Latest Commitment of Traders positions (Equities and Bonds) as at February 27th 2018

CFTC commitment of traders report was released on Friday (2nd March) and cover positions up to Tuesday (27th 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 reduced short positions last week and by 52,005 contracts that led to a net position of -104.9K contracts.

• 5 year U.S. Treasury:

5 year treasury short positions rose for a second consecutive week, and by 24,294 contracts that brought the net position to -451.9K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions last week. The short positions got increased by 128,409 contracts to -342.9K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions for the third consecutive week. The net long positions got decreased by 16,992 contracts to +96.3K contracts.

• Russell 2000 –

Last week, the speculators reduced long positions by 40 contracts to +0.33K contracts.

• MSCI Emerging Markets Mini Index –

Long positions declined last week by 4,011 contracts that pushed the net position to +181.2K contracts.

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