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

February 20, 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 16 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

VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.6 66.3 5.2
– Percent of Open Interest Shorts: 50.1 25.8 7.2
– Net Position: -163,238 171,702 -8,464
– Gross Longs: 49,077 281,173 22,086
– Gross Shorts: 212,315 109,471 30,550
– Long to Short Ratio: 0.2 to 1 2.6 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 17.7 82.5 24.3
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -18.4 18.6 -8.4

 


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S&P500 Mini Futures:

sp500 mini futures chart

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.2 73.8 10.9
– Percent of Open Interest Shorts: 16.2 72.3 9.3
– Net Position: -79,861 38,246 41,615
– Gross Longs: 347,018 1,945,275 286,334
– Gross Shorts: 426,879 1,907,029 244,719
– Long to Short Ratio: 0.8 to 1 1.0 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 39.5 80.4 30.8
– COT Index Reading (3 Year Range): Bearish Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.0 4.9 1.3

 


Dow Jones Mini Futures:

Dow Jones Mini Futures

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 31.6 47.0 19.4
– Percent of Open Interest Shorts: 39.6 44.5 13.9
– Net Position: -7,502 2,311 5,191
– Gross Longs: 29,678 44,098 18,237
– Gross Shorts: 37,180 41,787 13,046
– Long to Short Ratio: 0.8 to 1 1.1 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 25.4 67.7 76.5
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.2 -4.6 -7.0

 


Nasdaq Mini Futures:

Nasdaq Mini Futures



Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.0 49.9 16.0
– Percent of Open Interest Shorts: 23.0 58.9 16.0
– Net Position: 21,105 -21,216 111
– Gross Longs: 75,218 117,339 37,670
– Gross Shorts: 54,113 138,555 37,559
– Long to Short Ratio: 1.4 to 1 0.8 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 86.8 13.5 44.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.6 4.2 -4.9

 


Russell 2000 Mini Futures:

Russell 2000 Mini Futures

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.3 78.5 5.2
– Percent of Open Interest Shorts: 17.0 78.1 3.8
– Net Position: -9,794 1,889 7,905
– Gross Longs: 87,235 446,824 29,602
– Gross Shorts: 97,029 444,935 21,697
– 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 50.0 55.4
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -26.5 30.2 -22.1

 


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 2.3
– Percent of Open Interest Shorts: 4.4 94.1 1.2
– Net Position: 16,706 -21,464 4,758
– Gross Longs: 35,596 384,699 9,742
– Gross Shorts: 18,890 406,163 4,984
– Long to Short Ratio: 1.9 to 1 0.9 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 33.2 61.8 59.1
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -34.0 33.2 3.2

 


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).