Latest Commitment of Traders positions (Equities and Bonds) as at July 3rd 2018

CFTC commitment of traders report was released on Monday (9th July) and cover positions up to Tuesday (3rd 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 last week and by -34,494 contracts that led to a net position of -11K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined by 1,893 contracts that brought the net position to -548.1K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions last week. The short positions got increased by 144,752 contracts to -500K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions by 29,205 contracts to +168K contracts. The net long positions got increased by 7,967 contracts to +197.2K contracts.

• MSCI Emerging Markets Mini Index –

Long positions declined for a fourth consecutive week and by 10,585 contracts that pushed the net position to +103.7K contracts.