COT Signal Matrix — week of December 31, 2024

Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday December 31, 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: Silver (bullish). NPF CS 80/20 full setups: British Pound (bullish), Canadian Dollar (bullish), Euro (bullish), Nasdaq (bearish), Russell (bearish), Silver (bullish).

Positioning · Raw CLS 95/5Positioning · NPF CS 80/20Index MomentumFriction & FlowOpen Interest
Asset ClassAssetTape BiasSignalsComm IndexLrg IndexSml IndexComm IndexSml IndexComm MoveLrg MoveSml MoveWILLCOInst SentimentOI ZMax Pain Pull
CryptoBitcoinNeutral624418717-34+38-417178+1.14
CryptoEthereumNeutral5743386123-6+13-256157+3.15
CurrenciesAustralian DollarBullishBULL TREND7726308625+63-73-7860-0.49
CurrenciesBritish PoundBullish96113926+38-39-28922-1.46
CurrenciesCanadian DollarBullishLW MACO BULL90164870-1+6-12877+0.77
CurrenciesEuroBullishSTEALTH BULL992129815+3-1-3984-1.92
CurrenciesJapanese YenNeutral3270404530-15+15+44543-1.08
CurrenciesMexican PesoNeutral871387311-10+8+27454-1.59
CurrenciesNew ZealandBullish4-YR BUY EXTREME10001110031+5-5-41000+2.47
CurrenciesSwiss FrancNeutral6952177419-10+13+127435+0.71
CurrenciesUS DollarBearishMACRO BEAR SETUP5342635858-42+42+1658100+0.98
EnergiesCrude OilBearish47710540-31+38+054100+2.08
EnergiesGasolineNeutral4465313836+9-4-233876-0.14
EnergiesHeating OilBearishSTRUCTURAL BULL4360374733-56+59+2647100-0.99
EnergiesNatural GasNeutral6042216622-36+38+216663+0.18
EquitiesDOWNeutral432910040100+6-14+0400-0.87
EquitiesNasdaqNeutral136975079-8-13+40065-0.29
EquitiesRussellNeutral1972741981+8-5-261925+0.19
EquitiesS&P 500Neutral56287856100+37-39-225628-0.64
Fixed Income10-Year NoteBearish4159724776-40+31+114689-0.45
Fixed Income2-Year NoteNeutral7821655966-17+17-135946+0.77
Fixed Income30-Year NoteBearish2272382029+5+0-172093+1.83
Fixed Income5-Year NoteBullish8811599266-12+11-29238+0.58
GrainsCornBearish01007030-3+3-170100+1.41
GrainsSoybeanNeutral7033446753-3+5-96778+0.84
GrainsSoybean MealBullish8516548649-15+16-328616+0.14
GrainsSoybean OilNeutralBULL TREND56477557+40-36-875514-0.18
GrainsWheatBullish8315968396-17+15+708313+1.28
Live StockFeeder CattleBearish81000111+8+0+011100+1.70
Live StockLean HogsBearish2181291121+15-15+291185-0.98
Live StockLive CattleBearish1488161527+14-12-11592+0.59
MetalsCopperNeutral6534465856+13-14-8580-0.29
MetalsGoldNeutral8816302550-7+11-372516-1.55
MetalsPalladiumNeutral6930747858+12-13+12780+0.95
MetalsPlatinumBullishSTRUCTURAL BEAR10009410091+63-62+391000+0.41
MetalsSilverBullish100001000+13-7-151000+0.73
SoftsCocoaNeutral9222118229+41-17-668229-0.64
SoftsCoffeeNeutral98854021+96-92-64398-1.59
SoftsCottonBullish909248830+1-1+1880+0.38
SoftsLumberBullishMACD BUY7036308435+47-40-88417-0.86
SoftsOrange JuiceBearishMACRO BEAR SETUP01001200+0+26-780100+0.52
SoftsSugarBullish8217278229+15-10-34820+1.37

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