 as at July 17th 2018 - EconoTimes)
CFTC commitment of traders report was released on Friday (20th July) and cover positions up to Tuesday (17th 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 increased short positions last week and by 19,084 contracts that led to a net position of -19.1K contracts.
- 5 year U.S. Treasury:
5-year treasury short positions rose for a third consecutive week and by 97,764 contracts that brought the net position to -698.9K contracts.
- 10 year U.S. Treasury:
Speculators increased short positions last week. The short positions got increased by 29,990 contracts to -469.1K contracts.
- S&P 500 (E-mini) –
Speculators increased long positions for a second consecutive week and by 10,995 contracts to +182.9K contracts.
- MSCI Emerging Markets Mini-Index –
Long positions rose for the second consecutive week and by 14,828 contracts that pushed the net position to +121K contracts.
