COT Stock Market Futures Charts: VIX, Russell2000, Emerging Markets, DOW-Mini, Nasdaq-Mini

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.


VIX Volatility Futures Futures:

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The VIX Volatility Futures large speculator standing this week totaled a net position of -96,698 contracts in the data reported through Tuesday. This was a weekly decrease of -2,669 contracts from the previous week which had a total of -94,029 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 46.3 percent. The commercials are Bullish with a score of 55.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.9 percent.


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VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.5 57.8 5.7
– Percent of Open Interest Shorts: 45.4 28.0 8.6
– Net Position: -96,698 107,369 -10,671
– Gross Longs: 66,733 208,054 20,409
– Gross Shorts: 163,431 100,685 31,080
– Long to Short Ratio: 0.4 to 1 2.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 46.3 55.9 15.9
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.1 -1.1 -9.9

 


S&P500 Mini Futures Futures:


The S&P500 Mini Futures large speculator standing this week totaled a net position of -33,815 contracts in the data reported through Tuesday. This was a weekly fall of -36,099 contracts from the previous week which had a total of 2,284 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 47.6 percent. The commercials are Bullish with a score of 73.3 percent and the small traders (not shown in chart) are Bearish with a score of 32.4 percent.

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.8 72.9 10.9
– Percent of Open Interest Shorts: 15.1 73.5 9.1
– Net Position: -33,815 -16,645 50,460
– Gross Longs: 373,636 1,971,499 295,639
– Gross Shorts: 407,451 1,988,144 245,179
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 47.6 73.3 32.4
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -1.0 1.1 -0.6

 


Dow Jones Mini Futures Futures:


The Dow Jones Mini Futures large speculator standing this week totaled a net position of -5,294 contracts in the data reported through Tuesday. This was a weekly advance of 2,762 contracts from the previous week which had a total of -8,056 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 28.1 percent. The commercials are Bullish with a score of 64.0 percent and the small traders (not shown in chart) are Bullish with a score of 80.0 percent.

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.4 46.1 20.9
– Percent of Open Interest Shorts: 36.1 47.1 14.1
– Net Position: -5,294 -964 6,258
– Gross Longs: 27,923 42,372 19,238
– Gross Shorts: 33,217 43,336 12,980
– Long to Short Ratio: 0.8 to 1 1.0 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 28.1 64.0 80.0
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.2 -9.6 -0.5

 


Nasdaq Mini Futures Futures:


The Nasdaq Mini Futures large speculator standing this week totaled a net position of -16,803 contracts in the data reported through Tuesday. This was a weekly lowering of -9,045 contracts from the previous week which had a total of -7,758 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 65.6 percent. The commercials are Bearish with a score of 41.5 percent and the small traders (not shown in chart) are Bearish with a score of 27.0 percent.

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 24.1 57.4 16.4
– Percent of Open Interest Shorts: 31.2 47.1 19.6
– Net Position: -16,803 24,388 -7,585
– Gross Longs: 57,165 136,086 38,816
– Gross Shorts: 73,968 111,698 46,401
– Long to Short Ratio: 0.8 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 65.6 41.5 27.0
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.3 3.1 -2.1

 


Russell 2000 Mini Futures Futures:


The Russell 2000 Mini Futures large speculator standing this week totaled a net position of -23,065 contracts in the data reported through Tuesday. This was a weekly decrease of -2,893 contracts from the previous week which had a total of -20,172 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 40.7 percent. The commercials are Bullish with a score of 58.5 percent and the small traders (not shown in chart) are Bullish with a score of 52.3 percent.

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.7 79.4 6.0
– Percent of Open Interest Shorts: 18.8 75.8 4.4
– Net Position: -23,065 16,230 6,835
– Gross Longs: 61,721 357,168 26,839
– Gross Shorts: 84,786 340,938 20,004
– Long to Short Ratio: 0.7 to 1 1.0 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 40.7 58.5 52.3
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -20.0 21.4 -10.3

 


Nikkei Stock Average (USD) Futures Futures:


The Nikkei Stock Average (USD) Futures large speculator standing this week totaled a net position of -3,407 contracts in the data reported through Tuesday. This was a weekly gain of 1,695 contracts from the previous week which had a total of -5,102 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 42.2 percent. The commercials are Bullish with a score of 62.9 percent and the small traders (not shown in chart) are Bearish with a score of 25.7 percent.

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.0 60.3 25.7
– Percent of Open Interest Shorts: 36.1 42.1 21.7
– Net Position: -3,407 2,794 613
– Gross Longs: 2,156 9,286 3,954
– Gross Shorts: 5,563 6,492 3,341
– Long to Short Ratio: 0.4 to 1 1.4 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 42.2 62.9 25.7
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 1.7 -4.7 10.7

 


MSCI EAFE Mini Futures Futures:


The MSCI EAFE Mini Futures large speculator standing this week totaled a net position of 23,788 contracts in the data reported through Tuesday. This was a weekly reduction of -2,884 contracts from the previous week which had a total of 26,672 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 44.9 percent. The commercials are Bearish with a score of 49.8 percent and the small traders (not shown in chart) are Bullish with a score of 60.9 percent.

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.8 88.4 2.6
– Percent of Open Interest Shorts: 3.0 95.4 1.3
– Net Position: 23,788 -28,749 4,961
– Gross Longs: 36,067 361,342 10,427
– Gross Shorts: 12,279 390,091 5,466
– Long to Short Ratio: 2.9 to 1 0.9 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 44.9 49.8 60.9
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.4 5.8 3.1

 


MSCI Emerging Mkts Mini Futures Futures:


The MSCI Emerging Mkts Mini Futures large speculator standing this week totaled 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).