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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 June 08 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 1,751 contracts in the data reported through Tuesday. This was a weekly fall of -1,212 contracts from the previous week which had a total of 2,963 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 28.8 percent. The commercials are Bullish with a score of 64.8 percent and the small traders (not shown in chart) are Bullish with a score of 72.6 percent.
| US DOLLAR INDEX Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 64.3 | 10.8 | 15.5 |
| – Percent of Open Interest Shorts: | 60.8 | 22.7 | 7.2 |
| – Net Position: | 1,751 | -5,864 | 4,113 |
| – Gross Longs: | 31,891 | 5,373 | 7,690 |
| – Gross Shorts: | 30,140 | 11,237 | 3,577 |
| – Long to Short Ratio: | 1.1 to 1 | 0.5 to 1 | 2.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 28.8 | 64.8 | 72.6 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -1.7 | -0.6 | 17.6 |
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Euro Currency Futures:
The Euro Currency large speculator standing this week was a net position of 107,213 contracts in the data reported through Tuesday. This was a weekly lowering of -2,109 contracts from the previous week which had a total of 109,322 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 67.9 percent. The commercials are Bearish with a score of 24.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 99.1 percent.
| EURO Currency Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 31.2 | 51.5 | 15.3 |
| – Percent of Open Interest Shorts: | 16.8 | 76.1 | 5.2 |
| – Net Position: | 107,213 | -182,479 | 75,266 |
| – Gross Longs: | 232,103 | 382,766 | 113,822 |
| – Gross Shorts: | 124,890 | 565,245 | 38,556 |
| – Long to Short Ratio: | 1.9 to 1 | 0.7 to 1 | 3.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 67.9 | 24.2 | 99.1 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 8.1 | -13.2 | 29.0 |
British Pound Sterling Futures:
The British Pound Sterling large speculator standing this week was a net position of 27,714 contracts in the data reported through Tuesday. This was a weekly lift of 3,589 contracts from the previous week which had a total of 24,125 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 3.5 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 90.1 percent.
| BRITISH POUND Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 34.5 | 39.6 | 22.2 |
| – Percent of Open Interest Shorts: | 18.4 | 65.4 | 12.5 |
| – Net Position: | 27,714 | -44,343 | 16,629 |
| – Gross Longs: | 59,238 | 67,888 | 38,028 |
| – Gross Shorts: | 31,524 | 112,231 | 21,399 |
| – Long to Short Ratio: | 1.9 to 1 | 0.6 to 1 | 1.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 94.0 | 3.5 | 90.1 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -1.1 | 1.8 | -3.1 |
Japanese Yen Futures:
The Japanese Yen large speculator standing this week was a net position of -37,314 contracts in the data reported through Tuesday. This was a weekly increase of 9,801 contracts from the previous week which had a total of -47,115 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 47.0 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 23.8 percent.
| JAPANESE YEN Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 16.9 | 67.4 | 13.1 |
| – Percent of Open Interest Shorts: | 40.0 | 33.8 | 23.6 |
| – Net Position: | -37,314 | 54,268 | -16,954 |
| – Gross Longs: | 27,248 | 108,879 | 21,222 |
| – Gross Shorts: | 64,562 | 54,611 | 38,176 |
| – Long to Short Ratio: | 0.4 to 1 | 2.0 to 1 | 0.6 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 47.0 | 60.3 | 23.8 |
| – COT Index Reading (3 Year Range): | Bearish | Bullish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 6.8 | -3.6 | -6.8 |
Swiss Franc Futures:
The Swiss Franc large speculator standing this week was a net position of 1,076 contracts in the data reported through Tuesday. This was a weekly boost of 752 contracts from the previous week which had a total of 324 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 75.0 percent. The commercials are Bearish with a score of 26.6 percent and the small traders (not shown in chart) are Bullish with a score of 67.9 percent.
| SWISS FRANC Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 25.7 | 39.8 | 34.4 |
| – Percent of Open Interest Shorts: | 23.5 | 44.2 | 32.2 |
| – Net Position: | 1,076 | -2,171 | 1,095 |
| – Gross Longs: | 12,649 | 19,564 | 16,922 |
| – Gross Shorts: | 11,573 | 21,735 | 15,827 |
| – Long to Short Ratio: | 1.1 to 1 | 0.9 to 1 | 1.1 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 75.0 | 26.6 | 67.9 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 2.7 | -13.0 | 29.3 |
Canadian Dollar Futures:
The Canadian Dollar large speculator standing this week was a net position of 45,281 contracts in the data reported through Tuesday. This was a weekly fall of -3,491 contracts from the previous week which had a total of 48,772 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 92.7 percent. The commercials are Bearish-Extreme with a score of 3.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 94.9 percent.
| CANADIAN DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 36.8 | 37.1 | 22.9 |
| – Percent of Open Interest Shorts: | 16.2 | 72.1 | 8.4 |
| – Net Position: | 45,281 | -77,183 | 31,902 |
| – Gross Longs: | 80,989 | 81,541 | 50,357 |
| – Gross Shorts: | 35,708 | 158,724 | 18,455 |
| – Long to Short Ratio: | 2.3 to 1 | 0.5 to 1 | 2.7 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 92.7 | 3.3 | 94.9 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 24.6 | -19.1 | 1.4 |
Australian Dollar Futures:
The Australian Dollar large speculator standing this week was a net position of -9,437 contracts in the data reported through Tuesday. This was a weekly decline of -7,512 contracts from the previous week which had a total of -1,925 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 71.2 percent. The commercials are Bearish-Extreme with a score of 17.6 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 87.3 percent.
| AUSTRALIAN DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 32.4 | 40.6 | 20.9 |
| – Percent of Open Interest Shorts: | 38.7 | 43.5 | 11.6 |
| – Net Position: | -9,437 | -4,303 | 13,740 |
| – Gross Longs: | 48,150 | 60,293 | 31,047 |
| – Gross Shorts: | 57,587 | 64,596 | 17,307 |
| – Long to Short Ratio: | 0.8 to 1 | 0.9 to 1 | 1.8 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 71.2 | 17.6 | 87.3 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -9.0 | 9.1 | -6.2 |
New Zealand Dollar Futures:
The New Zealand Dollar large speculator standing this week was a net position of 5,506 contracts in the data reported through Tuesday. This was a weekly fall of -421 contracts from the previous week which had a total of 5,927 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 80.5 percent. The commercials are Bearish-Extreme with a score of 16.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 92.8 percent.
| NEW ZEALAND DOLLAR Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 47.9 | 31.5 | 14.2 |
| – Percent of Open Interest Shorts: | 35.9 | 51.3 | 6.5 |
| – Net Position: | 5,506 | -9,060 | 3,554 |
| – Gross Longs: | 21,962 | 14,424 | 6,521 |
| – Gross Shorts: | 16,456 | 23,484 | 2,967 |
| – Long to Short Ratio: | 1.3 to 1 | 0.6 to 1 | 2.2 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 80.5 | 16.4 | 92.8 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -2.5 | -0.4 | 18.9 |
Mexican Peso Futures:
The Mexican Peso large speculator standing this week was a net position of -6,561 contracts in the data reported through Tuesday. This was a weekly lowering of -2,915 contracts from the previous week which had a total of -3,646 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 11.5 percent. The commercials are Bullish-Extreme with a score of 86.9 percent and the small traders (not shown in chart) are Bullish with a score of 64.5 percent.
| MEXICAN PESO Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 39.9 | 49.7 | 5.9 |
| – Percent of Open Interest Shorts: | 44.0 | 48.8 | 2.8 |
| – Net Position: | -6,561 | 1,483 | 5,078 |
| – Gross Longs: | 63,814 | 79,394 | 9,489 |
| – Gross Shorts: | 70,375 | 77,911 | 4,411 |
| – Long to Short Ratio: | 0.9 to 1 | 1.0 to 1 | 2.2 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 11.5 | 86.9 | 64.5 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish-Extreme | Bullish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -3.8 | 3.1 | 5.6 |
Brazilian Real Futures:
The Brazilian Real large speculator standing this week was a net position of 20,048 contracts in the data reported through Tuesday. This was a weekly boost of 15,960 contracts from the previous week which had a total of 4,088 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 100.0 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 95.9 percent.
| BRAZIL REAL Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 69.9 | 20.1 | 9.5 |
| – Percent of Open Interest Shorts: | 22.7 | 71.8 | 5.0 |
| – Net Position: | 20,048 | -21,967 | 1,919 |
| – Gross Longs: | 29,705 | 8,561 | 4,035 |
| – Gross Shorts: | 9,657 | 30,528 | 2,116 |
| – Long to Short Ratio: | 3.1 to 1 | 0.3 to 1 | 1.9 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 100.0 | 0.0 | 95.9 |
| – COT Index Reading (3 Year Range): | Bullish-Extreme | Bearish-Extreme | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 65.0 | -66.0 | 14.8 |
Russian Ruble Futures:
The Russian Ruble large speculator standing this week was a net position of 1,740 contracts in the data reported through Tuesday. This was a weekly reduction of -2,846 contracts from the previous week which had a total of 4,586 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 17.5 percent. The commercials are Bullish with a score of 78.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 92.9 percent.
| RUSSIAN RUBLE Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 27.2 | 62.7 | 7.2 |
| – Percent of Open Interest Shorts: | 23.1 | 70.4 | 3.7 |
| – Net Position: | 1,740 | -3,245 | 1,505 |
| – Gross Longs: | 11,480 | 26,447 | 3,053 |
| – Gross Shorts: | 9,740 | 29,692 | 1,548 |
| – Long to Short Ratio: | 1.2 to 1 | 0.9 to 1 | 2.0 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 17.5 | 78.1 | 92.9 |
| – COT Index Reading (3 Year Range): | Bearish-Extreme | Bullish | Bullish-Extreme |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | -11.0 | 7.9 | 39.9 |
Bitcoin Futures:
The Bitcoin large speculator standing this week was a net position of -1,181 contracts in the data reported through Tuesday. This was a weekly boost of 261 contracts from the previous week which had a total of -1,442 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 70.7 percent. The commercials are Bearish with a score of 43.2 percent and the small traders (not shown in chart) are Bearish with a score of 25.1 percent.
| BITCOIN Statistics | SPECULATORS | COMMERCIALS | SMALL TRADERS |
| – Percent of Open Interest Longs: | 63.5 | 3.1 | 25.2 |
| – Percent of Open Interest Shorts: | 79.1 | 1.7 | 10.9 |
| – Net Position: | -1,181 | 103 | 1,078 |
| – Gross Longs: | 4,804 | 235 | 1,903 |
| – Gross Shorts: | 5,985 | 132 | 825 |
| – Long to Short Ratio: | 0.8 to 1 | 1.8 to 1 | 2.3 to 1 |
| NET POSITION TREND: | |||
| – COT Index Score (3 Year Range Pct): | 70.7 | 43.2 | 25.1 |
| – COT Index Reading (3 Year Range): | Bullish | Bearish | Bearish |
| NET POSITION MOVEMENT INDEX: | |||
| – 6-Week Change in Strength Index: | 20.5 | -17.1 | -19.0 |
Article By CountingPips.com – Receive our weekly COT Reports by Email
*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).
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