COT Bonds Futures Charts: 3-Month Eurodollars, Fed Funds, 10-Year, 5-Year, Ultra Treasury Notes

July 10, 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 July 6th 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


3-Month Eurodollars Futures:

Eurodollar Bonds Futures COT ChartThe 3-Month Eurodollars large speculator standing this week came in at a net position of -1,197,398 contracts in the data reported through Tuesday. This was a weekly reduction of -116,804 contracts from the previous week which had a total of -1,080,594 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 35.9 percent. The commercials are Bullish with a score of 58.4 percent and the small traders (not shown in chart) are Bullish with a score of 77.7 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.3 61.0 5.0
– Percent of Open Interest Shorts: 23.0 49.7 6.6
– Net Position: -1,197,398 1,390,291 -192,893
– Gross Longs: 1,639,947 7,524,901 617,224
– Gross Shorts: 2,837,345 6,134,610 810,117
– Long to Short Ratio: 0.6 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 35.9 58.4 77.7
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.8 13.1 3.3

 


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30-Day Federal Funds Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe 30-Day Federal Funds large speculator standing this week came in at a net position of -182,471 contracts in the data reported through Tuesday. This was a weekly lift of 17,559 contracts from the previous week which had a total of -200,030 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 17.1 percent. The commercials are Bullish-Extreme with a score of 82.6 percent and the small traders (not shown in chart) are Bullish with a score of 62.0 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 4.4 74.8 3.0
– Percent of Open Interest Shorts: 22.3 56.4 3.5
– Net Position: -182,471 187,461 -4,990
– Gross Longs: 45,200 762,577 30,387
– Gross Shorts: 227,671 575,116 35,377
– Long to Short Ratio: 0.2 to 1 1.3 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 17.1 82.6 62.0
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 8.1 -8.5 8.8

 


2-Year Treasury Note Futures:

2-Year Treasury Bonds Futures COT ChartThe 2-Year Treasury Note large speculator standing this week came in at a net position of -198,362 contracts in the data reported through Tuesday. This was a weekly fall of -7,106 contracts from the previous week which had a total of -191,256 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 55.0 percent. The commercials are Bullish with a score of 56.0 percent and the small traders (not shown in chart) are Bearish with a score of 33.6 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.7 72.9 6.8
– Percent of Open Interest Shorts: 27.2 63.3 6.9
– Net Position: -198,362 200,657 -2,295
– Gross Longs: 367,372 1,516,655 140,979
– Gross Shorts: 565,734 1,315,998 143,274
– Long to Short Ratio: 0.6 to 1 1.2 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 55.0 56.0 33.6
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.2 21.8 -29.9

 


5-Year Treasury Note Futures:

5-Year Treasury Bonds Futures COT ChartThe 5-Year Treasury Note large speculator standing this week came in at a net position of -217,303 contracts in the data reported through Tuesday. This was a weekly fall of -2,948 contracts from the previous week which had a total of -214,355 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 67.5 percent. The commercials are Bearish with a score of 41.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.0 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.7 79.8 8.1
– Percent of Open Interest Shorts: 17.0 69.4 12.2
– Net Position: -217,303 361,799 -144,496
– Gross Longs: 374,520 2,782,568 282,444
– Gross Shorts: 591,823 2,420,769 426,940
– Long to Short Ratio: 0.6 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.5 41.8 6.0
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -10.5 12.5 -17.3

 


10-Year Treasury Note Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe 10-Year Treasury Note large speculator standing this week came in at a net position of -25,593 contracts in the data reported through Tuesday. This was a weekly boost of 34,367 contracts from the previous week which had a total of -59,960 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 Bullish with a score of 78.6 percent. The commercials are Bearish with a score of 44.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.9 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.9 68.4 7.9
– Percent of Open Interest Shorts: 22.5 61.9 13.8
– Net Position: -25,593 279,342 -253,749
– Gross Longs: 937,436 2,921,071 337,117
– Gross Shorts: 963,029 2,641,729 590,866
– 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): 78.6 44.7 6.9
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.0 10.1 6.9

 


Ultra 10-Year Notes Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Ultra 10-Year Notes large speculator standing this week came in at a net position of 158,913 contracts in the data reported through Tuesday. This was a weekly decline of -38,070 contracts from the previous week which had a total of 196,983 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 69.7 percent. The commercials are Bearish with a score of 40.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 9.8 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.6 75.4 7.6
– Percent of Open Interest Shorts: 6.3 76.2 17.1
– Net Position: 158,913 -12,998 -145,915
– Gross Longs: 255,942 1,161,377 117,138
– Gross Shorts: 97,029 1,174,375 263,053
– Long to Short Ratio: 2.6 to 1 1.0 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 69.7 40.6 9.8
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.3 0.8 7.2

 


US Treasury Bonds Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe US Treasury Bonds large speculator standing this week came in at a net position of -107,911 contracts in the data reported through Tuesday. This was a weekly reduction of -11,932 contracts from the previous week which had a total of -95,979 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 with a score of 54.6 percent. The commercials are Bullish with a score of 57.1 percent and the small traders (not shown in chart) are Bearish with a score of 46.1 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.7 73.9 15.1
– Percent of Open Interest Shorts: 17.9 64.0 15.8
– Net Position: -107,911 116,135 -8,224
– Gross Longs: 101,780 866,067 176,987
– Gross Shorts: 209,691 749,932 185,211
– Long to Short Ratio: 0.5 to 1 1.2 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 54.6 57.1 46.1
– COT Index Reading (3 Year Range): Bullish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.1 -19.2 38.8

 


Ultra US Treasury Bonds Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Ultra US Treasury Bonds large speculator standing this week came in at a net position of -235,067 contracts in the data reported through Tuesday. This was a weekly decline of -18,678 contracts from the previous week which had a total of -216,389 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 89.3 percent. The commercials are Bearish with a score of 37.7 percent and the small traders (not shown in chart) are Bearish with a score of 26.2 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 9.3 78.3 12.0
– Percent of Open Interest Shorts: 29.0 58.4 12.2
– Net Position: -235,067 237,915 -2,848
– Gross Longs: 110,783 934,337 143,245
– Gross Shorts: 345,850 696,422 146,093
– Long to Short Ratio: 0.3 to 1 1.3 to 1 1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.3 37.7 26.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.9 -22.2 25.3

 


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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).