CFTC commitment of traders report was released on Friday (15th July) and cover positions up to Tuesday (July 12th). 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:
Traders decreased their net longs in 2-year treasury sharply as economic data from the U.S. was better than expected. The net-long positions decreased by 61,629 contracts to +38.3K contracts.
- 5 year U.S. Treasury:
5-year treasury saw a sharp decrease in net short position by 73,461 contracts, and thus bringing net position to -124.3K contracts.
- 10 year U.S. Treasury :
Speculators increased their net long positions by 12,185 contracts to +96.1K contracts.
- S&P 500 (E-mini) –
S&P 500 saw a large increase in net longs. Net longs got increased by 30,800 contracts and thus bringing net position to +131.4K contracts.
- Russell 2000 –
Russell 2000 saw a sizable decrease in net short positions, where net shorts were decreased by 8,179 contracts to -30.3K contracts.
- MSCI Emerging Markets Mini Index –
Investors increased their exposures to EM as speculative net longs were increased after two weeks of decline, by 11,545 contracts to +118.5K contracts.


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