Latest Commitment of Traders positions (Equities and Bonds) as at July 18th 2017

CFTC commitment of traders report was released on Friday (21st July) and cover positions up to Tuesday (18th 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. Last week, short positions got increased by 17,400 contracts that led to a net position of -274.2K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got increased for a fifth consecutive week, and by 6,731 contracts that brought the net position to -282.3K contracts.

• 10 year U.S. Treasury:

Speculators increased long positions last week. The long positions increased by 25,302 contracts to +282.3K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for a fourth straight week. The net long positions got increased by 23,809 contracts to +102.4K contracts.

• Russell 2000 –

Short positions got covered last week and this time marginally by 7,503 contracts to -30K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for the ninth time in ten weeks and by 23,177 contracts that pushed the net position to +228.4K contracts.

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