Latest Commitment of Traders positions (Equities and Bonds) as at August 22nd 2017

CFTC commitment of traders report was released on Friday (25th August) and cover positions up to Tuesday (22nd 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 fifth consecutive week. Last week, short positions got decreased by 13,221 contracts that led to a net position of -116.6K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got reduced for a fourth consecutive week, and by 16,556 contracts that brought the net position to -141K contracts.

• 10 year U.S. Treasury:

Speculators increased long positions last week. The long positions got increased by 60,653 contracts to +261.2K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions last week. The net long positions got decreased by 8,102 contracts to +142.1K contracts.

• Russell 2000 –

Short positions got increased for a fourth consecutive week and this time by 2,045 contracts to -81.6K contracts.

• MSCI Emerging Markets Mini Index –

Long positions decreased for the third consecutive week and by 5,662 contracts that pushed the net position to +214.6K contracts.

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