Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday October 15, 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), US Dollar (bullish), Heating Oil (bullish), Natural Gas (bullish), Russell (bearish), Copper (bearish), Silver (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 | 4-YR BUY EXTREME | 100 | 10 | 27 | 90 | 9 | +44 | -44 | +15 | 90 | 0 | +1.81 | – |
| Crypto | Ethereum | Neutral | 74 | 26 | 48 | 74 | 50 | +26 | -33 | +36 | 74 | 10 | +0.88 | – | |
| Currencies | Australian Dollar | Bearish | 7 | 90 | 99 | 6 | 100 | -7 | +6 | +5 | 6 | 81 | -0.03 | – | |
| Currencies | British Pound | Neutral | 28 | 67 | 88 | 19 | 83 | +11 | -13 | -1 | 19 | 40 | +0.34 | – | |
| Currencies | Canadian Dollar | Neutral | 51 | 46 | 44 | 60 | 39 | +20 | -19 | -56 | 60 | 57 | +0.74 | – | |
| Currencies | Euro | Neutral | 81 | 14 | 40 | 77 | 50 | +39 | -42 | -23 | 77 | 24 | -1.27 | – | |
| Currencies | Japanese Yen | Bearish | 15 | 87 | 54 | 20 | 46 | +15 | -13 | -46 | 20 | 87 | -2.08 | – | |
| Currencies | Mexican Peso | Neutral | 87 | 13 | 8 | 73 | 9 | +24 | -28 | +8 | 73 | 28 | -2.17 | – | |
| Currencies | New Zealand | Neutral | 54 | 40 | 71 | 49 | 69 | +2 | +0 | -21 | 49 | 35 | +0.43 | – | |
| Currencies | Swiss Franc | Neutral | 29 | 72 | 70 | 53 | 61 | +2 | +9 | -30 | 53 | 72 | -1.19 | – | |
| Currencies | US Dollar | Bullish | 100 | 0 | 20 | 100 | 19 | +62 | -77 | +20 | 100 | 0 | -1.55 | – | |
| Energies | Crude Oil | Neutral | 72 | 28 | 45 | 65 | 47 | -10 | +11 | +2 | 65 | 30 | -0.81 | – | |
| Energies | Gasoline | Bearish | 48 | 55 | 48 | 42 | 56 | -48 | +44 | +48 | 42 | 100 | -1.00 | – | |
| Energies | Heating Oil | Bullish | 84 | 17 | 17 | 88 | 15 | -7 | +1 | -1 | 88 | 24 | +0.96 | – | |
| Energies | Natural Gas | Bullish | STRUCTURAL BEAR | 94 | 14 | 11 | 94 | 9 | +42 | -38 | -3 | 94 | 0 | +0.96 | – |
| Equities | DOW | Neutral | 33 | 64 | 66 | 23 | 71 | -42 | +31 | +64 | 23 | 73 | -0.36 | – | |
| Equities | Nasdaq | Neutral | MACD BUY | 70 | 28 | 27 | 68 | 31 | +70 | -72 | -22 | 69 | 8 | -0.67 | – |
| Equities | Russell | Bearish | 0 | 100 | 71 | 0 | 67 | +0 | +0 | +3 | 0 | 100 | -0.19 | – | |
| Equities | S&P 500 | Bearish | MACD SELL | 27 | 77 | 59 | 31 | 51 | -16 | +16 | +9 | 31 | 96 | +0.42 | – |
| Fixed Income | 10-Year Note | Neutral | 66 | 33 | 85 | 70 | 88 | -26 | +29 | -14 | 70 | 35 | +0.49 | – | |
| Fixed Income | 2-Year Note | Bullish | 81 | 13 | 88 | 56 | 89 | +38 | -31 | +1 | 56 | 0 | +1.21 | – | |
| Fixed Income | 30-Year Note | Neutral | 19 | 63 | 73 | 16 | 68 | +19 | -10 | -27 | 16 | 67 | +1.84 | – | |
| Fixed Income | 5-Year Note | Bullish | 97 | 9 | 77 | 100 | 83 | -2 | +8 | -21 | 100 | 50 | +0.86 | – | |
| Grains | Corn | Neutral | 54 | 48 | 33 | 58 | 43 | -15 | +17 | -32 | 58 | 85 | +1.09 | – | |
| Grains | Soybean | Neutral | BEAR TREND | 69 | 34 | 37 | 63 | 56 | -25 | +25 | -17 | 63 | 89 | +2.85 | – |
| Grains | Soybean Meal | Neutral | 30 | 67 | 94 | 38 | 70 | -15 | +14 | +25 | 38 | 55 | +1.85 | – | |
| Grains | Soybean Oil | Bearish | 3 | 95 | 65 | 2 | 73 | -17 | +13 | +40 | 2 | 93 | -2.33 | – | |
| Grains | Wheat | Bearish | 19 | 78 | 69 | 19 | 74 | +7 | -11 | +49 | 19 | 80 | +0.73 | – | |
| Live Stock | Feeder Cattle | Bearish | 0 | 100 | 0 | 0 | 0 | -45 | +50 | -55 | 0 | 100 | -0.61 | – | |
| Live Stock | Lean Hogs | Bearish | 0 | 100 | 0 | 0 | 0 | -44 | +38 | -3 | 0 | 100 | +1.99 | – | |
| Live Stock | Live Cattle | Bearish | 0 | 100 | 0 | 0 | 0 | -100 | +100 | -31 | 0 | 100 | +1.07 | – | |
| Metals | Copper | Neutral | 31 | 66 | 75 | 20 | 83 | -23 | +21 | +24 | 20 | 49 | +0.43 | – | |
| Metals | Gold | Neutral | 23 | 75 | 57 | 23 | 34 | +14 | -18 | -3 | 23 | 62 | +0.79 | – | |
| Metals | Palladium | Bearish | 59 | 41 | 66 | 73 | 56 | -31 | +28 | +32 | 73 | 100 | +0.68 | – | |
| Metals | Platinum | Bearish | 0 | 100 | 30 | 0 | 56 | -100 | +100 | -70 | 0 | 100 | -1.59 | – | |
| Metals | Silver | Neutral | 40 | 53 | 47 | 14 | 91 | -58 | +48 | +1 | 14 | 53 | -0.90 | – | |
| Softs | Cocoa | Bearish | 0 | 100 | 36 | 0 | 30 | -21 | +31 | -24 | 0 | 100 | +0.46 | – | |
| Softs | Coffee | Neutral | 46 | 57 | 23 | 73 | 9 | -24 | +27 | -33 | 73 | 49 | +1.23 | – | |
| Softs | Cotton | Bearish | 76 | 24 | 24 | 73 | 29 | -21 | +21 | +11 | 73 | 98 | +0.51 | – | |
| Softs | Lumber | Bearish | LW MACO BULL | 60 | 43 | 34 | 66 | 38 | -17 | +12 | +10 | 66 | 97 | +-0.00 | – |
| Softs | Orange Juice | Neutral | STRUCTURAL BULL | 19 | 67 | 90 | 44 | 79 | -43 | +5 | +72 | 44 | 76 | +1.84 | – |
| Softs | Sugar | Neutral | 55 | 39 | 76 | 47 | 86 | -19 | +12 | +48 | 47 | 78 | -0.46 | – | |
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