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COT Euro Currency Speculators boosted their bullish bets to 23-week high

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By InvestMacro | COT | Data Tables | COT Leaders | Downloads | COT Newsletter

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 January 25th 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.

Highlighting the COT currency data was the further gains of bullish bets in the Euro currency futures contracts. Euro speculators raised their bullish bets for a sixth consecutive week this week and for the seventh time in the past eight weeks. Over the last six-week time-frame, Euro bets have improved by a total of +43,439 contracts, going from -11,879 net positions on December 14th to +31,560 net positions this week. This week’s net speculator standing marks the highest level for Euro bets since August 17th, a span of twenty-three weeks.

Joining the Euro (6,976 contracts) with positive changes this week were the yen (12,606 contracts), US Dollar Index (427 contracts), Australian dollar (5,181 contracts), Swiss franc (2,014 contracts), Canadian dollar (4,825 contracts) and Bitcoin (515 contracts).

The currencies with declining bets were the British pound sterling (-7,516 contracts), New Zealand dollar (-2,442 contracts), Brazil real (-1,247 contracts), Russian ruble (-2,478 contracts) and the Mexican peso (-5,710 contracts).


Data Snapshot of Forex Market Traders | Columns Legend
Jan-25-2022OIOI-IndexSpec-NetSpec-IndexCom-NetCOM-IndexSmalls-NetSmalls-Index
USD Index52,3287236,86189-42,50545,64478
EUR682,9527731,56045-56,2586024,69815
GBP182,04027-7,7636816,84240-9,07937
JPY197,83053-68,2732582,86377-14,59018
CHF39,74214-8,7965513,47946-4,68350
CAD146,4482812,31760-19,581447,26444
AUD190,02075-83,273897,74992-14,47617
NZD53,31650-10,7735313,28151-2,50823
MXN150,14226-79027-1,478722,26853
RUB46,883483,94423-4,2887634444
BRL46,65754-12,6165211,258481,35883
Bitcoin11,75664-34100-478051225

 


US Dollar Index Futures:

cot euro currency speculators boosted their bullish bets to 23 week high grafika numer 1The US Dollar Index large speculator standing this week resulted in a net position of 36,861 contracts in the data reported through Tuesday. This was a weekly rise of 427 contracts from the previous week which had a total of 36,434 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 89.4 percent. The commercials are Bearish-Extreme with a score of 4.0 percent and the small traders (not shown in chart) are Bullish with a score of 78.3 percent.

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US DOLLAR INDEX StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:79.83.414.6
– Percent of Open Interest Shorts:9.484.63.8
– Net Position:36,861-42,5055,644
– Gross Longs:41,7721,7777,658
– Gross Shorts:4,91144,2822,014
– Long to Short Ratio:8.5 to 10.0 to 13.8 to 1
NET POSITION TREND:   
– Strength Index Score (3 Year Range Pct):89.44.078.3
– Strength Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBullish
NET POSITION MOVEMENT INDEX:   
– 6-Week Change in Strength Index:9.7-9.83.0

 


Euro Currency Futures:

cot euro currency speculators boosted their bullish bets to 23 week high grafika numer 2The Euro Currency large speculator standing this week resulted in a net position of 31,560 contracts in the data reported through Tuesday. This was a weekly rise of 6,976 contracts from the previous week which had a total of 24,584 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 44.7 percent. The commercials are Bullish with a score of 59.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 15.3 percent.

EURO Currency StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:31.255.511.6
– Percent of Open Interest Shorts:26.663.88.0
– Net Position:31,560-56,25824,698
– Gross Longs:213,408379,15479,273
– Gross Shorts:181,848435,41254,575
– Long to Short Ratio:1.2 to 10.9 to 11.5 to 1
NET POSITION TREND:   
– Strength Index Score (3 Year Range Pct):44.759.815.3
– Strength Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:   
– 6-Week Change in Strength Index:13.3-11.2-6.2

 


British Pound Sterling Futures:

cot euro currency speculators boosted their bullish bets to 23 week high grafika numer 3The British Pound Sterling large speculator standing this week resulted in a net position of -7,763 contracts in the data reported through Tuesday. This was a weekly lowering of -7,516 contracts from the previous week which had a total of -247 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 68.4 percent. The commercials are Bearish with a score of 39.6 percent and the small traders (not shown in chart) are Bearish with a score of 36.8 percent.

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BRITISH POUND StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:20.164.713.7
– Percent of Open Interest Shorts:24.455.518.7
– Net Position:-7,76316,842-9,079
– Gross Longs:36,666117,81224,909
– Gross Shorts:44,429100,97033,988
– Long to Short Ratio:0.8 to 11.2 to 10.7 to 1
NET POSITION TREND:   
– Strength Index Score (3 Year Range Pct):68.439.636.8
– Strength Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:   
– 6-Week Change in Strength Index:31.0-31.722.0

 


Japanese Yen Futures:

cot euro currency speculators boosted their bullish bets to 23 week high grafika numer 4The Japanese Yen large speculator standing this week resulted in a net position of -68,273 contracts in the data reported through Tuesday. This was a weekly advance of 12,606 contracts from the previous week which had a total of -80,879 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 24.9 percent. The commercials are Bullish with a score of 77.3 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 18.3 percent.

JAPANESE YEN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:8.081.09.1
– Percent of Open Interest Shorts:42.539.116.4
– Net Position:-68,27382,863-14,590
– Gross Longs:15,866160,17817,950
– Gross Shorts:84,13977,31532,540
– Long to Short Ratio:0.2 to 12.1 to 10.6 to 1
NET POSITION TREND:   
– Strength Index Score (3 Year Range Pct):24.977.318.3
– Strength Index Reading (3 Year Range):BearishBullishBearish-Extreme
NET POSITION MOVEMENT INDEX:   
– 6-Week Change in Strength Index:-9.35.96.4

 


Swiss Franc Futures:

cot euro currency speculators boosted their bullish bets to 23 week high grafika numer 5The Swiss Franc large speculator standing this week resulted in a net position of -8,796 contracts in the data reported through Tuesday. This was a weekly gain of 2,014 contracts from the previous week which had a total of -10,810 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 54.6 percent. The commercials are Bearish with a score of 46.0 percent and the small traders (not shown in chart) are Bearish with a score of 49.5 percent.

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SWISS FRANC StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:5.069.425.2
– Percent of Open Interest Shorts:27.235.536.9
– Net Position:-8,79613,479-4,683
– Gross Longs:1,99927,5919,996
– Gross Shorts:10,79514,11214,679
– Long to Short Ratio:0.2 to 12.0 to 10.7 to 1
NET POSITION TREND:   
– Strength Index Score (3 Year Range Pct):54.646.049.5
– Strength Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:   
– 6-Week Change in Strength Index:-0.8-1.55.2

 


Canadian Dollar Futures:

cot euro currency speculators boosted their bullish bets to 23 week high grafika numer 6The Canadian Dollar large speculator standing this week resulted in a net position of 12,317 contracts in the data reported through Tuesday. This was a weekly increase of 4,825 contracts from the previous week which had a total of 7,492 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 59.6 percent. The commercials are Bearish with a score of 43.5 percent and the small traders (not shown in chart) are Bearish with a score of 44.2 percent.

CANADIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:36.339.321.5
– Percent of Open Interest Shorts:27.952.616.6
– Net Position:12,317-19,5817,264
– Gross Longs:53,12957,49231,539
– Gross Shorts:40,81277,07324,275
– Long to Short Ratio:1.3 to 10.7 to 11.3 to 1
NET POSITION TREND:   
– Strength Index Score (3 Year Range Pct):59.643.544.2
– Strength Index Reading (3 Year Range):BullishBearishBearish
NET POSITION MOVEMENT INDEX:   
– 6-Week Change in Strength Index:24.7-12.1-15.8

 


Australian Dollar Futures:

cot euro currency speculators boosted their bullish bets to 23 week high grafika numer 7The Australian Dollar large speculator standing this week resulted in a net position of -83,273 contracts in the data reported through Tuesday. This was a weekly rise of 5,181 contracts from the previous week which had a total of -88,454 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish-Extreme with a score of 7.6 percent. The commercials are Bullish-Extreme with a score of 91.8 percent and the small traders (not shown in chart) are Bearish-Extreme with a score of 17.1 percent.

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AUSTRALIAN DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:8.080.78.6
– Percent of Open Interest Shorts:51.829.316.2
– Net Position:-83,27397,749-14,476
– Gross Longs:15,121153,38616,371
– Gross Shorts:98,39455,63730,847
– Long to Short Ratio:0.2 to 12.8 to 10.5 to 1
NET POSITION TREND:   
– Strength Index Score (3 Year Range Pct):7.691.817.1
– Strength Index Reading (3 Year Range):Bearish-ExtremeBullish-ExtremeBearish-Extreme
NET POSITION MOVEMENT INDEX:   
– 6-Week Change in Strength Index:-4.1-0.512.3

 


New Zealand Dollar Futures:

cot euro currency speculators boosted their bullish bets to 23 week high grafika numer 8The New Zealand Dollar large speculator standing this week resulted in a net position of -10,773 contracts in the data reported through Tuesday. This was a weekly decline of -2,442 contracts from the previous week which had a total of -8,331 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 53.2 percent. The commercials are Bullish with a score of 50.9 percent and the small traders (not shown in chart) are Bearish with a score of 23.1 percent.

NEW ZEALAND DOLLAR StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:29.963.25.2
– Percent of Open Interest Shorts:50.138.39.9
– Net Position:-10,77313,281-2,508
– Gross Longs:15,94833,7122,784
– Gross Shorts:26,72120,4315,292
– Long to Short Ratio:0.6 to 11.7 to 10.5 to 1
NET POSITION TREND:   
– Strength Index Score (3 Year Range Pct):53.250.923.1
– Strength Index Reading (3 Year Range):BullishBullishBearish
NET POSITION MOVEMENT INDEX:   
– 6-Week Change in Strength Index:-8.27.9-2.2

 


Mexican Peso Futures:

cot euro currency speculators boosted their bullish bets to 23 week high grafika numer 9The Mexican Peso large speculator standing this week resulted in a net position of -790 contracts in the data reported through Tuesday. This was a weekly decrease of -5,710 contracts from the previous week which had a total of 4,920 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 27.0 percent. The commercials are Bullish with a score of 72.2 percent and the small traders (not shown in chart) are Bullish with a score of 52.6 percent.

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MEXICAN PESO StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:44.351.63.9
– Percent of Open Interest Shorts:44.852.62.4
– Net Position:-790-1,4782,268
– Gross Longs:66,44977,4735,892
– Gross Shorts:67,23978,9513,624
– Long to Short Ratio:1.0 to 11.0 to 11.6 to 1
NET POSITION TREND:   
– Strength Index Score (3 Year Range Pct):27.072.252.6
– Strength Index Reading (3 Year Range):BearishBullishBullish
NET POSITION MOVEMENT INDEX:   
– 6-Week Change in Strength Index:4.2-5.817.0

 


Brazilian Real Futures:

cot euro currency speculators boosted their bullish bets to 23 week high grafika numer 10The Brazilian Real large speculator standing this week resulted in a net position of -12,616 contracts in the data reported through Tuesday. This was a weekly lowering of -1,247 contracts from the previous week which had a total of -11,369 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish with a score of 51.7 percent. The commercials are Bearish with a score of 48.4 percent and the small traders (not shown in chart) are Bullish-Extreme with a score of 83.2 percent.

BRAZIL REAL StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:45.945.67.6
– Percent of Open Interest Shorts:73.021.54.7
– Net Position:-12,61611,2581,358
– Gross Longs:21,43421,2743,541
– Gross Shorts:34,05010,0162,183
– Long to Short Ratio:0.6 to 12.1 to 11.6 to 1
NET POSITION TREND:   
– Strength Index Score (3 Year Range Pct):51.748.483.2
– Strength Index Reading (3 Year Range):BullishBearishBullish-Extreme
NET POSITION MOVEMENT INDEX:   
– 6-Week Change in Strength Index:-10.78.421.0

 


Russian Ruble Futures:

cot euro currency speculators boosted their bullish bets to 23 week high grafika numer 11The Russian Ruble large speculator standing this week resulted in a net position of 3,944 contracts in the data reported through Tuesday. This was a weekly decrease of -2,478 contracts from the previous week which had a total of 6,422 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bearish with a score of 22.7 percent. The commercials are Bullish with a score of 75.7 percent and the small traders (not shown in chart) are Bearish with a score of 43.9 percent.

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RUSSIAN RUBLE StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:32.463.34.3
– Percent of Open Interest Shorts:24.072.43.6
– Net Position:3,944-4,288344
– Gross Longs:15,17929,6692,015
– Gross Shorts:11,23533,9571,671
– Long to Short Ratio:1.4 to 10.9 to 11.2 to 1
NET POSITION TREND:   
– Strength Index Score (3 Year Range Pct):22.775.743.9
– Strength Index Reading (3 Year Range):BearishBullishBearish
NET POSITION MOVEMENT INDEX:   
– 6-Week Change in Strength Index:-29.830.5-20.0

 


Bitcoin Futures:

cot euro currency speculators boosted their bullish bets to 23 week high grafika numer 12The Bitcoin large speculator standing this week resulted in a net position of -34 contracts in the data reported through Tuesday. This was a weekly boost of 515 contracts from the previous week which had a total of -549 net contracts.

This week’s current strength score (the trader positioning range over the past three years, measured from 0 to 100) shows the speculators are currently Bullish-Extreme with a score of 100.0 percent. The commercials are Bearish-Extreme with a score of 0.0 percent and the small traders (not shown in chart) are Bearish with a score of 24.6 percent.

BITCOIN StatisticsSPECULATORSCOMMERCIALSSMALL TRADERS
– Percent of Open Interest Longs:73.82.412.5
– Percent of Open Interest Shorts:74.16.58.1
– Net Position:-34-478512
– Gross Longs:8,6782851,469
– Gross Shorts:8,712763957
– Long to Short Ratio:1.0 to 10.4 to 11.5 to 1
NET POSITION TREND:   
– Strength Index Score (3 Year Range Pct):100.00.024.6
– Strength Index Reading (3 Year Range):Bullish-ExtremeBearish-ExtremeBearish
NET POSITION MOVEMENT INDEX:   
– 6-Week Change in Strength Index:16.9-60.9-0.1

 


Article By InvestMacroReceive 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.

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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) as well as their open interest (contracts open in the market at time of reporting).See CFTC criteria here.


Invest Macro

Invest Macro

InvestMacro is an independent investing media website. Started in 2007 as a simple trading blog (as CountingPips.com) focused on global major currencies, InvestMacro has since steadily expanded and evolved. Our mission is to provide independent coverage of the relevant financial markets for global macro investors. All information and opinions are for general informational purposes only and do not constitute investment advice.


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