COT Currency Charts: US Dollar, Kiwi, Japanese Yen, Pound Sterling, Loonie, Peso, Bitcoin Futures

July 18, 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 13 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:

Federal Funds 30-Day Bonds Futures COT ChartThe US Dollar Index large speculator standing this week recorded a net position of 11,257 contracts in the data reported through Tuesday. This was a weekly lift of 3,688 contracts from the previous week which had a total of 7,569 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 45.2 percent. The commercials are Bearish with a score of 46.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 89.6 percent.

US DOLLAR INDEX Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 72.6 2.9 19.9
– Percent of Open Interest Shorts: 42.9 46.9 5.6
– Net Position: 11,257 -16,687 5,430
– Gross Longs: 27,502 1,081 7,539
– Gross Shorts: 16,245 17,768 2,109
– Long to Short Ratio: 1.7 to 1 0.1 to 1 3.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 45.2 46.9 89.6
– COT Index Reading (3 Year Range): Bearish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 14.3 -18.0 33.0

 


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Euro Currency Futures:

2-Year Treasury Bonds Futures COT ChartThe Euro Currency large speculator standing this week recorded a net position of 59,713 contracts in the data reported through Tuesday. This was a weekly decline of -17,477 contracts from the previous week which had a total of 77,190 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 53.3 percent. The commercials are Bearish with a score of 47.1 percent and the small traders (not shown in chart) are Bearish with a score of 49.2 percent.

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.9 54.9 13.3
– Percent of Open Interest Shorts: 22.2 69.6 7.3
– Net Position: 59,713 -101,371 41,658
– Gross Longs: 212,851 378,329 91,837
– Gross Shorts: 153,138 479,700 50,179
– Long to Short Ratio: 1.4 to 1 0.8 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 53.3 47.1 49.2
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -15.2 23.2 -48.4

 


British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week recorded a net position of 7,969 contracts in the data reported through Tuesday. This was a weekly decline of -13,934 contracts from the previous week which had a total of 21,903 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 79.7 percent. The commercials are Bearish with a score of 22.3 percent and the small traders (not shown in chart) are Bullish with a score of 65.2 percent.

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 25.9 54.9 17.9
– Percent of Open Interest Shorts: 21.3 62.2 15.3
– Net Position: 7,969 -12,555 4,586
– Gross Longs: 44,686 94,672 30,912
– Gross Shorts: 36,717 107,227 26,326
– Long to Short Ratio: 1.2 to 1 0.9 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 79.7 22.3 65.2
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.6 18.1 -30.0

 


Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week recorded a net position of -56,250 contracts in the data reported through Tuesday. This was a weekly boost of 12,886 contracts from the previous week which had a total of -69,136 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 35.6 percent. The commercials are Bullish with a score of 70.0 percent and the small traders (not shown in chart) are Bearish with a score of 20.9 percent.

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.9 71.5 8.1
– Percent of Open Interest Shorts: 47.5 34.8 17.2
– Net Position: -56,250 74,736 -18,486
– Gross Longs: 40,440 145,716 16,520
– Gross Shorts: 96,690 70,980 35,006
– Long to Short Ratio: 0.4 to 1 2.1 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 35.6 70.0 20.9
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.5 5.8 -5.8

 


Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week recorded a net position of 7,137 contracts in the data reported through Tuesday. This was a weekly reduction of -3,025 contracts from the previous week which had a total of 10,162 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 84.4 percent. The commercials are Bearish with a score of 31.3 percent and the small traders (not shown in chart) are Bearish with a score of 35.8 percent.

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 39.5 40.9 19.3
– Percent of Open Interest Shorts: 23.9 36.1 39.8
– Net Position: 7,137 2,225 -9,362
– Gross Longs: 18,074 18,707 8,825
– Gross Shorts: 10,937 16,482 18,187
– Long to Short Ratio: 1.7 to 1 1.1 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 84.4 31.3 35.8
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.6 2.2 -26.1

 


Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week recorded a net position of 26,376 contracts in the data reported through Tuesday. This was a weekly reduction of -14,802 contracts from the previous week which had a total of 41,178 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 77.0 percent. The commercials are Bearish with a score of 20.1 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.1 percent.

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 31.8 46.1 21.3
– Percent of Open Interest Shorts: 18.5 71.5 9.2
– Net Position: 26,376 -50,450 24,074
– Gross Longs: 63,107 91,664 42,347
– Gross Shorts: 36,731 142,114 18,273
– Long to Short Ratio: 1.7 to 1 0.6 to 1 2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 77.0 20.1 83.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -18.7 20.1 -14.5

 


Australian Dollar Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Australian Dollar large speculator standing this week recorded a net position of -28,788 contracts in the data reported through Tuesday. This was a weekly lowering of -3,918 contracts from the previous week which had a total of -24,870 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 49.6 percent. The commercials are Bullish with a score of 50.2 percent and the small traders (not shown in chart) are Bearish with a score of 44.3 percent.

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 36.4 49.2 13.5
– Percent of Open Interest Shorts: 54.8 27.0 17.2
– Net Position: -28,788 34,603 -5,815
– Gross Longs: 56,721 76,758 21,022
– Gross Shorts: 85,509 42,155 26,837
– Long to Short Ratio: 0.7 to 1 1.8 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 49.6 50.2 44.3
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -30.0 39.1 -43.4

 


New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week recorded a net position of 3,230 contracts in the data reported through Tuesday. This was a weekly advance of 1,469 contracts from the previous week which had a total of 1,761 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 76.7 percent. The commercials are Bearish with a score of 26.1 percent and the small traders (not shown in chart) are Bearish with a score of 48.6 percent.

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 48.6 40.0 9.2
– Percent of Open Interest Shorts: 41.0 46.6 10.2
– Net Position: 3,230 -2,794 -436
– Gross Longs: 20,627 17,004 3,899
– Gross Shorts: 17,397 19,798 4,335
– Long to Short Ratio: 1.2 to 1 0.9 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 76.7 26.1 48.6
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.5 10.0 -42.0

 


Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week recorded a net position of -27,432 contracts in the data reported through Tuesday. This was a weekly decline of -5,099 contracts from the previous week which had a total of -22,333 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 1.0 percent. The commercials are Bullish-Extreme with a score of 97.9 percent and the small traders (not shown in chart) are Bullish with a score of 58.7 percent.

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 46.6 48.1 4.6
– Percent of Open Interest Shorts: 65.0 32.2 2.1
– Net Position: -27,432 23,739 3,693
– Gross Longs: 69,611 71,908 6,900
– Gross Shorts: 97,043 48,169 3,207
– Long to Short Ratio: 0.7 to 1 1.5 to 1 2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 1.0 97.9 58.7
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.9 12.1 -3.2

 


Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week recorded a net position of 22,220 contracts in the data reported through Tuesday. This was a weekly lift of 915 contracts from the previous week which had a total of 21,305 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 87.8 percent.

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 72.1 18.6 9.0
– Percent of Open Interest Shorts: 14.8 80.3 4.5
– Net Position: 22,220 -23,954 1,734
– Gross Longs: 27,968 7,195 3,490
– Gross Shorts: 5,748 31,149 1,756
– Long to Short Ratio: 4.9 to 1 0.2 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 100.0 0.0 87.8
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 24.7 -24.0 -4.6

 


Russian Ruble Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe Russian Ruble large speculator standing this week recorded a net position of 5,791 contracts in the data reported through Tuesday. This was a weekly decline of -3,106 contracts from the previous week which had a total of 8,897 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 27.1 percent. The commercials are Bullish with a score of 69.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 82.8 percent.

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 34.9 59.7 5.3
– Percent of Open Interest Shorts: 23.0 74.3 2.6
– Net Position: 5,791 -7,120 1,329
– Gross Longs: 17,036 29,153 2,580
– Gross Shorts: 11,245 36,273 1,251
– Long to Short Ratio: 1.5 to 1 0.8 to 1 2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 27.1 69.2 82.8
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.9 -3.7 13.3

 


Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week recorded a net position of -1,167 contracts in the data reported through Tuesday. This was a weekly advance of 104 contracts from the previous week which had a total of -1,271 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 71.1 percent. The commercials are Bullish-Extreme with a score of 81.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.5 percent.

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 62.8 7.6 21.6
– Percent of Open Interest Shorts: 79.2 1.5 11.4
– Net Position: -1,167 441 726
– Gross Longs: 4,476 545 1,542
– Gross Shorts: 5,643 104 816
– Long to Short Ratio: 0.8 to 1 5.2 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 71.1 81.3 13.5
– COT Index Reading (3 Year Range): Bullish Bullish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 7.8 13.6 -13.0

 


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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).