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Archive for investing – Page 19

COT Stock Market Futures Charts: ES Mini, VIX, Dow, Nasdaq, Nikkei Stock Average, Russell2000

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

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

The latest COT data is updated through Tuesday March 30 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:

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.2	57.9	5.5
– Percent of Open Interest Shorts:	44.6	29.3	7.6
– Net Position:	-94,390	102,259	-7,869
– Gross Longs:	65,264	207,300	19,521
– Gross Shorts:	159,654	105,041	27,390
– Long to Short Ratio:	0.4 to 1	2.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	39.8	60.8	26.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	22.1	-21.8	2.3

S&P500 Mini Futures:

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.0	75.4	11.0
– Percent of Open Interest Shorts:	13.9	75.9	8.6
– Net Position:	-50,331	-11,996	62,327
– Gross Longs:	306,648	1,934,032	282,338
– Gross Shorts:	356,979	1,946,028	220,011
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	44.7	73.9	34.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.2	-6.5	3.8

Dow Jones Mini Futures:

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.1	51.8	20.6
– Percent of Open Interest Shorts:	41.4	42.3	13.9
– Net Position:	-14,550	8,498	6,052
– Gross Longs:	22,443	46,354	18,465
– Gross Shorts:	36,993	37,856	12,413
– Long to Short Ratio:	0.6 to 1	1.2 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	17.0	74.8	81.8
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.4	7.1	5.3

Nasdaq Mini Futures:

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.6	62.2	14.5
– Percent of Open Interest Shorts:	29.7	50.8	17.8
– Net Position:	-17,865	25,316	-7,451
– Gross Longs:	48,096	138,306	32,175
– Gross Shorts:	65,961	112,990	39,626
– Long to Short Ratio:	0.7 to 1	1.2 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	65.0	42.1	27.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.8	28.6	-17.0

Russell 2000 Mini Futures:

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.3	80.8	6.2
– Percent of Open Interest Shorts:	14.4	81.2	3.8
– Net Position:	-10,000	-1,644	11,644
– Gross Longs:	58,125	381,499	29,458
– Gross Shorts:	68,125	383,143	17,814
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	48.8	47.9	65.9
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.1	-2.1	10.5

Nikkei Stock Average Futures (USD):

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	13.5	54.1	32.3
– Percent of Open Interest Shorts:	42.2	25.3	32.4
– Net Position:	-4,204	4,222	-18
– Gross Longs:	1,972	7,918	4,725
– Gross Shorts:	6,176	3,696	4,743
– Long to Short Ratio:	0.3 to 1	2.1 to 1	1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	39.6	67.6	18.3
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.4	6.6	-11.4

MSCI EAFE Mini Futures:

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.0	89.3	2.3
– Percent of Open Interest Shorts:	3.3	95.1	1.2
– Net Position:	19,393	-24,140	4,747
– Gross Longs:	33,224	369,891	9,719
– Gross Shorts:	13,831	394,031	4,972
– Long to Short Ratio:	2.4 to 1	0.9 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.6	57.4	59.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.4	-4.4	-0.1

MSCI Emerging Mkts Mini Futures:

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

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

*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).

03 Apr

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

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

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

The latest COT data is updated through Tuesday March 30 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:

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	56.4	24.0	10.5
– Percent of Open Interest Shorts:	20.5	65.4	4.9
– Net Position:	167,528	-193,726	26,198
– Gross Longs:	263,453	112,072	48,980
– Gross Shorts:	95,925	305,798	22,782
– Long to Short Ratio:	2.7 to 1	0.4 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	52.5	46.6	47.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.2	19.8	-34.0

Silver Comex Futures:

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.9	33.8	18.2
– Percent of Open Interest Shorts:	24.2	62.9	7.7
– Net Position:	28,970	-45,161	16,191
– Gross Longs:	66,502	52,310	28,192
– Gross Shorts:	37,532	97,471	12,001
– Long to Short Ratio:	1.8 to 1	0.5 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.2	48.2	34.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-19.5	22.7	-32.4

Copper Grade #1 Futures:

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	45.6	30.3	8.9
– Percent of Open Interest Shorts:	26.5	53.7	4.6
– Net Position:	43,867	-53,819	9,952
– Gross Longs:	104,500	69,345	20,508
– Gross Shorts:	60,633	123,164	10,556
– Long to Short Ratio:	1.7 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.0	22.5	88.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.6	21.9	-11.2

Platinum Futures:

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	60.8	17.4	14.3
– Percent of Open Interest Shorts:	15.4	74.2	2.8
– Net Position:	30,606	-38,376	7,770
– Gross Longs:	41,017	11,725	9,632
– Gross Shorts:	10,411	50,101	1,862
– Long to Short Ratio:	3.9 to 1	0.2 to 1	5.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	53.5	46.2	75.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.5	8.4	-12.9

Palladium Futures:

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	50.5	29.0	15.1
– Percent of Open Interest Shorts:	27.8	59.2	7.4
– Net Position:	2,343	-3,135	792
– Gross Longs:	5,227	3,000	1,562
– Gross Shorts:	2,884	6,135	770
– Long to Short Ratio:	1.8 to 1	0.5 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	14.0	80.6	91.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	9.0	-9.8	9.1

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

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

CountingPips Forex Blog investing Metals Opinions

03 Apr

COT Energy Futures Charts: Commodities Bloomberg Index, Heating Oil, Crude Oil & Natural Gas

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

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

The latest COT data is updated through Tuesday March 30 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:

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.8	32.8	4.3
– Percent of Open Interest Shorts:	6.0	57.7	2.3
– Net Position:	531,310	-579,193	47,883
– Gross Longs:	671,158	762,929	100,433
– Gross Shorts:	139,848	1,342,122	52,550
– Long to Short Ratio:	4.8 to 1	0.6 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.4	35.2	82.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.7	-0.9	-17.2

Brent Crude Oil Futures (LAST DAY):

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.7	43.4	3.2
– Percent of Open Interest Shorts:	27.4	34.1	2.8
– Net Position:	-22,321	21,555	766
– Gross Longs:	40,717	100,024	7,297
– Gross Shorts:	63,038	78,469	6,531
– Long to Short Ratio:	0.6 to 1	1.3 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	74.6	28.5	29.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	20.4	-16.0	-15.0

Natural Gas Futures (CME):

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.1	44.2	4.5
– Percent of Open Interest Shorts:	24.3	42.5	3.0
– Net Position:	-37,884	20,040	17,844
– Gross Longs:	252,554	528,154	53,523
– Gross Shorts:	290,438	508,114	35,679
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.3	37.1	4.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-23.1	26.1	-18.4

Gasoline Blendstock Futures:

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.8	49.3	6.5
– Percent of Open Interest Shorts:	13.9	65.2	3.6
– Net Position:	47,929	-58,716	10,787
– Gross Longs:	99,454	183,174	23,990
– Gross Shorts:	51,525	241,890	13,203
– Long to Short Ratio:	1.9 to 1	0.8 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	7.8	80.1	76.0
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-15.7	13.3	3.5

#2 Heating Oil NY-Harbor Futures:

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.3	50.4	10.0
– Percent of Open Interest Shorts:	13.4	56.6	5.7
– Net Position:	7,759	-25,348	17,589
– Gross Longs:	62,234	205,507	40,831
– Gross Shorts:	54,475	230,855	23,242
– Long to Short Ratio:	1.1 to 1	0.9 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	45.6	47.0	70.2
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.9	14.1	-24.3

Bloomberg Commodity Index Futures:

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.1	54.3	1.2
– Percent of Open Interest Shorts:	87.4	12.0	0.2
– Net Position:	-15,198	14,854	344
– Gross Longs:	15,498	19,071	410
– Gross Shorts:	30,696	4,217	66
– Long to Short Ratio:	0.5 to 1	4.5 to 1	6.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	27.0	72.9	67.4
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	16.4	-16.6	4.1

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

03 Apr

COT Bonds Futures Charts: 2-Year Treasury Note, Ultra 10-Year Notes, Eurodollars & Fed Funds

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

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

The latest COT data is updated through Tuesday March 30 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:

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.7	69.3	1.9
– Percent of Open Interest Shorts:	17.1	61.1	2.7
– Net Position:	-82,631	91,253	-8,622
– Gross Longs:	108,423	773,039	21,423
– Gross Shorts:	191,054	681,786	30,045
– Long to Short Ratio:	0.6 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	19.6	80.7	55.4
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-0.3	1.0	-9.5

2-Year Treasury Note:

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.5	75.1	6.2
– Percent of Open Interest Shorts:	32.4	61.3	5.1
– Net Position:	-346,692	322,028	24,664
– Gross Longs:	407,888	1,748,022	143,590
– Gross Shorts:	754,580	1,425,994	118,926
– Long to Short Ratio:	0.5 to 1	1.2 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	14.7	79.4	47.9
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-42.5	45.4	-16.9

5-Year Treasury Note:

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.6	73.5	7.5
– Percent of Open Interest Shorts:	14.1	72.9	10.7
– Net Position:	95,335	20,726	-116,061
– Gross Longs:	612,179	2,701,996	277,397
– Gross Shorts:	516,844	2,681,270	393,458
– 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):	100.0	11.6	28.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.5	-2.0	-30.5

10-Year Treasury Note:

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.6	72.7	8.3
– Percent of Open Interest Shorts:	19.9	66.4	12.3
– Net Position:	-89,802	246,189	-156,387
– Gross Longs:	693,797	2,857,811	326,604
– Gross Shorts:	783,599	2,611,622	482,991
– Long to Short Ratio:	0.9 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.4	41.5	31.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.3	17.6	3.0

Ultra 10-Year Notes:

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.1	68.9	7.7
– Percent of Open Interest Shorts:	5.7	76.4	17.6
– Net Position:	235,110	-101,477	-133,633
– Gross Longs:	312,051	928,708	103,248
– Gross Shorts:	76,941	1,030,185	236,881
– Long to Short Ratio:	4.1 to 1	0.9 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	89.8	15.8	0.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	20.6	-16.4	-18.0

US Treasury Bonds:

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	6.3	78.2	13.3
– Percent of Open Interest Shorts:	16.0	64.6	17.2
– Net Position:	-114,439	160,173	-45,734
– Gross Longs:	73,680	921,142	156,808
– Gross Shorts:	188,119	760,969	202,542
– 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):	47.7	71.2	19.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	25.1	-17.8	-15.9

Ultra US Treasury Bonds:

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.3	82.5	11.8
– Percent of Open Interest Shorts:	28.4	58.0	13.2
– Net Position:	-259,124	275,130	-16,006
– Gross Longs:	60,132	927,697	132,375
– Gross Shorts:	319,256	652,567	148,381
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	64.9	58.3	1.0
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.9	15.4	-7.0

3-Month Eurodollars:

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.4	48.2	5.5
– Percent of Open Interest Shorts:	15.7	52.4	8.1
– Net Position:	758,106	-472,022	-286,084
– Gross Longs:	2,513,727	5,411,299	616,935
– Gross Shorts:	1,755,621	5,883,321	903,019
– Long to Short Ratio:	1.4 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	72.9	25.9	66.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	3.0	-2.2	-5.2

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

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

Bonds CountingPips Forex Blog investing Opinions

27 Mar

COT Forex Futures Charts: Mexican Peso, Bitcoin, Swiss Franc, US Dollar, Euro, Yen

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 March 23 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.

US DOLLAR INDEX:

US DOLLAR INDEX Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	75.8	5.2	14.1
– Percent of Open Interest Shorts:	61.2	28.6	5.4
– Net Position:	5,383	-8,568	3,185
– Gross Longs:	27,846	1,927	5,177
– Gross Shorts:	22,463	10,495	1,992
– Long to Short Ratio:	1.2 to 1	0.2 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	35.1	60.4	60.6
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	33.2	-34.2	17.2

EURO Currency:

EURO Currency Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	30.5	54.6	13.8
– Percent of Open Interest Shorts:	15.9	76.2	6.8
– Net Position:	93,322	-138,033	44,711
– Gross Longs:	195,500	350,520	88,274
– Gross Shorts:	102,178	488,553	43,563
– Long to Short Ratio:	1.9 to 1	0.7 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.6	36.7	69.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.4	15.2	-12.4

BRITISH POUND STERLING:

BRITISH POUND Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.5	39.3	24.6
– Percent of Open Interest Shorts:	20.5	61.7	17.1
– Net Position:	21,819	-32,714	10,895
– Gross Longs:	51,843	57,492	35,919
– Gross Shorts:	30,024	90,206	25,024
– Long to Short Ratio:	1.7 to 1	0.6 to 1	1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	82.8	16.9	88.5
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.5	2.1	-10.5

JAPANESE YEN:

JAPANESE YEN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.1	69.8	12.1
– Percent of Open Interest Shorts:	50.5	24.4	24.2
– Net Position:	-53,525	72,912	-19,387
– Gross Longs:	27,524	112,098	19,405
– Gross Shorts:	81,049	39,186	38,792
– Long to Short Ratio:	0.3 to 1	2.9 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.2	69.1	19.2
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-53.2	52.0	-41.3

SWISS FRANC:

SWISS FRANC Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	32.5	42.3	24.7
– Percent of Open Interest Shorts:	25.0	18.7	55.9
– Net Position:	2,872	9,049	-11,921
– Gross Longs:	12,458	16,211	9,474
– Gross Shorts:	9,586	7,162	21,395
– Long to Short Ratio:	1.3 to 1	2.3 to 1	0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.8	38.5	33.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.3	25.2	-41.6

CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	28.8	41.5	28.7
– Percent of Open Interest Shorts:	25.7	61.0	12.3
– Net Position:	5,103	-31,619	26,516
– Gross Longs:	46,786	67,367	46,479
– Gross Shorts:	41,683	98,986	19,963
– Long to Short Ratio:	1.1 to 1	0.7 to 1	2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	59.3	27.6	86.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-3.7	2.7	0.6

AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	44.3	30.7	24.3
– Percent of Open Interest Shorts:	39.8	45.1	14.3
– Net Position:	5,942	-19,221	13,279
– Gross Longs:	59,032	40,903	32,392
– Gross Shorts:	53,090	60,124	19,113
– Long to Short Ratio:	1.1 to 1	0.7 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	88.4	5.1	86.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	6.9	-3.0	-5.8

NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	53.2	26.3	15.3
– Percent of Open Interest Shorts:	40.9	45.3	8.6
– Net Position:	4,724	-7,291	2,567
– Gross Longs:	20,354	10,051	5,865
– Gross Shorts:	15,630	17,342	3,298
– Long to Short Ratio:	1.3 to 1	0.6 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.4	29.2	81.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-9.7	11.3	-17.3

MEXICAN PESO:

MEXICAN PESO Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	40.3	54.8	4.6
– Percent of Open Interest Shorts:	56.3	40.7	2.6
– Net Position:	-20,894	18,392	2,502
– Gross Longs:	52,412	71,332	5,930
– Gross Shorts:	73,306	52,940	3,428
– Long to Short Ratio:	0.7 to 1	1.3 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	4.3	95.2	53.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.2	11.7	-5.6

BRAZIL REAL:

BRAZIL REAL Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.0	66.0	5.2
– Percent of Open Interest Shorts:	79.5	13.1	4.8
– Net Position:	-25,249	25,019	230
– Gross Longs:	12,291	31,204	2,477
– Gross Shorts:	37,540	6,185	2,247
– Long to Short Ratio:	0.3 to 1	5.0 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	43.0	58.8	74.1
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-13.0	14.5	-11.5

RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	34.0	58.5	7.5
– Percent of Open Interest Shorts:	15.8	80.0	4.3
– Net Position:	5,625	-6,615	990
– Gross Longs:	10,492	18,044	2,303
– Gross Shorts:	4,867	24,659	1,313
– Long to Short Ratio:	2.2 to 1	0.7 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	26.7	70.4	75.7
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	13.8	-15.1	26.3

BITCOIN FUTURES:

BITCOIN Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	56.0	5.5	28.6
– Percent of Open Interest Shorts:	80.3	1.8	8.0
– Net Position:	-2,405	371	2,034
– Gross Longs:	5,541	549	2,828
– Gross Shorts:	7,946	178	794
– Long to Short Ratio:	0.7 to 1	3.1 to 1	3.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	36.2	86.2	56.6
– COT Index Reading (3 Year Range):	Bearish	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	12.4	25.8	-20.9

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

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

CountingPips Forex Blog Forex and Currency News investing Opinions

27 Mar

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

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 March 23 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:

Gold Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	54.1	24.1	10.3
– Percent of Open Interest Shorts:	18.3	65.6	4.6
– Net Position:	174,067	-201,803	27,736
– Gross Longs:	262,774	116,781	50,057
– Gross Shorts:	88,707	318,584	22,321
– Long to Short Ratio:	3.0 to 1	0.4 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.2	44.7	50.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-19.7	22.0	-31.9

Silver Comex Futures:

Silver Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	43.8	32.1	18.6
– Percent of Open Interest Shorts:	24.4	63.0	7.1
– Net Position:	31,079	-49,602	18,523
– Gross Longs:	70,257	51,442	29,894
– Gross Shorts:	39,178	101,044	11,371
– Long to Short Ratio:	1.8 to 1	0.5 to 1	2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	56.2	44.4	48.9
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-17.3	20.1	-28.7

Copper Grade #1 Futures:

Copper Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	46.1	30.7	9.3
– Percent of Open Interest Shorts:	27.1	53.8	5.3
– Net Position:	45,408	-55,145	9,737
– Gross Longs:	109,933	73,119	22,251
– Gross Shorts:	64,525	128,264	12,514
– Long to Short Ratio:	1.7 to 1	0.6 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	75.1	21.6	87.3
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-18.6	18.0	-1.8

Platinum Futures:

Platinum Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	55.8	18.6	13.7
– Percent of Open Interest Shorts:	14.6	70.8	2.7
– Net Position:	30,226	-38,252	8,026
– Gross Longs:	40,914	13,647	10,025
– Gross Shorts:	10,688	51,899	1,999
– Long to Short Ratio:	3.8 to 1	0.3 to 1	5.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	53.0	46.3	79.2
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.5	6.3	11.9

Palladium Futures:

Palladium Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	51.3	28.8	15.8
– Percent of Open Interest Shorts:	28.0	60.3	7.6
– Net Position:	2,364	-3,192	828
– Gross Longs:	5,204	2,924	1,599
– Gross Shorts:	2,840	6,116	771
– Long to Short Ratio:	1.8 to 1	0.5 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	14.1	80.2	93.5
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.1	-13.1	20.2

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

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

CountingPips Forex Blog investing Metals Opinions

27 Mar

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

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 March 23 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.

CORN:

CORN Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.3	44.8	8.3
– Percent of Open Interest Shorts:	4.4	73.5	10.5
– Net Position:	538,700	-501,298	-37,402
– Gross Longs:	616,101	782,733	145,837
– Gross Shorts:	77,401	1,284,031	183,239
– Long to Short Ratio:	8.0 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	98.9	0.5	26.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.1	-0.9	-5.4

SUGAR:

SUGAR Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.1	51.2	9.3
– Percent of Open Interest Shorts:	6.2	75.3	4.2
– Net Position:	198,687	-252,442	53,755
– Gross Longs:	263,414	537,022	97,396
– Gross Shorts:	64,727	789,464	43,641
– Long to Short Ratio:	4.1 to 1	0.7 to 1	2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	77.4	20.3	74.6
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-2.6	5.3	-18.8

COFFEE:

COFFEE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	26.0	46.6	4.4
– Percent of Open Interest Shorts:	9.7	65.0	2.3
– Net Position:	46,428	-52,353	5,925
– Gross Longs:	74,093	132,749	12,582
– Gross Shorts:	27,665	185,102	6,657
– Long to Short Ratio:	2.7 to 1	0.7 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	87.9	11.8	29.3
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.7	-2.4	-5.2

SOYBEANS:

SOYBEANS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	31.7	45.1	7.8
– Percent of Open Interest Shorts:	5.0	70.5	9.2
– Net Position:	227,664	-215,994	-11,670
– Gross Longs:	270,745	385,290	66,967
– Gross Shorts:	43,081	601,284	78,637
– Long to Short Ratio:	6.3 to 1	0.6 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	86.6	15.0	67.0
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.3	7.3	-10.8

SOYBEAN OIL:

SOYBEAN OIL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.5	44.5	9.5
– Percent of Open Interest Shorts:	7.9	70.4	5.3
– Net Position:	108,024	-129,175	21,151
– Gross Longs:	147,232	221,889	47,529
– Gross Shorts:	39,208	351,064	26,378
– Long to Short Ratio:	3.8 to 1	0.6 to 1	1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	84.3	13.5	92.4
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.0	6.9	-2.8

SOYBEAN MEAL:

SOYBEAN MEAL Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	25.3	48.4	13.1
– Percent of Open Interest Shorts:	4.0	76.4	6.5
– Net Position:	87,441	-114,760	27,319
– Gross Longs:	103,583	197,640	53,727
– Gross Shorts:	16,142	312,400	26,408
– Long to Short Ratio:	6.4 to 1	0.6 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	63.1	32.3	80.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-4.5	6.7	-19.9

LIVE CATTLE:

LIVE CATTLE Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.9	37.3	9.9
– Percent of Open Interest Shorts:	12.5	58.0	12.6
– Net Position:	78,630	-69,516	-9,114
– Gross Longs:	120,460	125,222	33,308
– Gross Shorts:	41,830	194,738	42,422
– Long to Short Ratio:	2.9 to 1	0.6 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	43.8	49.4	64.9
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.8	7.4	10.5

LEAN HOGS:

LEAN HOGS Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	42.5	31.1	9.3
– Percent of Open Interest Shorts:	13.1	57.4	12.3
– Net Position:	80,791	-72,448	-8,343
– Gross Longs:	116,856	85,464	25,589
– Gross Shorts:	36,065	157,912	33,932
– 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):	99.6	1.2	38.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	26.6	-27.2	6.5

COTTON:

COTTON Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	39.8	41.5	7.1
– Percent of Open Interest Shorts:	3.6	81.4	3.4
– Net Position:	82,946	-91,485	8,539
– Gross Longs:	91,321	95,344	16,376
– Gross Shorts:	8,375	186,829	7,837
– Long to Short Ratio:	10.9 to 1	0.5 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.1	27.0	62.5
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.4	7.9	-29.7

COCOA:

COCOA Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	35.5	39.9	5.6
– Percent of Open Interest Shorts:	15.2	62.5	3.4
– Net Position:	40,658	-45,189	4,531
– Gross Longs:	71,156	79,979	11,300
– Gross Shorts:	30,498	125,168	6,769
– Long to Short Ratio:	2.3 to 1	0.6 to 1	1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.4	38.5	60.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	10.9	-8.1	-32.7

WHEAT:

WHEAT Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.0	37.1	7.6
– Percent of Open Interest Shorts:	25.4	38.4	10.0
– Net Position:	15,256	-5,180	-10,076
– Gross Longs:	122,189	156,199	32,085
– Gross Shorts:	106,933	161,379	42,161
– Long to Short Ratio:	1.1 to 1	1.0 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	49.7	52.2	53.5
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-8.8	9.2	-1.0

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

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

CountingPips Forex Blog investing Opinions Soft Commodities

27 Mar

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

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

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

The latest COT data is updated through Tuesday March 23 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:

VIX Volatility Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	17.4	57.4	8.2
– Percent of Open Interest Shorts:	44.0	28.7	10.3
– Net Position:	-102,290	110,345	-8,055
– Gross Longs:	66,986	220,656	31,618
– Gross Shorts:	169,276	110,311	39,673
– Long to Short Ratio:	0.4 to 1	2.0 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	37.3	63.3	25.8
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.6	-11.6	4.1

S&P500 Mini Futures:

S&P500 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.0	75.6	10.6
– Percent of Open Interest Shorts:	13.1	76.6	8.5
– Net Position:	-28,306	-25,290	53,596
– Gross Longs:	304,988	1,920,452	269,999
– Gross Shorts:	333,294	1,945,742	216,403
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	48.6	72.2	33.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.6	-5.9	0.5

Dow Jones Mini Futures:

Dow Jones Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.6	52.8	20.5
– Percent of Open Interest Shorts:	38.8	44.6	13.5
– Net Position:	-13,810	7,470	6,340
– Gross Longs:	21,477	47,994	18,603
– Gross Shorts:	35,287	40,524	12,263
– Long to Short Ratio:	0.6 to 1	1.2 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	17.9	73.6	83.6
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-11.9	10.3	5.8

Nasdaq Mini Futures:

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	22.4	62.2	14.4
– Percent of Open Interest Shorts:	28.1	53.5	17.4
– Net Position:	-12,658	19,317	-6,659
– Gross Longs:	49,731	138,012	31,917
– Gross Shorts:	62,389	118,695	38,576
– 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):	68.0	38.4	29.0
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.4	28.4	-17.7

Russell 2000 Mini Futures:

Russell 2000 Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.7	76.8	6.1
– Percent of Open Interest Shorts:	14.8	80.9	3.9
– Net Position:	9,240	-19,738	10,498
– Gross Longs:	81,848	376,934	29,797
– Gross Shorts:	72,608	396,672	19,299
– Long to Short Ratio:	1.1 to 1	1.0 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	60.7	37.1	62.7
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	11.0	-12.6	9.7

Nikkei Stock Average Futures (USD):

Nikkei Stock Average Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	12.8	55.2	32.0
– Percent of Open Interest Shorts:	40.1	25.8	34.1
– Net Position:	-3,920	4,211	-291
– Gross Longs:	1,833	7,917	4,595
– Gross Shorts:	5,753	3,706	4,886
– Long to Short Ratio:	0.3 to 1	2.1 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	40.6	67.6	15.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-5.3	5.8	-1.5

MSCI EAFE Mini Futures:

MSCI EAFE Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	8.6	88.7	2.2
– Percent of Open Interest Shorts:	1.9	96.5	1.1
– Net Position:	27,661	-32,282	4,621
– Gross Longs:	35,602	365,233	9,126
– Gross Shorts:	7,941	397,515	4,505
– Long to Short Ratio:	4.5 to 1	0.9 to 1	2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	51.3	44.1	57.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	7.1	-6.5	-3.2

MSCI Emerging Mkts Mini Futures:

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

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

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

CountingPips Forex Blog investing Opinions Stock Market News

27 Mar

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

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

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

The latest COT data is updated through Tuesday March 23 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:

WTI Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	29.4	33.4	4.6
– Percent of Open Interest Shorts:	6.9	58.3	2.2
– Net Position:	523,055	-577,756	54,701
– Gross Longs:	683,015	775,046	106,686
– Gross Shorts:	159,960	1,352,802	51,985
– Long to Short Ratio:	4.3 to 1	0.6 to 1	2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	54.5	35.5	92.4
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.0	-1.4	-2.9

Brent Crude Oil Futures (LAST DAY):

Brent Crude Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.5	44.5	4.0
– Percent of Open Interest Shorts:	25.9	35.4	2.7
– Net Position:	-24,369	21,409	2,960
– Gross Longs:	36,596	104,891	9,404
– Gross Shorts:	60,965	83,482	6,444
– Long to Short Ratio:	0.6 to 1	1.3 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	71.2	28.3	42.8
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	4.6	-5.1	2.0

Natural Gas Futures (CME):

Natural Gas Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	21.8	43.8	4.6
– Percent of Open Interest Shorts:	24.8	42.3	3.1
– Net Position:	-36,626	17,984	18,642
– Gross Longs:	263,024	529,148	55,603
– Gross Shorts:	299,650	511,164	36,961
– Long to Short Ratio:	0.9 to 1	1.0 to 1	1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	67.6	36.4	7.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-21.9	24.1	-10.5

Gasoline Blendstock Futures:

Nasdaq Mini Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.4	48.3	6.4
– Percent of Open Interest Shorts:	15.0	63.6	3.5
– Net Position:	48,073	-59,639	11,566
– Gross Longs:	106,694	188,446	25,122
– Gross Shorts:	58,621	248,085	13,556
– Long to Short Ratio:	1.8 to 1	0.8 to 1	1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	8.0	79.1	80.7
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish	Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-24.9	22.6	-3.0

#2 Heating Oil NY-Harbor Futures:

Heating Oil Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.6	49.2	10.8
– Percent of Open Interest Shorts:	13.5	55.5	6.6
– Net Position:	8,911	-26,743	17,832
– Gross Longs:	65,906	207,971	45,789
– Gross Shorts:	56,995	234,714	27,957
– Long to Short Ratio:	1.2 to 1	0.9 to 1	1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	47.1	45.6	71.2
– COT Index Reading (3 Year Range):	Bearish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.2	12.1	-25.1

Bloomberg Commodity Index Futures:

Bloomberg Index Futures Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	36.3	62.5	1.0
– Percent of Open Interest Shorts:	88.7	11.0	0.2
– Net Position:	-20,159	19,836	323
– Gross Longs:	13,964	24,053	382
– Gross Shorts:	34,123	4,217	59
– Long to Short Ratio:	0.4 to 1	5.7 to 1	6.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	16.6	83.4	65.8
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.9	-6.1	6.0

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

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

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27 Mar

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

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 March 23 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:

30-Day Federal Funds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	9.9	69.6	1.9
– Percent of Open Interest Shorts:	17.0	61.9	2.5
– Net Position:	-77,447	84,148	-6,701
– Gross Longs:	108,006	761,408	21,052
– Gross Shorts:	185,453	677,260	27,753
– Long to Short Ratio:	0.6 to 1	1.1 to 1	0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	20.3	79.7	58.9
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	0.0	0.0	-0.7

2-Year Treasury Note:

2-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	15.6	76.8	6.2
– Percent of Open Interest Shorts:	31.7	61.4	5.5
– Net Position:	-371,353	355,567	15,786
– Gross Longs:	358,007	1,766,136	142,139
– Gross Shorts:	729,360	1,410,569	126,353
– Long to Short Ratio:	0.5 to 1	1.3 to 1	1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	9.6	85.8	43.2
– COT Index Reading (3 Year Range):	Bearish-Extreme	Bullish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-42.0	49.7	-29.8

5-Year Treasury Note:

5-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	16.1	73.6	7.5
– Percent of Open Interest Shorts:	15.4	71.1	10.6
– Net Position:	23,047	87,030	-110,077
– Gross Longs:	563,476	2,583,170	262,000
– Gross Shorts:	540,429	2,496,140	372,077
– Long to Short Ratio:	1.0 to 1	1.0 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	92.5	17.5	33.1
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	2.2	6.6	-35.2

10-Year Treasury Note:

10-Year Treasury Note Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	18.5	71.8	8.2
– Percent of Open Interest Shorts:	18.2	67.9	12.4
– Net Position:	12,297	150,830	-163,127
– Gross Longs:	719,545	2,788,076	317,965
– Gross Shorts:	707,248	2,637,246	481,092
– Long to Short Ratio:	1.0 to 1	1.1 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	84.6	32.3	29.8
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish	Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-7.4	6.2	0.7

Ultra 10-Year Notes:

Ultra 10-Year Notes Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	27.0	64.0	8.7
– Percent of Open Interest Shorts:	6.0	76.1	17.6
– Net Position:	273,629	-157,847	-115,782
– Gross Longs:	351,116	830,326	112,370
– Gross Shorts:	77,487	988,173	228,152
– Long to Short Ratio:	4.5 to 1	0.8 to 1	0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	100.0	0.0	12.2
– COT Index Reading (3 Year Range):	Bullish-Extreme	Bearish-Extreme	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	35.1	-34.2	-10.7

US Treasury Bonds:

US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	7.4	77.5	12.5
– Percent of Open Interest Shorts:	18.1	62.9	16.5
– Net Position:	-127,751	175,142	-47,391
– Gross Longs:	88,348	928,017	150,109
– Gross Shorts:	216,099	752,875	197,500
– 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):	43.3	75.9	18.0
– COT Index Reading (3 Year Range):	Bearish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	24.7	-17.6	-15.5

Ultra US Treasury Bonds:

Ultra US Treasury Bonds Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	5.5	82.4	11.6
– Percent of Open Interest Shorts:	28.9	57.9	12.7
– Net Position:	-265,717	278,094	-12,377
– Gross Longs:	62,778	937,690	132,223
– Gross Shorts:	328,495	659,596	144,600
– Long to Short Ratio:	0.2 to 1	1.4 to 1	0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	61.9	59.5	4.1
– COT Index Reading (3 Year Range):	Bullish	Bullish	Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	-14.9	18.8	-0.9

3-Month Eurodollars:

3-Month Eurodollars Statistics	SPECULATORS	COMMERCIALS	SMALL TRADERS
– Percent of Open Interest Longs:	23.5	47.3	5.5
– Percent of Open Interest Shorts:	16.0	52.0	8.2
– Net Position:	820,097	-517,996	-302,101
– Gross Longs:	2,557,984	5,138,354	593,215
– Gross Shorts:	1,737,887	5,656,350	895,316
– Long to Short Ratio:	1.5 to 1	0.9 to 1	0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):	73.9	25.2	64.1
– COT Index Reading (3 Year Range):	Bullish	Bearish	Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:	5.0	-3.4	-10.8

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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