Latest Commitment of Traders positions (Equities and Bonds) as at July 11th 2017

CFTC commitment of traders report was released on Friday (14th July) and cover positions up to Tuesday (11th July). 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 marginally covered short positions last week. Last week, short positions got decreased marginally and by 374 contracts that led to a net position of -256.8K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got increased for a fourth consecutive week, and by 56,301 contracts that brought the net position to -275.6K contracts.

• 10 year U.S. Treasury:

Speculators reduced long positions for a third consecutive week. The long positions decreased by 5,935 contracts to +257K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for a third straight week. The net long positions got increased by 9,035 contracts to +78.6K contracts.

• Russell 2000 –

Short positions got increased for a third consecutive week and this time sharply by 19,550 contracts to -37.5K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for the eighth time in nine weeks and by 4,889 contracts that pushed the net position to +205.2K contracts.