The CFTC Nasdaq 100 speculative net positions report provides a weekly snapshot of the net long or short positions held by non-commercial (speculative) traders in the Nasdaq 100 futures market. This data is part of the Commitments of Traders (COT) report and is used to gauge market sentiment and potential trend exhaustion. Extreme positioning in either direction can often signal a forthcoming market reversal. Analysts use this to understand the conviction of large speculators in the technology sector.
The net position is calculated by subtracting the total number of short contracts from the total number of long contracts held by speculative traders as reported to the CFTC. The data reflects positions held as of the close of business on the preceding Tuesday.
No historical data available
