COT Currency Futures Charts: Bitcoin, US Dollar, Euro, Ruble, Real, Franc, Yen & Aussie

May 29, 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 May 25 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.


US Dollar Index Futures:


The US Dollar Index large speculator standing this week resulted in a net position of 2,780 contracts in the data reported through Tuesday. This was a weekly increase of 96 contracts from the previous week which had a total of 2,684 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 30.6 percent. The commercials are Bullish with a score of 65.6 percent and the small traders (not shown in chart) are Bullish with a score of 53.2 percent.


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US DOLLAR INDEX Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 63.9 12.6 14.3
– Percent of Open Interest Shorts: 57.4 25.1 8.2
– Net Position: 2,780 -5,390 2,610
– Gross Longs: 27,488 5,413 6,159
– Gross Shorts: 24,708 10,803 3,549
– Long to Short Ratio: 1.1 to 1 0.5 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 30.6 65.6 53.2
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.5 5.9 -4.7

 


Euro Currency Futures:


The Euro Currency large speculator standing this week resulted in a net position of 104,000 contracts in the data reported through Tuesday. This was a weekly gain of 4,142 contracts from the previous week which had a total of 99,858 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 66.9 percent. The commercials are Bearish with a score of 24.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 100.0 percent.

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.0 51.7 15.1
– Percent of Open Interest Shorts: 17.9 76.1 4.8
– Net Position: 104,000 -179,866 75,866
– Gross Longs: 236,103 381,869 111,477
– Gross Shorts: 132,103 561,735 35,611
– Long to Short Ratio: 1.8 to 1 0.7 to 1 3.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 66.9 24.9 100.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 11.4 -19.8 46.9

 


British Pound Sterling Futures:


The British Pound Sterling large speculator standing this week resulted in a net position of 30,659 contracts in the data reported through Tuesday. This was a weekly lift of 5,759 contracts from the previous week which had a total of 24,900 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 96.1 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 96.1 percent.

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 37.9 37.2 24.2
– Percent of Open Interest Shorts: 19.8 66.9 12.7
– Net Position: 30,659 -50,190 19,531
– Gross Longs: 64,193 63,058 40,988
– Gross Shorts: 33,534 113,248 21,457
– Long to Short Ratio: 1.9 to 1 0.6 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 96.1 0.0 96.1
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 3.7 -6.0 10.5

 


Japanese Yen Futures:


The Japanese Yen large speculator standing this week resulted in a net position of -50,156 contracts in the data reported through Tuesday. This was a weekly increase of 792 contracts from the previous week which had a total of -50,948 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 39.2 percent. The commercials are Bullish with a score of 63.6 percent and the small traders (not shown in chart) are Bearish with a score of 34.8 percent.

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.8 70.1 12.5
– Percent of Open Interest Shorts: 48.5 30.0 19.8
– Net Position: -50,156 61,353 -11,197
– Gross Longs: 24,163 107,377 19,120
– Gross Shorts: 74,319 46,024 30,317
– Long to Short Ratio: 0.3 to 1 2.3 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 39.2 63.6 34.8
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.9 -8.2 17.7

 


Swiss Franc Futures:


The Swiss Franc large speculator standing this week resulted in a net position of -1,203 contracts in the data reported through Tuesday. This was a weekly lift of 3,062 contracts from the previous week which had a total of -4,265 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 71.5 percent. The commercials are Bearish with a score of 32.8 percent and the small traders (not shown in chart) are Bullish with a score of 59.0 percent.

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 28.1 41.4 30.4
– Percent of Open Interest Shorts: 30.8 32.9 36.1
– Net Position: -1,203 3,679 -2,476
– Gross Longs: 12,223 17,997 13,233
– Gross Shorts: 13,426 14,318 15,709
– Long to Short Ratio: 0.9 to 1 1.3 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 71.5 32.8 59.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.1 -7.4 24.5

 


Canadian Dollar Futures:


The Canadian Dollar large speculator standing this week resulted in a net position of 44,811 contracts in the data reported through Tuesday. This was a weekly decrease of -1,301 contracts from the previous week which had a total of 46,112 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 92.3 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 93.1 percent.

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 39.5 35.9 23.1
– Percent of Open Interest Shorts: 18.5 71.3 8.7
– Net Position: 44,811 -75,535 30,724
– Gross Longs: 84,183 76,439 49,306
– Gross Shorts: 39,372 151,974 18,582
– Long to Short Ratio: 2.1 to 1 0.5 to 1 2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 92.3 0.0 93.1
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 35.3 -30.9 7.2

 


Australian Dollar Futures:


The Australian Dollar large speculator standing this week resulted in a net position of -809 contracts in the data reported through Tuesday. This was a weekly lowering of -3,811 contracts from the previous week which had a total of 3,002 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 80.9 percent. The commercials are Bearish-Extreme with a score of 10.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.0 percent.

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 40.9 36.7 21.9
– Percent of Open Interest Shorts: 41.5 46.1 11.8
– Net Position: -809 -12,789 13,598
– Gross Longs: 55,098 49,401 29,543
– Gross Shorts: 55,907 62,190 15,945
– Long to Short Ratio: 1.0 to 1 0.8 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 80.9 10.5 87.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.1 0.6 8.4

 


New Zealand Dollar Futures:


The New Zealand Dollar large speculator standing this week resulted in a net position of 8,585 contracts in the data reported through Tuesday. This was a weekly gain of 135 contracts from the previous week which had a total of 8,450 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 85.7 percent. The commercials are Bearish-Extreme with a score of 12.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 88.0 percent.

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 55.3 29.3 13.3
– Percent of Open Interest Shorts: 35.8 55.8 6.2
– Net Position: 8,585 -11,707 3,122
– Gross Longs: 24,446 12,973 5,873
– Gross Shorts: 15,861 24,680 2,751
– Long to Short Ratio: 1.5 to 1 0.5 to 1 2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 85.7 12.4 88.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.2 -10.8 10.7

 


Mexican Peso Futures:


The Mexican Peso large speculator standing this week resulted in a net position of -8,498 contracts in the data reported through Tuesday. This was a weekly advance of 1,620 contracts from the previous week which had a total of -10,118 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 10.5 percent. The commercials are Bullish-Extreme with a score of 88.0 percent and the small traders (not shown in chart) are Bullish with a score of 63.1 percent.

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 43.5 47.9 5.2
– Percent of Open Interest Shorts: 49.3 45.3 2.0
– Net Position: -8,498 3,768 4,730
– Gross Longs: 63,868 70,361 7,663
– Gross Shorts: 72,366 66,593 2,933
– Long to Short Ratio: 0.9 to 1 1.1 to 1 2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 10.5 88.0 63.1
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 1.7 -2.1 3.6

 


Brazilian Real Futures:


The Brazilian Real large speculator standing this week resulted in a net position of 5,607 contracts in the data reported through Tuesday. This was a weekly gain of 776 contracts from the previous week which had a total of 4,831 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 94.0 percent. The commercials are Bearish-Extreme with a score of 5.8 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 90.6 percent.

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 39.3 55.2 5.2
– Percent of Open Interest Shorts: 30.8 66.0 2.9
– Net Position: 5,607 -7,113 1,506
– Gross Longs: 25,836 36,251 3,427
– Gross Shorts: 20,229 43,364 1,921
– Long to Short Ratio: 1.3 to 1 0.8 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 94.0 5.8 90.6
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 53.2 -55.0 14.1

 


Russian Ruble Futures:


The Russian Ruble large speculator standing this week resulted in a net position of 5,372 contracts in the data reported through Tuesday. This was a weekly lift of 692 contracts from the previous week which had a total of 4,680 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 26.1 percent. The commercials are Bullish with a score of 70.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.1 percent.

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 36.3 56.8 6.9
– Percent of Open Interest Shorts: 20.9 75.5 3.6
– Net Position: 5,372 -6,552 1,180
– Gross Longs: 12,718 19,927 2,429
– Gross Shorts: 7,346 26,479 1,249
– Long to Short Ratio: 1.7 to 1 0.8 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 26.1 70.5 82.1
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.2 -0.7 42.4

 


Bitcoin Futures:


The Bitcoin large speculator standing this week resulted in a net position of -1,672 contracts in the data reported through Tuesday. This was a weekly lowering of -713 contracts from the previous week which had a total of -959 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 56.9 percent. The commercials are Bullish with a score of 78.4 percent and the small traders (not shown in chart) are Bearish with a score of 31.0 percent.

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 56.5 7.1 23.3
– Percent of Open Interest Shorts: 75.3 2.4 9.2
– Net Position: -1,672 415 1,257
– Gross Longs: 5,024 631 2,071
– Gross Shorts: 6,696 216 814
– Long to Short Ratio: 0.8 to 1 2.9 to 1 2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 56.9 78.4 31.0
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 22.4 8.4 -28.6

 


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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).