Latest Commitment of Traders positions (Equities and Bonds) as at August 8th 2017

CFTC commitment of traders report was released on Friday (11th August) and cover positions up to Tuesday (8th 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 third consecutive week. Last week, short positions got decreased by 31,952 contracts that led to a net position of -164.5K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got reduced for second consecutive week, and by 30,578 contracts that brought the net position to -211.1K contracts.

• 10 year U.S. Treasury:

Speculators increased long positions last week. The long positions got increased by 18,956 contracts to +229.8K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions for the second consecutive week. The net long positions got decreased by 2,565 contracts to +77K contracts.

• Russell 2000 –

Short positions got increased for a second consecutive week and this time sharply by 6,178 contracts to -49.6K contracts.

• MSCI Emerging Markets Mini Index –

Long positions decreased for the second time in thirteen weeks and by 6,998 contracts that pushed the net position to +238.5K contracts.

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