Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday September 24, 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: Russell (bearish). NPF CS 80/20 full setups: Bitcoin (bullish), Australian Dollar (bearish), British Pound (bearish), Japanese Yen (bearish), US Dollar (bullish), Crude Oil (bullish), Heating Oil (bullish), DOW (bearish), Nasdaq (bearish), Russell (bearish), 2-Year Note (bearish), Live Cattle (bullish), Coffee (bearish).
| 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 | Bullish | 93 | 18 | 31 | 87 | 14 | +45 | -42 | +16 | 87 | 0 | +1.32 | – | |
| Crypto | Ethereum | Bullish | 86 | 22 | 32 | 83 | 34 | +40 | -29 | -10 | 83 | 0 | +0.95 | – | |
| Currencies | Australian Dollar | Bearish | MACD SELL | 16 | 81 | 98 | 14 | 100 | -37 | +26 | +62 | 14 | 71 | -0.57 | – |
| Currencies | British Pound | Neutral | MACD BUY | 25 | 68 | 100 | 17 | 93 | -23 | +23 | +18 | 17 | 44 | +0.44 | – |
| Currencies | Canadian Dollar | Bearish | STRUCTURAL BULL | 30 | 67 | 96 | 49 | 100 | -59 | +58 | +48 | 49 | 100 | -0.89 | – |
| Currencies | Euro | Neutral | EXHAUSTION | 54 | 41 | 62 | 46 | 74 | -25 | +22 | +34 | 46 | 74 | -0.90 | – |
| Currencies | Japanese Yen | Bearish | EXHAUSTION4-YR SELL EXTREME | 0 | 100 | 87 | 0 | 83 | +0 | +0 | +15 | 0 | 100 | -3.00 | – |
| Currencies | Mexican Peso | Neutral | 77 | 27 | 7 | 70 | 7 | +26 | -25 | +7 | 70 | 4 | -2.46 | – | |
| Currencies | New Zealand | Neutral | 54 | 38 | 83 | 50 | 80 | -32 | +27 | +43 | 50 | 32 | +0.51 | – | |
| Currencies | Swiss Franc | Bearish | EXHAUSTION | 8 | 81 | 85 | 25 | 80 | -34 | +20 | +25 | 25 | 93 | -1.83 | – |
| Currencies | US Dollar | Bullish | BULL TREND | 100 | 13 | 6 | 100 | 4 | +60 | -61 | +6 | 100 | 0 | -1.26 | – |
| Energies | Crude Oil | Bullish | 94 | 12 | 11 | 93 | 7 | +45 | -42 | -34 | 93 | 13 | +0.59 | – | |
| Energies | Gasoline | Neutral | 78 | 26 | 20 | 74 | 23 | -19 | +21 | +20 | 74 | 61 | -1.59 | – | |
| Energies | Heating Oil | Bullish | 98 | 0 | 12 | 100 | 11 | -1 | -19 | +8 | 100 | 0 | +1.33 | – | |
| Energies | Natural Gas | Neutral | 49 | 60 | 0 | 47 | 0 | +19 | -11 | -23 | 47 | 36 | +0.62 | – | |
| Equities | DOW | Bearish | MACD SELL | 25 | 69 | 76 | 19 | 84 | -65 | +62 | +19 | 19 | 100 | -0.69 | – |
| Equities | Nasdaq | Neutral | 28 | 71 | 41 | 20 | 52 | -28 | +36 | +0 | 20 | 71 | -1.53 | – | |
| Equities | Russell | Bearish | 0 | 100 | 87 | 0 | 86 | -15 | +15 | +49 | 0 | 100 | -0.75 | – | |
| Equities | S&P 500 | Neutral | 39 | 65 | 48 | 43 | 53 | -1 | -4 | +35 | 43 | 56 | -0.51 | – | |
| Fixed Income | 10-Year Note | Bullish | 94 | 9 | 86 | 93 | 87 | +14 | +4 | -14 | 93 | 9 | +1.29 | – | |
| Fixed Income | 2-Year Note | Neutral | 47 | 42 | 92 | 9 | 93 | -7 | +10 | -8 | 9 | 77 | +1.28 | – | |
| Fixed Income | 30-Year Note | Neutral | 42 | 31 | 94 | 36 | 92 | +40 | -44 | -6 | 36 | 0 | +1.86 | – | |
| Fixed Income | 5-Year Note | Neutral | 80 | 15 | 98 | 70 | 100 | -20 | +15 | -1 | 70 | 64 | +1.16 | – | |
| Grains | Corn | Bearish | 65 | 35 | 57 | 70 | 60 | -14 | +15 | -19 | 70 | 91 | +0.46 | – | |
| Grains | Soybean | Neutral | 76 | 26 | 55 | 71 | 65 | -17 | +18 | -17 | 71 | 71 | +1.93 | – | |
| Grains | Soybean Meal | Neutral | 27 | 72 | 80 | 31 | 61 | -30 | +30 | +32 | 31 | 58 | +1.14 | – | |
| Grains | Soybean Oil | Bearish | STRUCTURAL BULL | 0 | 100 | 55 | 0 | 59 | -68 | +68 | +23 | 0 | 100 | -1.24 | – |
| Grains | Wheat | Bearish | 0 | 100 | 61 | 0 | 58 | -78 | +79 | +9 | 0 | 100 | -1.10 | – | |
| Live Stock | Feeder Cattle | Bearish | 0 | 93 | 32 | 0 | 34 | -72 | +93 | -68 | 0 | 73 | +0.16 | – | |
| Live Stock | Lean Hogs | Bearish | 0 | 100 | 41 | 0 | 50 | -97 | +95 | -7 | 0 | 100 | +2.14 | – | |
| Live Stock | Live Cattle | Bullish | 86 | 19 | 1 | 89 | 0 | -14 | +19 | -30 | 89 | 19 | +0.49 | – | |
| Metals | Copper | Neutral | 36 | 64 | 54 | 23 | 65 | -13 | +16 | -14 | 23 | 42 | -0.03 | – | |
| Metals | Gold | Bearish | 4-YR SELL EXTREME | 0 | 100 | 50 | 11 | 23 | -11 | +12 | -16 | 11 | 100 | +1.50 | – |
| Metals | Palladium | Bearish | 62 | 41 | 38 | 74 | 43 | -28 | +31 | -22 | 74 | 100 | +0.90 | – | |
| Metals | Platinum | Bearish | 2 | 100 | 2 | 0 | 25 | -67 | +75 | -67 | 0 | 100 | -1.46 | – | |
| Metals | Silver | Bearish | 13 | 100 | 24 | 3 | 53 | -21 | +34 | -42 | 3 | 100 | -0.63 | – | |
| Softs | Cocoa | Bearish | STRUCTURAL BULL | 0 | 100 | 44 | 0 | 23 | -94 | +85 | +38 | 0 | 100 | +2.09 | – |
| Softs | Coffee | Bearish | STRUCTURAL BULL | 3 | 86 | 100 | 12 | 100 | -94 | +86 | +1 | 12 | 58 | +0.30 | – |
| Softs | Cotton | Neutral | 79 | 20 | 34 | 76 | 40 | -20 | +20 | +18 | 76 | 100 | -0.08 | – | |
| Softs | Lumber | Neutral | 72 | 36 | 23 | 80 | 26 | +0 | +3 | -12 | 80 | 94 | -0.13 | – | |
| Softs | Orange Juice | Bearish | 53 | 100 | 0 | 72 | 0 | -47 | +100 | -77 | 72 | 39 | +0.68 | – | |
| Softs | Sugar | Bearish | 56 | 42 | 52 | 48 | 57 | -31 | +28 | +34 | 48 | 100 | -0.53 | – | |
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