COT Stock Market Futures Charts: Emerging Markets, VIX, Dow-Mini, Nasdaq-Mini, SP500, Russell-2000-Mini

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 06 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 -67,098 contracts in the data reported through Tuesday. This was a weekly decline of -407 contracts from the previous week which had a total of -66,691 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 57.6 percent. The commercials are Bearish with a score of 42.9 percent and the small traders (not shown in chart) are Bearish with a score of 38.9 percent.

VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 23.3 50.9 6.7
– Percent of Open Interest Shorts: 42.9 29.9 8.1
– Net Position: -67,098 71,711 -4,613
– Gross Longs: 79,320 173,563 22,879
– Gross Shorts: 146,418 101,852 27,492
– Long to Short Ratio: 0.5 to 1 1.7 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 57.6 42.9 38.9
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.3 1.4 9.0

 


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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 75,557 contracts in the data reported through Tuesday. This was a weekly rise of 20,390 contracts from the previous week which had a total of 55,167 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 48.6 percent and the small traders (not shown in chart) are Bearish with a score of 30.8 percent.

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.4 72.0 10.4
– Percent of Open Interest Shorts: 12.5 75.7 9.5
– Net Position: 75,557 -96,773 21,216
– Gross Longs: 403,183 1,878,439 270,515
– Gross Shorts: 327,626 1,975,212 249,299
– Long to Short Ratio: 1.2 to 1 1.0 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 66.9 48.6 30.8
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 16.6 1.7 -21.8

 


Dow Jones Mini Futures:

5-Year Treasury Bonds Futures COT ChartThe Dow Jones Mini large speculator standing this week was a net position of 6,349 contracts in the data reported through Tuesday. This was a weekly rise of 7,174 contracts from the previous week which had a total of -825 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 42.0 percent. The commercials are Bullish with a score of 50.5 percent and the small traders (not shown in chart) are Bullish with a score of 72.5 percent.

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 37.8 43.8 16.1
– Percent of Open Interest Shorts: 31.8 55.7 10.1
– Net Position: 6,349 -12,705 6,356
– Gross Longs: 40,085 46,373 17,048
– Gross Shorts: 33,736 59,078 10,692
– Long to Short Ratio: 1.2 to 1 0.8 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 42.0 50.5 72.5
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 23.2 -21.7 -2.3

 


Nasdaq Mini Futures:

10-Year Treasury Notes Bonds Futures COT ChartThe Nasdaq Mini large speculator standing this week was a net position of -1,571 contracts in the data reported through Tuesday. This was a weekly advance of 6,528 contracts from the previous week which had a total of -8,099 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 37.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.7 percent.

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 28.8 55.1 14.4
– Percent of Open Interest Shorts: 29.5 47.5 21.3
– Net Position: -1,571 17,302 -15,731
– Gross Longs: 65,755 125,742 32,891
– Gross Shorts: 67,326 108,440 48,622
– Long to Short Ratio: 1.0 to 1 1.2 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 74.2 37.2 8.7
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.5 -3.1 -15.0

 


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 -41,907 contracts in the data reported through Tuesday. This was a weekly decline of -6,657 contracts from the previous week which had a total of -35,250 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 31.8 percent. The commercials are Bullish with a score of 66.5 percent and the small traders (not shown in chart) are Bullish with a score of 54.5 percent.

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.8 80.4 6.8
– Percent of Open Interest Shorts: 21.8 72.2 5.0
– Net Position: -41,907 34,318 7,589
– Gross Longs: 49,724 337,570 28,619
– Gross Shorts: 91,631 303,252 21,030
– Long to Short Ratio: 0.5 to 1 1.1 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 31.8 66.5 54.5
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.5 6.1 -3.7

 


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 -4,253 contracts in the data reported through Tuesday. This was a weekly advance of 593 contracts from the previous week which had a total of -4,846 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 39.5 percent. The commercials are Bullish with a score of 74.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.0 59.0 21.9
– Percent of Open Interest Shorts: 44.4 22.3 33.3
– Net Position: -4,253 6,152 -1,899
– Gross Longs: 3,181 9,895 3,677
– Gross Shorts: 7,434 3,743 5,576
– Long to Short Ratio: 0.4 to 1 2.6 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 39.5 74.0 0.0
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.7 9.2 -29.3

 


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 24,176 contracts in the data reported through Tuesday. This was a weekly decrease of -710 contracts from the previous week which had a total of 24,886 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 Bullish with a score of 51.1 percent and the small traders (not shown in chart) are Bullish with a score of 50.7 percent.

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.9 88.3 2.6
– Percent of Open Interest Shorts: 3.2 94.9 1.7
– Net Position: 24,176 -28,014 3,838
– Gross Longs: 37,584 374,464 10,875
– Gross Shorts: 13,408 402,478 7,037
– Long to Short Ratio: 2.8 to 1 0.9 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 45.5 51.1 50.7
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.3 0.7 -2.1

 


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 reduction 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).