Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday October 01, 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: Australian Dollar (bearish), Russell (bearish). NPF CS 80/20 full setups: Bitcoin (bullish), Australian Dollar (bearish), British Pound (bearish), US Dollar (bullish), Crude Oil (bullish), Heating Oil (bullish), Russell (bearish), Silver (bearish), Coffee (bearish), Orange Juice (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 | Bullish | 4-YR BUY EXTREME | 100 | 15 | 11 | 93 | 3 | +35 | -31 | +1 | 93 | 0 | +0.99 | – |
| Crypto | Ethereum | Neutral | 78 | 30 | 26 | 78 | 29 | +26 | -19 | -5 | 78 | 21 | +0.64 | – | |
| Currencies | Australian Dollar | Bearish | 4-YR SELL EXTREME | 0 | 100 | 100 | 0 | 100 | -46 | +42 | +46 | 0 | 100 | +0.30 | – |
| Currencies | British Pound | Neutral | 22 | 72 | 100 | 14 | 93 | -16 | +16 | +12 | 14 | 51 | +0.59 | – | |
| Currencies | Canadian Dollar | Bearish | EXHAUSTION | 20 | 72 | 100 | 33 | 100 | -62 | +56 | +54 | 33 | 97 | -0.88 | – |
| Currencies | Euro | Neutral | 62 | 33 | 55 | 56 | 67 | -2 | +0 | +12 | 56 | 59 | -0.98 | – | |
| Currencies | Japanese Yen | Bearish | EXHAUSTION | 4 | 96 | 81 | 4 | 79 | +4 | -4 | -16 | 4 | 96 | -2.75 | – |
| Currencies | Mexican Peso | Neutral | 71 | 34 | 8 | 58 | 9 | +12 | -10 | +7 | 58 | 30 | -2.32 | – | |
| Currencies | New Zealand | Neutral | 46 | 45 | 97 | 42 | 88 | -35 | +31 | +43 | 42 | 39 | +1.03 | – | |
| Currencies | Swiss Franc | Bearish | 9 | 82 | 100 | 24 | 100 | -34 | +30 | +21 | 24 | 82 | -1.61 | – | |
| Currencies | US Dollar | Bullish | 100 | 9 | 8 | 100 | 5 | +57 | -61 | +5 | 100 | 0 | -1.33 | – | |
| Energies | Crude Oil | Bullish | 94 | 12 | 9 | 92 | 5 | +42 | -35 | -46 | 92 | 13 | +0.44 | – | |
| Energies | Gasoline | Neutral | MACD SELL | 78 | 29 | 12 | 71 | 14 | -18 | +19 | +12 | 71 | 67 | -2.04 | – |
| Energies | Heating Oil | Bullish | 95 | 3 | 16 | 97 | 14 | -5 | -13 | +16 | 97 | 4 | +1.42 | – | |
| Energies | Natural Gas | Neutral | 63 | 43 | 12 | 64 | 11 | +29 | -27 | +0 | 64 | 0 | +0.60 | – | |
| Equities | DOW | Bearish | 26 | 77 | 36 | 22 | 39 | -47 | +45 | +16 | 22 | 100 | -0.40 | – | |
| Equities | Nasdaq | Neutral | 34 | 71 | 27 | 28 | 33 | -9 | +24 | -3 | 28 | 67 | -1.11 | – | |
| Equities | Russell | Bearish | 3 | 98 | 75 | 4 | 72 | -25 | +32 | +0 | 4 | 98 | -0.39 | – | |
| Equities | S&P 500 | Bearish | EXHAUSTION | 32 | 75 | 31 | 32 | 33 | -21 | +26 | -13 | 32 | 83 | -0.26 | – |
| Fixed Income | 10-Year Note | Bullish | 4-YR BUY EXTREME | 100 | 0 | 98 | 100 | 97 | +0 | +0 | +0 | 100 | 0 | +1.34 | – |
| Fixed Income | 2-Year Note | Neutral | 61 | 29 | 96 | 29 | 96 | +1 | +1 | +0 | 29 | 30 | +1.25 | – | |
| Fixed Income | 30-Year Note | Neutral | 25 | 50 | 90 | 21 | 89 | +19 | -23 | -5 | 21 | 40 | +1.79 | – | |
| Fixed Income | 5-Year Note | Bullish | 83 | 15 | 90 | 75 | 94 | -17 | +15 | -10 | 75 | 66 | +1.09 | – | |
| Grains | Corn | Bearish | 55 | 45 | 41 | 59 | 46 | -28 | +27 | -24 | 59 | 100 | +0.58 | – | |
| Grains | Soybean | Bearish | 71 | 32 | 42 | 67 | 54 | -27 | +28 | -22 | 67 | 100 | +1.98 | – | |
| Grains | Soybean Meal | Bearish | STRUCTURAL BULLMACD SELL | 4 | 94 | 100 | 14 | 79 | -50 | +50 | +38 | 14 | 100 | +1.75 | – |
| Grains | Soybean Oil | Bearish | 0 | 100 | 64 | 0 | 70 | -58 | +60 | +14 | 0 | 100 | -1.71 | – | |
| Grains | Wheat | Bearish | 0 | 100 | 46 | 0 | 49 | -13 | +3 | +26 | 0 | 100 | -0.40 | – | |
| Live Stock | Feeder Cattle | Bearish | 0 | 100 | 0 | 0 | 0 | -89 | +100 | -100 | 0 | 100 | -0.25 | – | |
| Live Stock | Lean Hogs | Bearish | 0 | 100 | 16 | 0 | 29 | -90 | +86 | -3 | 0 | 100 | +1.80 | – | |
| Live Stock | Live Cattle | Neutral | 34 | 76 | 0 | 35 | 0 | -66 | +76 | -18 | 35 | 76 | +1.06 | – | |
| Metals | Copper | Neutral | 27 | 73 | 62 | 14 | 70 | -19 | +21 | +0 | 14 | 66 | +0.38 | – | |
| Metals | Gold | Bearish | 10 | 87 | 77 | 5 | 55 | +10 | -13 | +11 | 5 | 80 | +0.62 | – | |
| Metals | Palladium | Bearish | 67 | 34 | 51 | 79 | 49 | -24 | +25 | +0 | 79 | 83 | +0.81 | – | |
| Metals | Platinum | Bearish | MACD SELL | 0 | 100 | 14 | 0 | 36 | -56 | +61 | -50 | 0 | 100 | -1.85 | – |
| Metals | Silver | Neutral | 25 | 70 | 53 | 2 | 96 | -9 | +6 | -15 | 2 | 70 | -0.87 | – | |
| Softs | Cocoa | Bearish | 0 | 100 | 15 | 0 | 0 | -100 | +100 | -62 | 0 | 100 | +1.64 | – | |
| Softs | Coffee | Neutral | 8 | 79 | 100 | 16 | 100 | -57 | +47 | +0 | 16 | 54 | +1.46 | – | |
| Softs | Cotton | Bearish | 74 | 24 | 40 | 71 | 46 | -25 | +24 | +23 | 71 | 100 | +-0.00 | – | |
| Softs | Lumber | Bearish | 66 | 42 | 20 | 72 | 24 | -3 | +4 | -7 | 72 | 100 | -0.02 | – | |
| Softs | Orange Juice | Neutral | 100 | 64 | 0 | 100 | 0 | +0 | +33 | +0 | 100 | 40 | +0.43 | – | |
| Softs | Sugar | Bearish | 51 | 47 | 59 | 42 | 66 | -42 | +39 | +47 | 42 | 100 | -0.75 | – | |
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