COT Bonds Futures Charts: Eurodollars, Ultra 10-Year Notes, 2-Year, 5-Year, 30-Day FedFunds

May 8, 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 May 04 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 Futures:


The 30-Day Federal Funds large speculator standing this week resulted in a net position of -288,552 contracts in the data reported through Tuesday. This was a weekly fall of -117,508 contracts from the previous week which had a total of -171,044 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 100.0 percent and the small traders (not shown in chart) are Bullish with a score of 53.9 percent.


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30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 3.1 77.5 2.0
– Percent of Open Interest Shorts: 32.2 47.3 2.9
– Net Position: -288,552 298,013 -9,461
– Gross Longs: 30,283 766,053 19,394
– Gross Shorts: 318,835 468,040 28,855
– Long to Short Ratio: 0.1 to 1 1.6 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.0 100.0 53.9
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -27.1 27.0 -5.0

 


2-Year Treasury Note Futures:


The 2-Year Treasury Note large speculator standing this week resulted in a net position of -263,456 contracts in the data reported through Tuesday. This was a weekly decline of -38,724 contracts from the previous week which had a total of -224,732 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 32.0 percent. The commercials are Bullish with a score of 61.1 percent and the small traders (not shown in chart) are Bullish with a score of 54.1 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.9 74.5 6.3
– Percent of Open Interest Shorts: 29.0 64.9 4.8
– Net Position: -263,456 226,934 36,522
– Gross Longs: 422,520 1,760,922 149,783
– Gross Shorts: 685,976 1,533,988 113,261
– Long to Short Ratio: 0.6 to 1 1.1 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 32.0 61.1 54.1
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 22.5 -24.7 10.9

 


5-Year Treasury Note Futures:


The 5-Year Treasury Note large speculator standing this week resulted in a net position of -109,619 contracts in the data reported through Tuesday. This was a weekly reduction of -119,153 contracts from the previous week which had a total of 9,534 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 78.7 percent. The commercials are Bearish with a score of 27.7 percent and the small traders (not shown in chart) are Bearish with a score of 33.8 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.1 78.4 8.5
– Percent of Open Interest Shorts: 13.3 72.5 11.3
– Net Position: -109,619 202,363 -92,744
– Gross Longs: 342,368 2,659,008 289,241
– Gross Shorts: 451,987 2,456,645 381,985
– Long to Short Ratio: 0.8 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 78.7 27.7 33.8
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.8 10.2 7.1

 


10-Year Treasury Note Futures:


The 10-Year Treasury Note large speculator standing this week resulted in a net position of -7,245 contracts in the data reported through Tuesday. This was a weekly lowering of -63,004 contracts from the previous week which had a total of 55,759 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-Extreme with a score of 82.4 percent. The commercials are Bearish with a score of 40.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.9 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.2 70.2 7.9
– Percent of Open Interest Shorts: 19.4 64.6 13.3
– Net Position: -7,245 239,211 -231,966
– Gross Longs: 818,849 2,990,625 336,630
– Gross Shorts: 826,094 2,751,414 568,596
– Long to Short Ratio: 1.0 to 1 1.1 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 82.4 40.8 10.9
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.2 8.5 -18.9

 


Ultra 10-Year Notes Futures:


The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 127,622 contracts in the data reported through Tuesday. This was a weekly advance of 257 contracts from the previous week which had a total of 127,365 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 61.4 percent. The commercials are Bullish with a score of 50.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.7 72.1 7.8
– Percent of Open Interest Shorts: 11.4 70.7 17.5
– Net Position: 127,622 21,208 -148,830
– Gross Longs: 301,615 1,103,948 119,679
– Gross Shorts: 173,993 1,082,740 268,509
– Long to Short Ratio: 1.7 to 1 1.0 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.4 50.2 0.0
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -38.6 50.2 -26.8

 


US Treasury Bonds Futures:


The US Treasury Bonds large speculator standing this week resulted in a net position of -131,786 contracts in the data reported through Tuesday. This was a weekly fall of -15,169 contracts from the previous week which had a total of -116,617 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 Bullish with a score of 79.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.7 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 7.0 77.9 12.8
– Percent of Open Interest Shorts: 18.1 62.4 17.3
– Net Position: -131,786 184,813 -53,027
– Gross Longs: 83,644 928,191 152,503
– Gross Shorts: 215,430 743,378 205,530
– Long to Short Ratio: 0.4 to 1 1.2 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 46.1 79.0 13.7
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -1.5 3.1 -4.3

 


Ultra US Treasury Bonds Futures:


The Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -251,517 contracts in the data reported through Tuesday. This was a weekly lowering of -689 contracts from the previous week which had a total of -250,828 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 75.1 percent. The commercials are Bullish with a score of 57.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.3 82.1 12.1
– Percent of Open Interest Shorts: 27.5 57.4 14.5
– Net Position: -251,517 279,812 -28,295
– Gross Longs: 60,471 932,454 136,958
– Gross Shorts: 311,988 652,642 165,253
– Long to Short Ratio: 0.2 to 1 1.4 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 75.1 57.0 0.0
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.3 0.8 -12.4

 


3-Month Eurodollars Futures:


The 3-Month Eurodollars large speculator standing this week resulted in a net position of 125,153 contracts in the data reported through Tuesday. This was a weekly reduction of -217,068 contracts from the previous week which had a total of 342,221 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 61.9 percent. The commercials are Bearish with a score of 37.4 percent and the small traders (not shown in chart) are Bullish with a score of 55.1 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.9 50.4 4.9
– Percent of Open Interest Shorts: 20.8 48.4 7.9
– Net Position: 125,153 242,656 -367,809
– Gross Longs: 2,662,831 6,139,211 590,518
– Gross Shorts: 2,537,678 5,896,555 958,327
– Long to Short Ratio: 1.0 to 1 1.0 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.9 37.4 55.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.0 11.1 -8.5

 


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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).