Latest Commitment of Traders positions (Equities and Bonds) as at July 25th 2017

CFTC commitment of traders report was released on Friday (28th July) and cover positions up to Tuesday (25th 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 reduced short positions last week. Last week, short positions got decreased by 28,707 contracts that led to a net position of -245.5K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got increased for a sixth consecutive week, and by 12,063 contracts that brought the net position to -294.4K contracts.

• 10 year U.S. Treasury:

Speculators reduced long positions last week. The long positions decreased by 1,645 contracts to +280.7K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for a fifth straight week. The net long positions got increased by 5,798 contracts to +108.2K contracts.

• Russell 2000 –

Short positions got increased last week and this time marginally by 679 contracts to -30.7K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for the tenth time in eleven weeks and by 3,066 contracts that pushed the net position to +231.4K contracts.

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