Archive for Bonds

COT Bonds Charts: 5-Year Treasury Notes, Eurodollar, Fed Funds, 10-Year Treasury Notes,

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 June 08 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:


The 3-Month Eurodollars large speculator standing this week equaled a net position of -426,278 contracts in the data reported through Tuesday. This was a weekly gain of 19,229 contracts from the previous week which had a total of -445,507 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 49.1 percent. The commercials are Bearish with a score of 45.3 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 85.6 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.2 51.0 5.0
– Percent of Open Interest Shorts: 24.3 46.9 6.0
– Net Position: -426,278 558,021 -131,743
– Gross Longs: 2,884,621 6,951,798 684,419
– Gross Shorts: 3,310,899 6,393,777 816,162
– Long to Short Ratio: 0.9 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 49.1 45.3 85.6
– COT Index Reading (3 Year Range): Bearish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.2 8.5 29.5

 


30-Day Federal Funds Futures:


The 30-Day Federal Funds large speculator standing this week equaled a net position of -320,917 contracts in the data reported through Tuesday. This was a weekly decline of -23,739 contracts from the previous week which had a total of -297,178 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 Bearish-Extreme with a score of 0.0 percent. The commercials are Bullish-Extreme with a score of 100.0 percent and the small traders (not shown in chart) are Bullish with a score of 53.7 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 2.3 79.7 2.0
– Percent of Open Interest Shorts: 32.8 48.3 2.9
– Net Position: -320,917 330,488 -9,571
– Gross Longs: 23,915 839,012 20,607
– Gross Shorts: 344,832 508,524 30,178
– Long to Short Ratio: 0.1 to 1 1.6 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.0 100.0 53.7
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -18.5 18.0 2.4

 


2-Year Treasury Note Futures:


The 2-Year Treasury Note large speculator standing this week equaled a net position of -115,533 contracts in the data reported through Tuesday. This was a weekly decrease of -32,472 contracts from the previous week which had a total of -83,061 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 68.5 percent. The commercials are Bearish with a score of 31.1 percent and the small traders (not shown in chart) are Bullish with a score of 58.3 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 23.1 67.6 7.5
– Percent of Open Interest Shorts: 28.5 64.2 5.4
– Net Position: -115,533 71,107 44,426
– Gross Longs: 493,368 1,442,138 159,370
– Gross Shorts: 608,901 1,371,031 114,944
– Long to Short Ratio: 0.8 to 1 1.1 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 68.5 31.1 58.3
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 24.8 -23.5 7.0

 


5-Year Treasury Note Futures:


The 5-Year Treasury Note large speculator standing this week equaled a net position of -138,178 contracts in the data reported through Tuesday. This was a weekly lowering of -15,476 contracts from the previous week which had a total of -122,702 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 75.7 percent. The commercials are Bearish with a score of 28.0 percent and the small traders (not shown in chart) are Bearish with a score of 39.6 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 12.4 76.8 9.1
– Percent of Open Interest Shorts: 16.3 70.8 11.1
– Net Position: -138,178 206,021 -67,843
– Gross Longs: 431,968 2,676,863 318,034
– Gross Shorts: 570,146 2,470,842 385,877
– Long to Short Ratio: 0.8 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 75.7 28.0 39.6
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -15.3 11.0 10.4

 


10-Year Treasury Note Futures:


The 10-Year Treasury Note large speculator standing this week equaled a net position of 173,420 contracts in the data reported through Tuesday. This was a weekly boost of 118,576 contracts from the previous week which had a total of 54,844 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 with a score of 27.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.6 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 22.2 68.9 7.0
– Percent of Open Interest Shorts: 18.3 66.6 13.2
– Net Position: 173,420 100,142 -273,562
– Gross Longs: 983,294 3,045,660 309,631
– Gross Shorts: 809,874 2,945,518 583,193
– Long to Short Ratio: 1.2 to 1 1.0 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 100.0 27.4 1.6
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 12.7 -10.5 -2.4

 


Ultra 10-Year Notes Futures:


The Ultra 10-Year Notes large speculator standing this week equaled a net position of 152,035 contracts in the data reported through Tuesday. This was a weekly lowering of -20,586 contracts from the previous week which had a total of 172,621 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 67.9 percent. The commercials are Bearish with a score of 44.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.7 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.5 71.4 7.2
– Percent of Open Interest Shorts: 9.3 71.4 16.3
– Net Position: 152,035 10 -152,045
– Gross Longs: 305,386 1,181,566 118,378
– Gross Shorts: 153,351 1,181,556 270,423
– Long to Short Ratio: 2.0 to 1 1.0 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.9 44.3 2.7
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.5 -1.1 -16.0

 


US Treasury Bonds Futures:


The US Treasury Bonds large speculator standing this week equaled a net position of -70,588 contracts in the data reported through Tuesday. This was a weekly rise of 23,179 contracts from the previous week which had a total of -93,767 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 68.1 percent. The commercials are Bullish with a score of 58.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 12.5 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.7 75.5 13.4
– Percent of Open Interest Shorts: 14.5 65.5 17.6
– Net Position: -70,588 121,146 -50,558
– Gross Longs: 105,563 915,139 162,815
– Gross Shorts: 176,151 793,993 213,373
– 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): 68.1 58.7 12.5
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 16.5 -18.4 9.4

 


Ultra US Treasury Bonds Futures:


The Ultra US Treasury Bonds large speculator standing this week equaled a net position of -233,264 contracts in the data reported through Tuesday. This was a weekly lift of 24,967 contracts from the previous week which had a total of -258,231 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 82.3 percent. The commercials are Bullish with a score of 52.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.6 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 7.6 80.3 11.2
– Percent of Open Interest Shorts: 27.0 57.8 14.3
– Net Position: -233,264 270,317 -37,053
– Gross Longs: 91,437 966,066 134,668
– Gross Shorts: 324,701 695,749 171,721
– Long to Short Ratio: 0.3 to 1 1.4 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 82.3 52.8 1.6
– COT Index Reading (3 Year Range): Bullish-Extreme Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.5 -1.1 -10.8

 


Article By CountingPips.comReceive our weekly COT Reports by Email

*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).

COT Bonds Futures Charts: Eurodollar, FedFunds, 10-Year, 2-Year, US Treasury Bonds

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 June 01 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:

The 3-Month Eurodollars large speculator standing this week came in at a net position of -445,507 contracts in the data reported through Tuesday. This was a weekly fall of -108,100 contracts from the previous week which had a total of -337,407 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 49.1 percent. The commercials are Bearish with a score of 46.2 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 80.1 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.6 50.7 5.2
– Percent of Open Interest Shorts: 23.9 46.1 6.5
– Net Position: -445,507 619,608 -174,101
– Gross Longs: 2,761,407 6,800,787 691,108
– Gross Shorts: 3,206,914 6,181,179 865,209
– Long to Short Ratio: 0.9 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 49.1 46.2 80.1
– COT Index Reading (3 Year Range): Bearish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.2 10.3 22.8

 


30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week came in at a net position of -297,178 contracts in the data reported through Tuesday. This was a weekly lowering of -49,219 contracts from the previous week which had a total of -247,959 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 100.0 percent and the small traders (not shown in chart) are Bearish with a score of 49.0 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 2.1 79.0 1.8
– Percent of Open Interest Shorts: 31.6 48.3 3.0
– Net Position: -297,178 309,334 -12,156
– Gross Longs: 21,501 796,543 18,208
– Gross Shorts: 318,679 487,209 30,364
– Long to Short Ratio: 0.1 to 1 1.6 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.0 100.0 49.0
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -18.4 18.3 -5.4

 


2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week came in at a net position of -83,061 contracts in the data reported through Tuesday. This was a weekly boost of 58,816 contracts from the previous week which had a total of -141,877 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 75.8 percent. The commercials are Bearish with a score of 25.9 percent and the small traders (not shown in chart) are Bullish with a score of 55.4 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 23.5 67.5 6.9
– Percent of Open Interest Shorts: 27.2 65.5 5.2
– Net Position: -83,061 44,148 38,913
– Gross Longs: 530,011 1,522,220 156,707
– Gross Shorts: 613,072 1,478,072 117,794
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 75.8 25.9 55.4
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 35.0 -32.8 8.4

 


5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week came in at a net position of -122,702 contracts in the data reported through Tuesday. This was a weekly lowering of -6,987 contracts from the previous week which had a total of -115,715 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 77.4 percent. The commercials are Bearish with a score of 28.3 percent and the small traders (not shown in chart) are Bearish with a score of 31.3 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 12.1 77.3 8.7
– Percent of Open Interest Shorts: 15.6 71.4 11.1
– Net Position: -122,702 209,541 -86,839
– Gross Longs: 422,839 2,707,722 303,216
– Gross Shorts: 545,541 2,498,181 390,055
– Long to Short Ratio: 0.8 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 77.4 28.3 31.3
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -10.2 5.6 15.7

 


10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week came in at a net position of 54,844 contracts in the data reported through Tuesday. This was a weekly fall of -49,554 contracts from the previous week which had a total of 104,398 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 38.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 3.9 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.2 69.5 7.3
– Percent of Open Interest Shorts: 20.0 64.7 13.3
– Net Position: 54,844 210,157 -265,001
– Gross Longs: 928,118 3,042,242 318,455
– Gross Shorts: 873,274 2,832,085 583,456
– Long to Short Ratio: 1.1 to 1 1.1 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.3 38.0 3.9
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.3 -1.3 -6.9

 


Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week came in at a net position of 172,621 contracts in the data reported through Tuesday. This was a weekly lift of 1,299 contracts from the previous week which had a total of 171,322 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 73.3 percent. The commercials are Bearish with a score of 39.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.7 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.3 68.7 7.2
– Percent of Open Interest Shorts: 9.9 69.8 16.5
– Net Position: 172,621 -18,004 -154,617
– Gross Longs: 336,069 1,140,281 119,944
– Gross Shorts: 163,448 1,158,285 274,561
– Long to Short Ratio: 2.1 to 1 1.0 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 73.3 39.2 0.7
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 12.0 -6.0 -18.6

 


US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week came in at a net position of -93,767 contracts in the data reported through Tuesday. This was a weekly boost of 25,586 contracts from the previous week which had a total of -119,353 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 59.7 percent. The commercials are Bullish with a score of 67.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.0 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.3 76.0 12.9
– Percent of Open Interest Shorts: 16.2 63.4 17.7
– Net Position: -93,767 149,914 -56,147
– Gross Longs: 99,179 906,672 154,418
– Gross Shorts: 192,946 756,758 210,565
– Long to Short Ratio: 0.5 to 1 1.2 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 59.7 67.9 8.0
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.0 -3.6 -1.9

 


Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week came in at a net position of -258,231 contracts in the data reported through Tuesday. This was a weekly fall of -8,597 contracts from the previous week which had a total of -249,634 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 73.0 percent. The commercials are Bullish with a score of 63.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.7 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 6.2 81.5 10.9
– Percent of Open Interest Shorts: 27.9 56.7 14.1
– Net Position: -258,231 295,258 -37,027
– Gross Longs: 73,428 968,999 130,064
– Gross Shorts: 331,659 673,741 167,091
– Long to Short Ratio: 0.2 to 1 1.4 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 73.0 63.7 1.7
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 3.6 3.6 -12.8

 


Article By CountingPips.comReceive our weekly COT Reports by Email

*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).

COT Bonds Futures Charts: 2-Year, 5-Year Treasury Notes, Eurodollar, 10-Year, Long Bond

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 May 25 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:

The 3-Month Eurodollars large speculator standing this week resulted in a net position of -337,407 contracts in the data reported through Tuesday. This was a weekly lowering of -90,156 contracts from the previous week which had a total of -247,251 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 52.0 percent. The commercials are Bearish with a score of 44.3 percent and the small traders (not shown in chart) are Bullish with a score of 74.4 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.9 50.8 5.2
– Percent of Open Interest Shorts: 23.4 46.5 6.9
– Net Position: -337,407 556,246 -218,839
– Gross Longs: 2,730,799 6,650,052 678,934
– Gross Shorts: 3,068,206 6,093,806 897,773
– Long to Short Ratio: 0.9 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 52.0 44.3 74.4
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -12.3 9.5 15.7

 


30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week resulted in a net position of -247,959 contracts in the data reported through Tuesday. This was a weekly increase of 46,785 contracts from the previous week which had a total of -294,744 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 6.0 percent. The commercials are Bullish-Extreme with a score of 94.6 percent and the small traders (not shown in chart) are Bullish with a score of 53.2 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 4.3 76.8 1.8
– Percent of Open Interest Shorts: 26.4 53.8 2.7
– Net Position: -247,959 257,765 -9,806
– Gross Longs: 48,298 861,103 20,062
– Gross Shorts: 296,257 603,338 29,868
– Long to Short Ratio: 0.2 to 1 1.4 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 6.0 94.6 53.2
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -15.4 15.5 -4.4

 


2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week resulted in a net position of -263,456 contracts in the data reported through Tuesday. This was a weekly decrease of -38,724 contracts from the previous week which had a total of -224,732 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 34.9 percent. The commercials are Bullish with a score of 61.1 percent and the small traders (not shown in chart) are Bullish with a score of 54.1 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.9 74.5 6.3
– Percent of Open Interest Shorts: 29.0 64.9 4.8
– Net Position: -263,456 226,934 36,522
– Gross Longs: 422,520 1,760,922 149,783
– Gross Shorts: 685,976 1,533,988 113,261
– Long to Short Ratio: 0.6 to 1 1.1 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 34.9 61.1 54.1
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 24.5 -24.7 10.9

 


5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week resulted in a net position of -109,619 contracts in the data reported through Tuesday. This was a weekly decline of -119,153 contracts from the previous week which had a total of 9,534 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 78.7 percent. The commercials are Bearish with a score of 27.7 percent and the small traders (not shown in chart) are Bearish with a score of 28.7 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.1 78.4 8.5
– Percent of Open Interest Shorts: 13.3 72.5 11.3
– Net Position: -109,619 202,363 -92,744
– Gross Longs: 342,368 2,659,008 289,241
– Gross Shorts: 451,987 2,456,645 381,985
– Long to Short Ratio: 0.8 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 78.7 27.7 28.7
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.8 10.2 7.6

 


10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week resulted in a net position of 104,398 contracts in the data reported through Tuesday. This was a weekly advance of 72,744 contracts from the previous week which had a total of 31,654 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 94.7 percent. The commercials are Bearish with a score of 34.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.5 68.5 8.6
– Percent of Open Interest Shorts: 16.2 64.6 14.8
– Net Position: 104,398 174,988 -279,386
– Gross Longs: 834,440 3,083,531 387,727
– Gross Shorts: 730,042 2,908,543 667,113
– Long to Short Ratio: 1.1 to 1 1.1 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 94.7 34.6 0.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 11.8 -5.6 -13.1

 


Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 171,322 contracts in the data reported through Tuesday. This was a weekly gain of 9,816 contracts from the previous week which had a total of 161,506 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 73.0 percent. The commercials are Bearish with a score of 39.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.5 69.6 8.8
– Percent of Open Interest Shorts: 9.1 70.6 18.3
– Net Position: 171,322 -15,810 -155,512
– Gross Longs: 320,528 1,143,178 144,736
– Gross Shorts: 149,206 1,158,988 300,248
– 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): 73.0 39.8 0.0
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.1 3.9 -25.4

 


US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week resulted in a net position of -119,353 contracts in the data reported through Tuesday. This was a weekly decrease of -36,373 contracts from the previous week which had a total of -82,980 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 50.5 percent. The commercials are Bullish with a score of 76.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 7.2 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.4 76.8 14.0
– Percent of Open Interest Shorts: 14.7 63.0 18.5
– Net Position: -119,353 176,497 -57,144
– Gross Longs: 68,604 981,864 178,650
– Gross Shorts: 187,957 805,367 235,794
– Long to Short Ratio: 0.4 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 50.5 76.4 7.2
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.5 3.8 -8.3

 


Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -249,634 contracts in the data reported through Tuesday. This was a weekly decrease of -9,842 contracts from the previous week which had a total of -239,792 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 75.8 percent. The commercials are Bullish with a score of 60.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.9 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.1 79.4 12.4
– Percent of Open Interest Shorts: 25.3 56.1 15.5
– Net Position: -249,634 287,734 -38,100
– Gross Longs: 63,181 980,362 153,113
– Gross Shorts: 312,815 692,628 191,213
– Long to Short Ratio: 0.2 to 1 1.4 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 75.8 60.5 0.9
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.8 -0.1 -12.9

 


Article By CountingPips.comReceive our weekly COT Reports by Email

*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).

COT Bonds Futures Charts: Eurodollars, Ultra 10-Year Notes, 2-Year, 5-Year, 30-Day FedFunds

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 May 04 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


30-Day Federal Funds Futures:


The 30-Day Federal Funds large speculator standing this week resulted in a net position of -288,552 contracts in the data reported through Tuesday. This was a weekly fall of -117,508 contracts from the previous week which had a total of -171,044 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 100.0 percent and the small traders (not shown in chart) are Bullish with a score of 53.9 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 3.1 77.5 2.0
– Percent of Open Interest Shorts: 32.2 47.3 2.9
– Net Position: -288,552 298,013 -9,461
– Gross Longs: 30,283 766,053 19,394
– Gross Shorts: 318,835 468,040 28,855
– Long to Short Ratio: 0.1 to 1 1.6 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.0 100.0 53.9
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -27.1 27.0 -5.0

 


2-Year Treasury Note Futures:


The 2-Year Treasury Note large speculator standing this week resulted in a net position of -263,456 contracts in the data reported through Tuesday. This was a weekly decline of -38,724 contracts from the previous week which had a total of -224,732 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 32.0 percent. The commercials are Bullish with a score of 61.1 percent and the small traders (not shown in chart) are Bullish with a score of 54.1 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.9 74.5 6.3
– Percent of Open Interest Shorts: 29.0 64.9 4.8
– Net Position: -263,456 226,934 36,522
– Gross Longs: 422,520 1,760,922 149,783
– Gross Shorts: 685,976 1,533,988 113,261
– Long to Short Ratio: 0.6 to 1 1.1 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 32.0 61.1 54.1
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 22.5 -24.7 10.9

 


5-Year Treasury Note Futures:


The 5-Year Treasury Note large speculator standing this week resulted in a net position of -109,619 contracts in the data reported through Tuesday. This was a weekly reduction of -119,153 contracts from the previous week which had a total of 9,534 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 78.7 percent. The commercials are Bearish with a score of 27.7 percent and the small traders (not shown in chart) are Bearish with a score of 33.8 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.1 78.4 8.5
– Percent of Open Interest Shorts: 13.3 72.5 11.3
– Net Position: -109,619 202,363 -92,744
– Gross Longs: 342,368 2,659,008 289,241
– Gross Shorts: 451,987 2,456,645 381,985
– Long to Short Ratio: 0.8 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 78.7 27.7 33.8
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.8 10.2 7.1

 


10-Year Treasury Note Futures:


The 10-Year Treasury Note large speculator standing this week resulted in a net position of -7,245 contracts in the data reported through Tuesday. This was a weekly lowering of -63,004 contracts from the previous week which had a total of 55,759 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 82.4 percent. The commercials are Bearish with a score of 40.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.9 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.2 70.2 7.9
– Percent of Open Interest Shorts: 19.4 64.6 13.3
– Net Position: -7,245 239,211 -231,966
– Gross Longs: 818,849 2,990,625 336,630
– Gross Shorts: 826,094 2,751,414 568,596
– 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): 82.4 40.8 10.9
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.2 8.5 -18.9

 


Ultra 10-Year Notes Futures:


The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 127,622 contracts in the data reported through Tuesday. This was a weekly advance of 257 contracts from the previous week which had a total of 127,365 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 61.4 percent. The commercials are Bullish with a score of 50.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.7 72.1 7.8
– Percent of Open Interest Shorts: 11.4 70.7 17.5
– Net Position: 127,622 21,208 -148,830
– Gross Longs: 301,615 1,103,948 119,679
– Gross Shorts: 173,993 1,082,740 268,509
– Long to Short Ratio: 1.7 to 1 1.0 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.4 50.2 0.0
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -38.6 50.2 -26.8

 


US Treasury Bonds Futures:


The US Treasury Bonds large speculator standing this week resulted in a net position of -131,786 contracts in the data reported through Tuesday. This was a weekly fall of -15,169 contracts from the previous week which had a total of -116,617 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 46.1 percent. The commercials are Bullish with a score of 79.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.7 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 7.0 77.9 12.8
– Percent of Open Interest Shorts: 18.1 62.4 17.3
– Net Position: -131,786 184,813 -53,027
– Gross Longs: 83,644 928,191 152,503
– Gross Shorts: 215,430 743,378 205,530
– Long to Short Ratio: 0.4 to 1 1.2 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 46.1 79.0 13.7
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -1.5 3.1 -4.3

 


Ultra US Treasury Bonds Futures:


The Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -251,517 contracts in the data reported through Tuesday. This was a weekly lowering of -689 contracts from the previous week which had a total of -250,828 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 75.1 percent. The commercials are Bullish with a score of 57.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.3 82.1 12.1
– Percent of Open Interest Shorts: 27.5 57.4 14.5
– Net Position: -251,517 279,812 -28,295
– Gross Longs: 60,471 932,454 136,958
– Gross Shorts: 311,988 652,642 165,253
– Long to Short Ratio: 0.2 to 1 1.4 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 75.1 57.0 0.0
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.3 0.8 -12.4

 


3-Month Eurodollars Futures:


The 3-Month Eurodollars large speculator standing this week resulted in a net position of 125,153 contracts in the data reported through Tuesday. This was a weekly reduction of -217,068 contracts from the previous week which had a total of 342,221 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 61.9 percent. The commercials are Bearish with a score of 37.4 percent and the small traders (not shown in chart) are Bullish with a score of 55.1 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.9 50.4 4.9
– Percent of Open Interest Shorts: 20.8 48.4 7.9
– Net Position: 125,153 242,656 -367,809
– Gross Longs: 2,662,831 6,139,211 590,518
– Gross Shorts: 2,537,678 5,896,555 958,327
– Long to Short Ratio: 1.0 to 1 1.0 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.9 37.4 55.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.0 11.1 -8.5

 


Article By CountingPips.comReceive our weekly COT Reports by Email

*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).

COT Bonds Futures Charts: Eurodollars, 2-Year Treasury Notes, Fed Funds, 10-Year Treasury Notes

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 April 27 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


30-Day Federal Funds Futures:


The 30-Day Federal Funds large speculator standing this week totaled a net position of -171,044 contracts in the data reported through Tuesday. This was a weekly reduction of -18,152 contracts from the previous week which had a total of -152,892 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 7.2 percent. The commercials are Bullish-Extreme with a score of 93.2 percent and the small traders (not shown in chart) are Bullish with a score of 51.2 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 7.2 72.2 1.9
– Percent of Open Interest Shorts: 23.3 55.0 2.9
– Net Position: -171,044 181,942 -10,898
– Gross Longs: 75,851 764,115 19,965
– Gross Shorts: 246,895 582,173 30,863
– Long to Short Ratio: 0.3 to 1 1.3 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 7.2 93.2 51.2
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.1 7.6 -7.9

 


2-Year Treasury Note Futures:


The 2-Year Treasury Note large speculator standing this week totaled a net position of -224,732 contracts in the data reported through Tuesday. This was a weekly gain of 12,698 contracts from the previous week which had a total of -237,430 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 with a score of 40.1 percent. The commercials are Bullish with a score of 54.6 percent and the small traders (not shown in chart) are Bullish with a score of 51.3 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.8 75.0 6.2
– Percent of Open Interest Shorts: 27.6 66.5 4.9
– Net Position: -224,732 193,539 31,193
– Gross Longs: 407,822 1,720,277 142,515
– Gross Shorts: 632,554 1,526,738 111,322
– Long to Short Ratio: 0.6 to 1 1.1 to 1 1.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 40.1 54.6 51.3
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 19.1 -22.4 13.0

 


5-Year Treasury Note Futures:


The 5-Year Treasury Note large speculator standing this week totaled a net position of 9,534 contracts in the data reported through Tuesday. This was a weekly rise of 33,783 contracts from the previous week which had a total of -24,249 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 91.1 percent. The commercials are Bearish-Extreme with a score of 17.0 percent and the small traders (not shown in chart) are Bearish with a score of 34.3 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 11.6 77.3 8.5
– Percent of Open Interest Shorts: 11.4 74.8 11.3
– Net Position: 9,534 82,004 -91,538
– Gross Longs: 392,216 2,603,900 287,669
– Gross Shorts: 382,682 2,521,896 379,207
– Long to Short Ratio: 1.0 to 1 1.0 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 91.1 17.0 34.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.5 3.6 8.9

 


10-Year Treasury Note Futures:


The 10-Year Treasury Note large speculator standing this week totaled a net position of 55,759 contracts in the data reported through Tuesday. This was a weekly advance of 40,152 contracts from the previous week which had a total of 15,607 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 89.4 percent. The commercials are Bearish with a score of 37.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.9 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.9 72.0 7.6
– Percent of Open Interest Shorts: 16.5 66.7 14.2
– Net Position: 55,759 208,930 -264,689
– Gross Longs: 714,330 2,874,584 304,533
– Gross Shorts: 658,571 2,665,654 569,222
– Long to Short Ratio: 1.1 to 1 1.1 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.4 37.9 1.9
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.7 0.5 -15.5

 


Ultra 10-Year Notes Futures:


The Ultra 10-Year Notes large speculator standing this week totaled a net position of 127,365 contracts in the data reported through Tuesday. This was a weekly increase of 342 contracts from the previous week which had a total of 127,023 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 61.4 percent. The commercials are Bearish with a score of 45.4 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.7 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.7 71.4 8.3
– Percent of Open Interest Shorts: 11.0 71.1 17.2
– Net Position: 127,365 3,907 -131,272
– Gross Longs: 287,587 1,044,185 121,074
– Gross Shorts: 160,222 1,040,278 252,346
– Long to Short Ratio: 1.8 to 1 1.0 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.4 45.4 2.7
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -33.7 38.4 -8.5

 


US Treasury Bonds Futures:


The US Treasury Bonds large speculator standing this week totaled a net position of -116,617 contracts in the data reported through Tuesday. This was a weekly reduction of -9,033 contracts from the previous week which had a total of -107,584 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 51.5 percent. The commercials are Bullish with a score of 77.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 6.5 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 6.3 79.1 12.4
– Percent of Open Interest Shorts: 16.1 64.0 17.7
– Net Position: -116,617 179,036 -62,419
– Gross Longs: 74,380 938,645 147,292
– Gross Shorts: 190,997 759,609 209,711
– Long to Short Ratio: 0.4 to 1 1.2 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 51.5 77.2 6.5
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 9.6 -3.0 -13.1

 


Ultra US Treasury Bonds Futures:


The Ultra US Treasury Bonds large speculator standing this week totaled a net position of -250,828 contracts in the data reported through Tuesday. This was a weekly advance of 17,019 contracts from the previous week which had a total of -267,847 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 73.5 percent. The commercials are Bullish with a score of 53.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 1.0 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.6 82.3 11.6
– Percent of Open Interest Shorts: 27.7 58.3 13.6
– Net Position: -250,828 272,787 -21,959
– Gross Longs: 63,602 934,224 132,115
– Gross Shorts: 314,430 661,437 154,074
– Long to Short Ratio: 0.2 to 1 1.4 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 73.5 53.9 1.0
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.8 5.5 -16.6

 


3-Month Eurodollars Futures:


The 3-Month Eurodollars large speculator standing this week totaled a net position of 342,221 contracts in the data reported through Tuesday. This was a weekly lowering of -45,743 contracts from the previous week which had a total of 387,964 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 66.6 percent. The commercials are Bearish with a score of 32.8 percent and the small traders (not shown in chart) are Bullish with a score of 56.1 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.7 50.1 5.1
– Percent of Open Interest Shorts: 17.8 49.9 8.2
– Net Position: 342,221 18,273 -360,494
– Gross Longs: 2,404,580 5,819,867 592,736
– Gross Shorts: 2,062,359 5,801,594 953,230
– Long to Short Ratio: 1.2 to 1 1.0 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 66.6 32.8 56.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.5 5.8 -6.3

 


Article By CountingPips.comReceive our weekly COT Reports by Email

*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).

COT Bonds Futures Charts: Eurodollars, 10-Year, 2-Year, Ultra 10-Year, Fed Funds

Fed Funds,  5-Year Treasury Notes,

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 April 20 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


30-Day Federal Funds Futures:


The 30-Day Federal Funds large speculator standing this week resulted in a net position of -152,892 contracts in the data reported through Tuesday. This was a weekly reduction of -25,767 contracts from the previous week which had a total of -127,125 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 9.7 percent. The commercials are Bullish-Extreme with a score of 90.5 percent and the small traders (not shown in chart) are Bullish with a score of 54.4 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.0 70.9 2.1
– Percent of Open Interest Shorts: 22.4 55.6 2.9
– Net Position: -152,892 162,087 -9,195
– Gross Longs: 84,995 752,818 21,868
– Gross Shorts: 237,887 590,731 31,063
– Long to Short Ratio: 0.4 to 1 1.3 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 9.7 90.5 54.4
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.5 3.0 -7.5

 


2-Year Treasury Note Futures:


The 2-Year Treasury Note large speculator standing this week resulted in a net position of -237,430 contracts in the data reported through Tuesday. This was a weekly increase of 75,002 contracts from the previous week which had a total of -312,432 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 37.4 percent. The commercials are Bullish with a score of 58.7 percent and the small traders (not shown in chart) are Bearish with a score of 47.0 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.0 75.9 6.1
– Percent of Open Interest Shorts: 27.4 66.4 5.1
– Net Position: -237,430 214,465 22,965
– Gross Longs: 384,259 1,719,518 138,541
– Gross Shorts: 621,689 1,505,053 115,576
– Long to Short Ratio: 0.6 to 1 1.1 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 37.4 58.7 47.0
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 35.4 -29.2 -9.4

 


5-Year Treasury Note Futures:


The 5-Year Treasury Note large speculator standing this week resulted in a net position of -24,249 contracts in the data reported through Tuesday. This was a weekly gain of 59,998 contracts from the previous week which had a total of -84,247 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 87.6 percent. The commercials are Bearish with a score of 22.8 percent and the small traders (not shown in chart) are Bearish with a score of 24.3 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.7 79.1 8.0
– Percent of Open Interest Shorts: 11.4 74.7 11.7
– Net Position: -24,249 146,919 -122,670
– Gross Longs: 358,590 2,652,886 268,363
– Gross Shorts: 382,839 2,505,967 391,033
– Long to Short Ratio: 0.9 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 87.6 22.8 24.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -1.0 2.1 -5.2

 


10-Year Treasury Note Futures:


The 10-Year Treasury Note large speculator standing this week resulted in a net position of 15,607 contracts in the data reported through Tuesday. This was a weekly gain of 18,259 contracts from the previous week which had a total of -2,652 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 85.0 percent. The commercials are Bearish with a score of 39.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 8.9 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.3 73.1 7.8
– Percent of Open Interest Shorts: 16.9 67.4 13.9
– Net Position: 15,607 223,746 -239,353
– Gross Longs: 673,632 2,846,970 302,428
– Gross Shorts: 658,025 2,623,224 541,781
– 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): 85.0 39.3 8.9
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.8 -2.6 -9.6

 


Ultra 10-Year Notes Futures:


The Ultra 10-Year Notes large speculator standing this week resulted in a net position of 127,023 contracts in the data reported through Tuesday. This was a weekly reduction of -24,948 contracts from the previous week which had a total of 151,971 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 61.3 percent. The commercials are Bearish with a score of 45.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 3.5 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.3 71.7 8.2
– Percent of Open Interest Shorts: 10.5 71.5 17.2
– Net Position: 127,023 3,334 -130,357
– Gross Longs: 279,559 1,040,804 119,260
– Gross Shorts: 152,536 1,037,470 249,617
– Long to Short Ratio: 1.8 to 1 1.0 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.3 45.2 3.5
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -25.7 28.6 -4.3

 


US Treasury Bonds Futures:


The US Treasury Bonds large speculator standing this week resulted in a net position of -107,584 contracts in the data reported through Tuesday. This was a weekly increase of 10,425 contracts from the previous week which had a total of -118,009 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 54.8 percent. The commercials are Bullish with a score of 71.5 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 13.1 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 6.7 78.0 12.7
– Percent of Open Interest Shorts: 15.8 64.4 17.2
– Net Position: -107,584 161,324 -53,740
– Gross Longs: 79,705 925,044 150,692
– Gross Shorts: 187,289 763,720 204,432
– Long to Short Ratio: 0.4 to 1 1.2 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 54.8 71.5 13.1
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 25.6 -18.3 -10.5

 


Ultra US Treasury Bonds Futures:


The Ultra US Treasury Bonds large speculator standing this week resulted in a net position of -267,847 contracts in the data reported through Tuesday. This was a weekly rise of 1 contracts from the previous week which had a total of -267,848 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 65.9 percent. The commercials are Bullish with a score of 60.2 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 3.3 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.4 82.4 11.8
– Percent of Open Interest Shorts: 29.0 57.1 13.5
– Net Position: -267,847 287,068 -19,221
– Gross Longs: 61,268 936,102 133,849
– Gross Shorts: 329,115 649,034 153,070
– Long to Short Ratio: 0.2 to 1 1.4 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 65.9 60.2 3.3
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -6.1 11.6 -7.6

 


3-Month Eurodollars Futures:


The 3-Month Eurodollars large speculator standing this week resulted in a net position of 387,964 contracts in the data reported through Tuesday. This was a weekly decline of -9,620 contracts from the previous week which had a total of 397,584 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 67.3 percent. The commercials are Bearish with a score of 32.0 percent and the small traders (not shown in chart) are Bullish with a score of 57.3 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.5 49.5 5.2
– Percent of Open Interest Shorts: 17.1 49.8 8.3
– Net Position: 387,964 -37,162 -350,802
– Gross Longs: 2,341,318 5,651,337 595,873
– Gross Shorts: 1,953,354 5,688,499 946,675
– Long to Short Ratio: 1.2 to 1 1.0 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.3 32.0 57.3
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.4 5.4 -3.9

 


Article By CountingPips.comReceive our weekly COT Reports by Email

*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).

COT Bonds Futures Charts: Eurodollar, 2-Year Treasury Notes, 5-Year Treasury Notes, Fed Funds,

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 April 13 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week came in at a net position of -127,125 contracts in the data reported through Tuesday. This was a weekly lowering of -6,452 contracts from the previous week which had a total of -120,673 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 13.3 percent. The commercials are Bullish-Extreme with a score of 86.7 percent and the small traders (not shown in chart) are Bullish with a score of 57.6 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.1 69.8 2.3
– Percent of Open Interest Shorts: 20.4 56.8 3.0
– Net Position: -127,125 134,520 -7,395
– Gross Longs: 83,807 723,584 23,358
– Gross Shorts: 210,932 589,064 30,753
– Long to Short Ratio: 0.4 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 13.3 86.7 57.6
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.3 2.2 -0.4

 


2-Year Treasury Note Futures:

2-Year Treasury Note Futures

The 2-Year Treasury Note large speculator standing this week came in at a net position of -312,432 contracts in the data reported through Tuesday. This was a weekly increase of 63,388 contracts from the previous week which had a total of -375,820 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 21.8 percent. The commercials are Bullish with a score of 72.6 percent and the small traders (not shown in chart) are Bearish with a score of 48.4 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.2 76.6 6.3
– Percent of Open Interest Shorts: 29.9 64.0 5.2
– Net Position: -312,432 286,809 25,623
– Gross Longs: 371,174 1,749,602 144,097
– Gross Shorts: 683,606 1,462,793 118,474
– Long to Short Ratio: 0.5 to 1 1.2 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 21.8 72.6 48.4
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.4 14.5 -10.8

 


5-Year Treasury Note Futures:

5-Year Treasury Note Futures

The 5-Year Treasury Note large speculator standing this week came in at a net position of -84,247 contracts in the data reported through Tuesday. This was a weekly fall of -76,630 contracts from the previous week which had a total of -7,617 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 81.3 percent. The commercials are Bearish with a score of 27.1 percent and the small traders (not shown in chart) are Bearish with a score of 30.2 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 10.6 78.7 8.2
– Percent of Open Interest Shorts: 13.0 73.0 11.4
– Net Position: -84,247 195,397 -111,150
– Gross Longs: 364,283 2,708,144 282,197
– Gross Shorts: 448,530 2,512,747 393,347
– Long to Short Ratio: 0.8 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 81.3 27.1 30.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.5 11.9 -9.1

 


10-Year Treasury Note Futures:

10-Year Treasury Note large speculator standing

The 10-Year Treasury Note large speculator standing this week came in at a net position of -2,652 contracts in the data reported through Tuesday. This was a weekly lowering of -87,211 contracts from the previous week which had a total of 84,559 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 82.9 percent. The commercials are Bearish with a score of 40.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 11.3 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.7 72.8 7.9
– Percent of Open Interest Shorts: 17.8 66.8 13.8
– Net Position: -2,652 233,204 -230,552
– Gross Longs: 689,720 2,837,439 308,644
– Gross Shorts: 692,372 2,604,235 539,196
– 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): 82.9 40.3 11.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.2 -4.3 -13.2

 


Ultra 10-Year Notes Futures:

Ultra 10-Year Notes large speculator standing

The Ultra 10-Year Notes large speculator standing this week came in at a net position of 151,971 contracts in the data reported through Tuesday. This was a weekly decline of -18,664 contracts from the previous week which had a total of 170,635 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 67.9 percent. The commercials are Bearish with a score of 36.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 10.9 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.3 70.8 8.1
– Percent of Open Interest Shorts: 9.8 72.9 16.5
– Net Position: 151,971 -29,596 -122,375
– Gross Longs: 294,465 1,027,763 117,111
– Gross Shorts: 142,494 1,057,359 239,486
– 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): 67.9 36.0 10.9
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.0 6.8 5.5

 


US Treasury Bonds Futures:

US Treasury Bonds large speculator standing

The US Treasury Bonds large speculator standing this week came in at a net position of -118,009 contracts in the data reported through Tuesday. This was a weekly advance of 485 contracts from the previous week which had a total of -118,494 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 51.0 percent. The commercials are Bullish with a score of 72.6 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.5 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 6.7 77.5 13.5
– Percent of Open Interest Shorts: 16.8 63.4 17.5
– Net Position: -118,009 164,665 -46,656
– Gross Longs: 78,935 907,628 158,390
– Gross Shorts: 196,944 742,963 205,046
– Long to Short Ratio: 0.4 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 51.0 72.6 18.5
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 26.0 -21.6 -3.5

 


Ultra US Treasury Bonds Futures:

Ultra US Treasury Bonds large speculators

The Ultra US Treasury Bonds large speculator standing this week came in at a net position of -267,848 contracts in the data reported through Tuesday. This was a weekly fall of -6,029 contracts from the previous week which had a total of -261,819 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 63.3 percent. The commercials are Bullish with a score of 60.9 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 2.5 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.4 82.4 11.8
– Percent of Open Interest Shorts: 29.0 57.0 13.6
– Net Position: -267,848 287,986 -20,138
– Gross Longs: 61,551 935,097 133,920
– Gross Shorts: 329,399 647,111 154,058
– Long to Short Ratio: 0.2 to 1 1.4 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 63.3 60.9 2.5
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.2 6.7 -2.4

 


3-Month Eurodollars Futures:

3-Month Eurodollars large speculator standings

The 3-Month Eurodollars large speculator standing this week came in at a net position of 397,584 contracts in the data reported through Tuesday. This was a weekly reduction of -70,861 contracts from the previous week which had a total of 468,445 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 67.4 percent. The commercials are Bearish with a score of 31.7 percent and the small traders (not shown in chart) are Bullish with a score of 59.2 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 19.9 49.6 4.9
– Percent of Open Interest Shorts: 16.5 50.0 7.8
– Net Position: 397,584 -56,761 -340,823
– Gross Longs: 2,325,893 5,798,474 576,408
– Gross Shorts: 1,928,309 5,855,235 917,231
– Long to Short Ratio: 1.2 to 1 1.0 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.4 31.7 59.2
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.2 3.5 -5.5

 


Article By CountingPips.comReceive our weekly COT Reports by Email

*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).

COT Bonds Futures Charts: Fed Funds, 5-Year Treasury Notes, Eurodollar, 10-Year Treasury Notes

By CountingPips.comReceive our weekly COT Reports by Email

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 April 06 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


30-Day Federal Funds Futures:

The 30-Day Federal Funds large speculator standing this week recorded a net position of -120,673 contracts in the data reported through Tuesday. This was a weekly fall of -38,042 contracts from the previous week which had a total of -82,631 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 14.3 percent. The commercials are Bullish-Extreme with a score of 86.0 percent and the small traders (not shown in chart) are Bullish with a score of 55.3 percent.

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.3 70.5 2.2
– Percent of Open Interest Shorts: 20.3 57.7 3.0
– Net Position: -120,673 129,362 -8,689
– Gross Longs: 84,005 711,313 21,909
– Gross Shorts: 204,678 581,951 30,598
– Long to Short Ratio: 0.4 to 1 1.2 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 14.3 86.0 55.3
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -1.3 2.3 -13.4

 


2-Year Treasury Note Futures:

The 2-Year Treasury Note large speculator standing this week recorded a net position of -375,820 contracts in the data reported through Tuesday. This was a weekly lowering of -29,128 contracts from the previous week which had a total of -346,692 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 8.6 percent. The commercials are Bullish-Extreme with a score of 85.7 percent and the small traders (not shown in chart) are Bearish with a score of 46.0 percent.

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.9 75.9 6.2
– Percent of Open Interest Shorts: 33.2 60.6 5.3
– Net Position: -375,820 354,777 21,043
– Gross Longs: 390,901 1,754,671 142,678
– Gross Shorts: 766,721 1,399,894 121,635
– Long to Short Ratio: 0.5 to 1 1.3 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 8.6 85.7 46.0
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -70.0 73.9 -25.6

 


5-Year Treasury Note Futures:

The 5-Year Treasury Note large speculator standing this week recorded a net position of -7,617 contracts in the data reported through Tuesday. This was a weekly lowering of -102,952 contracts from the previous week which had a total of 95,335 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 22.3 percent and the small traders (not shown in chart) are Bearish with a score of 21.4 percent.

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 13.6 76.3 7.6
– Percent of Open Interest Shorts: 13.8 72.3 11.3
– Net Position: -7,617 141,544 -133,927
– Gross Longs: 485,239 2,727,948 271,735
– Gross Shorts: 492,856 2,586,404 405,662
– Long to Short Ratio: 1.0 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.3 22.3 21.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -10.7 15.1 -26.1

 


10-Year Treasury Note Futures:

The 10-Year Treasury Note large speculator standing this week recorded a net position of 84,559 contracts in the data reported through Tuesday. This was a weekly gain of 174,361 contracts from the previous week which had a total of -89,802 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 92.5 percent. The commercials are Bearish with a score of 30.1 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.2 percent.

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.7 72.0 8.0
– Percent of Open Interest Shorts: 16.5 68.7 13.4
– Net Position: 84,559 128,010 -212,569
– Gross Longs: 732,687 2,821,476 313,947
– Gross Shorts: 648,128 2,693,466 526,516
– Long to Short Ratio: 1.1 to 1 1.0 to 1 0.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 92.5 30.1 16.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 9.0 -5.1 -7.8

 


Ultra 10-Year Notes Futures:

The Ultra 10-Year Notes large speculator standing this week recorded a net position of 170,635 contracts in the data reported through Tuesday. This was a weekly decrease of -64,475 contracts from the previous week which had a total of 235,110 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 72.8 percent. The commercials are Bearish with a score of 34.0 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.0 71.1 7.6
– Percent of Open Interest Shorts: 9.1 73.7 17.0
– Net Position: 170,635 -36,437 -134,198
– Gross Longs: 300,246 1,017,164 108,960
– Gross Shorts: 129,611 1,053,601 243,158
– Long to Short Ratio: 2.3 to 1 1.0 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 72.8 34.0 0.0
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.7 2.7 -6.6

 


US Treasury Bonds Futures:

The US Treasury Bonds large speculator standing this week recorded a net position of -118,494 contracts in the data reported through Tuesday. This was a weekly decrease of -4,055 contracts from the previous week which had a total of -114,439 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 46.3 percent. The commercials are Bullish with a score of 73.7 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 16.2 percent.

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 6.2 78.6 13.2
– Percent of Open Interest Shorts: 16.3 64.3 17.5
– Net Position: -118,494 168,164 -49,670
– Gross Longs: 72,722 920,918 154,881
– Gross Shorts: 191,216 752,754 204,551
– Long to Short Ratio: 0.4 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 46.3 73.7 16.2
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 12.4 -6.4 -13.6

 


Ultra US Treasury Bonds Futures:

The Ultra US Treasury Bonds large speculator standing this week recorded a net position of -261,819 contracts in the data reported through Tuesday. This was a weekly reduction of -2,695 contracts from the previous week which had a total of -259,124 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 64.6 percent. The commercials are Bullish with a score of 62.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 0.0 percent.

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.1 82.7 11.8
– Percent of Open Interest Shorts: 28.2 57.6 13.8
– Net Position: -261,819 285,070 -23,251
– Gross Longs: 58,261 938,845 133,842
– Gross Shorts: 320,080 653,775 157,093
– Long to Short Ratio: 0.2 to 1 1.4 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 64.6 62.3 0.0
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -15.7 22.9 -7.9

 


3-Month Eurodollars Futures:

The 3-Month Eurodollars large speculator standing this week recorded a net position of 468,445 contracts in the data reported through Tuesday. This was a weekly fall of -289,661 contracts from the previous week which had a total of 758,106 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 68.5 percent. The commercials are Bearish with a score of 30.2 percent and the small traders (not shown in chart) are Bullish with a score of 63.7 percent.

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 20.1 49.5 5.1
– Percent of Open Interest Shorts: 16.0 50.9 7.8
– Net Position: 468,445 -163,288 -305,157
– Gross Longs: 2,331,761 5,751,008 596,999
– Gross Shorts: 1,863,316 5,914,296 902,156
– Long to Short Ratio: 1.3 to 1 1.0 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 68.5 30.2 63.7
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.3 4.2 -2.3

 


Article By CountingPips.comReceive our weekly COT Reports by Email

*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).

COT Bonds Futures Charts: 2-Year Treasury Note, Ultra 10-Year Notes, Eurodollars & Fed Funds

By CountingPips.comReceive our weekly COT Reports by Email

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 March 30 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


30-Day Federal Funds:

fed funds futures

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 9.7 69.3 1.9
– Percent of Open Interest Shorts: 17.1 61.1 2.7
– Net Position: -82,631 91,253 -8,622
– Gross Longs: 108,423 773,039 21,423
– Gross Shorts: 191,054 681,786 30,045
– 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): 19.6 80.7 55.4
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -0.3 1.0 -9.5

 


2-Year Treasury Note:

2-Year Treasury Note

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.5 75.1 6.2
– Percent of Open Interest Shorts: 32.4 61.3 5.1
– Net Position: -346,692 322,028 24,664
– Gross Longs: 407,888 1,748,022 143,590
– Gross Shorts: 754,580 1,425,994 118,926
– Long to Short Ratio: 0.5 to 1 1.2 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 14.7 79.4 47.9
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -42.5 45.4 -16.9

 


5-Year Treasury Note:

5-Year Treasury Note

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.6 73.5 7.5
– Percent of Open Interest Shorts: 14.1 72.9 10.7
– Net Position: 95,335 20,726 -116,061
– Gross Longs: 612,179 2,701,996 277,397
– Gross Shorts: 516,844 2,681,270 393,458
– Long to Short Ratio: 1.2 to 1 1.0 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 100.0 11.6 28.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.5 -2.0 -30.5

 


10-Year Treasury Note:

10-Year Treasury Note

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.6 72.7 8.3
– Percent of Open Interest Shorts: 19.9 66.4 12.3
– Net Position: -89,802 246,189 -156,387
– Gross Longs: 693,797 2,857,811 326,604
– Gross Shorts: 783,599 2,611,622 482,991
– Long to Short Ratio: 0.9 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 73.4 41.5 31.7
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -21.3 17.6 3.0

 


Ultra 10-Year Notes:

Ultra 10-Year Notes

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 23.1 68.9 7.7
– Percent of Open Interest Shorts: 5.7 76.4 17.6
– Net Position: 235,110 -101,477 -133,633
– Gross Longs: 312,051 928,708 103,248
– Gross Shorts: 76,941 1,030,185 236,881
– Long to Short Ratio: 4.1 to 1 0.9 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 89.8 15.8 0.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 20.6 -16.4 -18.0

 


US Treasury Bonds:

US Treasury Bonds

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 6.3 78.2 13.3
– Percent of Open Interest Shorts: 16.0 64.6 17.2
– Net Position: -114,439 160,173 -45,734
– Gross Longs: 73,680 921,142 156,808
– Gross Shorts: 188,119 760,969 202,542
– Long to Short Ratio: 0.4 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 47.7 71.2 19.2
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 25.1 -17.8 -15.9

 


Ultra US Treasury Bonds:

Ultra US Treasury Bonds

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.3 82.5 11.8
– Percent of Open Interest Shorts: 28.4 58.0 13.2
– Net Position: -259,124 275,130 -16,006
– Gross Longs: 60,132 927,697 132,375
– Gross Shorts: 319,256 652,567 148,381
– Long to Short Ratio: 0.2 to 1 1.4 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 64.9 58.3 1.0
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -9.9 15.4 -7.0

 


3-Month Eurodollars:

3-Month Eurodollars

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 22.4 48.2 5.5
– Percent of Open Interest Shorts: 15.7 52.4 8.1
– Net Position: 758,106 -472,022 -286,084
– Gross Longs: 2,513,727 5,411,299 616,935
– Gross Shorts: 1,755,621 5,883,321 903,019
– Long to Short Ratio: 1.4 to 1 0.9 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 72.9 25.9 66.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 3.0 -2.2 -5.2

 


Article By CountingPips.comReceive our weekly COT Reports by Email

*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).

COT Bonds Futures Charts: 5-Year, Eurodollars, Fed Funds, 10-Year Notes

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 March 23 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


30-Day Federal Funds:

COT Bonds Futures Charts

30-Day Federal Funds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 9.9 69.6 1.9
– Percent of Open Interest Shorts: 17.0 61.9 2.5
– Net Position: -77,447 84,148 -6,701
– Gross Longs: 108,006 761,408 21,052
– Gross Shorts: 185,453 677,260 27,753
– Long to Short Ratio: 0.6 to 1 1.1 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 20.3 79.7 58.9
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 0.0 0.0 -0.7

 


2-Year Treasury Note:

COT Bonds Futures Charts

2-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.6 76.8 6.2
– Percent of Open Interest Shorts: 31.7 61.4 5.5
– Net Position: -371,353 355,567 15,786
– Gross Longs: 358,007 1,766,136 142,139
– Gross Shorts: 729,360 1,410,569 126,353
– Long to Short Ratio: 0.5 to 1 1.3 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 9.6 85.8 43.2
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -42.0 49.7 -29.8

 


5-Year Treasury Note:

COT Bonds Futures Charts

5-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.1 73.6 7.5
– Percent of Open Interest Shorts: 15.4 71.1 10.6
– Net Position: 23,047 87,030 -110,077
– Gross Longs: 563,476 2,583,170 262,000
– Gross Shorts: 540,429 2,496,140 372,077
– Long to Short Ratio: 1.0 to 1 1.0 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 92.5 17.5 33.1
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.2 6.6 -35.2

 


10-Year Treasury Note:

COT Bonds Futures Charts

10-Year Treasury Note Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.5 71.8 8.2
– Percent of Open Interest Shorts: 18.2 67.9 12.4
– Net Position: 12,297 150,830 -163,127
– Gross Longs: 719,545 2,788,076 317,965
– Gross Shorts: 707,248 2,637,246 481,092
– Long to Short Ratio: 1.0 to 1 1.1 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 84.6 32.3 29.8
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.4 6.2 0.7

 


Ultra 10-Year Notes:

COT Bonds Futures Charts

Ultra 10-Year Notes Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 27.0 64.0 8.7
– Percent of Open Interest Shorts: 6.0 76.1 17.6
– Net Position: 273,629 -157,847 -115,782
– Gross Longs: 351,116 830,326 112,370
– Gross Shorts: 77,487 988,173 228,152
– Long to Short Ratio: 4.5 to 1 0.8 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 100.0 0.0 12.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 35.1 -34.2 -10.7

 


US Treasury Bonds:

COT Bonds Futures Charts

US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 7.4 77.5 12.5
– Percent of Open Interest Shorts: 18.1 62.9 16.5
– Net Position: -127,751 175,142 -47,391
– Gross Longs: 88,348 928,017 150,109
– Gross Shorts: 216,099 752,875 197,500
– Long to Short Ratio: 0.4 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 43.3 75.9 18.0
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 24.7 -17.6 -15.5

 


Ultra US Treasury Bonds:

COT Bonds Futures Charts

Ultra US Treasury Bonds Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 5.5 82.4 11.6
– Percent of Open Interest Shorts: 28.9 57.9 12.7
– Net Position: -265,717 278,094 -12,377
– Gross Longs: 62,778 937,690 132,223
– Gross Shorts: 328,495 659,596 144,600
– Long to Short Ratio: 0.2 to 1 1.4 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 61.9 59.5 4.1
– COT Index Reading (3 Year Range): Bullish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.9 18.8 -0.9

 


3-Month Eurodollars:

COT Bonds Futures Charts

3-Month Eurodollars Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 23.5 47.3 5.5
– Percent of Open Interest Shorts: 16.0 52.0 8.2
– Net Position: 820,097 -517,996 -302,101
– Gross Longs: 2,557,984 5,138,354 593,215
– Gross Shorts: 1,737,887 5,656,350 895,316
– Long to Short Ratio: 1.5 to 1 0.9 to 1 0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 73.9 25.2 64.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.0 -3.4 -10.8

 


Article By CountingPips.comReceive our weekly COT Reports by Email

*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).