Latest Commitment of Traders positions (Equities and Bonds) as at July 23rd 2019

CFTC commitment of traders report was released on Friday (26th July) and cover positions up to Tuesday (23rd July). The 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 the nearest decimal.

• 2 year U.S. Treasury:

Speculators reduced short positions for the 12th time in 23 weeks. Short positions declined by 46,194 contracts that led to a net position of -260.6K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined last week and by 1,793 contracts that brought the net position to -98.8K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for the week, and by 32,947 contracts to -380.2K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week and by 15,918 contracts to +54.4K contracts.

• MSCI Emerging Markets Mini Index –

Long positions declined in the week ending July 23rd and by just 13,693 contracts that pushed the net position to +172.4K contracts.