Latest Commitment of Traders positions (Equities and Bonds) as at June 25th 2019

CFTC commitment of traders report was released on Friday (28th June) and cover positions up to Tuesday (25th June). 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 9th time in 19 weeks. Short positions rose sharply by 115,916 contracts that led to a net position of -269.7K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose last week and by 1,970 contracts that brought the net position to -41.8K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions for the week, and by 121,855 contracts to -281.1K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week and by 34,588 contracts to +86.5K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose in the week ending June 25th and by 33,160 contracts that pushed the net position to +176.9K contracts.