Latest Commitment of Traders positions (Equities and Bonds) as at January 30th 2018

CFTC commitment of traders report was released on Friday (2nd February) and cover positions up to Tuesday (30th 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 seventh consecutive week. Last week, short positions got increased by 27,980 contracts that led to a net position of -329.1K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined for the second consecutive week, and by 41,560 contracts that brought the net position to -393.4K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for a second consecutive week. The short positions got increased by 97,723 contracts to -215.6K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for a third consecutive week. The net long positions got increased by 6,389 contracts to +172.8K 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 731 contracts to +0.6K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose for a fifth consecutive week and by 4,731 contracts that pushed the net position to +194.2K contracts.

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