Latest Commitment of Traders positions (Equities and Bonds) as at January 9th 2018

CFTC commitment of traders report was released on Friday (12th January) and cover positions up to Tuesday (9th 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 fourth consecutive week. Last week, short positions got increased by 29,697 contracts that led to a net position of -267.6K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose for a fourth straight week, and by 4,543 contracts that brought the net position to -443.8K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions sharply week. The short positions got increased by 121,013 contracts to -196.8K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions last week. The net long positions got increased by 95,188 contracts to +77.4K contracts.

• Russell 2000 –

Short positions got reduced last week and this time by 1,048 contracts to -0.6K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose for a second consecutive week and by 9,674 contracts that pushed the net position to +166.1K contracts.

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