Trade Ideas
CFTC NON-COMMERCIAL DATA
Comprehensive net long positioning metrics across Equities, Rates, Currencies, and Commodities.
Sourced from: cftc as of monday 12 october.jpg
CFTC NON-COMMERCIAL NET LONG POSITIONING
Negative Z-Score Positive Z-Score
| Metric | Latest | W/W Chg | 3M Ave | 6M Ave | 1Y Ave | 3Y | Z-Score | |||
|---|---|---|---|---|---|---|---|---|---|---|
| Max | Min | 1Y | 3Y | |||||||
| Equities | SPX (Index + E-mini) | (125,076) | (14,152) | (42,338) | (76,853) | (101,814) | 128,528 | (236,347) | -0.41X | -0.50X |
| VIX | (79,610) | (330) | (76,794) | (62,246) | (66,927) | 10,943 | (120,434) | -0.59X | -1.12X | |
| Russell 2000 (mini) | (77,897) | (2,334) | (48,510) | (33,316) | (27,305) | 26,840 | (94,637) | -1.93X | -1.83X | |
| Dow Jones (mini) | 9,845 | (266) | 15,015 | 6,654 | (74) | 24,410 | (37,076) | 0.89X | 0.53X | |
| Nasdaq (mini) | 52,105 | (4,308) | 12,331 | 5,363 | 19,414 | 59,938 | (37,653) | 1.39X | 1.93X | |
| Rates | 10Y UST | (847,007) | (21,761) | (840,989) | (818,687) | (812,538) | (297,553) | (1,147,933) | -0.48X | -0.62X |
| 2Y UST | (799,789) | 121,211 | (1,001,299) | (1,253,557) | (1,305,816) | (799,789) | (1,754,980) | 2.10X | 2.40X | |
| 5Y UST | (1,007,482) | (93,969) | (1,214,764) | (1,318,029) | (1,755,772) | (913,513) | (2,656,855) | 1.53X | 1.63X | |
| UST Bonds | (183,877) | (32,399) | (188,946) | (164,818) | (89,226) | 53,435 | (217,418) | -1.12X | -1.75X | |
| 30D Fed Funds | (60,626) | (58,581) | (233,254) | (173,115) | (94,600) | 310,943 | (407,579) | 0.19X | 0.24X | |
| Currencies | $USD | 11,835 | 1,529 | 16,020 | 10,644 | 1,720 | 22,495 | (16,381) | 0.89X | 0.77X |
| JPY | 57,598 | (13,559) | (47,542) | (82,431) | (41,676) | 176,086 | (189,560) | 1.36X | 0.82X | |
| EUR | (116,732) | (22,331) | (69,707) | (38,974) | 26,695 | 153,708 | (116,732) | -1.78X | -2.25X | |
| GBP | (102,088) | (11,491) | (66,236) | (65,774) | (56,291) | 147,196 | (108,572) | -1.83X | -1.91X | |
| AUD | (67,780) | (18,886) | (41,824) | 918 | (6,603) | 84,679 | (107,625) | -1.11X | -0.61X | |
| CAD | (80,231) | (25,577) | (129,466) | (103,315) | (84,866) | 33,915 | (197,113) | 0.07X | 0.23X | |
| MXN | 52,492 | (22,747) | 78,510 | 71,256 | 79,139 | 139,721 | (1,366) | -1.79X | -0.43X | |
| NZD | (17,703) | (5,894) | (29,258) | (36,168) | (37,832) | 30,743 | (65,663) | 1.30X | 0.17X | |
| CHF | (28,496) | 825 | (31,500) | (33,907) | (35,095) | (3,319) | (50,931) | 1.14X | 0.12X | |
| Commodities | CRUDE OIL | 190,022 | (24,858) | 179,979 | 213,645 | 188,776 | 354,330 | 89,472 | 0.02X | -0.45X |
| GOLD | 124,418 | (6,916) | 132,507 | 117,153 | 114,227 | 254,841 | (14,788) | 0.58X | -0.46X | |
| COPPER | 85,563 | (4,656) | 78,459 | 72,876 | 61,903 | 91,912 | (33,575) | 1.63X | 1.85X | |
| Natural Gas | (232,159) | (16,557) | (201,833) | (191,579) | (176,609) | (49,985) | (232,159) | -2.09X | -2.41X | |
| RBOB Gasoline | 65,087 | (4,136) | 62,615 | 58,686 | 66,568 | 102,336 | 11,588 | -0.09X | 0.58X | |
| ULSD Heating Oil | 12,059 | 967 | 10,974 | 7,605 | 13,083 | 37,224 | (34,953) | -0.14X | 0.15X | |
| Silver | 20,427 | (3,823) | 22,591 | 23,292 | 26,466 | 66,380 | 7,344 | -1.00X | -1.22X | |
| Platinum | 13,322 | (2,391) | 13,685 | 15,137 | 15,819 | 37,588 | (4,532) | -0.94X | -0.37X | |
| Corn | 413,811 | (45,957) | 289,441 | 234,713 | 124,534 | 486,620 | (277,559) | 1.54X | 2.01X | |
| Soybeans | 252,191 | (29,242) | 191,580 | 176,434 | 165,667 | 281,433 | (194,765) | 1.16X | 1.79X | |
| Wheat | (22,373) | (9,806) | (15,205) | (23,864) | (39,076) | 21,085 | (127,687) | 0.57X | 1.08X | |
| Live Cattle | 48,041 | 6,873 | 64,502 | 101,370 | 111,733 | 174,774 | 30,899 | -1.98X | -1.56X | |
| Lean Hogs | (51,824) | (9,065) | (30,098) | (1,756) | 52,974 | 166,410 | (51,824) | -1.59X | -2.09X | |
| Sugar | 222,456 | 3,926 | 97,297 | 2,284 | (78,087) | 245,211 | (237,843) | 2.32X | 2.07X | |
| Cotton | 90,903 | (6,974) | 108,093 | 97,433 | 31,834 | 133,147 | (66,025) | 0.85X | 1.53X | |
| Coffee | 11,820 | 3,036 | 22,791 | 19,568 | 26,299 | 76,932 | (19,788) | -1.11X | -1.55X | |
| Cocoa | (25,131) | 553 | (17,489) | (21,069) | (14,659) | 74,635 | (29,350) | -1.01X | -1.49X | |
| Orange Juice | 169 | (56) | 305 | 1,069 | 626 | 6,881 | (2,570) | -0.35X | -1.19X | |
Information compiled and transcribed directly from cftc as of monday 12 october.jpg. Negative values represented in parentheses.