Latest Commitment of Traders positions (Equities and Bonds) as at July 31st 2018

CFTC commitment of traders report was released on Friday (3rd August) and cover positions up to Tuesday (31st 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 third consecutive week and by massive numbers. Last week short positions rose by 50.002 contracts that led to a net position of -99.1K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose for a sixth consecutive week and by 125,078 contracts that brought the net position to -841K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for last week. The short positions got increased by 80,630 contracts to -590.1K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions for the second consecutive week and by 11,599 contracts to +170.3K contracts.

• MSCI Emerging Markets Mini Index –

Long positions rose for the third consecutive week and by 34,492 contracts that pushed the net position to +163.6K contracts.