Latest Commitment of Traders positions (Equities and Bonds) as at August 1st 2017

CFTC commitment of traders report was released on Friday (4th August) and cover positions up to Tuesday (1st 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 second consecutive week. Last week, short positions got decreased by 49,020 contracts that led to a net position of -196.5K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got reduced last week after six weeks of increase, and by 52,687 contracts that brought the net position to -241.7K contracts.

• 10 year U.S. Treasury:

Speculators reduced long positions last week. The long positions decreased by 69,804 contracts to +210.9K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions last week after five weeks of increase. The net long positions got decreased by 28,672 contracts to +79.5K contracts.

• Russell 2000 –

Short positions got increased last week and this time sharply by 12,750 contracts to -43.5K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for the eleventh time in twelve weeks and by 14,093 contracts that pushed the net position to +245.5K contracts.

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