Latest Commitment of Traders positions (Equities and Bonds) as at August 15th 2017

CFTC commitment of traders report was released on Friday (18th August) and cover positions up to Tuesday (15th 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 reduced short positions for a fourth consecutive week. Last week, short positions got decreased by 34,674 contracts that led to a net position of -129.9K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got reduced for a third consecutive week, and by 53,604 contracts that brought the net position to -157.5K contracts.

• 10 year U.S. Treasury:

Speculators reduced long positions last week. The long positions got decreased by 29,244 contracts to +200.6K contracts.

• S&P 500 (E-mini) –

Speculators sharply increased long positions last week. The net long positions got increased by 73,228 contracts to +150.2K contracts.

• Russell 2000 –

Short positions got increased for a third consecutive week and this time sharply by 29,985 contracts to -79.6K contracts.

• MSCI Emerging Markets Mini Index –

Long positions decreased for the third time in fourteen weeks and by 18,272 contracts that pushed the net position to +220.3K contracts.

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