Latest Commitment of Traders positions (Equities and Bonds) as at July 2nd 2019

CFTC commitment of traders report was released on Monday (8th July) and cover positions up to Tuesday (2nd 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 increased short positions for the 10th time in 20 weeks. Short positions rose sharply by 35,326 contracts that led to a net position of -305.1K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose last week and by 45,088 contracts that brought the net position to -86.9K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for the week, and by 7,785 contracts to -288.9K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions last week and by 33,410 contracts to +53.1K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined in the week ending July 2nd and by 4,865 contracts that pushed the net position to +172K contracts.