Latest Commitment of Traders positions (Equities and Bonds) as at December 26th 2017

CFTC commitment of traders report was released on Friday (29th December) and cover positions up to Tuesday (26th December). 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 the second consecutive week. Last week, short positions got increased by 12,801 contracts that led to a net position of -191.4K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose for a second straight week, and by 46,368 contracts that brought the net position to -424.3K contracts.

• 10 year U.S. Treasury:

Speculators increased long positions for a second consecutive week. The short positions got increased by 39,436 contracts to -83.7K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for a second consecutive week. The net long positions got increased by 21,537 contracts to +104.7K contracts.

• Russell 2000 –

Short positions got increased for a second consecutive week and this time by 521 contracts to -2.7K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined last week and by 10,696 contracts that pushed the net position to +141.1K contracts.

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