Latest Commitment of Traders positions (Equities and Bonds) as at August 29th 2017

CFTC commitment of traders report was released on Friday (1st September) and cover positions up to Tuesday (29th 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 got increased by 13,810 contracts that led to a net position of -130.4K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got reduced for a fifth consecutive week, and by 92,473 contracts that brought the net position to -48.5K contracts.

• 10 year U.S. Treasury:

Speculators increased long positions for the second consecutive week. The long positions got increased by 22,474 contracts to +283.7K contracts.

• S&P 500 (E-mini) –

Speculators sharply increased long positions last week. The net long positions got increased by 57,633 contracts to +199.7K contracts.

• Russell 2000 –

Short positions got increased for a fifth consecutive week and this time by 5,919 contracts to -87.6K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for the first time in four weeks and by 1,919 contracts that pushed the net position to +216.5K contracts.

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