COT Stock Market Charts: VIX Volatility, Dow-Mini, Nasdaq, SP500-Mini, Emerging Markets

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.


VIX Volatility Futures:

Federal Funds 30-Day Bonds Futures COT ChartThe VIX Volatility large speculator standing this week was a net position of -61,349 contracts in the data reported through Tuesday. This was a weekly boost of 5,749 contracts from the previous week which had a total of -67,098 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 59.8 percent. The commercials are Bearish with a score of 41.9 percent and the small traders (not shown in chart) are Bearish with a score of 26.6 percent.

VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.5 51.7 6.5
– Percent of Open Interest Shorts: 40.5 30.2 9.0
– Net Position: -61,349 69,199 -7,850
– Gross Longs: 69,112 166,506 21,021
– Gross Shorts: 130,461 97,307 28,871
– Long to Short Ratio: 0.5 to 1 1.7 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 59.8 41.9 26.6
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 0.2 0.8 -10.0

 


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S&P500 Mini Futures:

2-Year Treasury Bonds Futures COT ChartThe S&P500 Mini large speculator standing this week was a net position of 75,439 contracts in the data reported through Tuesday. This was a weekly reduction of -118 contracts from the previous week which had a total of 75,557 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 66.9 percent. The commercials are Bearish with a score of 47.5 percent and the small traders (not shown in chart) are Bearish with a score of 32.1 percent.

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.5 71.5 10.4
– Percent of Open Interest Shorts: 12.6 75.4 9.4
– Net Position: 75,439 -102,548 27,109
– Gross Longs: 408,065 1,882,685 275,000
– Gross Shorts: 332,626 1,985,233 247,891
– Long to Short Ratio: 1.2 to 1 0.9 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 66.9 47.5 32.1
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 19.0 2.7 -25.7

 


Dow Jones Mini Futures:

5-Year Treasury Bonds Futures COT ChartThe Dow Jones Mini large speculator standing this week was a net position of 9,211 contracts in the data reported through Tuesday. This was a weekly advance of 2,862 contracts from the previous week which had a total of 6,349 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 45.5 percent. The commercials are Bearish with a score of 46.0 percent and the small traders (not shown in chart) are Bullish with a score of 78.4 percent.

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 41.8 39.9 16.7
– Percent of Open Interest Shorts: 33.6 54.8 10.0
– Net Position: 9,211 -16,686 7,475
– Gross Longs: 46,678 44,513 18,638
– Gross Shorts: 37,467 61,199 11,163
– Long to Short Ratio: 1.2 to 1 0.7 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 45.5 46.0 78.4
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 22.7 -22.7 4.7

 


Nasdaq Mini Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Nasdaq Mini large speculator standing this week was a net position of -4,256 contracts in the data reported through Tuesday. This was a weekly decrease of -2,685 contracts from the previous week which had a total of -1,571 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 72.7 percent. The commercials are Bearish with a score of 40.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 4.3 percent.

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 29.3 55.7 13.6
– Percent of Open Interest Shorts: 31.1 46.2 21.2
– Net Position: -4,256 21,933 -17,677
– Gross Longs: 67,964 129,286 31,534
– Gross Shorts: 72,220 107,353 49,211
– Long to Short Ratio: 0.9 to 1 1.2 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 72.7 40.0 4.3
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.7 -1.0 -19.4

 


Russell 2000 Mini Futures:

Ultra 10-Year Treasury Notes Bonds Futures COT ChartThe Russell 2000 Mini large speculator standing this week was a net position of -43,092 contracts in the data reported through Tuesday. This was a weekly reduction of -1,185 contracts from the previous week which had a total of -41,907 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 31.0 percent. The commercials are Bullish with a score of 67.5 percent and the small traders (not shown in chart) are Bullish with a score of 53.6 percent.

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 12.0 80.1 6.9
– Percent of Open Interest Shorts: 22.2 71.6 5.2
– Net Position: -43,092 35,826 7,266
– Gross Longs: 50,612 337,536 29,122
– Gross Shorts: 93,704 301,710 21,856
– Long to Short Ratio: 0.5 to 1 1.1 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 31.0 67.5 53.6
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.2 4.0 4.4

 


Nikkei Stock Average (USD) Futures:

US Year Treasury Notes Long Bonds Futures COT ChartThe Nikkei Stock Average (USD) large speculator standing this week was a net position of -6,291 contracts in the data reported through Tuesday. This was a weekly decrease of -2,038 contracts from the previous week which had a total of -4,253 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 32.8 percent. The commercials are Bullish with a score of 78.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.1 percent.

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.6 59.4 23.9
– Percent of Open Interest Shorts: 56.5 12.0 31.4
– Net Position: -6,291 7,480 -1,189
– Gross Longs: 2,621 9,377 3,772
– Gross Shorts: 8,912 1,897 4,961
– Long to Short Ratio: 0.3 to 1 4.9 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 32.8 78.4 8.1
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.2 16.5 -31.8

 


MSCI EAFE Mini Futures:

Ultra US Year Treasury Notes Long Bonds Futures COT ChartThe MSCI EAFE Mini large speculator standing this week was a net position of 22,826 contracts in the data reported through Tuesday. This was a weekly decrease of -1,350 contracts from the previous week which had a total of 24,176 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 43.3 percent. The commercials are Bullish with a score of 50.4 percent and the small traders (not shown in chart) are Bullish with a score of 66.6 percent.

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.9 88.1 2.6
– Percent of Open Interest Shorts: 3.5 94.8 1.3
– Net Position: 22,826 -28,410 5,584
– Gross Longs: 37,951 376,712 11,289
– Gross Shorts: 15,125 405,122 5,705
– Long to Short Ratio: 2.5 to 1 0.9 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 43.3 50.4 66.6
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.8 9.9 9.7

 


MSCI Emerging Mkts Mini Futures:

Eurodollar Bonds Futures COT ChartThe MSCI Emerging Mkts Mini large speculator standing this week was a net position of 38,211 contracts in the data reported through Tuesday. This was a weekly decline 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).