COT Financial Futures Insights

COT Financial Futures Insights

Data source: CFTC.gov

Commodities
Market Open Interest Long Short Net Spread Signal Trend
GOLD - COMMODITY EXCHANGE INC. 459,997 265,916 58,847 207,069 50,263 (10.9%) Extreme Bull →
WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE 177,064 0 96,531 -96,531 3,537 (2%) Extreme Bear →
WTI-PHYSICAL - NEW YORK MERCANTILE EXCHANGE 1,913,442 260,995 200,611 60,384 749,996 (39.2%) Neutral →
CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE 801,648 125,340 74,886 50,454 195,825 (24.4%) Neutral →
WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE 397,735 10,773 59,511 -48,738 10,795 (2.7%) Neutral →
MICRO GOLD - COMMODITY EXCHANGE INC. 80,918 25,891 62,897 -37,006 2,270 (2.8%) Extreme Bear →
SILVER - COMMODITY EXCHANGE INC. 159,649 55,038 22,052 32,986 27,027 (16.9%) Strong Bull →
WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE 163,973 52,457 19,475 32,982 9,186 (5.6%) Strong Bull →
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV 65,299 7,525 1,185 6,340 1,745 (2.7%) Neutral →
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV 15,307 628 5,495 -4,867 1,119 (7.3%) Strong Bear →
USD MALAYSIAN CRUDE PALM OIL C - CHICAGO MERCANTILE EXCHANGE 23,703 4,580 120 4,460 90 (0.4%) Strong Bull →
NORTH EURO HOT-ROLL COIL STEEL - COMMODITY EXCHANGE INC. 11,368 5,851 1,462 4,389 400 (3.5%) Extreme Bull →
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV 74,935 4,808 870 3,938 496 (0.7%) Neutral →
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV 19,146 3,000 0 3,000 630 (3.3%) Neutral →
GULF # 6 FUEL OIL CRACK - NEW YORK MERCANTILE EXCHANGE 13,178 220 2,808 -2,588 1,873 (14.2%) Strong Bear →
SOYBEAN OIL - CHICAGO BOARD OF TRADE 713,520 130,963 128,688 2,275 192,667 (27%) Neutral →
WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE 273,860 4,388 2,918 1,470 7,072 (2.6%) Neutral →
GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE 18,672 1,370 0 1,370 0 (0%) Neutral →
Major Indices
Market Open Interest Long Short Net Spread Signal Trend
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE 1,981,117 228,657 386,587 -157,930 48,156 (2.4%) Neutral →
S&P 500 CONSOLIDATED - CHICAGO MERCANTILE EXCHANGE 2,005,108 225,883 376,703 -150,820 64,291 (3.2%) Neutral →
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE 361,414 132,969 31,615 101,354 22,015 (6.1%) Strong Bull →
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE 239,913 129,438 58,339 71,099 4,166 (1.7%) Strong Bull →
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE 392,134 37,510 93,894 -56,384 15,515 (4%) Neutral →
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE 296,639 101,626 51,810 49,816 5,969 (2%) Neutral →
NASDAQ-100 CONSOLIDATED - CHICAGO MERCANTILE EXCHANGE 309,882 95,865 46,909 48,956 19,269 (6.2%) Neutral →
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE 31,177 2,735 15,695 -12,960 0 (0%) Strong Bear →
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE 132,432 72,854 81,456 -8,602 2,532 (1.9%) Neutral →
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE 44,027 6,980 1,530 5,450 232 (0.5%) Neutral →
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE 1,065,134 74,741 69,527 5,214 178,826 (16.8%) Neutral →
RUSSELL 2000 ANNUAL DIVIDEND - CHICAGO MERCANTILE EXCHANGE 29,009 10,850 6,114 4,736 4,510 (15.5%) Neutral →
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE 33,218 3,726 391 3,335 0 (0%) Neutral →
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE 25,464 7,621 10,774 -3,153 191 (0.8%) Neutral →
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE 60,666 4,513 2,151 2,362 0 (0%) Neutral →
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE 22,688 2,705 1,395 1,310 0 (0%) Neutral →
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE 21,520 1,224 215 1,009 0 (0%) Neutral →
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE 10,747 0 785 -785 0 (0%) Neutral →
E-MINI S&P COMMUNICATION INDEX - CHICAGO MERCANTILE EXCHANGE 20,134 1,089 552 537 0 (0%) Neutral →
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE 21,069 1,242 1,632 -390 0 (0%) Neutral →
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE 70,897 1,314 946 368 0 (0%) Neutral →
E-MINI S&P MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE 14,883 334 658 -324 0 (0%) Neutral →
S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE 35,467 17,789 18,092 -303 96 (0.3%) Neutral →
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE 20,874 1,392 1,557 -165 0 (0%) Neutral →