Latest Commitment of Traders positions (Equities and Bonds) as at January 16th 2018

CFTC commitment of traders report was released on Friday (19th January) and cover positions up to Tuesday (16th January). 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 fifth consecutive week. Last week, short positions got increased by 23,020 contracts that led to a net position of -290.6K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose for a fifth straight week, and by 42,495 contracts that brought the net position to -486.3K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions sharply last week. The short positions got decreased by 107,594 contracts to -89.3K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week. The net long positions got increased by 45,037 contracts to +122.4K contracts.

• Russell 2000 –

Last week, the speculators increased long positions in such a fashion that the net position turned long from short. The long positions rose by 2,403 contracts to +1.8K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose for a third consecutive week and by 3,842 contracts that pushed the net position to +170K contracts.

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