• COT Currency Futures Charts: US Dollar, Euro, Yen, Franc, Aussie, Bitcoin

    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).

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