Archive for CountingPips Forex Blog – Page 2

COT Energy Futures Charts: Commodities Bloomberg Index, Heating Oil, Crude Oil & Natural Gas

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.


WTI Crude Oil Futures:

WTI Crude Oil Futures

WTI Crude Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 28.8 32.8 4.3
– Percent of Open Interest Shorts: 6.0 57.7 2.3
– Net Position: 531,310 -579,193 47,883
– Gross Longs: 671,158 762,929 100,433
– Gross Shorts: 139,848 1,342,122 52,550
– Long to Short Ratio: 4.8 to 1 0.6 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 56.4 35.2 82.8
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 3.7 -0.9 -17.2

 


Brent Crude Oil Futures (LAST DAY):

Brent Crude Oil Futures (LAST DAY)

Brent Crude Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.7 43.4 3.2
– Percent of Open Interest Shorts: 27.4 34.1 2.8
– Net Position: -22,321 21,555 766
– Gross Longs: 40,717 100,024 7,297
– Gross Shorts: 63,038 78,469 6,531
– Long to Short Ratio: 0.6 to 1 1.3 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 74.6 28.5 29.4
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 20.4 -16.0 -15.0

 


Natural Gas Futures (CME):

Natural Gas Futures (CME)

Natural Gas Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.1 44.2 4.5
– Percent of Open Interest Shorts: 24.3 42.5 3.0
– Net Position: -37,884 20,040 17,844
– Gross Longs: 252,554 528,154 53,523
– Gross Shorts: 290,438 508,114 35,679
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.3 37.1 4.5
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -23.1 26.1 -18.4

 


Gasoline Blendstock Futures:

Gasoline Blendstock Futures

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.8 49.3 6.5
– Percent of Open Interest Shorts: 13.9 65.2 3.6
– Net Position: 47,929 -58,716 10,787
– Gross Longs: 99,454 183,174 23,990
– Gross Shorts: 51,525 241,890 13,203
– Long to Short Ratio: 1.9 to 1 0.8 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 7.8 80.1 76.0
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -15.7 13.3 3.5

 


#2 Heating Oil NY-Harbor Futures:

#2 Heating Oil NY-Harbor Futures

Heating Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.3 50.4 10.0
– Percent of Open Interest Shorts: 13.4 56.6 5.7
– Net Position: 7,759 -25,348 17,589
– Gross Longs: 62,234 205,507 40,831
– Gross Shorts: 54,475 230,855 23,242
– Long to Short Ratio: 1.1 to 1 0.9 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 45.6 47.0 70.2
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -9.9 14.1 -24.3

 


Bloomberg Commodity Index Futures:

Bloomberg Commodity Index Futures

Bloomberg Index Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 44.1 54.3 1.2
– Percent of Open Interest Shorts: 87.4 12.0 0.2
– Net Position: -15,198 14,854 344
– Gross Longs: 15,498 19,071 410
– Gross Shorts: 30,696 4,217 66
– Long to Short Ratio: 0.5 to 1 4.5 to 1 6.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 27.0 72.9 67.4
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 16.4 -16.6 4.1

 


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 Forex Futures Charts: Mexican Peso, Bitcoin, Swiss Franc, US Dollar, Euro, Yen

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. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.


US DOLLAR INDEX:

COT Forex Futures Charts

US DOLLAR INDEX Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 75.8 5.2 14.1
– Percent of Open Interest Shorts: 61.2 28.6 5.4
– Net Position: 5,383 -8,568 3,185
– Gross Longs: 27,846 1,927 5,177
– Gross Shorts: 22,463 10,495 1,992
– Long to Short Ratio: 1.2 to 1 0.2 to 1 2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 35.1 60.4 60.6
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 33.2 -34.2 17.2

 


EURO Currency:

COT Forex Futures Charts

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.5 54.6 13.8
– Percent of Open Interest Shorts: 15.9 76.2 6.8
– Net Position: 93,322 -138,033 44,711
– Gross Longs: 195,500 350,520 88,274
– Gross Shorts: 102,178 488,553 43,563
– Long to Short Ratio: 1.9 to 1 0.7 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 63.6 36.7 69.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.4 15.2 -12.4

 


BRITISH POUND STERLING:

COT Forex Futures Charts

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 35.5 39.3 24.6
– Percent of Open Interest Shorts: 20.5 61.7 17.1
– Net Position: 21,819 -32,714 10,895
– Gross Longs: 51,843 57,492 35,919
– Gross Shorts: 30,024 90,206 25,024
– Long to Short Ratio: 1.7 to 1 0.6 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 82.8 16.9 88.5
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 0.5 2.1 -10.5

 


JAPANESE YEN:

COT Forex Futures Charts

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.1 69.8 12.1
– Percent of Open Interest Shorts: 50.5 24.4 24.2
– Net Position: -53,525 72,912 -19,387
– Gross Longs: 27,524 112,098 19,405
– Gross Shorts: 81,049 39,186 38,792
– Long to Short Ratio: 0.3 to 1 2.9 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 37.2 69.1 19.2
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -53.2 52.0 -41.3

 


SWISS FRANC:

COT Forex Futures Charts

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.5 42.3 24.7
– Percent of Open Interest Shorts: 25.0 18.7 55.9
– Net Position: 2,872 9,049 -11,921
– Gross Longs: 12,458 16,211 9,474
– Gross Shorts: 9,586 7,162 21,395
– Long to Short Ratio: 1.3 to 1 2.3 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 77.8 38.5 33.2
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.3 25.2 -41.6

 


CANADIAN DOLLAR:

COT Forex Futures Charts

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 28.8 41.5 28.7
– Percent of Open Interest Shorts: 25.7 61.0 12.3
– Net Position: 5,103 -31,619 26,516
– Gross Longs: 46,786 67,367 46,479
– Gross Shorts: 41,683 98,986 19,963
– Long to Short Ratio: 1.1 to 1 0.7 to 1 2.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 59.3 27.6 86.8
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -3.7 2.7 0.6

 


AUSTRALIAN DOLLAR:

COT Forex Futures Charts

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 44.3 30.7 24.3
– Percent of Open Interest Shorts: 39.8 45.1 14.3
– Net Position: 5,942 -19,221 13,279
– Gross Longs: 59,032 40,903 32,392
– Gross Shorts: 53,090 60,124 19,113
– Long to Short Ratio: 1.1 to 1 0.7 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 88.4 5.1 86.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 6.9 -3.0 -5.8

 


NEW ZEALAND DOLLAR:

COT Forex Futures Charts

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 53.2 26.3 15.3
– Percent of Open Interest Shorts: 40.9 45.3 8.6
– Net Position: 4,724 -7,291 2,567
– Gross Longs: 20,354 10,051 5,865
– Gross Shorts: 15,630 17,342 3,298
– Long to Short Ratio: 1.3 to 1 0.6 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.4 29.2 81.9
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -9.7 11.3 -17.3

 


MEXICAN PESO:

COT Forex Futures Charts

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 40.3 54.8 4.6
– Percent of Open Interest Shorts: 56.3 40.7 2.6
– Net Position: -20,894 18,392 2,502
– Gross Longs: 52,412 71,332 5,930
– Gross Shorts: 73,306 52,940 3,428
– Long to Short Ratio: 0.7 to 1 1.3 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 4.3 95.2 53.6
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.2 11.7 -5.6

 


BRAZIL REAL:

COT Forex Futures Charts

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.0 66.0 5.2
– Percent of Open Interest Shorts: 79.5 13.1 4.8
– Net Position: -25,249 25,019 230
– Gross Longs: 12,291 31,204 2,477
– Gross Shorts: 37,540 6,185 2,247
– Long to Short Ratio: 0.3 to 1 5.0 to 1 1.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 43.0 58.8 74.1
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.0 14.5 -11.5

 


RUSSIAN RUBLE:

COT Forex Futures Charts

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 34.0 58.5 7.5
– Percent of Open Interest Shorts: 15.8 80.0 4.3
– Net Position: 5,625 -6,615 990
– Gross Longs: 10,492 18,044 2,303
– Gross Shorts: 4,867 24,659 1,313
– Long to Short Ratio: 2.2 to 1 0.7 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 26.7 70.4 75.7
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 13.8 -15.1 26.3

 


BITCOIN FUTURES:

COT Forex Futures Charts

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 56.0 5.5 28.6
– Percent of Open Interest Shorts: 80.3 1.8 8.0
– Net Position: -2,405 371 2,034
– Gross Longs: 5,541 549 2,828
– Gross Shorts: 7,946 178 794
– Long to Short Ratio: 0.7 to 1 3.1 to 1 3.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 36.2 86.2 56.6
– COT Index Reading (3 Year Range): Bearish Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 12.4 25.8 -20.9

 


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 Metals Futures Charts: Copper, Platinum, Palladium, Gold & Silver

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.


Gold Comex Futures:

COT Metals Futures Charts

Gold Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 54.1 24.1 10.3
– Percent of Open Interest Shorts: 18.3 65.6 4.6
– Net Position: 174,067 -201,803 27,736
– Gross Longs: 262,774 116,781 50,057
– Gross Shorts: 88,707 318,584 22,321
– Long to Short Ratio: 3.0 to 1 0.4 to 1 2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 54.2 44.7 50.8
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -19.7 22.0 -31.9

 


Silver Comex Futures:

COT Metals Futures Charts

Silver Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 43.8 32.1 18.6
– Percent of Open Interest Shorts: 24.4 63.0 7.1
– Net Position: 31,079 -49,602 18,523
– Gross Longs: 70,257 51,442 29,894
– Gross Shorts: 39,178 101,044 11,371
– Long to Short Ratio: 1.8 to 1 0.5 to 1 2.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 56.2 44.4 48.9
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -17.3 20.1 -28.7

 


Copper Grade #1 Futures:

COT Metals Futures Charts

Copper Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 46.1 30.7 9.3
– Percent of Open Interest Shorts: 27.1 53.8 5.3
– Net Position: 45,408 -55,145 9,737
– Gross Longs: 109,933 73,119 22,251
– Gross Shorts: 64,525 128,264 12,514
– Long to Short Ratio: 1.7 to 1 0.6 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 75.1 21.6 87.3
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -18.6 18.0 -1.8

 


Platinum Futures:

COT Metals Futures Charts

Platinum Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 55.8 18.6 13.7
– Percent of Open Interest Shorts: 14.6 70.8 2.7
– Net Position: 30,226 -38,252 8,026
– Gross Longs: 40,914 13,647 10,025
– Gross Shorts: 10,688 51,899 1,999
– Long to Short Ratio: 3.8 to 1 0.3 to 1 5.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 53.0 46.3 79.2
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.5 6.3 11.9

 


Palladium Futures:

COT Metals Futures Charts

Palladium Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 51.3 28.8 15.8
– Percent of Open Interest Shorts: 28.0 60.3 7.6
– Net Position: 2,364 -3,192 828
– Gross Longs: 5,204 2,924 1,599
– Gross Shorts: 2,840 6,116 771
– Long to Short Ratio: 1.8 to 1 0.5 to 1 2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 14.1 80.2 93.5
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 11.1 -13.1 20.2

 


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 Soft Commodities Futures Charts: Live Cattle, Hogs, Sugar, Coffee, Corn, Soybeans, Wheat

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.


CORN:

COT Soft Commodities Futures Charts

CORN Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 35.3 44.8 8.3
– Percent of Open Interest Shorts: 4.4 73.5 10.5
– Net Position: 538,700 -501,298 -37,402
– Gross Longs: 616,101 782,733 145,837
– Gross Shorts: 77,401 1,284,031 183,239
– Long to Short Ratio: 8.0 to 1 0.6 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 98.9 0.5 26.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.1 -0.9 -5.4

 


SUGAR:

COT Soft Commodities Futures Charts

SUGAR Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 25.1 51.2 9.3
– Percent of Open Interest Shorts: 6.2 75.3 4.2
– Net Position: 198,687 -252,442 53,755
– Gross Longs: 263,414 537,022 97,396
– Gross Shorts: 64,727 789,464 43,641
– Long to Short Ratio: 4.1 to 1 0.7 to 1 2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 77.4 20.3 74.6
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.6 5.3 -18.8

 


COFFEE:

COT Soft Commodities Futures Charts

COFFEE Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 26.0 46.6 4.4
– Percent of Open Interest Shorts: 9.7 65.0 2.3
– Net Position: 46,428 -52,353 5,925
– Gross Longs: 74,093 132,749 12,582
– Gross Shorts: 27,665 185,102 6,657
– Long to Short Ratio: 2.7 to 1 0.7 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 87.9 11.8 29.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.7 -2.4 -5.2

 


SOYBEANS:

COT Soft Commodities Futures Charts

SOYBEANS Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 31.7 45.1 7.8
– Percent of Open Interest Shorts: 5.0 70.5 9.2
– Net Position: 227,664 -215,994 -11,670
– Gross Longs: 270,745 385,290 66,967
– Gross Shorts: 43,081 601,284 78,637
– Long to Short Ratio: 6.3 to 1 0.6 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 86.6 15.0 67.0
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.3 7.3 -10.8

 


SOYBEAN OIL:

COT Soft Commodities Futures Charts

SOYBEAN OIL Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 29.5 44.5 9.5
– Percent of Open Interest Shorts: 7.9 70.4 5.3
– Net Position: 108,024 -129,175 21,151
– Gross Longs: 147,232 221,889 47,529
– Gross Shorts: 39,208 351,064 26,378
– Long to Short Ratio: 3.8 to 1 0.6 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 84.3 13.5 92.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.0 6.9 -2.8

 


SOYBEAN MEAL:

COT Soft Commodities Futures Charts

SOYBEAN MEAL Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 25.3 48.4 13.1
– Percent of Open Interest Shorts: 4.0 76.4 6.5
– Net Position: 87,441 -114,760 27,319
– Gross Longs: 103,583 197,640 53,727
– Gross Shorts: 16,142 312,400 26,408
– Long to Short Ratio: 6.4 to 1 0.6 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 63.1 32.3 80.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.5 6.7 -19.9

 


LIVE CATTLE:

COT Soft Commodities Futures Charts

LIVE CATTLE Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 35.9 37.3 9.9
– Percent of Open Interest Shorts: 12.5 58.0 12.6
– Net Position: 78,630 -69,516 -9,114
– Gross Longs: 120,460 125,222 33,308
– Gross Shorts: 41,830 194,738 42,422
– Long to Short Ratio: 2.9 to 1 0.6 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 43.8 49.4 64.9
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.8 7.4 10.5

 


LEAN HOGS:

COT Soft Commodities Futures Charts

LEAN HOGS Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 42.5 31.1 9.3
– Percent of Open Interest Shorts: 13.1 57.4 12.3
– Net Position: 80,791 -72,448 -8,343
– Gross Longs: 116,856 85,464 25,589
– Gross Shorts: 36,065 157,912 33,932
– Long to Short Ratio: 3.2 to 1 0.5 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 99.6 1.2 38.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 26.6 -27.2 6.5

 


COTTON:

COT Soft Commodities Futures Charts

COTTON Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 39.8 41.5 7.1
– Percent of Open Interest Shorts: 3.6 81.4 3.4
– Net Position: 82,946 -91,485 8,539
– Gross Longs: 91,321 95,344 16,376
– Gross Shorts: 8,375 186,829 7,837
– Long to Short Ratio: 10.9 to 1 0.5 to 1 2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 73.1 27.0 62.5
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.4 7.9 -29.7

 


COCOA:

COT Soft Commodities Futures Charts

COCOA Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 35.5 39.9 5.6
– Percent of Open Interest Shorts: 15.2 62.5 3.4
– Net Position: 40,658 -45,189 4,531
– Gross Longs: 71,156 79,979 11,300
– Gross Shorts: 30,498 125,168 6,769
– Long to Short Ratio: 2.3 to 1 0.6 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 60.4 38.5 60.0
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.9 -8.1 -32.7

 


WHEAT:

COT Soft Commodities Futures Charts

WHEAT Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 29.0 37.1 7.6
– Percent of Open Interest Shorts: 25.4 38.4 10.0
– Net Position: 15,256 -5,180 -10,076
– Gross Longs: 122,189 156,199 32,085
– Gross Shorts: 106,933 161,379 42,161
– Long to Short Ratio: 1.1 to 1 1.0 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 49.7 52.2 53.5
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.8 9.2 -1.0

 


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

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


VIX Volatility Futures:

COT Stock Market Futures Charts

VIX Volatility Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.4 57.4 8.2
– Percent of Open Interest Shorts: 44.0 28.7 10.3
– Net Position: -102,290 110,345 -8,055
– Gross Longs: 66,986 220,656 31,618
– Gross Shorts: 169,276 110,311 39,673
– Long to Short Ratio: 0.4 to 1 2.0 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 37.3 63.3 25.8
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 11.6 -11.6 4.1

 


S&P500 Mini Futures:

COT Stock Market Futures Charts

S&P500 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 12.0 75.6 10.6
– Percent of Open Interest Shorts: 13.1 76.6 8.5
– Net Position: -28,306 -25,290 53,596
– Gross Longs: 304,988 1,920,452 269,999
– Gross Shorts: 333,294 1,945,742 216,403
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 48.6 72.2 33.0
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 7.6 -5.9 0.5

 


Dow Jones Mini Futures:

COT Stock Market Futures Charts

Dow Jones Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 23.6 52.8 20.5
– Percent of Open Interest Shorts: 38.8 44.6 13.5
– Net Position: -13,810 7,470 6,340
– Gross Longs: 21,477 47,994 18,603
– Gross Shorts: 35,287 40,524 12,263
– Long to Short Ratio: 0.6 to 1 1.2 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 17.9 73.6 83.6
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.9 10.3 5.8

 


Nasdaq Mini Futures:

COT Stock Market Futures Charts

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 22.4 62.2 14.4
– Percent of Open Interest Shorts: 28.1 53.5 17.4
– Net Position: -12,658 19,317 -6,659
– Gross Longs: 49,731 138,012 31,917
– Gross Shorts: 62,389 118,695 38,576
– Long to Short Ratio: 0.8 to 1 1.2 to 1 0.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 68.0 38.4 29.0
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -21.4 28.4 -17.7

 


Russell 2000 Mini Futures:

COT Stock Market Futures Charts

Russell 2000 Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 16.7 76.8 6.1
– Percent of Open Interest Shorts: 14.8 80.9 3.9
– Net Position: 9,240 -19,738 10,498
– Gross Longs: 81,848 376,934 29,797
– Gross Shorts: 72,608 396,672 19,299
– Long to Short Ratio: 1.1 to 1 1.0 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 60.7 37.1 62.7
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 11.0 -12.6 9.7

 


Nikkei Stock Average Futures (USD):

COT Stock Market Futures Charts

Nikkei Stock Average Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 12.8 55.2 32.0
– Percent of Open Interest Shorts: 40.1 25.8 34.1
– Net Position: -3,920 4,211 -291
– Gross Longs: 1,833 7,917 4,595
– Gross Shorts: 5,753 3,706 4,886
– Long to Short Ratio: 0.3 to 1 2.1 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 40.6 67.6 15.0
– COT Index Reading (3 Year Range): Bearish Bullish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -5.3 5.8 -1.5

 


MSCI EAFE Mini Futures:

COT Stock Market Futures Charts

MSCI EAFE Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 8.6 88.7 2.2
– Percent of Open Interest Shorts: 1.9 96.5 1.1
– Net Position: 27,661 -32,282 4,621
– Gross Longs: 35,602 365,233 9,126
– Gross Shorts: 7,941 397,515 4,505
– Long to Short Ratio: 4.5 to 1 0.9 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 51.3 44.1 57.8
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 7.1 -6.5 -3.2

 


MSCI Emerging Mkts Mini Futures:

COT Stock Market Futures Charts

MSCI Emerging Mkts Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 14.3 82.2 2.4
– Percent of Open Interest Shorts: 11.0 86.5 1.3
– Net Position: 38,211 -49,886 11,675
– Gross Longs: 165,150 950,685 27,250
– Gross Shorts: 126,939 1,000,571 15,575
– Long to Short Ratio: 1.3 to 1 1.0 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.0 97.2 40.4
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -11.0 6.8 7.3

 


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 Energy Futures Charts: Heating Oil, Natural Gas, WTI Crude Oil, Bloomberg Index

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


WTI Crude Oil Futures:

COT Energy Futures Charts

WTI Crude Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 29.4 33.4 4.6
– Percent of Open Interest Shorts: 6.9 58.3 2.2
– Net Position: 523,055 -577,756 54,701
– Gross Longs: 683,015 775,046 106,686
– Gross Shorts: 159,960 1,352,802 51,985
– Long to Short Ratio: 4.3 to 1 0.6 to 1 2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 54.5 35.5 92.4
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 2.0 -1.4 -2.9

 


Brent Crude Oil Futures (LAST DAY):

COT Energy Futures Charts

Brent Crude Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.5 44.5 4.0
– Percent of Open Interest Shorts: 25.9 35.4 2.7
– Net Position: -24,369 21,409 2,960
– Gross Longs: 36,596 104,891 9,404
– Gross Shorts: 60,965 83,482 6,444
– Long to Short Ratio: 0.6 to 1 1.3 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 71.2 28.3 42.8
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 4.6 -5.1 2.0

 


Natural Gas Futures (CME):

COT Energy Futures Charts

Natural Gas Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.8 43.8 4.6
– Percent of Open Interest Shorts: 24.8 42.3 3.1
– Net Position: -36,626 17,984 18,642
– Gross Longs: 263,024 529,148 55,603
– Gross Shorts: 299,650 511,164 36,961
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.6 36.4 7.1
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -21.9 24.1 -10.5

 


Gasoline Blendstock Futures:

COT Energy Futures Charts

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 27.4 48.3 6.4
– Percent of Open Interest Shorts: 15.0 63.6 3.5
– Net Position: 48,073 -59,639 11,566
– Gross Longs: 106,694 188,446 25,122
– Gross Shorts: 58,621 248,085 13,556
– Long to Short Ratio: 1.8 to 1 0.8 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 8.0 79.1 80.7
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -24.9 22.6 -3.0

 


#2 Heating Oil NY-Harbor Futures:

COT Energy Futures Charts

Heating Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.6 49.2 10.8
– Percent of Open Interest Shorts: 13.5 55.5 6.6
– Net Position: 8,911 -26,743 17,832
– Gross Longs: 65,906 207,971 45,789
– Gross Shorts: 56,995 234,714 27,957
– Long to Short Ratio: 1.2 to 1 0.9 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 47.1 45.6 71.2
– COT Index Reading (3 Year Range): Bearish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -7.2 12.1 -25.1

 


Bloomberg Commodity Index Futures:

COT Energy Futures Charts

Bloomberg Index Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 36.3 62.5 1.0
– Percent of Open Interest Shorts: 88.7 11.0 0.2
– Net Position: -20,159 19,836 323
– Gross Longs: 13,964 24,053 382
– Gross Shorts: 34,123 4,217 59
– Long to Short Ratio: 0.4 to 1 5.7 to 1 6.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 16.6 83.4 65.8
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.9 -6.1 6.0

 


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).

COT Currency Futures Charts: Japanese Yen, Pound, Swiss Franc, Brazil Real, Russia Ruble

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 16 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets. All currency positions are in direct relation to the US dollar where, for example, a bet for the euro is a bet that the euro will rise versus the dollar while a bet against the euro will be a bet that the euro will decline versus the dollar.


US DOLLAR INDEX:

US DOLLAR INDEX Futures

US DOLLAR INDEX Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 75.1 4.7 14.7
– Percent of Open Interest Shorts: 58.6 29.7 6.1
– Net Position: 5,837 -8,848 3,011
– Gross Longs: 26,575 1,657 5,184
– Gross Shorts: 20,738 10,505 2,173
– Long to Short Ratio: 1.3 to 1 0.2 to 1 2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 35.9 59.9 58.4
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 35.6 -34.6 2.3

 


EURO Currency:

EURO Currency

EURO Currency Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.7 54.7 13.7
– Percent of Open Interest Shorts: 16.6 75.8 6.6
– Net Position: 89,976 -134,979 45,003
– Gross Longs: 195,857 349,395 87,260
– Gross Shorts: 105,881 484,374 42,257
– Long to Short Ratio: 1.8 to 1 0.7 to 1 2.1 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 62.6 37.6 69.5
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -14.4 15.2 -11.9

 


BRITISH POUND STERLING:

BRITISH POUND STERLING

BRITISH POUND Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 37.3 37.7 24.5
– Percent of Open Interest Shorts: 18.0 65.4 16.1
– Net Position: 28,600 -41,091 12,491
– Gross Longs: 55,190 55,771 36,323
– Gross Shorts: 26,590 96,862 23,832
– Long to Short Ratio: 2.1 to 1 0.6 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 87.3 12.3 92.2
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 12.6 -12.4 8.4

 


JAPANESE YEN:

JAPANESE YEN

JAPANESE YEN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 17.8 68.1 12.6
– Percent of Open Interest Shorts: 44.8 29.5 24.2
– Net Position: -39,368 56,281 -16,913
– Gross Longs: 26,003 99,385 18,453
– Gross Shorts: 65,371 43,104 35,366
– Long to Short Ratio: 0.4 to 1 2.3 to 1 0.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 45.8 61.2 23.9
– COT Index Reading (3 Year Range): Bearish Bullish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -50.7 48.3 -34.7

 


SWISS FRANC:

SWISS FRANC

SWISS FRANC Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 35.0 42.1 22.3
– Percent of Open Interest Shorts: 22.7 18.4 58.3
– Net Position: 4,671 9,013 -13,684
– Gross Longs: 13,297 15,984 8,479
– Gross Shorts: 8,626 6,971 22,163
– Long to Short Ratio: 1.5 to 1 2.3 to 1 0.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 80.6 38.4 28.4
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -15.5 30.1 -50.4

 


CANADIAN DOLLAR:

CANADIAN DOLLAR

CANADIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 27.2 44.2 27.0
– Percent of Open Interest Shorts: 21.7 59.8 16.8
– Net Position: 10,263 -29,275 19,012
– Gross Longs: 50,907 82,575 50,410
– Gross Shorts: 40,644 111,850 31,398
– Long to Short Ratio: 1.3 to 1 0.7 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 63.6 29.1 75.5
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -4.9 6.6 -6.3

 


AUSTRALIAN DOLLAR:

AUSTRALIAN DOLLAR

AUSTRALIAN DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 44.7 30.9 23.4
– Percent of Open Interest Shorts: 38.8 46.7 13.5
– Net Position: 7,620 -20,446 12,826
– Gross Longs: 57,840 39,964 30,300
– Gross Shorts: 50,220 60,410 17,474
– Long to Short Ratio: 1.2 to 1 0.7 to 1 1.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 90.3 4.0 85.3
– COT Index Reading (3 Year Range): Bullish-Extreme Bearish-Extreme Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.1 -3.8 -10.0

 


NEW ZEALAND DOLLAR:

NEW ZEALAND DOLLAR

NEW ZEALAND DOLLAR Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 57.9 23.6 14.1
– Percent of Open Interest Shorts: 40.4 47.2 7.9
– Net Position: 6,029 -8,161 2,132
– Gross Longs: 20,002 8,145 4,862
– Gross Shorts: 13,973 16,306 2,730
– Long to Short Ratio: 1.4 to 1 0.5 to 1 1.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 69.2 28.0 77.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -8.0 7.8 -1.9

 


MEXICAN PESO:

MEXICAN PESO

MEXICAN PESO Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 35.2 59.8 4.5
– Percent of Open Interest Shorts: 61.1 35.2 3.3
– Net Position: -29,457 28,026 1,431
– Gross Longs: 40,137 68,141 5,144
– Gross Shorts: 69,594 40,115 3,713
– Long to Short Ratio: 0.6 to 1 1.7 to 1 1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 0.0 100.0 49.1
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -16.2 17.4 -12.1

 


BRAZIL REAL:

BRAZIL REAL

BRAZIL REAL Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 30.9 62.2 5.6
– Percent of Open Interest Shorts: 80.8 12.0 5.9
– Net Position: -23,767 23,922 -155
– Gross Longs: 14,739 29,653 2,660
– Gross Shorts: 38,506 5,731 2,815
– Long to Short Ratio: 0.4 to 1 5.2 to 1 0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 45.4 57.0 69.2
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -15.4 16.7 -10.1

 


RUSSIAN RUBLE:

RUSSIAN RUBLE

RUSSIAN RUBLE Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 32.7 60.1 7.3
– Percent of Open Interest Shorts: 20.1 76.5 3.3
– Net Position: 3,973 -5,224 1,251
– Gross Longs: 10,369 19,076 2,302
– Gross Shorts: 6,396 24,300 1,051
– Long to Short Ratio: 1.6 to 1 0.8 to 1 2.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 22.8 73.6 84.4
– COT Index Reading (3 Year Range): Bearish Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 10.9 -14.6 60.0

 


BITCOIN FUTURES:

BITCOIN FUTURES

BITCOIN Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 51.4 5.1 32.7
– Percent of Open Interest Shorts: 79.8 1.8 7.7
– Net Position: -2,652 314 2,338
– Gross Longs: 4,797 479 3,055
– Gross Shorts: 7,449 165 717
– Long to Short Ratio: 0.6 to 1 2.9 to 1 4.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 29.3 78.7 66.7
– COT Index Reading (3 Year Range): Bearish Bullish Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 0.6 7.8 -2.7

 


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 Energy Futures Charts: Bloomberg Commodities Index, Heating Oil, Crude Oils, Natural Gas

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 16 2021 and shows a quick view of how large traders (for-profit speculators and commercial entities) were positioned in the futures markets.


WTI Crude Oil Futures:

WTI Crude Oil Futures

WTI Crude Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 27.0 32.7 4.3
– Percent of Open Interest Shorts: 6.1 55.7 2.2
– Net Position: 525,442 -579,200 53,758
– Gross Longs: 680,508 825,944 108,284
– Gross Shorts: 155,066 1,405,144 54,526
– Long to Short Ratio: 4.4 to 1 0.6 to 1 2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 55.0 35.2 91.1
– COT Index Reading (3 Year Range): Bullish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 5.8 -6.6 6.7

 


Brent Crude Oil Futures (LAST DAY):

Brent Crude Oil Futures (LAST DAY)

Brent Crude Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 18.5 43.7 3.5
– Percent of Open Interest Shorts: 28.5 34.9 2.4
– Net Position: -21,517 19,074 2,443
– Gross Longs: 39,928 94,191 7,511
– Gross Shorts: 61,445 75,117 5,068
– Long to Short Ratio: 0.6 to 1 1.3 to 1 1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 76.0 24.4 39.6
– COT Index Reading (3 Year Range): Bullish Bearish Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: 8.8 -11.1 9.0

 


Natural Gas Futures (CME):

Natural Gas Futures (CME)

Natural Gas Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 21.3 43.6 4.9
– Percent of Open Interest Shorts: 24.4 42.2 3.1
– Net Position: -38,022 16,143 21,879
– Gross Longs: 257,397 527,092 58,828
– Gross Shorts: 295,419 510,949 36,949
– Long to Short Ratio: 0.9 to 1 1.0 to 1 1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.2 35.8 17.4
– COT Index Reading (3 Year Range): Bullish Bearish Bearish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -20.3 20.1 13.0

 


Gasoline Blendstock Futures:

Gasoline Blendstock Futures

Nasdaq Mini Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 27.4 48.2 6.6
– Percent of Open Interest Shorts: 15.8 62.8 3.4
– Net Position: 48,695 -61,800 13,105
– Gross Longs: 115,076 202,573 27,568
– Gross Shorts: 66,381 264,373 14,463
– Long to Short Ratio: 1.7 to 1 0.8 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 8.7 76.9 89.9
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -24.4 19.6 11.9

 


#2 Heating Oil NY-Harbor Futures:

#2 Heating Oil NY-Harbor Futures

Heating Oil Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 15.0 51.7 10.5
– Percent of Open Interest Shorts: 13.0 58.6 5.6
– Net Position: 9,136 -31,801 22,665
– Gross Longs: 68,969 237,586 48,456
– Gross Shorts: 59,833 269,387 25,791
– Long to Short Ratio: 1.2 to 1 0.9 to 1 1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 47.3 40.4 91.0
– COT Index Reading (3 Year Range): Bearish Bearish Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -13.2 9.1 6.4

 


Bloomberg Commodity Index Futures:

Bloomberg Commodity Index Futures

Bloomberg Index Futures Statistics SPECULATORS COMMERCIALS SMALL TRADERS
– Percent of Open Interest Longs: 42.4 43.1 0.7
– Percent of Open Interest Shorts: 78.9 7.1 0.1
– Net Position: -21,600 21,238 362
– Gross Longs: 25,037 25,455 424
– Gross Shorts: 46,637 4,217 62
– Long to Short Ratio: 0.5 to 1 6.0 to 1 6.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 13.6 86.3 68.8
– COT Index Reading (3 Year Range): Bearish-Extreme Bullish-Extreme Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index: -2.1 1.8 9.7

 


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).