COT Bonds Futures Charts: 10-Year Treasury Notes, Eurodollar, Fed Funds

February 27, 2021

By CountingPips.comReceive 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 February 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

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.2 72.4 1.9
– Percent of Open Interest Shorts: 17.6 62.9 2.0
– Net Position: -111,478 112,803 -1,325
– Gross Longs: 98,122 863,148 22,222
– Gross Shorts: 209,600 750,345 23,547
– Long to Short Ratio: 0.5 to 1 1.2 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 15.5 83.7 68.7
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -19.3 17.9 13.1

 


Get our Weekly Commitment of Traders Reports: - See where the biggest traders (Hedge Funds and Commercial Hedgers) are positioned in the futures markets on a weekly basis.




Get Our Free Metatrader 4 Indicators - Put Our Free MetaTrader 4 Custom Indicators on your charts when you join our Weekly Newsletter







2-Year Treasury Note:

2-Year Treasury Note

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.2 63.6 6.1
– Percent of Open Interest Shorts: 27.9 64.8 3.2
– Net Position: -39,871 -29,660 69,531
– Gross Longs: 623,688 1,512,141 145,752
– Gross Shorts: 663,559 1,541,801 76,221
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 78.6 11.7 71.6
– COT Index Reading (3 Year Range): Bullish Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 52.3 -48.2 -0.4

 


5-Year Treasury Note:

5-Year Treasury Note

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 22.0 61.9 8.4
– Percent of Open Interest Shorts: 19.5 62.6 10.2
– Net Position: 95,406 -29,241 -66,165
– Gross Longs: 833,986 2,343,372 318,667
– Gross Shorts: 738,580 2,372,613 384,832
– 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): 100.0 7.2 49.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 44.9 -34.5 -16.0

 


10-Year Treasury Note:

10-Year Treasury Note

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.9 64.1 10.2
– Percent of Open Interest Shorts: 15.8 59.6 14.7
– Net Position: 2,789 181,377 -184,166
– Gross Longs: 642,543 2,594,445 411,118
– Gross Shorts: 639,754 2,413,068 595,284
– 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): 83.5 35.3 24.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.8 1.8 -19.8

 


Ultra 10-Year Notes:

Ultra 10-Year Notes

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.0 69.0 9.9
– Percent of Open Interest Shorts: 6.2 72.4 19.2
– Net Position: 173,188 -46,157 -127,031
– Gross Longs: 258,297 940,572 135,254
– Gross Shorts: 85,109 986,729 262,285
– Long to Short Ratio: 3.0 to 1 1.0 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 94.1 24.9 0.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 14.4 -2.4 -34.1

 


US Treasury Bonds:

US Treasury Bonds

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.4 73.2 13.8
– Percent of Open Interest Shorts: 22.9 58.1 16.3
– Net Position: -156,309 188,155 -31,846
– Gross Longs: 129,775 914,249 172,342
– Gross Shorts: 286,084 726,094 204,188
– Long to Short Ratio: 0.5 to 1 1.3 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 30.2 80.1 29.9
– COT Index Reading (3 Year Range): Bearish Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 11.7 -12.0 -1.9

 


Ultra US Treasury Bonds:

Ultra US Treasury Bonds

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 7.6 76.8 12.6
– Percent of Open Interest Shorts: 25.7 57.6 13.8
– Net Position: -215,036 228,517 -13,481
– Gross Longs: 90,156 912,983 150,059
– Gross Shorts: 305,192 684,466 163,540
– Long to Short Ratio: 0.3 to 1 1.3 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 77.9 39.4 1.6
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.3 -4.1 -5.4

 


3-Month Eurodollars:

3-Month Eurodollars

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.5 48.2 4.7
– Percent of Open Interest Shorts: 14.0 52.2 7.2
– Net Position: 752,498 -465,476 -287,022
– Gross Longs: 2,372,370 5,575,667 543,029
– Gross Shorts: 1,619,872 6,041,143 830,051
– 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): 72.9 26.0 66.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 1.7 0.1 -15.3

 


Article By CountingPips.comReceive 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).