Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday October 22, 2024: Commercial, Non-Commercial and Non-Reportable positioning indexes on raw and OI-normalized bases, index momentum, WILLCO, sentiment and open-interest readings, with each model's setup verdict.
Raw 3-leg 95/5 full setups: Natural Gas (bullish), Russell (bearish), Soybean Oil (bearish). NPF 2-leg 80/20 full setups: Bitcoin (bullish), Australian Dollar (bearish), Heating Oil (bullish), Natural Gas (bullish), Russell (bearish), Soybean Oil (bearish), Coffee (bullish).
| Positioning · Raw 3-leg 95/5 | Positioning · NPF 2-leg 80/20 | Index Momentum | Friction & Flow | Open Interest | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset Class | Asset | Tape Bias | Signals | Comm Index | NonComm Index | NonRept Index | Comm Index | NonRept Index | Comm Move | NonComm Move | NonRept Move | WILLCO | NonComm Sentiment | OI Z | Max Pain Pull |
| Crypto | Bitcoin | Bullish | 91 | 15 | 34 | 86 | 16 | +24 | -29 | +20 | 86 | 9 | +1.63 | – | |
| Crypto | Ethereum | Neutral | 60 | 38 | 45 | 62 | 42 | -15 | +2 | +31 | 62 | 41 | +1.50 | – | |
| Currencies | Australian Dollar | Bearish | 5 | 96 | 86 | 3 | 87 | -16 | +17 | +1 | 3 | 92 | -0.28 | – | |
| Currencies | British Pound | Neutral | 37 | 61 | 65 | 25 | 64 | +13 | -9 | -35 | 25 | 28 | -0.42 | – | |
| Currencies | Canadian Dollar | Neutral | 64 | 38 | 12 | 71 | 13 | +31 | -27 | -62 | 71 | 43 | +0.93 | – | |
| Currencies | Euro | Bullish | BULL TRENDMACD BUY | 100 | 0 | 32 | 100 | 41 | +51 | -46 | -33 | 100 | 0 | -1.40 | – |
| Currencies | Japanese Yen | Neutral | 25 | 79 | 37 | 35 | 26 | +25 | -21 | -63 | 35 | 79 | -1.72 | – | |
| Currencies | Mexican Peso | Neutral | 89 | 12 | 0 | 78 | 0 | +22 | -25 | +0 | 78 | 26 | -2.09 | – | |
| Currencies | New Zealand | Neutral | 55 | 40 | 64 | 50 | 63 | +0 | +5 | -36 | 50 | 39 | +0.48 | – | |
| Currencies | Swiss Franc | Neutral | 43 | 52 | 72 | 64 | 67 | +31 | -13 | -28 | 64 | 52 | -0.71 | – | |
| Currencies | US Dollar | Bullish | 85 | 13 | 29 | 81 | 33 | +71 | -85 | +29 | 81 | 13 | -0.74 | – | |
| Energies | Crude Oil | Neutral | 81 | 21 | 23 | 72 | 28 | -19 | +21 | -10 | 72 | 23 | -1.51 | – | |
| Energies | Gasoline | Bearish | STRUCTURAL BULL | 49 | 53 | 49 | 44 | 56 | -51 | +47 | +48 | 44 | 97 | -0.82 | – |
| Energies | Heating Oil | Bullish | 89 | 6 | 22 | 92 | 19 | -11 | +6 | +12 | 92 | 9 | +1.24 | – | |
| Energies | Natural Gas | Bullish | 4-YR BUY EXTREMESTRUCTURAL BEAR | 100 | 0 | 5 | 100 | 1 | +59 | -64 | -2 | 100 | 0 | +1.47 | – |
| Equities | DOW | Neutral | 39 | 62 | 48 | 32 | 52 | -27 | +24 | +25 | 32 | 70 | -0.14 | – | |
| Equities | Nasdaq | Neutral | 68 | 31 | 24 | 67 | 27 | +61 | -68 | -10 | 67 | 12 | -0.38 | – | |
| Equities | Russell | Bearish | 5 | 93 | 87 | 4 | 86 | +5 | -7 | +23 | 4 | 92 | -0.60 | – | |
| Equities | S&P 500 | Bearish | 32 | 74 | 47 | 36 | 40 | -21 | +17 | +40 | 36 | 93 | +0.41 | – | |
| Fixed Income | 10-Year Note | Neutral | 65 | 35 | 81 | 70 | 84 | -35 | +33 | -5 | 70 | 41 | +0.33 | – | |
| Fixed Income | 2-Year Note | Bullish | 85 | 9 | 88 | 59 | 87 | +39 | -36 | +9 | 59 | 0 | +1.32 | – | |
| Fixed Income | 30-Year Note | Neutral | 23 | 58 | 75 | 20 | 71 | +8 | -4 | -12 | 20 | 57 | +1.74 | – | |
| Fixed Income | 5-Year Note | Bullish | 96 | 8 | 80 | 99 | 85 | -4 | +7 | -14 | 99 | 45 | +0.86 | – | |
| Grains | Corn | Neutral | 28 | 69 | 38 | 32 | 54 | -35 | +31 | -10 | 32 | 93 | +1.73 | – | |
| Grains | Soybean | Neutral | 71 | 30 | 61 | 64 | 73 | -19 | +17 | +11 | 64 | 80 | +2.68 | – | |
| Grains | Soybean Meal | Neutral | 29 | 70 | 72 | 39 | 50 | -13 | +12 | +21 | 39 | 62 | +1.98 | – | |
| Grains | Soybean Oil | Bearish | 0 | 100 | 100 | 0 | 100 | -16 | +14 | +75 | 0 | 100 | -1.35 | – | |
| Grains | Wheat | Neutral | 33 | 67 | 55 | 30 | 65 | +33 | -33 | +55 | 30 | 71 | +1.21 | – | |
| Live Stock | Feeder Cattle | Bearish | 6 | 100 | 0 | 5 | 0 | -61 | +73 | -73 | 5 | 100 | -0.48 | – | |
| Live Stock | Lean Hogs | Bearish | 0 | 100 | 18 | 0 | 22 | -26 | +13 | +18 | 0 | 100 | +1.75 | – | |
| Live Stock | Live Cattle | Bearish | 0 | 100 | 5 | 0 | 10 | -90 | +91 | -27 | 0 | 100 | +1.46 | – | |
| Metals | Copper | Neutral | 33 | 63 | 86 | 21 | 95 | -22 | +18 | +37 | 21 | 43 | +0.40 | – | |
| Metals | Gold | Bearish | 13 | 83 | 75 | 30 | 35 | -2 | -4 | +16 | 30 | 75 | +1.50 | – | |
| Metals | Palladium | Bearish | 49 | 50 | 67 | 65 | 57 | -38 | +33 | +36 | 65 | 100 | +0.61 | – | |
| Metals | Platinum | Bearish | STRUCTURAL BULL | 0 | 100 | 22 | 0 | 22 | -71 | +67 | -29 | 0 | 100 | +0.43 | – |
| Metals | Silver | Bearish | STRUCTURAL BULLMACD SELL4-YR SELL EXTREME | 0 | 100 | 18 | 6 | 0 | -100 | +100 | -7 | 6 | 100 | +0.04 | – |
| Softs | Cocoa | Bearish | 20 | 84 | 11 | 17 | 12 | -5 | +8 | -25 | 17 | 84 | -0.13 | – | |
| Softs | Coffee | Neutral | 53 | 48 | 28 | 87 | 12 | -12 | +11 | -24 | 87 | 45 | +1.22 | – | |
| Softs | Cotton | Neutral | 74 | 26 | 26 | 70 | 30 | -26 | +26 | +26 | 70 | 100 | +1.05 | – | |
| Softs | Lumber | Neutral | LW MACO BULL | 68 | 37 | 31 | 75 | 35 | -13 | +9 | +11 | 75 | 79 | -0.14 | – |
| Softs | Orange Juice | Neutral | 74 | 0 | 52 | 73 | 54 | +55 | -88 | -15 | 73 | 52 | -0.27 | – | |
| Softs | Sugar | Neutral | 59 | 34 | 71 | 53 | 80 | -19 | +10 | +49 | 53 | 67 | -0.33 | – | |
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