Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday November 12, 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: Soybean Oil (bearish), Wheat (bullish). NPF 2-leg 80/20 full setups: Bitcoin (bullish), Canadian Dollar (bullish), Mexican Peso (bullish), Swiss Franc (bullish), Heating Oil (bullish), Natural Gas (bullish), DOW (bearish), Russell (bearish), Soybean Oil (bearish), Cocoa (bearish).
| 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 | 92 | 12 | 45 | 84 | 18 | -8 | -3 | +34 | 84 | 3 | +2.20 | – | |
| Crypto | Ethereum | Neutral | MACD BUY | 74 | 20 | 65 | 69 | 44 | -4 | -10 | +39 | 69 | 0 | +3.73 | – |
| Currencies | Australian Dollar | Bearish | 11 | 97 | 57 | 7 | 55 | +11 | -3 | -43 | 7 | 95 | -0.87 | – | |
| Currencies | British Pound | Neutral | 48 | 50 | 55 | 35 | 54 | +26 | -22 | -45 | 35 | 17 | -1.06 | – | |
| Currencies | Canadian Dollar | Bullish | 91 | 10 | 7 | 94 | 13 | +71 | -62 | -93 | 94 | 11 | +1.40 | – | |
| Currencies | Euro | Neutral | 82 | 18 | 25 | 78 | 34 | +20 | -15 | -30 | 78 | 29 | -1.60 | – | |
| Currencies | Japanese Yen | Neutral | STRUCTURAL BEAR | 55 | 48 | 18 | 70 | 11 | +51 | -48 | -63 | 70 | 6 | -0.57 | – |
| Currencies | Mexican Peso | Bullish | 93 | 9 | 1 | 86 | 3 | +22 | -25 | -7 | 86 | 21 | -1.71 | – | |
| Currencies | New Zealand | Bullish | 79 | 18 | 35 | 73 | 40 | +33 | -27 | -62 | 73 | 27 | +1.21 | – | |
| Currencies | Swiss Franc | Bullish | STRUCTURAL BEAR | 60 | 52 | 30 | 80 | 18 | +51 | -30 | -70 | 80 | 10 | -0.22 | – |
| Currencies | US Dollar | Bullish | 92 | 0 | 52 | 87 | 55 | -8 | -9 | +44 | 87 | 0 | +0.22 | – | |
| Energies | Crude Oil | Neutral | 75 | 29 | 17 | 75 | 17 | -19 | +17 | +8 | 75 | 44 | +0.68 | – | |
| Energies | Gasoline | Bearish | 43 | 63 | 40 | 39 | 45 | -35 | +34 | +28 | 39 | 100 | +0.00 | – | |
| Energies | Heating Oil | Bullish | 91 | 17 | 4 | 92 | 3 | -4 | +14 | -12 | 92 | 22 | +0.94 | – | |
| Energies | Natural Gas | Bullish | 91 | 9 | 3 | 83 | 2 | +28 | -34 | -9 | 83 | 10 | +1.97 | – | |
| Equities | DOW | Neutral | 24 | 69 | 88 | 12 | 93 | -2 | -8 | +52 | 12 | 79 | -0.45 | – | |
| Equities | Nasdaq | Neutral | 26 | 72 | 44 | 32 | 38 | -8 | +1 | +17 | 32 | 61 | +1.25 | – | |
| Equities | Russell | Bearish | 8 | 82 | 100 | 10 | 100 | +5 | -16 | +25 | 10 | 70 | +0.86 | – | |
| Equities | S&P 500 | Neutral | 27 | 63 | 100 | 30 | 100 | -5 | -12 | +69 | 30 | 63 | +0.66 | – | |
| Fixed Income | 10-Year Note | Neutral | 66 | 39 | 66 | 73 | 69 | -34 | +39 | -32 | 73 | 79 | +0.03 | – | |
| Fixed Income | 2-Year Note | Bullish | 92 | 6 | 81 | 64 | 78 | +31 | -23 | -15 | 64 | 12 | +1.40 | – | |
| Fixed Income | 30-Year Note | Bearish | 23 | 70 | 41 | 21 | 31 | -2 | +20 | -49 | 21 | 80 | +2.33 | – | |
| Fixed Income | 5-Year Note | Bullish | 4-YR BUY EXTREME | 100 | 0 | 63 | 100 | 68 | +17 | -15 | -27 | 100 | 0 | +1.06 | – |
| Grains | Corn | Bearish | 0 | 100 | 22 | 0 | 41 | -55 | +55 | -19 | 0 | 100 | +1.78 | – | |
| Grains | Soybean | Bearish | 70 | 31 | 62 | 65 | 71 | -1 | -1 | +20 | 65 | 81 | +1.66 | – | |
| Grains | Soybean Meal | Bullish | 75 | 20 | 76 | 81 | 44 | +71 | -74 | -24 | 81 | 3 | +2.34 | – | |
| Grains | Soybean Oil | Bearish | 0 | 100 | 100 | 0 | 100 | +0 | +0 | +36 | 0 | 100 | +1.36 | – | |
| Grains | Wheat | Bullish | STRUCTURAL BEAR | 100 | 0 | 3 | 100 | 29 | +100 | -100 | -43 | 100 | 13 | +1.51 | – |
| Live Stock | Feeder Cattle | Bearish | 0 | 99 | 10 | 0 | 11 | +0 | -1 | +10 | 0 | 99 | -0.15 | – | |
| Live Stock | Lean Hogs | Bearish | 0 | 100 | 0 | 0 | 6 | +0 | +0 | -16 | 0 | 100 | +1.52 | – | |
| Live Stock | Live Cattle | Bearish | MACRO BEAR SETUP | 0 | 100 | 0 | 0 | 0 | -34 | +24 | +0 | 0 | 100 | +1.12 | – |
| Metals | Copper | Neutral | 44 | 53 | 74 | 33 | 85 | +17 | -20 | +12 | 33 | 26 | +0.08 | – | |
| Metals | Gold | Neutral | STRUCTURAL BEAR | 69 | 29 | 84 | 71 | 56 | +59 | -58 | +7 | 71 | 0 | +0.44 | – |
| Metals | Palladium | Neutral | 54 | 43 | 88 | 67 | 67 | -13 | +9 | +37 | 67 | 64 | +0.77 | – | |
| Metals | Platinum | Neutral | STRUCTURAL BEAR | 42 | 55 | 85 | 47 | 77 | +42 | -45 | +71 | 47 | 55 | +1.65 | – |
| Metals | Silver | Bullish | STRUCTURAL BEAR | 77 | 13 | 26 | 84 | 37 | +52 | -57 | -27 | 84 | 13 | -0.40 | – |
| Softs | Cocoa | Neutral | 31 | 56 | 100 | 0 | 100 | +31 | -44 | +85 | 0 | 65 | -1.76 | – | |
| Softs | Coffee | Bearish | 24 | 78 | 27 | 14 | 33 | +16 | -1 | -73 | 14 | 85 | -1.68 | – | |
| Softs | Cotton | Bearish | 77 | 23 | 18 | 74 | 22 | +3 | -1 | -22 | 74 | 89 | +0.66 | – | |
| Softs | Lumber | Bearish | 31 | 69 | 38 | 26 | 46 | -35 | +27 | +18 | 26 | 100 | -0.82 | – | |
| Softs | Orange Juice | Neutral | STRUCTURAL BULL | 14 | 59 | 78 | 23 | 66 | -86 | -5 | +78 | 23 | 76 | +0.78 | – |
| Softs | Sugar | Neutral | 70 | 25 | 55 | 66 | 61 | +19 | -22 | -4 | 66 | 44 | +0.03 | – | |
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