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.
VIX Volatility Futures:
VIX Volatility Futures Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
11.6
66.3
5.2
– Percent of Open Interest Shorts:
50.1
25.8
7.2
– Net Position:
-163,238
171,702
-8,464
– Gross Longs:
49,077
281,173
22,086
– Gross Shorts:
212,315
109,471
30,550
– Long to Short Ratio:
0.2 to 1
2.6 to 1
0.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
17.7
82.5
24.3
– COT Index Reading (3 Year Range):
Bearish-Extreme
Bullish-Extreme
Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
-18.4
18.6
-8.4
S&P500 Mini Futures:
S&P500 Mini Futures Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
13.2
73.8
10.9
– Percent of Open Interest Shorts:
16.2
72.3
9.3
– Net Position:
-79,861
38,246
41,615
– Gross Longs:
347,018
1,945,275
286,334
– Gross Shorts:
426,879
1,907,029
244,719
– Long to Short Ratio:
0.8 to 1
1.0 to 1
1.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
39.5
80.4
30.8
– COT Index Reading (3 Year Range):
Bearish
Bullish-Extreme
Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
-8.0
4.9
1.3
Dow Jones Mini Futures:
Dow Jones Mini Futures Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
31.6
47.0
19.4
– Percent of Open Interest Shorts:
39.6
44.5
13.9
– Net Position:
-7,502
2,311
5,191
– Gross Longs:
29,678
44,098
18,237
– Gross Shorts:
37,180
41,787
13,046
– 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):
25.4
67.7
76.5
– COT Index Reading (3 Year Range):
Bearish
Bullish
Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
6.2
-4.6
-7.0
Nasdaq Mini Futures:
Nasdaq Mini Futures Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
32.0
49.9
16.0
– Percent of Open Interest Shorts:
23.0
58.9
16.0
– Net Position:
21,105
-21,216
111
– Gross Longs:
75,218
117,339
37,670
– Gross Shorts:
54,113
138,555
37,559
– Long to Short Ratio:
1.4 to 1
0.8 to 1
1.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
86.8
13.5
44.2
– COT Index Reading (3 Year Range):
Bullish-Extreme
Bearish-Extreme
Bearish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
-2.6
4.2
-4.9
Russell 2000 Mini Futures:
Russell 2000 Mini Futures Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
15.3
78.5
5.2
– Percent of Open Interest Shorts:
17.0
78.1
3.8
– Net Position:
-9,794
1,889
7,905
– Gross Longs:
87,235
446,824
29,602
– Gross Shorts:
97,029
444,935
21,697
– Long to Short Ratio:
0.9 to 1
1.0 to 1
1.4 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
48.9
50.0
55.4
– COT Index Reading (3 Year Range):
Bearish
Bearish
Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
-26.5
30.2
-22.1
Nikkei Stock Average Futures (USD):
Nikkei Stock Average Futures Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
11.2
52.7
36.1
– Percent of Open Interest Shorts:
24.4
62.2
13.4
– Net Position:
-2,186
-1,573
3,759
– Gross Longs:
1,846
8,713
5,976
– Gross Shorts:
4,032
10,286
2,217
– Long to Short Ratio:
0.5 to 1
0.8 to 1
2.7 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
46.3
48.4
63.0
– COT Index Reading (3 Year Range):
Bearish
Bearish
Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
-3.0
-11.6
52.6
MSCI EAFE Mini Futures:
MSCI EAFE Mini Futures Statistics
SPECULATORS
COMMERCIALS
SMALL TRADERS
– Percent of Open Interest Longs:
8.2
89.1
2.3
– Percent of Open Interest Shorts:
4.4
94.1
1.2
– Net Position:
16,706
-21,464
4,758
– Gross Longs:
35,596
384,699
9,742
– Gross Shorts:
18,890
406,163
4,984
– Long to Short Ratio:
1.9 to 1
0.9 to 1
2.0 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct):
33.2
61.8
59.1
– COT Index Reading (3 Year Range):
Bearish
Bullish
Bullish
NET POSITION MOVEMENT INDEX:
– 6-Week Change in Strength Index:
-34.0
33.2
3.2
MSCI Emerging Mkts Mini Futures:
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.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).
