Latest Commitment of Traders positions (Equities and Bonds) as at August 14th 2018

CFTC commitment of traders report was released on Friday (24th August) and cover positions up to Tuesday (21st August). 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. Last week short positions rose by 10,487 contracts that led to a net position of -97.3K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined for the second consecutive week and by 47,212 contracts that brought the net position to -755.3K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for a second consecutive week. The short positions got increased by 2,320 contracts to -700.5K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions for the fourth time in five weeks and by 55,519 contracts to +124.2K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined for the second consecutive week and by 14,693 contracts that pushed the net position to +133.4K contracts.