CFTC commitment of traders report was released on Friday (6th April) and cover positions up to Tuesday (3rd 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 increased short positions last week and by 19,409 contracts that led to a net position of -132.6K contracts.
- 5 year U.S. Treasury:
5-year treasury short positions rose last week, and by 144,301 contracts that brought the net position to -579.3K contracts.
- 10 year U.S. Treasury:
Speculators increased short positions last week. The short positions got increased by 70,153 contracts to -375.4K contracts.
- S&P 500 (E-mini) –
Speculators reduced long positions last week. The net long positions got decreased by 14,200 contracts to +212.6K contracts.
- Russell 2000 –
Last week, the speculators reduced long positions and by 1,105 contracts to +1.04K contracts.
- MSCI Emerging Markets Mini-Index –
Long positions rose last week and by 8,524 contracts that pushed the net position to +175K contracts.
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