CFTC commitment of traders report was released on Friday (27th April) and cover positions up to Tuesday (24th April). 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 nearest decimal.
- 2 year U.S. Treasury:
Speculators reduced short positions last week and by 17,484 contracts that led to a net position of -69.3K contracts.
- 5 year U.S. Treasury:
5-year treasury short positions rose for a second consecutive week, and by 18,350 contracts that brought the net position to -591.8K contracts.
- 10 year U.S. Treasury:
Speculators increased short positions for a second consecutive week. The short positions got increased by 90,444 contracts to -462.1K contracts.
- S&P 500 (E-mini) –
Speculators reduced long positions last week. The net long positions got decreased by 1,345 contracts to +211K contracts.
- Russell 2000 –
Last week, the speculators reduced long positions for a fourth straight week and by 257 contracts to +0.18K contracts.
- MSCI Emerging Markets Mini-Index –
Long positions rose for a fourth consecutive week and by 5,393 contracts that pushed the net position to +185.7K contracts.
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