COT Stock Market Futures Charts: VIX, Dow, Nasdaq, SP500-Mini, Russell-2000, Nikkei

April 24, 2021

By CountingPips.com COT Home | Data Tables | Data Downloads | Newsletter

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 April 20 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 Futures:

VIX
The VIX Volatility Futures large speculator standing this week recorded a net position of -102,507 contracts in the data reported through Tuesday. This was a weekly boost of 140 contracts from the previous week which had a total of -102,647 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 44.1 percent. The commercials are Bullish with a score of 56.6 percent and the small traders (not shown in chart) are Bearish with a score of 31.3 percent.


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VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.2 58.0 5.4
– Percent of Open Interest Shorts: 41.9 29.6 7.1
– Net Position: -102,507 109,109 -6,602
– Gross Longs: 58,418 222,809 20,616
– Gross Shorts: 160,925 113,700 27,218
– 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): 44.1 56.6 31.3
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.6 -12.2 20.2

 


S&P500 Mini Futures Futures:

S&P500 Mini Futures Futures
The S&P500 Mini Futures large speculator standing this week recorded a net position of -52,161 contracts in the data reported through Tuesday. This was a weekly fall of -12,065 contracts from the previous week which had a total of -40,096 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 44.3 percent. The commercials are Bullish with a score of 72.0 percent and the small traders (not shown in chart) are Bearish with a score of 37.8 percent.

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.6 72.5 11.8
– Percent of Open Interest Shorts: 15.5 73.5 8.8
– Net Position: -52,161 -27,471 79,632
– Gross Longs: 364,997 1,947,557 316,802
– Gross Shorts: 417,158 1,975,028 237,170
– 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): 44.3 72.0 37.8
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -12.4 0.1 12.8

 


Dow Jones Mini Futures Futures:

Dow Jones
The Dow Jones Mini Futures large speculator standing this week recorded a net position of -8,887 contracts in the data reported through Tuesday. This was a weekly advance of 2,500 contracts from the previous week which had a total of -11,387 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 23.8 percent. The commercials are Bullish with a score of 64.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 27.5 45.9 23.4
– Percent of Open Interest Shorts: 37.2 46.7 12.8
– Net Position: -8,887 -741 9,628
– Gross Longs: 25,076 41,883 21,314
– Gross Shorts: 33,963 42,624 11,686
– Long to Short Ratio: 0.7 to 1 1.0 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 23.8 64.2 100.0
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 18.5 -23.6 31.4

 


Nasdaq Mini Futures Futures:

Nasdaq Mini
The Nasdaq Mini Futures large speculator standing this week recorded a net position of -5,125 contracts in the data reported through Tuesday. This was a weekly rise of 986 contracts from the previous week which had a total of -6,111 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 72.2 percent. The commercials are Bearish with a score of 30.6 percent and the small traders (not shown in chart) are Bearish with a score of 40.6 percent.

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 25.3 55.2 17.1
– Percent of Open Interest Shorts: 27.7 52.2 17.8
– Net Position: -5,125 6,632 -1,507
– Gross Longs: 55,287 120,484 37,377
– Gross Shorts: 60,412 113,852 38,884
– Long to Short Ratio: 0.9 to 1 1.1 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 72.2 30.6 40.6
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.1 -10.8 22.8

 


Russell 2000 Mini Futures Futures:

Russell 2000
The Russell 2000 Mini Futures large speculator standing this week recorded a net position of -25,193 contracts in the data reported through Tuesday. This was a weekly reduction of -3,732 contracts from the previous week which had a total of -21,461 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 39.4 percent. The commercials are Bullish with a score of 58.0 percent and the small traders (not shown in chart) are Bullish with a score of 60.7 percent.

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.9 81.1 6.6
– Percent of Open Interest Shorts: 17.4 77.8 4.4
– Net Position: -25,193 15,396 9,797
– Gross Longs: 54,939 373,345 30,166
– Gross Shorts: 80,132 357,949 20,369
– Long to Short Ratio: 0.7 to 1 1.0 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 39.4 58.0 60.7
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -18.5 18.4 -2.9

 


Nikkei Stock Average (USD) Futures Futures:

Nikkei Stock
The Nikkei Stock Average (USD) Futures large speculator standing this week recorded a net position of -5,496 contracts in the data reported through Tuesday. This was a weekly lowering of -60 contracts from the previous week which had a total of -5,436 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 35.4 percent. The commercials are Bullish with a score of 72.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 17.7 percent.

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.2 61.0 24.8
– Percent of Open Interest Shorts: 50.2 24.6 25.2
– Net Position: -5,496 5,558 -62
– Gross Longs: 2,171 9,318 3,784
– Gross Shorts: 7,667 3,760 3,846
– Long to Short Ratio: 0.3 to 1 2.5 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 35.4 72.0 17.7
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -10.8 23.6 -45.3

 


MSCI EAFE Mini Futures Futures:

MSCI EAFE
The MSCI EAFE Mini Futures large speculator standing this week recorded a net position of 24,542 contracts in the data reported through Tuesday. This was a weekly decline of -1,528 contracts from the previous week which had a total of 26,070 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 46.1 percent. The commercials are Bearish with a score of 47.0 percent and the small traders (not shown in chart) are Bullish with a score of 69.7 percent.

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.6 88.4 2.7
– Percent of Open Interest Shorts: 2.6 96.0 1.2
– Net Position: 24,542 -30,469 5,927
– Gross Longs: 34,913 357,064 10,738
– Gross Shorts: 10,371 387,533 4,811
– Long to Short Ratio: 3.4 to 1 0.9 to 1 2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 46.1 47.0 69.7
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 16.4 -23.2 38.4

 


MSCI Emerging Mkts Mini Futures Futures:

MSCI Emerging Mkts
The MSCI Emerging Mkts Mini Futures large speculator standing this week recorded a net position of 38,211 contracts in the data reported through Tuesday. This was a weekly lowering of -2,219 contracts from the previous week which had a total of 40,430 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 97.2 percent and the small traders (not shown in chart) are Bearish with a score of 40.4 percent.

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

 


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*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).