COT Stock Market Futures Charts: ES Mini, VIX, Dow, Nasdaq, Nikkei Stock Average, Russell2000

April 3, 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 30 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

VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.2 57.9 5.5
– Percent of Open Interest Shorts: 44.6 29.3 7.6
– Net Position: -94,390 102,259 -7,869
– Gross Longs: 65,264 207,300 19,521
– Gross Shorts: 159,654 105,041 27,390
– Long to Short Ratio: 0.4 to 1 2.0 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 39.8 60.8 26.5
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 22.1 -21.8 2.3

 


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S&P500 Mini Futures:

S&P500 Mini

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 12.0 75.4 11.0
– Percent of Open Interest Shorts: 13.9 75.9 8.6
– Net Position: -50,331 -11,996 62,327
– Gross Longs: 306,648 1,934,032 282,338
– Gross Shorts: 356,979 1,946,028 220,011
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 44.7 73.9 34.6
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.2 -6.5 3.8

 


Dow Jones Mini Futures:

Dow Jones Mini

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 25.1 51.8 20.6
– Percent of Open Interest Shorts: 41.4 42.3 13.9
– Net Position: -14,550 8,498 6,052
– Gross Longs: 22,443 46,354 18,465
– Gross Shorts: 36,993 37,856 12,413
– 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): 17.0 74.8 81.8
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.4 7.1 5.3

 


Nasdaq Mini Futures:

Nasdaq Mini

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.6 62.2 14.5
– Percent of Open Interest Shorts: 29.7 50.8 17.8
– Net Position: -17,865 25,316 -7,451
– Gross Longs: 48,096 138,306 32,175
– Gross Shorts: 65,961 112,990 39,626
– Long to Short Ratio: 0.7 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 65.0 42.1 27.3
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -21.8 28.6 -17.0

 


Russell 2000 Mini Futures:

Russell 2000 Mini Futures

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 12.3 80.8 6.2
– Percent of Open Interest Shorts: 14.4 81.2 3.8
– Net Position: -10,000 -1,644 11,644
– Gross Longs: 58,125 381,499 29,458
– Gross Shorts: 68,125 383,143 17,814
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 48.8 47.9 65.9
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.1 -2.1 10.5

 


Nikkei Stock Average Futures (USD):

Nikkei Stock Average

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.5 54.1 32.3
– Percent of Open Interest Shorts: 42.2 25.3 32.4
– Net Position: -4,204 4,222 -18
– Gross Longs: 1,972 7,918 4,725
– Gross Shorts: 6,176 3,696 4,743
– Long to Short Ratio: 0.3 to 1 2.1 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 39.6 67.6 18.3
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.4 6.6 -11.4

 


MSCI EAFE Mini Futures:

MSCI EAFE Mini

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.0 89.3 2.3
– Percent of Open Interest Shorts: 3.3 95.1 1.2
– Net Position: 19,393 -24,140 4,747
– Gross Longs: 33,224 369,891 9,719
– Gross Shorts: 13,831 394,031 4,972
– Long to Short Ratio: 2.4 to 1 0.9 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 37.6 57.4 59.0
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.4 -4.4 -0.1

 


MSCI Emerging Mkts Mini Futures:

MSCI Emerging Mkts Mini

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).