COT Bonds Futures Charts: 2-Year Treasury Note, Ultra 10-Year Notes, Eurodollars & Fed Funds

April 3, 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 30 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:

fed funds futures

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 9.7 69.3 1.9
– Percent of Open Interest Shorts: 17.1 61.1 2.7
– Net Position: -82,631 91,253 -8,622
– Gross Longs: 108,423 773,039 21,423
– Gross Shorts: 191,054 681,786 30,045
– Long to Short Ratio: 0.6 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 19.6 80.7 55.4
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.3 1.0 -9.5

 


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2-Year Treasury Note:

2-Year Treasury Note

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.5 75.1 6.2
– Percent of Open Interest Shorts: 32.4 61.3 5.1
– Net Position: -346,692 322,028 24,664
– Gross Longs: 407,888 1,748,022 143,590
– Gross Shorts: 754,580 1,425,994 118,926
– Long to Short Ratio: 0.5 to 1 1.2 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 14.7 79.4 47.9
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -42.5 45.4 -16.9

 


5-Year Treasury Note:

5-Year Treasury Note

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.6 73.5 7.5
– Percent of Open Interest Shorts: 14.1 72.9 10.7
– Net Position: 95,335 20,726 -116,061
– Gross Longs: 612,179 2,701,996 277,397
– Gross Shorts: 516,844 2,681,270 393,458
– Long to Short Ratio: 1.2 to 1 1.0 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 100.0 11.6 28.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.5 -2.0 -30.5

 


10-Year Treasury Note:

10-Year Treasury Note

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.6 72.7 8.3
– Percent of Open Interest Shorts: 19.9 66.4 12.3
– Net Position: -89,802 246,189 -156,387
– Gross Longs: 693,797 2,857,811 326,604
– Gross Shorts: 783,599 2,611,622 482,991
– Long to Short Ratio: 0.9 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 73.4 41.5 31.7
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -21.3 17.6 3.0

 


Ultra 10-Year Notes:

Ultra 10-Year Notes

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 23.1 68.9 7.7
– Percent of Open Interest Shorts: 5.7 76.4 17.6
– Net Position: 235,110 -101,477 -133,633
– Gross Longs: 312,051 928,708 103,248
– Gross Shorts: 76,941 1,030,185 236,881
– Long to Short Ratio: 4.1 to 1 0.9 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.8 15.8 0.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 20.6 -16.4 -18.0

 


US Treasury Bonds:

US Treasury Bonds

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 6.3 78.2 13.3
– Percent of Open Interest Shorts: 16.0 64.6 17.2
– Net Position: -114,439 160,173 -45,734
– Gross Longs: 73,680 921,142 156,808
– Gross Shorts: 188,119 760,969 202,542
– Long to Short Ratio: 0.4 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 47.7 71.2 19.2
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 25.1 -17.8 -15.9

 


Ultra US Treasury Bonds:

Ultra US Treasury Bonds

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.3 82.5 11.8
– Percent of Open Interest Shorts: 28.4 58.0 13.2
– Net Position: -259,124 275,130 -16,006
– Gross Longs: 60,132 927,697 132,375
– Gross Shorts: 319,256 652,567 148,381
– Long to Short Ratio: 0.2 to 1 1.4 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 64.9 58.3 1.0
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -9.9 15.4 -7.0

 


3-Month Eurodollars:

3-Month Eurodollars

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 22.4 48.2 5.5
– Percent of Open Interest Shorts: 15.7 52.4 8.1
– Net Position: 758,106 -472,022 -286,084
– Gross Longs: 2,513,727 5,411,299 616,935
– Gross Shorts: 1,755,621 5,883,321 903,019
– Long to Short Ratio: 1.4 to 1 0.9 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 72.9 25.9 66.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 3.0 -2.2 -5.2

 


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).