Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday September 03, 2024: Commercial and Speculator positioning indexes on raw and OI-normalized bases, index momentum, WILLCO, sentiment and open-interest readings, with each model's setup verdict.
Raw CLS 95/5 full setups: Japanese Yen (bearish), Nasdaq (bearish), Russell (bearish). NPF CS 80/20 full setups: Australian Dollar (bearish), British Pound (bearish), Japanese Yen (bearish), Gasoline (bullish), Heating Oil (bullish), Nasdaq (bearish), Russell (bearish), 2-Year Note (bearish), 30-Year Note (bearish), Cotton (bullish).
| Positioning · Raw CLS 95/5 | Positioning · NPF CS 80/20 | Index Momentum | Friction & Flow | Open Interest | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset Class | Asset | Tape Bias | Signals | Comm Index | Lrg Index | Sml Index | Comm Index | Sml Index | Comm Move | Lrg Move | Sml Move | WILLCO | Inst Sentiment | OI Z | Max Pain Pull |
| Crypto | Bitcoin | Neutral | 56 | 54 | 12 | 66 | 4 | -13 | +17 | -21 | 66 | 74 | +0.85 | – | |
| Crypto | Ethereum | Bearish | 48 | 59 | 12 | 51 | 15 | -10 | +29 | -61 | 51 | 96 | +0.56 | – | |
| Currencies | Australian Dollar | Bearish | 14 | 84 | 94 | 14 | 93 | -2 | +1 | +5 | 14 | 75 | +0.79 | – | |
| Currencies | British Pound | Bearish | 17 | 80 | 89 | 15 | 89 | +17 | -20 | +2 | 15 | 76 | +1.68 | – | |
| Currencies | Canadian Dollar | Bearish | 31 | 65 | 100 | 42 | 100 | -69 | +65 | +85 | 42 | 100 | +0.11 | – | |
| Currencies | Euro | Bearish | 42 | 56 | 63 | 38 | 65 | -35 | +33 | +42 | 38 | 100 | +0.37 | – | |
| Currencies | Japanese Yen | Bearish | 0 | 100 | 100 | 0 | 100 | -40 | +40 | +40 | 0 | 100 | +0.69 | – | |
| Currencies | Mexican Peso | Neutral | 63 | 41 | 0 | 52 | 0 | +25 | -23 | -9 | 52 | 0 | -1.85 | – | |
| Currencies | New Zealand | Neutral | 52 | 40 | 92 | 48 | 76 | +2 | -10 | +52 | 48 | 35 | +1.30 | – | |
| Currencies | Swiss Franc | Bearish | 27 | 63 | 100 | 36 | 100 | -61 | +47 | +78 | 36 | 99 | -1.21 | – | |
| Currencies | US Dollar | Bearish | 38 | 77 | 0 | 42 | 7 | -7 | +14 | -31 | 42 | 100 | +1.81 | – | |
| Energies | Crude Oil | Bullish | STRUCTURAL BEAR | 82 | 17 | 43 | 84 | 43 | +48 | -46 | -22 | 84 | 0 | +0.09 | – |
| Energies | Gasoline | Bullish | STEALTH BULL | 96 | 11 | 0 | 94 | 0 | -4 | +10 | -18 | 93 | 23 | -1.61 | – |
| Energies | Heating Oil | Bullish | 91 | 16 | 18 | 93 | 16 | +0 | -13 | -1 | 93 | 4 | +1.44 | – | |
| Energies | Natural Gas | Bullish | 52 | 52 | 14 | 47 | 10 | +14 | -11 | -7 | 47 | 13 | +1.08 | – | |
| Equities | DOW | Neutral | 75 | 33 | 2 | 72 | 3 | +28 | -15 | -69 | 72 | 37 | -1.10 | – | |
| Equities | Nasdaq | Bearish | 0 | 100 | 49 | 0 | 51 | -65 | +84 | -51 | 0 | 100 | -0.26 | – | |
| Equities | Russell | Bearish | 0 | 100 | 68 | 0 | 71 | -77 | +81 | -32 | 0 | 100 | -1.06 | – | |
| Equities | S&P 500 | Neutral | 43 | 61 | 50 | 45 | 50 | +16 | -11 | -27 | 45 | 44 | -0.21 | – | |
| Fixed Income | 10-Year Note | Bullish | EXHAUSTION | 92 | 4 | 99 | 100 | 100 | +46 | -34 | +2 | 100 | 5 | +0.93 | – |
| Fixed Income | 2-Year Note | Bearish | EXHAUSTION | 43 | 44 | 87 | 10 | 93 | -19 | +15 | -10 | 9 | 99 | +1.00 | – |
| Fixed Income | 30-Year Note | Neutral | 4-YR SELL EXTREME | 0 | 73 | 100 | 0 | 100 | -20 | +11 | +0 | 0 | 29 | +1.90 | – |
| Fixed Income | 5-Year Note | Bullish | EXHAUSTION | 99 | 1 | 98 | 99 | 100 | +12 | -4 | -2 | 99 | 5 | +1.25 | – |
| Grains | Corn | Neutral | 69 | 31 | 65 | 75 | 64 | -21 | +23 | -29 | 75 | 75 | -0.34 | – | |
| Grains | Soybean | Bullish | 94 | 9 | 54 | 88 | 62 | +8 | -5 | -30 | 88 | 14 | +1.64 | – | |
| Grains | Soybean Meal | Neutral | 45 | 53 | 69 | 47 | 52 | -5 | +3 | +25 | 47 | 19 | +1.14 | – | |
| Grains | Soybean Oil | Bearish | 20 | 82 | 25 | 21 | 27 | +1 | +5 | -75 | 21 | 82 | -1.54 | – | |
| Grains | Wheat | Bearish | STRUCTURAL BULL | 12 | 89 | 20 | 30 | 3 | -70 | +64 | -18 | 30 | 52 | -1.83 | – |
| Live Stock | Feeder Cattle | Neutral | 45 | 50 | 55 | 42 | 54 | -37 | +28 | -8 | 42 | 34 | -0.44 | – | |
| Live Stock | Lean Hogs | Neutral | 44 | 62 | 3 | 44 | 11 | -51 | +58 | -85 | 44 | 41 | -0.02 | – | |
| Live Stock | Live Cattle | Bullish | 4-YR BUY EXTREME | 100 | 0 | 31 | 100 | 22 | +0 | -19 | +31 | 100 | 0 | -0.31 | – |
| Metals | Copper | Neutral | 54 | 45 | 51 | 42 | 66 | +29 | -28 | -29 | 42 | 0 | -0.68 | – | |
| Metals | Gold | Bearish | 9 | 93 | 60 | 4 | 52 | +4 | +1 | -32 | 4 | 89 | +0.15 | – | |
| Metals | Palladium | Bullish | 90 | 13 | 34 | 90 | 40 | +1 | +4 | -56 | 90 | 52 | +1.42 | – | |
| Metals | Platinum | Bullish | 100 | 0 | 100 | 100 | 100 | +39 | -26 | +0 | 100 | 0 | +0.48 | – | |
| Metals | Silver | Neutral | 98 | 5 | 46 | 23 | 82 | +78 | -75 | -26 | 23 | 5 | -2.30 | – | |
| Softs | Cocoa | Neutral | 21 | 69 | 60 | 13 | 60 | -11 | -3 | +41 | 12 | 47 | +0.47 | – | |
| Softs | Coffee | Neutral | 70 | 30 | 56 | 21 | 64 | -5 | +2 | +37 | 21 | 30 | -0.85 | – | |
| Softs | Cotton | Bullish | 97 | 3 | 13 | 96 | 17 | -3 | +3 | +8 | 96 | 9 | -0.03 | – | |
| Softs | Lumber | Neutral | 77 | 31 | 24 | 83 | 28 | -10 | +11 | -6 | 83 | 75 | +0.21 | – | |
| Softs | Orange Juice | Neutral | 62 | 62 | 18 | 71 | 18 | -34 | +42 | -22 | 70 | 24 | -0.05 | – | |
| Softs | Sugar | Bearish | 74 | 27 | 28 | 70 | 29 | -13 | +13 | +13 | 70 | 100 | -0.28 | – | |
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