Latest Commitment of Traders positions (Equities and Bonds) as at August 28th 2018

CFTC commitment of traders report was released on Friday (31st August) and cover positions up to Tuesday (28th 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 for a second consecutive week. Last week short positions rose by 45,405 contracts that led to a net position of -142.7K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose last week and by 13,128 contracts that brought the net position to -768.5K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions last week. The short positions got decreased by 170,694 contracts to -529.8K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for the second time in six weeks and by 20,287 contracts to +144.5K contracts.

• MSCI Emerging Markets Mini Index –

Long positions declined for the third consecutive week and by 3,257 contracts that pushed the net position to +130.1K contracts.