Latest Commitment of Traders positions (Equities and Bonds) as at July 24th 2018

CFTC commitment of traders report was released on Friday (27th July) and cover positions up to Tuesday (24th 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 for a second consecutive week and by 29,914 contracts that led to a net position of -49.1K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose for a fourth consecutive week and by 17,010 contracts that brought the net position to -716K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions for a second consecutive week. The short positions got increased by 40,360 contracts to -509.5K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions for last week and by 1,111 contracts to +181.9K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose for the third consecutive week and by 8,185 contracts that pushed the net position to +129.1K contracts.