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

    By CountingPips.com – Receive 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 February 16 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:

    30-Day Federal Funds Statistics
    SPECULATORS
    COMMERCIALS
    SMALL TRADERS

    – Percent of Open Interest Longs:
    11.8
    69.6
    1.6

    – Percent of Open Interest Shorts:
    18.8
    62.3
    1.9

    – Net Position:
    -80,391
    83,820
    -3,429

    – Gross Longs:
    136,008
    799,270
    18,550

    – Gross Shorts:
    216,399
    715,450
    21,979

    – 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):
    19.9
    79.7
    64.9

    – COT Index Reading (3 Year Range):
    Bearish-Extreme
    Bullish
    Bullish

    NET POSITION MOVEMENT INDEX:

    – 6-Week Change in Strength Index:
    -17.9
    16.8
    9.8

     

    2-Year Treasury Note:

    2-Year Treasury Note Statistics
    SPECULATORS
    COMMERCIALS
    SMALL TRADERS

    – Percent of Open Interest Longs:
    22.1
    67.6
    7.1

    – Percent of Open Interest Shorts:
    28.2
    64.0
    4.6

    – Net Position:
    -142,489
    85,740
    56,749

    – Gross Longs:
    518,150
    1,584,929
    165,585

    – Gross Shorts:
    660,639
    1,499,189
    108,836

    – Long to Short Ratio:
    0.8 to 1
    1.1 to 1
    1.5 to 1

    NET POSITION TREND:

    – COT Index Score (3 Year Range Pct):
    57.2
    33.9
    64.8

    – COT Index Reading (3 Year Range):
    Bullish
    Bearish
    Bullish

    NET POSITION MOVEMENT INDEX:

    – 6-Week Change in Strength Index:
    8.6
    -4.8
    -8.7

     

    5-Year Treasury Note:

    5-Year Treasury Note Statistics
    SPECULATORS
    COMMERCIALS
    SMALL TRADERS

    – Percent of Open Interest Longs:
    22.5
    66.6
    8.3

    – Percent of Open Interest Shorts:
    22.7
    65.4
    9.4

    – Net Position:
    -6,152
    43,260
    -37,108

    – Gross Longs:
    793,241
    2,345,137
    292,707

    – Gross Shorts:
    799,393
    2,301,877
    329,815

    – Long to Short Ratio:
    1.0 to 1
    1.0 to 1
    0.9 to 1

    NET POSITION TREND:

    – COT Index Score (3 Year Range Pct):
    93.7
    13.6
    60.2

    – COT Index Reading (3 Year Range):
    Bullish-Extreme
    Bearish-Extreme
    Bullish

    NET POSITION MOVEMENT INDEX:

    – 6-Week Change in Strength Index:
    29.8
    -20.1
    -17.3

     

    10-Year Treasury Note:

    10-Year Treasury Note Statistics
    SPECULATORS
    COMMERCIALS
    SMALL TRADERS

    – Percent of Open Interest Longs:
    17.9
    69.3
    9.5

    – Percent of Open Interest Shorts:
    15.0
    67.5
    14.2

    – Net Position:
    103,413
    64,055
    -167,468

    – Gross Longs:
    645,250
    2,498,104
    343,023

    – Gross Shorts:
    541,837
    2,434,049
    510,491

    – 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):
    94.6
    23.9
    31.9

    – COT Index Reading (3 Year Range):
    Bullish-Extreme
    Bearish
    Bearish

    NET POSITION MOVEMENT INDEX:

    – 6-Week Change in Strength Index:
    8.3
    4.8
    -32.9

     

    Ultra 10-Year Notes:

    Ultra 10-Year Notes Statistics
    SPECULATORS
    COMMERCIALS
    SMALL TRADERS

    – Percent of Open Interest Longs:
    19.1
    69.5
    9.0

    – Percent of Open Interest Shorts:
    6.6
    72.9
    18.1

    – Net Position:
    157,117
    -43,013
    -114,104

    – Gross Longs:
    239,996
    872,832
    113,410

    – Gross Shorts:
    82,879
    915,845
    227,514

    – Long to Short Ratio:
    2.9 to 1
    1.0 to 1
    0.5 to 1

    NET POSITION TREND:

    – COT Index Score (3 Year Range Pct):
    88.7
    25.8
    4.6

    – COT Index Reading (3 Year Range):
    Bullish-Extreme
    Bearish
    Bearish-Extreme

    NET POSITION MOVEMENT INDEX:

    – 6-Week Change in Strength Index:
    8.8
    -3.1
    -17.3

     

    US Treasury Bonds:

    US Treasury Bonds Statistics
    SPECULATORS
    COMMERCIALS
    SMALL TRADERS

    – Percent of Open Interest Longs:
    8.4
    75.9
    12.7

    – Percent of Open Interest Shorts:
    24.2
    58.0
    14.8

    – Net Position:
    -191,002
    215,916
    -24,914

    – Gross Longs:
    101,705
    916,697
    153,685

    – Gross Shorts:
    292,707
    700,781
    178,599

    – Long to Short Ratio:
    0.3 to 1
    1.3 to 1
    0.9 to 1

    NET POSITION TREND:

    – COT Index Score (3 Year Range Pct):
    20.1
    88.9
    35.2

    – COT Index Reading (3 Year Range):
    Bearish
    Bullish-Extreme
    Bearish

    NET POSITION MOVEMENT INDEX:

    – 6-Week Change in Strength Index:
    -1.0
    6.4
    -12.8

     

    Ultra US Treasury Bonds:

    Ultra US Treasury Bonds Statistics
    SPECULATORS
    COMMERCIALS
    SMALL TRADERS

    – Percent of Open Interest Longs:
    8.1
    77.7
    12.9

    – Percent of Open Interest Shorts:
    28.5
    56.7
    13.6

    – Net Position:
    -229,297
    237,111
    -7,814

    – Gross Longs:
    91,785
    875,369
    144,842

    – Gross Shorts:
    321,082
    638,258
    152,656

    – Long to Short Ratio:
    0.3 to 1
    1.4 to 1
    0.9 to 1

    NET POSITION TREND:

    – COT Index Score (3 Year Range Pct):
    73.3
    44.0
    6.5

    – COT Index Reading (3 Year Range):
    Bullish
    Bearish
    Bearish-Extreme

    NET POSITION MOVEMENT INDEX:

    – 6-Week Change in Strength Index:
    1.6
    -4.9
    6.5

     

    3-Month Eurodollars:

    3-Month Eurodollars Statistics
    SPECULATORS
    COMMERCIALS
    SMALL TRADERS

    – Percent of Open Interest Longs:
    18.3
    48.9
    5.2

    – Percent of Open Interest Shorts:
    13.4
    51.7
    7.3

    – Net Position:
    563,386
    -317,754
    -245,632

    – Gross Longs:
    2,087,589
    5,566,009
    586,384

    – Gross Shorts:
    1,524,203
    5,883,763
    832,016

    – 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):
    70.0
    28.0
    71.3

    – COT Index Reading (3 Year Range):
    Bullish
    Bearish
    Bullish

    NET POSITION MOVEMENT INDEX:

    – 6-Week Change in Strength Index:
    -2.9
    4.8
    -18.7

     

    Article By CountingPips.com – Receive 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).

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