Latest Commitment of Traders positions (Equities and Bonds) as at February 20th 2018

CFTC commitment of traders report was released on Friday (23rd February) and cover positions up to Tuesday (20th February).   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 and by 22,966 contracts that led to a net position of -156.9K contracts.

• 5 year U.S. Treasury:

5 year treasury short positions rose sharply last week, and by 75,076 contracts that brought the net position to -427.6K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions for a second consecutive week. The short positions got reduced by 82,455 contracts to -214.5K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions for the second consecutive week. The net long positions got decreased by 65,669 contracts to +113.3K contracts.

• Russell 2000 –

Last week, the speculators reduced long positions by 55 contracts to +0.37K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose for a second consecutive week by 5,346 contracts that pushed the net position to +185.2K contracts.

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