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

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.


VIX Volatility Futures:

VIX Volatility Futures

VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.5 68.7 5.5
– Percent of Open Interest Shorts: 52.0 24.9 7.9
– Net Position: -162,918 172,113 -9,195
– Gross Longs: 41,074 269,767 21,727
– Gross Shorts: 203,992 97,654 30,922
– Long to Short Ratio: 0.2 to 1 2.8 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 17.8 82.7 21.5
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.6 14.5 -3.7

 


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S&P500 Mini Futures:

S&P500 Mini Futures

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.4 74.2 10.0
– Percent of Open Interest Shorts: 14.6 73.6 9.4
– Net Position: -31,287 15,613 15,674
– Gross Longs: 355,414 1,968,877 265,663
– Gross Shorts: 386,701 1,953,264 249,989
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 48.0 77.5 26.0
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.4 0.5 1.9

 


Dow Jones Mini Futures:

Dow Jones Mini Futures

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.1 46.5 19.5
– Percent of Open Interest Shorts: 39.3 45.4 13.3
– Net Position: -6,707 995 5,712
– Gross Longs: 29,519 42,799 17,927
– Gross Shorts: 36,226 41,804 12,215
– Long to Short Ratio: 0.8 to 1 1.0 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 26.4 66.2 79.7
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.7 -6.4 -0.4

 


Nasdaq Mini Futures:

Nasdaq Mini Futures

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 28.1 53.9 15.9
– Percent of Open Interest Shorts: 30.4 52.6 14.9
– Net Position: -5,388 2,899 2,489
– Gross Longs: 67,535 129,279 38,216
– Gross Shorts: 72,923 126,380 35,727
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 72.0 28.3 49.6
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.4 14.1 6.4

 


Russell 2000 Mini Futures:

Russell 2000 Mini Futures

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.9 78.3 5.2
– Percent of Open Interest Shorts: 17.6 78.1 3.7
– Net Position: -9,822 804 9,018
– Gross Longs: 91,030 448,354 30,005
– Gross Shorts: 100,852 447,550 20,987
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 48.9 49.3 58.5
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -15.4 17.0 -10.5

 


Nikkei Stock Average Futures (USD):

Nikkei Stock Average Futures

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.2 52.7 36.1
– Percent of Open Interest Shorts: 24.4 62.2 13.4
– Net Position: -2,186 -1,573 3,759
– Gross Longs: 1,846 8,713 5,976
– Gross Shorts: 4,032 10,286 2,217
– Long to Short Ratio: 0.5 to 1 0.8 to 1 2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 46.3 48.4 63.0
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.0 -11.6 52.6

 


MSCI EAFE Mini Futures:

MSCI EAFE Mini Futures

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.2 89.1 2.4
– Percent of Open Interest Shorts: 4.1 93.8 1.6
– Net Position: 17,392 -20,518 3,126
– Gross Longs: 35,317 385,605 10,184
– Gross Shorts: 17,925 406,123 7,058
– Long to Short Ratio: 2.0 to 1 0.9 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 34.3 63.3 44.2
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -20.0 21.3 -8.3

 


MSCI Emerging Mkts Mini Futures:

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.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).