Latest Commitment of Traders positions (Equities and Bonds) as at April 30th 2019

CFTC commitment of traders report was released on Friday (3rd May) and cover positions up to Tuesday (30th 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 7th time in 11 weeks. Short positions declined by 83,349 contracts that led to a net position of -47.5K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose last week and by 60,054 contracts that brought the net position to -106.9K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for the week, and by 35,870 contracts to -287.9K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week and by 58,868 contracts to +61.3K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined in the week ending April 30th and by 10,025 contracts that pushed the net position to +234.7K contracts.