COT Currency Futures Charts: US Dollar Index, Euro, Yen, Swiss Franc, Mexican Peso, New Zealand Dollar

May 8, 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 04 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 was a net position of 2,055 contracts in the data reported through Tuesday. This was a weekly decrease of -691 contracts from the previous week which had a total of 2,746 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 29.3 percent. The commercials are Bullish with a score of 65.7 percent and the small traders (not shown in chart) are Bullish with a score of 61.9 percent.


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US DOLLAR INDEX Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 64.4 9.4 17.4
– Percent of Open Interest Shorts: 58.4 25.0 7.8
– Net Position: 2,055 -5,341 3,286
– Gross Longs: 22,016 3,203 5,963
– Gross Shorts: 19,961 8,544 2,677
– Long to Short Ratio: 1.1 to 1 0.4 to 1 2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 29.3 65.7 61.9
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.7 5.4 1.3

 


Euro Currency Futures:

euro forex zachary storella
The Euro Currency large speculator standing this week was a net position of 84,829 contracts in the data reported through Tuesday. This was a weekly boost of 3,862 contracts from the previous week which had a total of 80,967 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 61.0 percent. The commercials are Bearish with a score of 35.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 91.1 percent.

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.5 53.9 14.3
– Percent of Open Interest Shorts: 18.0 74.9 5.8
– Net Position: 84,829 -142,158 57,329
– Gross Longs: 206,472 364,947 96,919
– Gross Shorts: 121,643 507,105 39,590
– Long to Short Ratio: 1.7 to 1 0.7 to 1 2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.0 35.6 91.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.6 -1.2 22.1

 


British Pound Sterling Futures:

sterling futures zac storella python
The British Pound Sterling large speculator standing this week was a net position of 19,848 contracts in the data reported through Tuesday. This was a weekly lowering of -9,370 contracts from the previous week which had a total of 29,218 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 88.3 percent. The commercials are Bearish-Extreme with a score of 6.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 96.0 percent.

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 34.2 38.7 26.2
– Percent of Open Interest Shorts: 21.2 63.5 14.3
– Net Position: 19,848 -37,993 18,145
– Gross Longs: 52,262 59,055 40,052
– Gross Shorts: 32,414 97,048 21,907
– Long to Short Ratio: 1.6 to 1 0.6 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 88.3 6.1 96.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -1.4 -3.2 15.5

 


Japanese Yen Futures:

japanese yen futures zach storella
The Japanese Yen large speculator standing this week was a net position of -41,492 contracts in the data reported through Tuesday. This was a weekly rise of 7,017 contracts from the previous week which had a total of -48,509 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 44.5 percent. The commercials are Bullish with a score of 60.3 percent and the small traders (not shown in chart) are Bearish with a score of 31.7 percent.

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.4 64.9 13.3
– Percent of Open Interest Shorts: 47.6 29.3 21.7
– Net Position: -41,492 54,331 -12,839
– Gross Longs: 31,208 99,092 20,288
– Gross Shorts: 72,700 44,761 33,127
– Long to Short Ratio: 0.4 to 1 2.2 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 44.5 60.3 31.7
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 7.3 -8.8 12.5

 


Swiss Franc Futures:

swiss franc currency futures cot
The Swiss Franc large speculator standing this week was a net position of 56 contracts in the data reported through Tuesday. This was a weekly increase of 742 contracts from the previous week which had a total of -686 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 73.4 percent. The commercials are Bearish with a score of 37.1 percent and the small traders (not shown in chart) are Bearish with a score of 44.6 percent.

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.0 46.2 27.2
– Percent of Open Interest Shorts: 25.9 26.7 46.9
– Net Position: 56 7,707 -7,763
– Gross Longs: 10,276 18,260 10,768
– Gross Shorts: 10,220 10,553 18,531
– Long to Short Ratio: 1.0 to 1 1.7 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 73.4 37.1 44.6
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.4 -1.4 11.3

 


Canadian Dollar Futures:


The Canadian Dollar large speculator standing this week was a net position of 25,947 contracts in the data reported through Tuesday. This was a weekly boost of 10,225 contracts from the previous week which had a total of 15,722 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 76.6 percent. The commercials are Bearish-Extreme with a score of 8.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 99.2 percent.

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 37.7 35.2 26.6
– Percent of Open Interest Shorts: 24.6 66.0 8.9
– Net Position: 25,947 -60,705 34,758
– Gross Longs: 74,280 69,279 52,291
– Gross Shorts: 48,333 129,984 17,533
– Long to Short Ratio: 1.5 to 1 0.5 to 1 3.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 76.6 8.2 99.2
– COT Index Reading (3 Year Range): Bullish Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 17.4 -19.4 12.4

 


Australian Dollar Futures:


The Australian Dollar large speculator standing this week was a net position of 1,476 contracts in the data reported through Tuesday. This was a weekly increase of 2,886 contracts from the previous week which had a total of -1,410 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 83.4 percent. The commercials are Bearish-Extreme with a score of 8.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.2 percent.

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 42.4 34.1 22.5
– Percent of Open Interest Shorts: 41.3 45.1 12.6
– Net Position: 1,476 -15,179 13,703
– Gross Longs: 58,385 46,969 31,003
– Gross Shorts: 56,909 62,148 17,300
– Long to Short Ratio: 1.0 to 1 0.8 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 83.4 8.5 87.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.0 3.4 0.9

 


New Zealand Dollar Futures:


The New Zealand Dollar large speculator standing this week was a net position of 8,588 contracts in the data reported through Tuesday. This was a weekly gain of 1,609 contracts from the previous week which had a total of 6,979 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 14.1 percent and the small traders (not shown in chart) are Bullish with a score of 75.3 percent.

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 59.3 27.8 11.1
– Percent of Open Interest Shorts: 40.0 51.6 6.7
– Net Position: 8,588 -10,565 1,977
– Gross Longs: 26,371 12,363 4,952
– Gross Shorts: 17,783 22,928 2,975
– Long to Short Ratio: 1.5 to 1 0.5 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 85.7 14.1 75.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.5 -5.0 -6.5

 


Mexican Peso Futures:


The Mexican Peso large speculator standing this week was a net position of -4,446 contracts in the data reported through Tuesday. This was a weekly fall of -5,406 contracts from the previous week which had a total of 960 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 12.5 percent. The commercials are Bullish-Extreme with a score of 86.2 percent and the small traders (not shown in chart) are Bullish with a score of 61.7 percent.

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 45.2 48.8 5.0
– Percent of Open Interest Shorts: 48.2 48.8 2.0
– Net Position: -4,446 31 4,415
– Gross Longs: 65,948 71,227 7,271
– Gross Shorts: 70,394 71,196 2,856
– Long to Short Ratio: 0.9 to 1 1.0 to 1 2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 12.5 86.2 61.7
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 8.2 -9.1 8.1

 


Brazilian Real Futures:

real futures cot zachary storella
The Brazilian Real large speculator standing this week was a net position of -9,898 contracts in the data reported through Tuesday. This was a weekly increase of 16,388 contracts from the previous week which had a total of -26,286 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 68.3 percent. The commercials are Bearish with a score of 31.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 86.9 percent.

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 38.5 51.4 9.4
– Percent of Open Interest Shorts: 66.5 26.8 5.9
– Net Position: -9,898 8,680 1,218
– Gross Longs: 13,623 18,159 3,316
– Gross Shorts: 23,521 9,479 2,098
– Long to Short Ratio: 0.6 to 1 1.9 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 68.3 31.9 86.9
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 25.4 -27.0 12.7

 


Russian Ruble Futures:


The Russian Ruble large speculator standing this week was a net position of 5,509 contracts in the data reported through Tuesday. This was a weekly reduction of -869 contracts from the previous week which had a total of 6,378 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 26.4 percent. The commercials are Bullish with a score of 71.0 percent and the small traders (not shown in chart) are Bullish with a score of 70.2 percent.

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.1 60.3 7.6
– Percent of Open Interest Shorts: 13.9 81.3 4.8
– Net Position: 5,509 -6,334 825
– Gross Longs: 9,702 18,239 2,285
– Gross Shorts: 4,193 24,573 1,460
– Long to Short Ratio: 2.3 to 1 0.7 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 26.4 71.0 70.2
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.3 0.6 -5.5

 


Bitcoin Futures:


The Bitcoin large speculator standing this week was a net position of -1,764 contracts in the data reported through Tuesday. This was a weekly boost of 145 contracts from the previous week which had a total of -1,909 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 54.3 percent. The commercials are Bullish-Extreme with a score of 82.9 percent and the small traders (not shown in chart) are Bearish with a score of 36.3 percent.

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 59.8 5.7 27.5
– Percent of Open Interest Shorts: 81.0 1.5 10.5
– Net Position: -1,764 346 1,418
– Gross Longs: 4,964 470 2,286
– Gross Shorts: 6,728 124 868
– Long to Short Ratio: 0.7 to 1 3.8 to 1 2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 54.3 82.9 36.3
– COT Index Reading (3 Year Range): Bullish Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 18.1 -3.3 -20.3

 


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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).