COT Currency Futures Charts: US Dollar, Swiss Franc, Euro, Brazil Real, Japanese Yen, Pound, Peso, Bitcoin

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. 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 7,569 contracts in the data reported through Tuesday. This was a weekly rise of 8,017 contracts from the previous week which had a total of -448 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 38.8 percent. The commercials are Bullish with a score of 53.0 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 89.9 percent.

US DOLLAR INDEX Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 73.8 2.0 20.3
– Percent of Open Interest Shorts: 53.4 37.0 5.7
– Net Position: 7,569 -13,020 5,451
– Gross Longs: 27,442 735 7,557
– Gross Shorts: 19,873 13,755 2,106
– Long to Short Ratio: 1.4 to 1 0.1 to 1 3.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 38.8 53.0 89.9
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 8.3 -12.7 36.7

 


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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 77,190 contracts in the data reported through Tuesday. This was a weekly fall of -9,956 contracts from the previous week which had a total of 87,146 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 58.7 percent. The commercials are Bearish with a score of 40.6 percent and the small traders (not shown in chart) are Bullish with a score of 57.4 percent.

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.5 55.2 13.5
– Percent of Open Interest Shorts: 19.4 73.0 6.8
– Net Position: 77,190 -124,158 46,968
– Gross Longs: 212,998 386,189 94,301
– Gross Shorts: 135,808 510,347 47,333
– Long to Short Ratio: 1.6 to 1 0.8 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 58.7 40.6 57.4
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.2 15.7 -42.6

 


British Pound Sterling Futures:

5-Year Treasury Bonds Futures COT ChartThe British Pound Sterling large speculator standing this week recorded a net position of 21,903 contracts in the data reported through Tuesday. This was a weekly rise of 4,180 contracts from the previous week which had a total of 17,723 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 89.8 percent. The commercials are Bearish-Extreme with a score of 14.6 percent and the small traders (not shown in chart) are Bullish with a score of 63.0 percent.

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.0 49.4 16.7
– Percent of Open Interest Shorts: 19.8 63.7 14.7
– Net Position: 21,903 -25,435 3,532
– Gross Longs: 57,232 88,387 29,841
– Gross Shorts: 35,329 113,822 26,309
– Long to Short Ratio: 1.6 to 1 0.8 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.8 14.6 63.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.3 14.6 -33.2

 


Japanese Yen Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Japanese Yen large speculator standing this week recorded a net position of -69,136 contracts in the data reported through Tuesday. This was a weekly gain of 759 contracts from the previous week which had a total of -69,895 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 27.8 percent. The commercials are Bullish with a score of 78.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.3 percent.

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.4 75.8 8.1
– Percent of Open Interest Shorts: 49.1 31.0 19.3
– Net Position: -69,136 92,131 -22,995
– Gross Longs: 31,625 155,707 16,701
– Gross Shorts: 100,761 63,576 39,696
– Long to Short Ratio: 0.3 to 1 2.4 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 27.8 78.2 12.3
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.5 14.6 -22.5

 


Swiss Franc Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Swiss Franc large speculator standing this week recorded a net position of 10,162 contracts in the data reported through Tuesday. This was a weekly decline of -903 contracts from the previous week which had a total of 11,065 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 89.1 percent. The commercials are Bearish with a score of 28.4 percent and the small traders (not shown in chart) are Bearish with a score of 37.3 percent.

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 43.0 35.2 21.4
– Percent of Open Interest Shorts: 20.3 36.2 43.2
– Net Position: 10,162 -446 -9,716
– Gross Longs: 19,230 15,763 9,595
– Gross Shorts: 9,068 16,209 19,311
– Long to Short Ratio: 2.1 to 1 1.0 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.1 28.4 37.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 17.7 -4.4 -20.4

 


Canadian Dollar Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Canadian Dollar large speculator standing this week recorded a net position of 41,178 contracts in the data reported through Tuesday. This was a weekly decline of -4,623 contracts from the previous week which had a total of 45,801 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-Extreme with a score of 9.9 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 85.2 percent.

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 34.6 42.6 21.9
– Percent of Open Interest Shorts: 14.2 75.6 9.3
– Net Position: 41,178 -66,667 25,489
– Gross Longs: 69,923 86,106 44,346
– Gross Shorts: 28,745 152,773 18,857
– Long to Short Ratio: 2.4 to 1 0.6 to 1 2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.3 9.9 85.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.0 5.6 -7.9

 


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 -24,870 contracts in the data reported through Tuesday. This was a weekly fall of -7,070 contracts from the previous week which had a total of -17,800 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 54.0 percent. The commercials are Bearish with a score of 43.4 percent and the small traders (not shown in chart) are Bullish with a score of 53.6 percent.

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 36.2 46.8 15.8
– Percent of Open Interest Shorts: 53.1 28.8 16.9
– Net Position: -24,870 26,485 -1,615
– Gross Longs: 53,352 68,894 23,265
– Gross Shorts: 78,222 42,409 24,880
– Long to Short Ratio: 0.7 to 1 1.6 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 54.0 43.4 53.6
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -26.8 33.0 -33.4

 


New Zealand Dollar Futures:

Eurodollar Bonds Futures COT ChartThe New Zealand Dollar large speculator standing this week recorded a net position of 1,761 contracts in the data reported through Tuesday. This was a weekly decrease of -1,363 contracts from the previous week which had a total of 3,124 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 74.2 percent. The commercials are Bearish with a score of 25.7 percent and the small traders (not shown in chart) are Bullish with a score of 67.9 percent.

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 46.5 39.6 11.1
– Percent of Open Interest Shorts: 42.3 46.9 8.0
– Net Position: 1,761 -3,063 1,302
– Gross Longs: 19,412 16,518 4,622
– Gross Shorts: 17,651 19,581 3,320
– Long to Short Ratio: 1.1 to 1 0.8 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 74.2 25.7 67.9
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.4 13.3 -20.1

 


Mexican Peso Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Mexican Peso large speculator standing this week recorded a net position of -22,333 contracts in the data reported through Tuesday. This was a weekly decline of -2,879 contracts from the previous week which had a total of -19,454 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 3.6 percent. The commercials are Bullish-Extreme with a score of 94.4 percent and the small traders (not shown in chart) are Bullish with a score of 66.7 percent.

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 48.0 45.8 5.6
– Percent of Open Interest Shorts: 63.2 34.4 1.8
– Net Position: -22,333 16,747 5,586
– Gross Longs: 70,788 67,470 8,220
– Gross Shorts: 93,121 50,723 2,634
– Long to Short Ratio: 0.8 to 1 1.3 to 1 3.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 3.6 94.4 66.7
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.9 6.4 3.6

 


Brazilian Real Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Brazilian Real large speculator standing this week recorded a net position of 21,305 contracts in the data reported through Tuesday. This was a weekly gain of 819 contracts from the previous week which had a total of 20,486 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 93.0 percent.

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 72.3 19.3 8.3
– Percent of Open Interest Shorts: 23.5 73.0 3.3
– Net Position: 21,305 -23,470 2,165
– Gross Longs: 31,593 8,438 3,628
– Gross Shorts: 10,288 31,908 1,463
– Long to Short Ratio: 3.1 to 1 0.3 to 1 2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 100.0 0.0 93.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 21.6 -22.3 8.0

 


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 8,897 contracts in the data reported through Tuesday. This was a weekly decrease of -1,441 contracts from the previous week which had a total of 10,338 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 34.4 percent. The commercials are Bullish with a score of 62.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.5 percent.

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 40.3 53.7 6.0
– Percent of Open Interest Shorts: 21.0 75.8 3.2
– Net Position: 8,897 -10,154 1,257
– Gross Longs: 18,556 24,696 2,742
– Gross Shorts: 9,659 34,850 1,485
– Long to Short Ratio: 1.9 to 1 0.7 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 34.4 62.3 80.5
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 8.3 -8.3 2.4

 


Bitcoin Futures:

Eurodollar Bonds Futures COT ChartThe Bitcoin large speculator standing this week recorded a net position of -1,271 contracts in the data reported through Tuesday. This was a weekly gain of 74 contracts from the previous week which had a total of -1,345 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 68.2 percent. The commercials are Bullish-Extreme with a score of 82.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.7 percent.

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 58.3 8.2 23.3
– Percent of Open Interest Shorts: 76.8 1.6 11.4
– Net Position: -1,271 450 821
– Gross Longs: 4,018 562 1,603
– Gross Shorts: 5,289 112 782
– Long to Short Ratio: 0.8 to 1 5.0 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 68.2 82.3 16.7
– COT Index Reading (3 Year Range): Bullish Bullish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 11.3 3.9 -14.4

 


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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).