Latest Commitment of Traders positions (Equities and Bonds) as at January 23rd 2018

CFTC commitment of traders report was released on Friday (26th January) and cover positions up to Tuesday (23rd 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 sixth consecutive week. Last week, short positions got increased by 10,444 contracts that led to a net position of -301.1K contracts.

• 5 year U.S. Treasury:

5 year treasury short positions declined for the first time in six weeks, and by 51,253 contracts that brought the net position to -435K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions sharply last week. The short positions got increased by 28,618 contracts to -117.9K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for a second consecutive week. The net long positions got increased by 44,005 contracts to +166.5K 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 1,863 contracts to +0.01K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose for a fourth consecutive week and by 19,532 contracts that pushed the net position to +189.5K contracts.

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