
– Percent of Open Interest Shorts:	27.7	59.7	12.2
– Net Position:	-228,949	232,264	-3,315
– Gross Longs:	102,926	947,822	143,231
– Gross Shorts:	331,875	715,558	146,546
– Long to Short Ratio:	0.3 to 1	1.3 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.5	36.1	25.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.7	-13.8	25.9

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

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

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