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

March 27, 2021

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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:

COT Stock Market Futures Charts

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

 


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S&P500 Mini Futures:

COT Stock Market Futures Charts

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:

COT Stock Market Futures Charts

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:

COT Stock Market Futures Charts

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:

COT Stock Market Futures Charts

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):

COT Stock Market Futures Charts

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:

COT Stock Market Futures Charts

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:

COT Stock Market Futures Charts

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).