Latest Commitment of Traders positions (Equities and Bonds) as at August 7th 2018

CFTC commitment of traders report was released on Friday (10th August) and cover positions up to Tuesday (7th 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 last week. Last week short positions declined by 5,477 contracts that led to a net position of -93.6K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose for a seventh consecutive week and by 26,513 contracts that brought the net position to -867.6K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions last week. The short positions got decreased by 3,829 contracts to -586.3K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions for the third consecutive week and by 5,063 contracts to +165.2K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose for the fourth consecutive week and by 2,642 contracts that pushed the net position to +166.3K contracts.