Latest Commitment of Traders positions (Equities and Bonds) as at February 6th 2018

CFTC commitment of traders report was released on Friday (9th February) and cover positions up to Tuesday (6th 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 for the first time in eight weeks and that is pretty sharply. Last week, short positions got decreased by 118,308 contracts that led to a net position of -210.8K contracts.

• 5 year U.S. Treasury:

5 year treasury short positions increased for the first time in three weeks, and by 60,158 contracts that brought the net position to -453.6K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for a third consecutive week. The short positions got increased by 111,940 contracts to -327.5K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for a fourth consecutive week. The net long positions got increased by 113,370 contracts to +286.2K contracts.

• Russell 2000 –

Last week, the speculators increased short positions in such a fashion that the net position turned short from long. The short positions rose by 968 contracts to -0.34K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined for the first time in six weeks and by 15,231 contracts that pushed the net position to +179K contracts.

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