Latest Commitment of Traders positions (Equities and Bonds) as at April 23rd 2019

CFTC commitment of traders report was released on Friday (26th April) and cover positions up to Tuesday (23rd April). The COT report is not a complete presenter of entire market positions; however, it represents a good chunk of institutional traders, to feel what’s going on in capital markets and how big traders are aligned.

Kindly note, in some cases, numbers are rounded to the nearest decimal.

• 2 year U.S. Treasury:

Speculators reduced short positions for the 6th time in 10 weeks. Short positions declined by 40,776 contracts that led to a net position of -130.8K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined last week and by 16,089 contracts that brought the net position to -46.8K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for the week, and by 48,141 contracts to -323.8K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions last week and by 13,544 contracts to +2.4K contracts.

• MSCI Emerging Markets Mini Index –

Long positions declined in the week ending April 23rd and by 4,937 contracts that pushed the net position to +244.7K contracts.