• COT Stock Market Futures Charts: VIX, Dow, Nasdaq, SP500, Russell

    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).

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