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COT Stock Market Futures Charts: VIX, Dow, Nasdaq, 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 01 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 Futures:

The VIX Volatility Futures large speculator standing this week recorded a net position of -61,782 contracts in the data reported through Tuesday. This was a weekly decrease of -850 contracts from the previous week which had a total of -60,932 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.6 percent. The commercials are Bearish with a score of 41.1 percent and the small traders (not shown in chart) are Bearish with a score of 36.6 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.5	50.6	6.2
– Percent of Open Interest Shorts:	41.9	30.6	7.7
– Net Position:	-61,782	66,995	-5,213
– Gross Longs:	78,637	169,612	20,736
– Gross Shorts:	140,419	102,617	25,949
– Long to Short Ratio:	0.6 to 1	1.7 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.6	41.1	36.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.5	-15.5	5.3

S&P500 Mini Futures Futures:

The S&P500 Mini Futures large speculator standing this week recorded a net position of -32,075 contracts in the data reported through Tuesday. This was a weekly lowering of -13,587 contracts from the previous week which had a total of -18,488 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 47.9 percent. The commercials are Bullish with a score of 60.4 percent and the small traders (not shown in chart) are Bullish with a score of 50.7 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.1	69.4	13.7
– Percent of Open Interest Shorts:	15.3	73.6	8.3
– Net Position:	-32,075	-117,612	149,687
– Gross Longs:	390,376	1,920,377	379,225
– Gross Shorts:	422,451	2,037,989	229,538
– Long to Short Ratio:	0.9 to 1	0.9 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	47.9	60.4	50.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.5	-11.6	12.9

Dow Jones Mini Futures Futures:

The Dow Jones Mini Futures large speculator standing this week recorded a net position of -9,765 contracts in the data reported through Tuesday. This was a weekly lift of 3,279 contracts from the previous week which had a total of -13,044 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 22.7 percent. The commercials are Bullish with a score of 68.7 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.0 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	33.2	46.8	17.6
– Percent of Open Interest Shorts:	42.7	43.7	11.2
– Net Position:	-9,765	3,168	6,597
– Gross Longs:	34,280	48,335	18,192
– Gross Shorts:	44,045	45,167	11,595
– Long to Short Ratio:	0.8 to 1	1.1 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	22.7	68.7	82.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.1	4.5	-18.0

Nasdaq Mini Futures Futures:

The Nasdaq Mini Futures large speculator standing this week recorded a net position of -14,549 contracts in the data reported through Tuesday. This was a weekly decline of -1,254 contracts from the previous week which had a total of -13,295 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 66.9 percent. The commercials are Bearish with a score of 41.0 percent and the small traders (not shown in chart) are Bearish with a score of 23.8 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.3	60.1	15.6
– Percent of Open Interest Shorts:	28.4	50.2	19.4
– Net Position:	-14,549	23,564	-9,015
– Gross Longs:	53,160	143,253	37,164
– Gross Shorts:	67,709	119,689	46,179
– Long to Short Ratio:	0.8 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.9	41.0	23.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.3	10.4	-16.8

Russell 2000 Mini Futures Futures:

The Russell 2000 Mini Futures large speculator standing this week recorded a net position of -35,386 contracts in the data reported through Tuesday. This was a weekly decrease of -1,526 contracts from the previous week which had a total of -33,860 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 33.9 percent. The commercials are Bullish with a score of 65.1 percent and the small traders (not shown in chart) are Bearish with a score of 49.2 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.4	77.9	5.8
– Percent of Open Interest Shorts:	23.2	71.4	4.5
– Net Position:	-35,386	29,674	5,712
– Gross Longs:	70,310	355,620	26,460
– Gross Shorts:	105,696	325,946	20,748
– Long to Short Ratio:	0.7 to 1	1.1 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	33.9	65.1	49.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.5	8.8	-11.5

Nikkei Stock Average (USD) Futures Futures:

The Nikkei Stock Average (USD) Futures large speculator standing this week recorded a net position of -4,091 contracts in the data reported through Tuesday. This was a weekly lowering of -45 contracts from the previous week which had a total of -4,046 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 40.0 percent. The commercials are Bullish with a score of 61.9 percent and the small traders (not shown in chart) are Bearish with a score of 37.5 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.9	53.4	30.4
– Percent of Open Interest Shorts:	39.9	38.8	21.0
– Net Position:	-4,091	2,488	1,603
– Gross Longs:	2,699	9,092	5,171
– Gross Shorts:	6,790	6,604	3,568
– Long to Short Ratio:	0.4 to 1	1.4 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	40.0	61.9	37.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.6	-10.1	19.7

MSCI EAFE Mini Futures Futures:

The MSCI EAFE Mini Futures large speculator standing this week recorded a net position of 29,956 contracts in the data reported through Tuesday. This was a weekly lift of 5,602 contracts from the previous week which had a total of 24,354 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 55.1 percent. The commercials are Bearish with a score of 40.5 percent and the small traders (not shown in chart) are Bullish with a score of 56.9 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.5	87.7	2.5
– Percent of Open Interest Shorts:	2.1	96.3	1.3
– Net Position:	29,956	-34,474	4,518
– Gross Longs:	38,312	353,090	9,883
– Gross Shorts:	8,356	387,564	5,365
– Long to Short Ratio:	4.6 to 1	0.9 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.1	40.5	56.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.9	-6.6	-12.8

MSCI Emerging Mkts Mini Futures Futures:

The MSCI Emerging Mkts Mini Futures large speculator standing this week recorded a net position of 38,211 contracts in the data reported through Tuesday. This was a weekly lowering 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

*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).

04 Jun

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

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 01 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 equaled a net position of 452,376 contracts in the data reported through Tuesday. This was a weekly increase of 23,950 contracts from the previous week which had a total of 428,426 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 87.8 percent. The commercials are Bearish-Extreme with a score of 14.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.5 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.6	48.2	8.2
– Percent of Open Interest Shorts:	4.5	71.5	10.9
– Net Position:	452,376	-405,083	-47,293
– Gross Longs:	531,338	836,578	142,392
– Gross Shorts:	78,962	1,241,661	189,685
– Long to Short Ratio:	6.7 to 1	0.7 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.8	14.2	9.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.0	11.9	-8.1

SUGAR Futures:

The SUGAR large speculator standing this week equaled a net position of 269,226 contracts in the data reported through Tuesday. This was a weekly lift of 16,235 contracts from the previous week which had a total of 252,991 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 91.9 percent. The commercials are Bearish-Extreme with a score of 5.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.9 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.2	45.0	9.6
– Percent of Open Interest Shorts:	3.9	77.0	3.9
– Net Position:	269,226	-328,283	59,057
– Gross Longs:	309,620	461,251	98,664
– Gross Shorts:	40,394	789,534	39,607
– Long to Short Ratio:	7.7 to 1	0.6 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	91.9	5.9	80.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.2	-7.4	-1.1

COFFEE Futures:

The COFFEE large speculator standing this week equaled a net position of 70,773 contracts in the data reported through Tuesday. This was a weekly advance of 5,659 contracts from the previous week which had a total of 65,114 net contracts.

This 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 Bearish with a score of 26.7 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.4	44.6	4.7
– Percent of Open Interest Shorts:	6.8	71.0	2.8
– Net Position:	70,773	-76,318	5,545
– Gross Longs:	90,442	128,594	13,600
– Gross Shorts:	19,669	204,912	8,055
– Long to Short Ratio:	4.6 to 1	0.6 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	26.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	16.9	-18.5	10.2

SOYBEANS Futures:

The SOYBEANS large speculator standing this week equaled a net position of 224,076 contracts in the data reported through Tuesday. This was a weekly advance of 3,021 contracts from the previous week which had a total of 221,055 net contracts.

This 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 85.7 percent. The commercials are Bearish-Extreme with a score of 15.6 percent and the small traders (not shown in chart) are Bullish with a score of 54.2 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.2	44.9	7.1
– Percent of Open Interest Shorts:	6.5	71.3	8.4
– Net Position:	224,076	-213,475	-10,601
– Gross Longs:	276,257	362,855	57,600
– Gross Shorts:	52,181	576,330	68,201
– Long to Short Ratio:	5.3 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.7	15.6	54.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.7	6.1	-11.4

SOYBEAN OIL Futures:

The SOYBEAN OIL large speculator standing this week equaled a net position of 89,233 contracts in the data reported through Tuesday. This was a weekly rise of 2,030 contracts from the previous week which had a total of 87,203 net contracts.

This 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 75.4 percent. The commercials are Bearish with a score of 23.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.6 percent.

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.8	46.6	8.4
– Percent of Open Interest Shorts:	7.2	66.6	5.1
– Net Position:	89,233	-107,222	17,989
– Gross Longs:	127,933	250,077	45,175
– Gross Shorts:	38,700	357,299	27,186
– Long to Short Ratio:	3.3 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	75.4	23.3	80.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.4	3.5	-2.7

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week equaled a net position of 55,536 contracts in the data reported through Tuesday. This was a weekly fall of -4,758 contracts from the previous week which had a total of 60,294 net contracts.

This 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 60.5 percent. The commercials are Bearish with a score of 36.2 percent and the small traders (not shown in chart) are Bullish with a score of 71.4 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.6	51.4	12.5
– Percent of Open Interest Shorts:	7.7	71.5	6.2
– Net Position:	55,536	-80,692	25,156
– Gross Longs:	86,450	205,859	50,157
– Gross Shorts:	30,914	286,551	25,001
– Long to Short Ratio:	2.8 to 1	0.7 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.5	36.2	71.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.8	17.0	-11.3

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week equaled a net position of 59,486 contracts in the data reported through Tuesday. This was a weekly reduction of -7,105 contracts from the previous week which had a total of 66,591 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 28.9 percent. The commercials are Bullish with a score of 63.4 percent and the small traders (not shown in chart) are Bullish with a score of 73.4 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.4	39.0	9.6
– Percent of Open Interest Shorts:	18.0	56.5	11.4
– Net Position:	59,486	-53,868	-5,618
– Gross Longs:	114,916	119,934	29,502
– Gross Shorts:	55,430	173,802	35,120
– Long to Short Ratio:	2.1 to 1	0.7 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	28.9	63.4	73.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.9	10.8	3.8

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week equaled a net position of 80,295 contracts in the data reported through Tuesday. This was a weekly boost of 320 contracts from the previous week which had a total of 79,975 net contracts.

This 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 95.6 percent. The commercials are Bearish-Extreme with a score of 4.9 percent and the small traders (not shown in chart) are Bearish with a score of 44.8 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.7	29.4	9.1
– Percent of Open Interest Shorts:	13.7	54.1	11.4
– Net Position:	80,295	-73,356	-6,939
– Gross Longs:	120,882	87,343	27,073
– Gross Shorts:	40,587	160,699	34,012
– Long to Short Ratio:	3.0 to 1	0.5 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	95.6	4.9	44.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.5	-0.7	1.7

COTTON Futures:

The COTTON large speculator standing this week equaled a net position of 64,206 contracts in the data reported through Tuesday. This was a weekly gain of 553 contracts from the previous week which had a total of 63,653 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 62.9 percent. The commercials are Bearish with a score of 37.7 percent and the small traders (not shown in chart) are Bullish with a score of 57.3 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.0	45.7	6.8
– Percent of Open Interest Shorts:	6.1	76.9	3.5
– Net Position:	64,206	-71,859	7,653
– Gross Longs:	78,220	105,169	15,657
– Gross Shorts:	14,014	177,028	8,004
– Long to Short Ratio:	5.6 to 1	0.6 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	62.9	37.7	57.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.6	7.6	-8.2

COCOA Futures:

The COCOA large speculator standing this week equaled a net position of 27,878 contracts in the data reported through Tuesday. This was a weekly rise of 3,575 contracts from the previous week which had a total of 24,303 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 48.7 percent. The commercials are Bearish with a score of 49.4 percent and the small traders (not shown in chart) are Bullish with a score of 66.5 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.5	45.3	5.6
– Percent of Open Interest Shorts:	15.2	61.1	3.2
– Net Position:	27,878	-32,982	5,104
– Gross Longs:	59,645	94,897	11,712
– Gross Shorts:	31,767	127,879	6,608
– Long to Short Ratio:	1.9 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	48.7	49.4	66.5
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.4	0.6	9.4

WHEAT Futures:

The WHEAT large speculator standing this week equaled a net position of 18,795 contracts in the data reported through Tuesday. This was a weekly advance of 384 contracts from the previous week which had a total of 18,411 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 52.2 percent. The commercials are Bearish with a score of 49.7 percent and the small traders (not shown in chart) are Bullish with a score of 52.7 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.5	36.7	7.0
– Percent of Open Interest Shorts:	23.8	38.8	9.6
– Net Position:	18,795	-8,556	-10,239
– Gross Longs:	113,330	145,728	27,774
– Gross Shorts:	94,535	154,284	38,013
– Long to Short Ratio:	1.2 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.2	49.7	52.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.6	0.4	8.1

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 Opinions Soft Commodities

29 May

COT Currency Futures Charts: Bitcoin, US Dollar, Euro, Ruble, Real, Franc, Yen & Aussie

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 May 25 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 2,780 contracts in the data reported through Tuesday. This was a weekly increase of 96 contracts from the previous week which had a total of 2,684 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 30.6 percent. The commercials are Bullish with a score of 65.6 percent and the small traders (not shown in chart) are Bullish with a score of 53.2 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	63.9	12.6	14.3
– Percent of Open Interest Shorts:	57.4	25.1	8.2
– Net Position:	2,780	-5,390	2,610
– Gross Longs:	27,488	5,413	6,159
– Gross Shorts:	24,708	10,803	3,549
– Long to Short Ratio:	1.1 to 1	0.5 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	30.6	65.6	53.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.5	5.9	-4.7

Euro Currency Futures:

The Euro Currency large speculator standing this week resulted in a net position of 104,000 contracts in the data reported through Tuesday. This was a weekly gain of 4,142 contracts from the previous week which had a total of 99,858 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 66.9 percent. The commercials are Bearish with a score of 24.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.0	51.7	15.1
– Percent of Open Interest Shorts:	17.9	76.1	4.8
– Net Position:	104,000	-179,866	75,866
– Gross Longs:	236,103	381,869	111,477
– Gross Shorts:	132,103	561,735	35,611
– Long to Short Ratio:	1.8 to 1	0.7 to 1	3.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.9	24.9	100.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.4	-19.8	46.9

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week resulted in a net position of 30,659 contracts in the data reported through Tuesday. This was a weekly lift of 5,759 contracts from the previous week which had a total of 24,900 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 96.1 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 96.1 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.9	37.2	24.2
– Percent of Open Interest Shorts:	19.8	66.9	12.7
– Net Position:	30,659	-50,190	19,531
– Gross Longs:	64,193	63,058	40,988
– Gross Shorts:	33,534	113,248	21,457
– Long to Short Ratio:	1.9 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	96.1	0.0	96.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.7	-6.0	10.5

Japanese Yen Futures:

The Japanese Yen large speculator standing this week resulted in a net position of -50,156 contracts in the data reported through Tuesday. This was a weekly increase of 792 contracts from the previous week which had a total of -50,948 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 Bearish with a score of 39.2 percent. The commercials are Bullish with a score of 63.6 percent and the small traders (not shown in chart) are Bearish with a score of 34.8 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.8	70.1	12.5
– Percent of Open Interest Shorts:	48.5	30.0	19.8
– Net Position:	-50,156	61,353	-11,197
– Gross Longs:	24,163	107,377	19,120
– Gross Shorts:	74,319	46,024	30,317
– Long to Short Ratio:	0.3 to 1	2.3 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	39.2	63.6	34.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.9	-8.2	17.7

Swiss Franc Futures:

The Swiss Franc large speculator standing this week resulted in a net position of -1,203 contracts in the data reported through Tuesday. This was a weekly lift of 3,062 contracts from the previous week which had a total of -4,265 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 71.5 percent. The commercials are Bearish with a score of 32.8 percent and the small traders (not shown in chart) are Bullish with a score of 59.0 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.1	41.4	30.4
– Percent of Open Interest Shorts:	30.8	32.9	36.1
– Net Position:	-1,203	3,679	-2,476
– Gross Longs:	12,223	17,997	13,233
– Gross Shorts:	13,426	14,318	15,709
– Long to Short Ratio:	0.9 to 1	1.3 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.5	32.8	59.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.1	-7.4	24.5

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week resulted in a net position of 44,811 contracts in the data reported through Tuesday. This was a weekly decrease of -1,301 contracts from the previous week which had a total of 46,112 net contracts.

This 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 92.3 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 93.1 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.5	35.9	23.1
– Percent of Open Interest Shorts:	18.5	71.3	8.7
– Net Position:	44,811	-75,535	30,724
– Gross Longs:	84,183	76,439	49,306
– Gross Shorts:	39,372	151,974	18,582
– Long to Short Ratio:	2.1 to 1	0.5 to 1	2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.3	0.0	93.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	35.3	-30.9	7.2

Australian Dollar Futures:

The Australian Dollar large speculator standing this week resulted in a net position of -809 contracts in the data reported through Tuesday. This was a weekly lowering of -3,811 contracts from the previous week which had a total of 3,002 net contracts.

This 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 80.9 percent. The commercials are Bearish-Extreme with a score of 10.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.0 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.9	36.7	21.9
– Percent of Open Interest Shorts:	41.5	46.1	11.8
– Net Position:	-809	-12,789	13,598
– Gross Longs:	55,098	49,401	29,543
– Gross Shorts:	55,907	62,190	15,945
– Long to Short Ratio:	1.0 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	80.9	10.5	87.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.1	0.6	8.4

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week resulted in a net position of 8,585 contracts in the data reported through Tuesday. This was a weekly gain of 135 contracts from the previous week which had a total of 8,450 net contracts.

This 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 85.7 percent. The commercials are Bearish-Extreme with a score of 12.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 88.0 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	55.3	29.3	13.3
– Percent of Open Interest Shorts:	35.8	55.8	6.2
– Net Position:	8,585	-11,707	3,122
– Gross Longs:	24,446	12,973	5,873
– Gross Shorts:	15,861	24,680	2,751
– Long to Short Ratio:	1.5 to 1	0.5 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.7	12.4	88.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.2	-10.8	10.7

Mexican Peso Futures:

The Mexican Peso large speculator standing this week resulted in a net position of -8,498 contracts in the data reported through Tuesday. This was a weekly advance of 1,620 contracts from the previous week which had a total of -10,118 net contracts.

This 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 10.5 percent. The commercials are Bullish-Extreme with a score of 88.0 percent and the small traders (not shown in chart) are Bullish with a score of 63.1 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	43.5	47.9	5.2
– Percent of Open Interest Shorts:	49.3	45.3	2.0
– Net Position:	-8,498	3,768	4,730
– Gross Longs:	63,868	70,361	7,663
– Gross Shorts:	72,366	66,593	2,933
– Long to Short Ratio:	0.9 to 1	1.1 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	10.5	88.0	63.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	1.7	-2.1	3.6

Brazilian Real Futures:

The Brazilian Real large speculator standing this week resulted in a net position of 5,607 contracts in the data reported through Tuesday. This was a weekly gain of 776 contracts from the previous week which had a total of 4,831 net contracts.

This 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 94.0 percent. The commercials are Bearish-Extreme with a score of 5.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 90.6 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.3	55.2	5.2
– Percent of Open Interest Shorts:	30.8	66.0	2.9
– Net Position:	5,607	-7,113	1,506
– Gross Longs:	25,836	36,251	3,427
– Gross Shorts:	20,229	43,364	1,921
– Long to Short Ratio:	1.3 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	94.0	5.8	90.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	53.2	-55.0	14.1

Russian Ruble Futures:

The Russian Ruble large speculator standing this week resulted in a net position of 5,372 contracts in the data reported through Tuesday. This was a weekly lift of 692 contracts from the previous week which had a total of 4,680 net contracts.

This 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 26.1 percent. The commercials are Bullish with a score of 70.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.1 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	36.3	56.8	6.9
– Percent of Open Interest Shorts:	20.9	75.5	3.6
– Net Position:	5,372	-6,552	1,180
– Gross Longs:	12,718	19,927	2,429
– Gross Shorts:	7,346	26,479	1,249
– Long to Short Ratio:	1.7 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	26.1	70.5	82.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.2	-0.7	42.4

Bitcoin Futures:

The Bitcoin large speculator standing this week resulted in a net position of -1,672 contracts in the data reported through Tuesday. This was a weekly lowering of -713 contracts from the previous week which had a total of -959 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 56.9 percent. The commercials are Bullish with a score of 78.4 percent and the small traders (not shown in chart) are Bearish with a score of 31.0 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	56.5	7.1	23.3
– Percent of Open Interest Shorts:	75.3	2.4	9.2
– Net Position:	-1,672	415	1,257
– Gross Longs:	5,024	631	2,071
– Gross Shorts:	6,696	216	814
– Long to Short Ratio:	0.8 to 1	2.9 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.9	78.4	31.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.4	8.4	-28.6

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

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

CountingPips Forex Blog Forex and Currency News investing Opinions

29 May

COT Metals Futures Charts: Copper, Silver, Gold, 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 May 25 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 Futures:

The Gold Comex Futures large speculator standing this week reached a net position of 214,642 contracts in the data reported through Tuesday. This was a weekly lift of 15,753 contracts from the previous week which had a total of 198,889 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 64.5 percent. The commercials are Bearish with a score of 32.7 percent and the small traders (not shown in chart) are Bullish with a score of 71.6 percent.

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	56.5	21.8	11.7
– Percent of Open Interest Shorts:	14.4	70.9	4.6
– Net Position:	214,642	-250,869	36,227
– Gross Longs:	288,266	111,024	59,511
– Gross Shorts:	73,624	361,893	23,284
– Long to Short Ratio:	3.9 to 1	0.3 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	64.5	32.7	71.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.6	-10.2	20.3

Silver Comex Futures Futures:

The Silver Comex Futures large speculator standing this week reached a net position of 50,482 contracts in the data reported through Tuesday. This was a weekly lowering of -499 contracts from the previous week which had a total of 50,981 net contracts.

This 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 74.4 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 68.6 percent.

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	47.6	28.5	17.4
– Percent of Open Interest Shorts:	19.6	68.4	5.3
– Net Position:	50,482	-72,274	21,792
– Gross Longs:	86,013	51,487	31,411
– Gross Shorts:	35,531	123,761	9,619
– Long to Short Ratio:	2.4 to 1	0.4 to 1	3.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.4	24.7	68.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.2	-14.5	16.4

Copper Grade #1 Futures Futures:

The Copper Grade #1 Futures large speculator standing this week reached a net position of 23,713 contracts in the data reported through Tuesday. This was a weekly decrease of -15,265 contracts from the previous week which had a total of 38,978 net contracts.

This 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 59.4 percent. The commercials are Bearish with a score of 34.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 98.5 percent.

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.8	33.1	10.3
– Percent of Open Interest Shorts:	30.6	48.8	4.9
– Net Position:	23,713	-36,202	12,489
– Gross Longs:	94,206	76,319	23,807
– Gross Shorts:	70,493	112,521	11,318
– Long to Short Ratio:	1.3 to 1	0.7 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.4	34.6	98.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.8	8.5	-0.8

Platinum Futures Futures:

The Platinum Futures large speculator standing this week reached a net position of 22,987 contracts in the data reported through Tuesday. This was a weekly fall of -2,827 contracts from the previous week which had a total of 25,814 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 43.9 percent. The commercials are Bullish with a score of 53.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 93.7 percent.

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	56.8	20.2	17.8
– Percent of Open Interest Shorts:	22.6	68.4	3.8
– Net Position:	22,987	-32,422	9,435
– Gross Longs:	38,188	13,577	11,960
– Gross Shorts:	15,201	45,999	2,525
– Long to Short Ratio:	2.5 to 1	0.3 to 1	4.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	43.9	53.4	93.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.1	2.3	-2.8

Palladium Futures Futures:

The Palladium Futures large speculator standing this week reached a net position of 1,893 contracts in the data reported through Tuesday. This was a weekly fall of -644 contracts from the previous week which had a total of 2,537 net contracts.

This 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 10.9 percent. The commercials are Bullish-Extreme with a score of 84.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.3 percent.

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.8	28.9	14.8
– Percent of Open Interest Shorts:	34.0	53.3	8.2
– Net Position:	1,893	-2,598	705
– Gross Longs:	5,508	3,066	1,575
– Gross Shorts:	3,615	5,664	870
– Long to Short Ratio:	1.5 to 1	0.5 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	10.9	84.2	86.3
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-6.5	6.3	0.5

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

29 May

COT Stock Market Futures Charts: SP500, VIX, Dow, Russell2000, 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 May 25 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 Futures:

The VIX Volatility Futures large speculator standing this week recorded a net position of -60,932 contracts in the data reported through Tuesday. This was a weekly boost of 1,308 contracts from the previous week which had a total of -62,240 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.9 percent. The commercials are Bearish with a score of 41.5 percent and the small traders (not shown in chart) are Bearish with a score of 29.9 percent.

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.1	49.2	6.2
– Percent of Open Interest Shorts:	42.2	29.1	8.3
– Net Position:	-60,932	67,920	-6,988
– Gross Longs:	81,366	165,888	21,052
– Gross Shorts:	142,298	97,968	28,040
– Long to Short Ratio:	0.6 to 1	1.7 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.9	41.5	29.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.9	-14.7	-6.2

S&P500 Mini Futures Futures:

The S&P500 Mini Futures large speculator standing this week recorded a net position of -18,488 contracts in the data reported through Tuesday. This was a weekly increase of 4,703 contracts from the previous week which had a total of -23,191 net contracts.

This 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 50.3 percent. The commercials are Bullish with a score of 61.8 percent and the small traders (not shown in chart) are Bearish with a score of 46.2 percent.

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	14.4	69.5	13.0
– Percent of Open Interest Shorts:	15.1	73.4	8.4
– Net Position:	-18,488	-106,482	124,970
– Gross Longs:	393,620	1,901,593	354,906
– Gross Shorts:	412,108	2,008,075	229,936
– Long to Short Ratio:	1.0 to 1	0.9 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.3	61.8	46.2
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.8	-8.1	7.7

Dow Jones Mini Futures Futures:

The Dow Jones Mini Futures large speculator standing this week recorded a net position of -13,044 contracts in the data reported through Tuesday. This was a weekly reduction of -4,016 contracts from the previous week which had a total of -9,028 net contracts.

This 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 18.8 percent. The commercials are Bullish with a score of 72.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.1 percent.

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.8	48.2	17.9
– Percent of Open Interest Shorts:	45.0	41.9	11.0
– Net Position:	-13,044	6,263	6,781
– Gross Longs:	31,409	47,672	17,671
– Gross Shorts:	44,453	41,409	10,890
– Long to Short Ratio:	0.7 to 1	1.2 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	18.8	72.2	83.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.0	4.7	-14.6

Nasdaq Mini Futures Futures:

The Nasdaq Mini Futures large speculator standing this week recorded a net position of -13,295 contracts in the data reported through Tuesday. This was a weekly decline of -7,193 contracts from the previous week which had a total of -6,102 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 67.6 percent. The commercials are Bearish with a score of 40.2 percent and the small traders (not shown in chart) are Bearish with a score of 23.7 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.7	59.6	16.0
– Percent of Open Interest Shorts:	28.4	50.0	19.9
– Net Position:	-13,295	22,318	-9,023
– Gross Longs:	52,932	139,030	37,390
– Gross Shorts:	66,227	116,712	46,413
– Long to Short Ratio:	0.8 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.6	40.2	23.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.0	7.4	-10.7

Russell 2000 Mini Futures Futures:

The Russell 2000 Mini Futures large speculator standing this week recorded a net position of -33,860 contracts in the data reported through Tuesday. This was a weekly rise of 2,931 contracts from the previous week which had a total of -36,791 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 34.7 percent. The commercials are Bullish with a score of 62.5 percent and the small traders (not shown in chart) are Bullish with a score of 58.2 percent.

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.7	79.3	6.2
– Percent of Open Interest Shorts:	21.2	73.7	4.2
– Net Position:	-33,860	24,960	8,900
– Gross Longs:	61,885	358,082	27,895
– Gross Shorts:	95,745	333,122	18,995
– Long to Short Ratio:	0.6 to 1	1.1 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	34.7	62.5	58.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.8	8.8	-5.5

Nikkei Stock Average (USD) Futures Futures:

The Nikkei Stock Average (USD) Futures large speculator standing this week recorded a net position of -4,046 contracts in the data reported through Tuesday. This was a weekly decrease of -1,136 contracts from the previous week which had a total of -2,910 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 40.2 percent. The commercials are Bullish with a score of 64.8 percent and the small traders (not shown in chart) are Bearish with a score of 26.4 percent.

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.9	57.8	25.3
– Percent of Open Interest Shorts:	42.5	36.4	21.0
– Net Position:	-4,046	3,375	671
– Gross Longs:	2,659	9,105	3,980
– Gross Shorts:	6,705	5,730	3,309
– Long to Short Ratio:	0.4 to 1	1.6 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	40.2	64.8	26.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.6	-2.8	-6.4

MSCI EAFE Mini Futures Futures:

The MSCI EAFE Mini Futures large speculator standing this week recorded a net position of 24,354 contracts in the data reported through Tuesday. This was a weekly reduction of -465 contracts from the previous week which had a total of 24,819 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 45.8 percent. The commercials are Bullish with a score of 50.4 percent and the small traders (not shown in chart) are Bullish with a score of 52.8 percent.

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.8	88.5	2.5
– Percent of Open Interest Shorts:	2.8	95.5	1.5
– Net Position:	24,354	-28,423	4,069
– Gross Longs:	35,624	359,236	10,242
– Gross Shorts:	11,270	387,659	6,173
– Long to Short Ratio:	3.2 to 1	0.9 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	45.8	50.4	52.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.8	4.9	-11.6

MSCI Emerging Mkts Mini Futures Futures:

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

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

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

CountingPips Forex Blog investing Opinions Stock Market News

29 May

COT Energy Futures Charts: Crude Oil, Natural Gas, RBOB Gasoline, 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 May 25 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 totaled a net position of 475,490 contracts in the data reported through Tuesday. This was a weekly lowering of -457 contracts from the previous week which had a total of 475,947 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 52.2 percent. The commercials are Bearish with a score of 39.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 84.1 percent.

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.8	34.9	4.2
– Percent of Open Interest Shorts:	6.2	56.6	2.1
– Net Position:	475,490	-524,540	49,050
– Gross Longs:	625,568	847,843	100,701
– Gross Shorts:	150,078	1,372,383	51,651
– Long to Short Ratio:	4.2 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.2	39.5	84.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.5	4.9	-4.2

Brent Crude Oil Futures :

The Brent Crude Oil Futures large speculator standing this week totaled a net position of -20,382 contracts in the data reported through Tuesday. This was a weekly decline of -1,562 contracts from the previous week which had a total of -18,820 net contracts.

This 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 77.9 percent. The commercials are Bearish with a score of 20.9 percent and the small traders (not shown in chart) are Bullish with a score of 61.0 percent.

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.0	46.8	4.9
– Percent of Open Interest Shorts:	31.3	38.2	3.1
– Net Position:	-20,382	16,979	3,403
– Gross Longs:	41,473	92,317	9,611
– Gross Shorts:	61,855	75,338	6,208
– Long to Short Ratio:	0.7 to 1	1.2 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.9	20.9	61.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.3	-9.6	-7.5

Natural Gas Futures :

The Natural Gas Futures large speculator standing this week totaled a net position of -76,028 contracts in the data reported through Tuesday. This was a weekly decrease of -7,276 contracts from the previous week which had a total of -68,752 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 55.8 percent. The commercials are Bearish with a score of 47.5 percent and the small traders (not shown in chart) are Bearish with a score of 21.3 percent.

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.2	41.3	4.7
– Percent of Open Interest Shorts:	30.6	36.9	2.8
– Net Position:	-76,028	52,934	23,094
– Gross Longs:	286,247	489,201	55,783
– Gross Shorts:	362,275	436,267	32,689
– Long to Short Ratio:	0.8 to 1	1.1 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	55.8	47.5	21.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.4	6.9	8.9

Gasoline Blendstock Futures :

The Gasoline Blendstock Futures large speculator standing this week totaled a net position of 53,368 contracts in the data reported through Tuesday. This was a weekly decline of -4,025 contracts from the previous week which had a total of 57,393 net contracts.

This 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 14.1 percent. The commercials are Bullish with a score of 76.2 percent and the small traders (not shown in chart) are Bullish with a score of 66.1 percent.

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.1	47.9	5.9
– Percent of Open Interest Shorts:	11.3	64.1	3.6
– Net Position:	53,368	-62,503	9,135
– Gross Longs:	96,895	184,974	22,898
– Gross Shorts:	43,527	247,477	13,763
– Long to Short Ratio:	2.2 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	14.1	76.2	66.1
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.1	-10.3	-7.4

#2 Heating Oil NY-Harbor Futures :

The #2 Heating Oil NY-Harbor Futures large speculator standing this week totaled a net position of 24,830 contracts in the data reported through Tuesday. This was a weekly advance of 2,404 contracts from the previous week which had a total of 22,426 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 66.9 percent. The commercials are Bearish with a score of 23.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.8 percent.

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.5	49.8	11.6
– Percent of Open Interest Shorts:	10.7	61.0	6.2
– Net Position:	24,830	-48,134	23,304
– Gross Longs:	70,877	213,722	49,970
– Gross Shorts:	46,047	261,856	26,666
– Long to Short Ratio:	1.5 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	66.9	23.9	91.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	15.1	-18.2	23.2

Bloomberg Commodity Index Futures :

The Bloomberg Commodity Index Futures large speculator standing this week totaled a net position of -18,376 contracts in the data reported through Tuesday. This was a weekly decline of -5,478 contracts from the previous week which had a total of -12,898 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 20.4 percent. The commercials are Bullish with a score of 79.6 percent and the small traders (not shown in chart) are Bullish with a score of 68.9 percent.

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	50.9	48.0	1.0
– Percent of Open Interest Shorts:	90.9	8.8	0.2
– Net Position:	-18,376	18,013	363
– Gross Longs:	23,375	22,053	472
– Gross Shorts:	41,751	4,040	109
– Long to Short Ratio:	0.6 to 1	5.5 to 1	4.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	20.4	79.6	68.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.1	13.2	-1.1

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 Energy investing Opinions

29 May

COT Bonds Futures Charts: 2-Year, 5-Year Treasury Notes, Eurodollar, 10-Year, Long Bond

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 May 25 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 resulted in a net position of -337,407 contracts in the data reported through Tuesday. This was a weekly lowering of -90,156 contracts from the previous week which had a total of -247,251 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 52.0 percent. The commercials are Bearish with a score of 44.3 percent and the small traders (not shown in chart) are Bullish with a score of 74.4 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.9	50.8	5.2
– Percent of Open Interest Shorts:	23.4	46.5	6.9
– Net Position:	-337,407	556,246	-218,839
– Gross Longs:	2,730,799	6,650,052	678,934
– Gross Shorts:	3,068,206	6,093,806	897,773
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.0	44.3	74.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-12.3	9.5	15.7

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week resulted in a net position of -247,959 contracts in the data reported through Tuesday. This was a weekly increase of 46,785 contracts from the previous week which had a total of -294,744 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 6.0 percent. The commercials are Bullish-Extreme with a score of 94.6 percent and the small traders (not shown in chart) are Bullish with a score of 53.2 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	4.3	76.8	1.8
– Percent of Open Interest Shorts:	26.4	53.8	2.7
– Net Position:	-247,959	257,765	-9,806
– Gross Longs:	48,298	861,103	20,062
– Gross Shorts:	296,257	603,338	29,868
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	6.0	94.6	53.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.4	15.5	-4.4

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week resulted in a net position of -263,456 contracts in the data reported through Tuesday. This was a weekly decrease of -38,724 contracts from the previous week which had a total of -224,732 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 34.9 percent. The commercials are Bullish with a score of 61.1 percent and the small traders (not shown in chart) are Bullish with a score of 54.1 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.9	74.5	6.3
– Percent of Open Interest Shorts:	29.0	64.9	4.8
– Net Position:	-263,456	226,934	36,522
– Gross Longs:	422,520	1,760,922	149,783
– Gross Shorts:	685,976	1,533,988	113,261
– 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):	34.9	61.1	54.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	24.5	-24.7	10.9

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week resulted in a net position of -109,619 contracts in the data reported through Tuesday. This was a weekly decline of -119,153 contracts from the previous week which had a total of 9,534 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 78.7 percent. The commercials are Bearish with a score of 27.7 percent and the small traders (not shown in chart) are Bearish with a score of 28.7 percent.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.1	78.4	8.5
– Percent of Open Interest Shorts:	13.3	72.5	11.3
– Net Position:	-109,619	202,363	-92,744
– Gross Longs:	342,368	2,659,008	289,241
– Gross Shorts:	451,987	2,456,645	381,985
– Long to Short Ratio:	0.8 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.7	27.7	28.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.8	10.2	7.6

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week resulted in a net position of 104,398 contracts in the data reported through Tuesday. This was a weekly advance of 72,744 contracts from the previous week which had a total of 31,654 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 94.7 percent. The commercials are Bearish with a score of 34.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.5	68.5	8.6
– Percent of Open Interest Shorts:	16.2	64.6	14.8
– Net Position:	104,398	174,988	-279,386
– Gross Longs:	834,440	3,083,531	387,727
– Gross Shorts:	730,042	2,908,543	667,113
– Long to Short Ratio:	1.1 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	94.7	34.6	0.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.8	-5.6	-13.1

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 171,322 contracts in the data reported through Tuesday. This was a weekly gain of 9,816 contracts from the previous week which had a total of 161,506 net contracts.

This 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 73.0 percent. The commercials are Bearish with a score of 39.8 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:	19.5	69.6	8.8
– Percent of Open Interest Shorts:	9.1	70.6	18.3
– Net Position:	171,322	-15,810	-155,512
– Gross Longs:	320,528	1,143,178	144,736
– Gross Shorts:	149,206	1,158,988	300,248
– Long to Short Ratio:	2.1 to 1	1.0 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.0	39.8	0.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.1	3.9	-25.4

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week resulted in a net position of -119,353 contracts in the data reported through Tuesday. This was a weekly decrease of -36,373 contracts from the previous week which had a total of -82,980 net contracts.

This 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 Bullish with a score of 76.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 7.2 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.4	76.8	14.0
– Percent of Open Interest Shorts:	14.7	63.0	18.5
– Net Position:	-119,353	176,497	-57,144
– Gross Longs:	68,604	981,864	178,650
– Gross Shorts:	187,957	805,367	235,794
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	50.5	76.4	7.2
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.5	3.8	-8.3

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -249,634 contracts in the data reported through Tuesday. This was a weekly decrease of -9,842 contracts from the previous week which had a total of -239,792 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 75.8 percent. The commercials are Bullish with a score of 60.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.9 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.1	79.4	12.4
– Percent of Open Interest Shorts:	25.3	56.1	15.5
– Net Position:	-249,634	287,734	-38,100
– Gross Longs:	63,181	980,362	153,113
– Gross Shorts:	312,815	692,628	191,213
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	75.8	60.5	0.9
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.8	-0.1	-12.9

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

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

Bonds CountingPips Forex Blog investing Opinions

29 May

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

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 May 25 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 428,426 contracts in the data reported through Tuesday. This was a weekly lowering of -31,052 contracts from the previous week which had a total of 459,478 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 84.8 percent. The commercials are Bearish-Extreme with a score of 17.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 11.1 percent.

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.1	49.2	8.1
– Percent of Open Interest Shorts:	5.2	71.3	10.9
– Net Position:	428,426	-379,469	-48,957
– Gross Longs:	518,145	846,602	138,713
– Gross Shorts:	89,719	1,226,071	187,670
– Long to Short Ratio:	5.8 to 1	0.7 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	84.8	17.9	11.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.7	16.4	-0.2

SUGAR Futures:

The SUGAR large speculator standing this week recorded a net position of 252,991 contracts in the data reported through Tuesday. This was a weekly decline of -14,843 contracts from the previous week which had a total of 267,834 net contracts.

This 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 88.6 percent. The commercials are Bearish-Extreme with a score of 9.9 percent and the small traders (not shown in chart) are Bullish with a score of 74.7 percent.

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.0	46.0	9.1
– Percent of Open Interest Shorts:	4.2	76.1	3.8
– Net Position:	252,991	-307,075	54,084
– Gross Longs:	296,225	470,088	92,683
– Gross Shorts:	43,234	777,163	38,599
– Long to Short Ratio:	6.9 to 1	0.6 to 1	2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	88.6	9.9	74.7
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.6	-12.2	3.8

COFFEE Futures:

The COFFEE large speculator standing this week recorded a net position of 65,114 contracts in the data reported through Tuesday. This was a weekly lift of 1,641 contracts from the previous week which had a total of 63,473 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 99.3 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bearish with a score of 28.5 percent.

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.2	45.3	4.6
– Percent of Open Interest Shorts:	7.7	69.7	2.6
– Net Position:	65,114	-70,912	5,798
– Gross Longs:	87,383	131,127	13,194
– Gross Shorts:	22,269	202,039	7,396
– Long to Short Ratio:	3.9 to 1	0.6 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	99.3	0.0	28.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	18.4	-19.6	5.2

SOYBEANS Futures:

The SOYBEANS large speculator standing this week recorded a net position of 221,055 contracts in the data reported through Tuesday. This was a weekly decline of -7,286 contracts from the previous week which had a total of 228,341 net contracts.

This 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 85.0 percent. The commercials are Bearish-Extreme with a score of 17.7 percent and the small traders (not shown in chart) are Bearish with a score of 48.5 percent.

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.2	46.1	6.5
– Percent of Open Interest Shorts:	6.8	71.5	8.6
– Net Position:	221,055	-204,446	-16,609
– Gross Longs:	275,409	370,661	52,519
– Gross Shorts:	54,354	575,107	69,128
– Long to Short Ratio:	5.1 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.0	17.7	48.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.7	2.7	-13.3

SOYBEAN OIL Futures:

The SOYBEAN OIL large speculator standing this week recorded a net position of 87,203 contracts in the data reported through Tuesday. This was a weekly advance of 4,237 contracts from the previous week which had a total of 82,966 net contracts.

This 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 74.4 percent. The commercials are Bearish with a score of 25.3 percent and the small traders (not shown in chart) are Bullish with a score of 71.2 percent.

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	24.4	47.4	8.3
– Percent of Open Interest Shorts:	7.4	67.5	5.2
– Net Position:	87,203	-102,673	15,470
– Gross Longs:	124,858	242,001	42,190
– Gross Shorts:	37,655	344,674	26,720
– Long to Short Ratio:	3.3 to 1	0.7 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.4	25.3	71.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.7	4.2	-5.6

SOYBEAN MEAL Futures:

The SOYBEAN MEAL large speculator standing this week recorded a net position of 60,294 contracts in the data reported through Tuesday. This was a weekly reduction of -26,510 contracts from the previous week which had a total of 86,804 net contracts.

This 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 59.5 percent. The commercials are Bearish with a score of 33.5 percent and the small traders (not shown in chart) are Bullish with a score of 76.5 percent.

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.9	50.5	12.7
– Percent of Open Interest Shorts:	7.9	72.0	6.1
– Net Position:	60,294	-86,704	26,410
– Gross Longs:	92,334	203,528	51,206
– Gross Shorts:	32,040	290,232	24,796
– Long to Short Ratio:	2.9 to 1	0.7 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.5	33.5	76.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.3	7.3	9.4

LIVE CATTLE Futures:

The LIVE CATTLE large speculator standing this week recorded a net position of 66,591 contracts in the data reported through Tuesday. This was a weekly fall of -364 contracts from the previous week which had a total of 66,955 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.3 percent. The commercials are Bullish with a score of 56.3 percent and the small traders (not shown in chart) are Bullish with a score of 74.2 percent.

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.3	37.6	10.0
– Percent of Open Interest Shorts:	16.2	57.1	11.6
– Net Position:	66,591	-61,294	-5,297
– Gross Longs:	117,538	118,506	31,340
– Gross Shorts:	50,947	179,800	36,637
– Long to Short Ratio:	2.3 to 1	0.7 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.3	56.3	74.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.6	15.3	11.6

LEAN HOGS Futures:

The LEAN HOGS large speculator standing this week recorded a net position of 79,975 contracts in the data reported through Tuesday. This was a weekly boost of 2,861 contracts from the previous week which had a total of 77,114 net contracts.

This 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 95.4 percent. The commercials are Bearish-Extreme with a score of 5.0 percent and the small traders (not shown in chart) are Bearish with a score of 45.6 percent.

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.6	29.0	9.1
– Percent of Open Interest Shorts:	12.6	53.8	11.4
– Net Position:	79,975	-73,196	-6,779
– Gross Longs:	117,159	85,891	26,967
– Gross Shorts:	37,184	159,087	33,746
– Long to Short Ratio:	3.2 to 1	0.5 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	95.4	5.0	45.6
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.6	5.0	-3.2

COTTON Futures:

The COTTON large speculator standing this week recorded a net position of 63,653 contracts in the data reported through Tuesday. This was a weekly reduction of -9,000 contracts from the previous week which had a total of 72,653 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 61.2 percent. The commercials are Bearish with a score of 39.5 percent and the small traders (not shown in chart) are Bearish with a score of 46.7 percent.

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.8	46.3	6.3
– Percent of Open Interest Shorts:	6.2	77.5	3.7
– Net Position:	63,653	-69,480	5,827
– Gross Longs:	77,472	103,023	14,033
– Gross Shorts:	13,819	172,503	8,206
– Long to Short Ratio:	5.6 to 1	0.6 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.2	39.5	46.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.4	6.2	-13.1

COCOA Futures:

The COCOA large speculator standing this week recorded a net position of 24,303 contracts in the data reported through Tuesday. This was a weekly decrease of -6,936 contracts from the previous week which had a total of 31,239 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 45.5 percent. The commercials are Bullish with a score of 53.7 percent and the small traders (not shown in chart) are Bullish with a score of 52.7 percent.

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.7	45.0	5.4
– Percent of Open Interest Shorts:	15.9	58.8	3.5
– Net Position:	24,303	-28,187	3,884
– Gross Longs:	56,891	92,424	11,036
– Gross Shorts:	32,588	120,611	7,152
– Long to Short Ratio:	1.7 to 1	0.8 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	45.5	53.7	52.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.5	4.5	-1.6

WHEAT Futures:

The WHEAT large speculator standing this week recorded a net position of 18,411 contracts in the data reported through Tuesday. This was a weekly decline of -7,337 contracts from the previous week which had a total of 25,748 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 51.9 percent. The commercials are Bullish with a score of 51.3 percent and the small traders (not shown in chart) are Bearish with a score of 44.0 percent.

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.9	35.4	6.7
– Percent of Open Interest Shorts:	24.3	37.0	9.6
– Net Position:	18,411	-6,359	-12,052
– Gross Longs:	117,162	143,788	27,050
– Gross Shorts:	98,751	150,147	39,102
– Long to Short Ratio:	1.2 to 1	1.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.9	51.3	44.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.1	-9.0	-2.5

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

08 May

COT Currency Futures Charts: US Dollar Index, Euro, Yen, Swiss Franc, Mexican Peso, New Zealand Dollar

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 May 04 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 2,055 contracts in the data reported through Tuesday. This was a weekly decrease of -691 contracts from the previous week which had a total of 2,746 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 29.3 percent. The commercials are Bullish with a score of 65.7 percent and the small traders (not shown in chart) are Bullish with a score of 61.9 percent.

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	64.4	9.4	17.4
– Percent of Open Interest Shorts:	58.4	25.0	7.8
– Net Position:	2,055	-5,341	3,286
– Gross Longs:	22,016	3,203	5,963
– Gross Shorts:	19,961	8,544	2,677
– Long to Short Ratio:	1.1 to 1	0.4 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	29.3	65.7	61.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.7	5.4	1.3

Euro Currency Futures:

The Euro Currency large speculator standing this week was a net position of 84,829 contracts in the data reported through Tuesday. This was a weekly boost of 3,862 contracts from the previous week which had a total of 80,967 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 61.0 percent. The commercials are Bearish with a score of 35.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.1 percent.

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.5	53.9	14.3
– Percent of Open Interest Shorts:	18.0	74.9	5.8
– Net Position:	84,829	-142,158	57,329
– Gross Longs:	206,472	364,947	96,919
– Gross Shorts:	121,643	507,105	39,590
– 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):	61.0	35.6	91.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.6	-1.2	22.1

British Pound Sterling Futures:

The British Pound Sterling large speculator standing this week was a net position of 19,848 contracts in the data reported through Tuesday. This was a weekly lowering of -9,370 contracts from the previous week which had a total of 29,218 net contracts.

This 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 88.3 percent. The commercials are Bearish-Extreme with a score of 6.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 96.0 percent.

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.2	38.7	26.2
– Percent of Open Interest Shorts:	21.2	63.5	14.3
– Net Position:	19,848	-37,993	18,145
– Gross Longs:	52,262	59,055	40,052
– Gross Shorts:	32,414	97,048	21,907
– Long to Short Ratio:	1.6 to 1	0.6 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	88.3	6.1	96.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.4	-3.2	15.5

Japanese Yen Futures:

The Japanese Yen large speculator standing this week was a net position of -41,492 contracts in the data reported through Tuesday. This was a weekly rise of 7,017 contracts from the previous week which had a total of -48,509 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 44.5 percent. The commercials are Bullish with a score of 60.3 percent and the small traders (not shown in chart) are Bearish with a score of 31.7 percent.

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	20.4	64.9	13.3
– Percent of Open Interest Shorts:	47.6	29.3	21.7
– Net Position:	-41,492	54,331	-12,839
– Gross Longs:	31,208	99,092	20,288
– Gross Shorts:	72,700	44,761	33,127
– Long to Short Ratio:	0.4 to 1	2.2 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	44.5	60.3	31.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.3	-8.8	12.5

Swiss Franc Futures:

The Swiss Franc large speculator standing this week was a net position of 56 contracts in the data reported through Tuesday. This was a weekly increase of 742 contracts from the previous week which had a total of -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 73.4 percent. The commercials are Bearish with a score of 37.1 percent and the small traders (not shown in chart) are Bearish with a score of 44.6 percent.

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.0	46.2	27.2
– Percent of Open Interest Shorts:	25.9	26.7	46.9
– Net Position:	56	7,707	-7,763
– Gross Longs:	10,276	18,260	10,768
– Gross Shorts:	10,220	10,553	18,531
– Long to Short Ratio:	1.0 to 1	1.7 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.4	37.1	44.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.4	-1.4	11.3

Canadian Dollar Futures:

The Canadian Dollar large speculator standing this week was a net position of 25,947 contracts in the data reported through Tuesday. This was a weekly boost of 10,225 contracts from the previous week which had a total of 15,722 net contracts.

This 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 76.6 percent. The commercials are Bearish-Extreme with a score of 8.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 99.2 percent.

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	37.7	35.2	26.6
– Percent of Open Interest Shorts:	24.6	66.0	8.9
– Net Position:	25,947	-60,705	34,758
– Gross Longs:	74,280	69,279	52,291
– Gross Shorts:	48,333	129,984	17,533
– Long to Short Ratio:	1.5 to 1	0.5 to 1	3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	76.6	8.2	99.2
– COT Index Reading (3 Year Range):	Bullish	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	17.4	-19.4	12.4

Australian Dollar Futures:

The Australian Dollar large speculator standing this week was a net position of 1,476 contracts in the data reported through Tuesday. This was a weekly increase of 2,886 contracts from the previous week which had a total of -1,410 net contracts.

This 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 83.4 percent. The commercials are Bearish-Extreme with a score of 8.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.2 percent.

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.4	34.1	22.5
– Percent of Open Interest Shorts:	41.3	45.1	12.6
– Net Position:	1,476	-15,179	13,703
– Gross Longs:	58,385	46,969	31,003
– Gross Shorts:	56,909	62,148	17,300
– Long to Short Ratio:	1.0 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	83.4	8.5	87.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.0	3.4	0.9

New Zealand Dollar Futures:

The New Zealand Dollar large speculator standing this week was a net position of 8,588 contracts in the data reported through Tuesday. This was a weekly gain of 1,609 contracts from the previous week which had a total of 6,979 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 85.7 percent. The commercials are Bearish-Extreme with a score of 14.1 percent and the small traders (not shown in chart) are Bullish with a score of 75.3 percent.

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	59.3	27.8	11.1
– Percent of Open Interest Shorts:	40.0	51.6	6.7
– Net Position:	8,588	-10,565	1,977
– Gross Longs:	26,371	12,363	4,952
– Gross Shorts:	17,783	22,928	2,975
– Long to Short Ratio:	1.5 to 1	0.5 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	85.7	14.1	75.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.5	-5.0	-6.5

Mexican Peso Futures:

The Mexican Peso large speculator standing this week was a net position of -4,446 contracts in the data reported through Tuesday. This was a weekly fall of -5,406 contracts from the previous week which had a total of 960 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 12.5 percent. The commercials are Bullish-Extreme with a score of 86.2 percent and the small traders (not shown in chart) are Bullish with a score of 61.7 percent.

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.2	48.8	5.0
– Percent of Open Interest Shorts:	48.2	48.8	2.0
– Net Position:	-4,446	31	4,415
– Gross Longs:	65,948	71,227	7,271
– Gross Shorts:	70,394	71,196	2,856
– Long to Short Ratio:	0.9 to 1	1.0 to 1	2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	12.5	86.2	61.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	8.2	-9.1	8.1

Brazilian Real Futures:

The Brazilian Real large speculator standing this week was a net position of -9,898 contracts in the data reported through Tuesday. This was a weekly increase of 16,388 contracts from the previous week which had a total of -26,286 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 68.3 percent. The commercials are Bearish with a score of 31.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.9 percent.

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	38.5	51.4	9.4
– Percent of Open Interest Shorts:	66.5	26.8	5.9
– Net Position:	-9,898	8,680	1,218
– Gross Longs:	13,623	18,159	3,316
– Gross Shorts:	23,521	9,479	2,098
– Long to Short Ratio:	0.6 to 1	1.9 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	68.3	31.9	86.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	25.4	-27.0	12.7

Russian Ruble Futures:

The Russian Ruble large speculator standing this week was a net position of 5,509 contracts in the data reported through Tuesday. This was a weekly reduction of -869 contracts from the previous week which had a total of 6,378 net contracts.

This 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 26.4 percent. The commercials are Bullish with a score of 71.0 percent and the small traders (not shown in chart) are Bullish with a score of 70.2 percent.

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.1	60.3	7.6
– Percent of Open Interest Shorts:	13.9	81.3	4.8
– Net Position:	5,509	-6,334	825
– Gross Longs:	9,702	18,239	2,285
– Gross Shorts:	4,193	24,573	1,460
– 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):	26.4	71.0	70.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.3	0.6	-5.5

Bitcoin Futures:

The Bitcoin large speculator standing this week was a net position of -1,764 contracts in the data reported through Tuesday. This was a weekly boost of 145 contracts from the previous week which had a total of -1,909 net contracts.

This 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 54.3 percent. The commercials are Bullish-Extreme with a score of 82.9 percent and the small traders (not shown in chart) are Bearish with a score of 36.3 percent.

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	59.8	5.7	27.5
– Percent of Open Interest Shorts:	81.0	1.5	10.5
– Net Position:	-1,764	346	1,418
– Gross Longs:	4,964	470	2,286
– Gross Shorts:	6,728	124	868
– Long to Short Ratio:	0.7 to 1	3.8 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.3	82.9	36.3
– COT Index Reading (3 Year Range):	Bullish	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	18.1	-3.3	-20.3

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

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

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08 May

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

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 May 04 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week resulted in a net position of -288,552 contracts in the data reported through Tuesday. This was a weekly fall of -117,508 contracts from the previous week which had a total of -171,044 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bullish with a score of 53.9 percent.

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	3.1	77.5	2.0
– Percent of Open Interest Shorts:	32.2	47.3	2.9
– Net Position:	-288,552	298,013	-9,461
– Gross Longs:	30,283	766,053	19,394
– Gross Shorts:	318,835	468,040	28,855
– Long to Short Ratio:	0.1 to 1	1.6 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	0.0	100.0	53.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-27.1	27.0	-5.0

2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week resulted in a net position of -263,456 contracts in the data reported through Tuesday. This was a weekly decline of -38,724 contracts from the previous week which had a total of -224,732 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 32.0 percent. The commercials are Bullish with a score of 61.1 percent and the small traders (not shown in chart) are Bullish with a score of 54.1 percent.

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.9	74.5	6.3
– Percent of Open Interest Shorts:	29.0	64.9	4.8
– Net Position:	-263,456	226,934	36,522
– Gross Longs:	422,520	1,760,922	149,783
– Gross Shorts:	685,976	1,533,988	113,261
– 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):	32.0	61.1	54.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.5	-24.7	10.9

5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week resulted in a net position of -109,619 contracts in the data reported through Tuesday. This was a weekly reduction of -119,153 contracts from the previous week which had a total of 9,534 net contracts.

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	10.1	78.4	8.5
– Percent of Open Interest Shorts:	13.3	72.5	11.3
– Net Position:	-109,619	202,363	-92,744
– Gross Longs:	342,368	2,659,008	289,241
– Gross Shorts:	451,987	2,456,645	381,985
– Long to Short Ratio:	0.8 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	78.7	27.7	33.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.8	10.2	7.1

10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week resulted in a net position of -7,245 contracts in the data reported through Tuesday. This was a weekly lowering of -63,004 contracts from the previous week which had a total of 55,759 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 82.4 percent. The commercials are Bearish with a score of 40.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.9 percent.

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	19.2	70.2	7.9
– Percent of Open Interest Shorts:	19.4	64.6	13.3
– Net Position:	-7,245	239,211	-231,966
– Gross Longs:	818,849	2,990,625	336,630
– Gross Shorts:	826,094	2,751,414	568,596
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	82.4	40.8	10.9
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.2	8.5	-18.9

Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 127,622 contracts in the data reported through Tuesday. This was a weekly advance of 257 contracts from the previous week which had a total of 127,365 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 61.4 percent. The commercials are Bullish with a score of 50.2 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:	19.7	72.1	7.8
– Percent of Open Interest Shorts:	11.4	70.7	17.5
– Net Position:	127,622	21,208	-148,830
– Gross Longs:	301,615	1,103,948	119,679
– Gross Shorts:	173,993	1,082,740	268,509
– Long to Short Ratio:	1.7 to 1	1.0 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.4	50.2	0.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-38.6	50.2	-26.8

US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week resulted in a net position of -131,786 contracts in the data reported through Tuesday. This was a weekly fall of -15,169 contracts from the previous week which had a total of -116,617 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.1 percent. The commercials are Bullish with a score of 79.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.7 percent.

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.0	77.9	12.8
– Percent of Open Interest Shorts:	18.1	62.4	17.3
– Net Position:	-131,786	184,813	-53,027
– Gross Longs:	83,644	928,191	152,503
– Gross Shorts:	215,430	743,378	205,530
– Long to Short Ratio:	0.4 to 1	1.2 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	46.1	79.0	13.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-1.5	3.1	-4.3

Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -251,517 contracts in the data reported through Tuesday. This was a weekly lowering of -689 contracts from the previous week which had a total of -250,828 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 75.1 percent. The commercials are Bullish with a score of 57.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.3	82.1	12.1
– Percent of Open Interest Shorts:	27.5	57.4	14.5
– Net Position:	-251,517	279,812	-28,295
– Gross Longs:	60,471	932,454	136,958
– Gross Shorts:	311,988	652,642	165,253
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	75.1	57.0	0.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.3	0.8	-12.4

3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week resulted in a net position of 125,153 contracts in the data reported through Tuesday. This was a weekly reduction of -217,068 contracts from the previous week which had a total of 342,221 net contracts.

This 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 37.4 percent and the small traders (not shown in chart) are Bullish with a score of 55.1 percent.

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.9	50.4	4.9
– Percent of Open Interest Shorts:	20.8	48.4	7.9
– Net Position:	125,153	242,656	-367,809
– Gross Longs:	2,662,831	6,139,211	590,518
– Gross Shorts:	2,537,678	5,896,555	958,327
– Long to Short Ratio:	1.0 to 1	1.0 to 1	0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.9	37.4	55.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.0	11.1	-8.5

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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