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. 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 Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
44.0
35.6
14.7
– Percent of Open Interest Shorts:
83.8
1.0
9.5
– Net Position:
-14,287
12,433
1,854
– Gross Longs:
15,842
12,808
5,276
– Gross Shorts:
30,129
375
3,422
– Long to Short Ratio:
0.5 to 1
34.2 to 1
1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
1.1
95.2
43.4
– COT Index Reading (3 Year Range):
Bearish-Extreme
Bullish-Extreme
Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
1.1
-3.7
20.3
EURO Currency:
EURO Currency Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
33.0
52.2
13.7
– Percent of Open Interest Shorts:
12.3
80.9
5.8
– Net Position:
140,006
-193,756
53,750
– Gross Longs:
222,895
352,756
92,886
– Gross Shorts:
82,889
546,512
39,136
– Long to Short Ratio:
2.7 to 1
0.6 to 1
2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
78.0
21.0
84.8
– COT Index Reading (3 Year Range):
Bullish
Bearish
Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
-0.9
2.1
-7.9
BRITISH POUND STERLING:
BRITISH POUND Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
35.2
39.5
24.2
– Percent of Open Interest Shorts:
22.3
61.6
15.0
– Net Position:
22,167
-37,858
15,691
– Gross Longs:
60,269
67,674
41,458
– Gross Shorts:
38,102
105,532
25,767
– Long to Short Ratio:
1.6 to 1
0.6 to 1
1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
83.0
14.1
99.7
– COT Index Reading (3 Year Range):
Bullish-Extreme
Bearish-Extreme
Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
12.3
-13.9
16.0
JAPANESE YEN:
JAPANESE YEN Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
35.5
49.3
13.8
– Percent of Open Interest Shorts:
15.7
68.2
14.7
– Net Position:
37,182
-35,486
-1,696
– Gross Longs:
66,732
92,764
26,010
– Gross Shorts:
29,550
128,250
27,706
– Long to Short Ratio:
2.3 to 1
0.7 to 1
0.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
92.0
17.8
53.0
– COT Index Reading (3 Year Range):
Bullish-Extreme
Bearish-Extreme
Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
-7.8
17.8
-47.0
SWISS FRANC:
SWISS FRANC Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
32.7
28.6
37.6
– Percent of Open Interest Shorts:
15.3
57.9
25.7
– Net Position:
8,371
-14,091
5,720
– Gross Longs:
15,745
13,748
18,061
– Gross Shorts:
7,374
27,839
12,341
– Long to Short Ratio:
2.1 to 1
0.5 to 1
1.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
86.3
14.0
81.4
– COT Index Reading (3 Year Range):
Bullish-Extreme
Bearish-Extreme
Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
-1.6
6.4
-13.8
CANADIAN DOLLAR:
CANADIAN DOLLAR Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
28.3
43.0
27.8
– Percent of Open Interest Shorts:
23.1
64.1
11.8
– Net Position:
8,164
-33,588
25,424
– Gross Longs:
45,021
68,547
44,228
– Gross Shorts:
36,857
102,135
18,804
– Long to Short Ratio:
1.2 to 1
0.7 to 1
2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
61.8
26.3
85.1
– COT Index Reading (3 Year Range):
Bullish
Bearish
Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
-5.3
3.1
2.5
AUSTRALIAN DOLLAR:
AUSTRALIAN DOLLAR Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
38.8
34.4
25.5
– Percent of Open Interest Shorts:
40.8
44.4
13.5
– Net Position:
-2,821
-14,170
16,991
– Gross Longs:
54,675
48,431
35,963
– Gross Shorts:
57,496
62,601
18,972
– Long to Short Ratio:
1.0 to 1
0.8 to 1
1.9 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
77.3
9.3
95.1
– COT Index Reading (3 Year Range):
Bullish
Bearish-Extreme
Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
1.2
-0.4
-1.4
NEW ZEALAND DOLLAR:
NEW ZEALAND DOLLAR Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
62.9
22.2
13.1
– Percent of Open Interest Shorts:
34.4
58.5
5.3
– Net Position:
13,711
-17,451
3,740
– Gross Longs:
30,243
10,690
6,293
– Gross Shorts:
16,532
28,141
2,553
– Long to Short Ratio:
1.8 to 1
0.4 to 1
2.5 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
80.2
15.4
94.8
– COT Index Reading (3 Year Range):
Bullish-Extreme
Bearish-Extreme
Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
2.4
-1.7
-5.2
MEXICAN PESO:
MEXICAN PESO Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
35.3
58.3
4.8
– Percent of Open Interest Shorts:
34.4
62.0
2.0
– Net Position:
1,412
-6,033
4,621
– Gross Longs:
57,670
95,153
7,920
– Gross Shorts:
56,258
101,186
3,299
– Long to Short Ratio:
1.0 to 1
0.9 to 1
2.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
12.0
84.4
62.6
– COT Index Reading (3 Year Range):
Bearish-Extreme
Bullish-Extreme
Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
4.8
-4.3
-2.1
BRAZIL REAL:
BRAZIL REAL Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
26.9
63.2
9.8
– Percent of Open Interest Shorts:
78.5
15.3
6.2
– Net Position:
-18,206
16,908
1,298
– Gross Longs:
9,506
22,305
3,473
– Gross Shorts:
27,712
5,397
2,175
– Long to Short Ratio:
0.3 to 1
4.1 to 1
1.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
54.6
45.4
87.9
– COT Index Reading (3 Year Range):
Bullish
Bearish
Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
-24.8
26.0
-9.1
RUSSIAN RUBLE:
RUSSIAN RUBLE Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
32.0
61.2
6.8
– Percent of Open Interest Shorts:
33.7
61.7
4.6
– Net Position:
-531
-129
660
– Gross Longs:
9,732
18,644
2,072
– Gross Shorts:
10,263
18,773
1,412
– 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):
12.1
85.2
64.7
– COT Index Reading (3 Year Range):
Bearish-Extreme
Bullish-Extreme
Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
-3.2
2.8
4.5
BITCOIN FUTURES:
BITCOIN Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
58.4
3.2
30.7
– Percent of Open Interest Shorts:
83.7
1.9
6.7
– Net Position:
-2,893
145
2,748
– Gross Longs:
6,672
365
3,508
– Gross Shorts:
9,565
220
760
– Long to Short Ratio:
0.7 to 1
1.7 to 1
4.6 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
22.5
56.3
80.2
– COT Index Reading (3 Year Range):
Bearish
Bullish
Bullish-Extreme
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
2.6
-35.8
5.9
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).
