COT Currency Futures Charts: Australian Dollar, Kiwi, Euro, Ruble, Real, Bitcoin

March 6, 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 March 02 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: 55.3 26.1 10.7
– Percent of Open Interest Shorts: 82.2 2.2 7.7
– Net Position: -10,103 8,987 1,116
– Gross Longs: 20,767 9,807 4,019
– Gross Shorts: 30,870 820 2,903
– Long to Short Ratio: 0.7 to 1 12.0 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 8.4 89.5 33.9
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 7.2 -5.1 -14.4

 


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EURO Currency:

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 31.9 53.6 13.0
– Percent of Open Interest Shorts: 13.8 78.8 5.9
– Net Position: 125,988 -175,928 49,940
– Gross Longs: 222,655 374,362 90,871
– Gross Shorts: 96,667 550,290 40,931
– Long to Short Ratio: 2.3 to 1 0.7 to 1 2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 73.7 26.0 78.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.5 13.1 -15.7

 


BRITISH POUND STERLING:

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 38.5 38.8 21.3
– Percent of Open Interest Shorts: 17.2 67.2 14.2
– Net Position: 36,082 -48,170 12,088
– Gross Longs: 65,138 65,635 36,154
– Gross Shorts: 29,056 113,805 24,066
– Long to Short Ratio: 2.2 to 1 0.6 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 92.3 8.4 91.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 14.9 -13.4 4.9

 


JAPANESE YEN:

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.4 53.8 11.6
– Percent of Open Interest Shorts: 22.2 59.8 15.8
– Net Position: 19,270 -11,313 -7,957
– Gross Longs: 61,259 101,787 21,863
– Gross Shorts: 41,989 113,100 29,820
– 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): 81.1 29.2 41.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -18.6 25.4 -43.7

 


SWISS FRANC:

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 41.5 35.0 21.9
– Percent of Open Interest Shorts: 18.2 48.4 31.7
– Net Position: 12,261 -7,076 -5,185
– Gross Longs: 21,863 18,459 11,522
– Gross Shorts: 9,602 25,535 16,707
– Long to Short Ratio: 2.3 to 1 0.7 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 92.4 21.4 51.6
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.4 13.1 -41.4

 


CANADIAN DOLLAR:

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.5 39.9 28.2
– Percent of Open Interest Shorts: 21.4 67.8 9.4
– Net Position: 15,327 -47,100 31,773
– Gross Longs: 51,391 67,338 47,607
– Gross Shorts: 36,064 114,438 15,834
– Long to Short Ratio: 1.4 to 1 0.6 to 1 3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.8 17.3 94.7
– COT Index Reading (3 Year Range): Bullish Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.2 -10.2 15.6

 


AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 40.7 33.1 23.1
– Percent of Open Interest Shorts: 36.7 48.2 12.0
– Net Position: 6,041 -22,596 16,555
– Gross Longs: 61,047 49,676 34,594
– Gross Shorts: 55,006 72,272 18,039
– Long to Short Ratio: 1.1 to 1 0.7 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 87.0 2.2 93.5
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 1.3 -0.4 -1.6

 


NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 65.5 18.7 11.5
– Percent of Open Interest Shorts: 31.7 57.7 6.2
– Net Position: 16,408 -18,979 2,571
– Gross Longs: 31,825 9,069 5,588
– Gross Shorts: 15,417 28,048 3,017
– Long to Short Ratio: 2.1 to 1 0.3 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 84.0 13.4 81.9
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 0.6 1.0 -12.9

 


MEXICAN PESO:

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.6 57.9 3.8
– Percent of Open Interest Shorts: 29.8 62.3 2.2
– Net Position: 4,431 -7,050 2,619
– Gross Longs: 52,098 92,476 6,082
– Gross Shorts: 47,667 99,526 3,463
– 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): 13.6 83.9 54.1
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.3 -4.9 -10.0

 


BRAZIL REAL:

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.5 59.3 8.0
– Percent of Open Interest Shorts: 84.1 8.9 6.8
– Net Position: -21,051 20,566 485
– Gross Longs: 13,267 24,194 3,266
– Gross Shorts: 34,318 3,628 2,781
– Long to Short Ratio: 0.4 to 1 6.7 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 49.9 51.5 77.4
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -23.0 24.7 -13.7

 


RUSSIAN RUBLE:

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.9 59.5 6.9
– Percent of Open Interest Shorts: 35.9 58.4 4.9
– Net Position: -928 321 607
– Gross Longs: 9,967 18,023 2,087
– Gross Shorts: 10,895 17,702 1,480
– 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): 11.2 86.3 62.9
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.3 3.8 5.3

 


BITCOIN FUTURES:

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 55.4 5.1 30.6
– Percent of Open Interest Shorts: 78.3 2.4 10.3
– Net Position: -1,851 215 1,636
– Gross Longs: 4,467 408 2,465
– Gross Shorts: 6,318 193 829
– Long to Short Ratio: 0.7 to 1 2.1 to 1 3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 51.8 65.6 43.5
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 36.0 -17.3 -37.8

 


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).