Latest Commitment of Traders positions (Equities and Bonds) as at June 26th 2018

CFTC commitment of traders report was released on Friday (29th June) and cover positions up to Tuesday (26th June). 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 long positions for a second consecutive week and by 19,047 contracts that led to a net position of +23.4K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose last week, and by 32,120 contracts that brought the net position to -546.2K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions last week. The short positions got decreased by 4,139 contracts to -355.3K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for a fourth straight week. The net long positions got increased by 7,967 contracts to +197.2K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined for a third consecutive week and by 18,023 contracts that pushed the net position to +114.3K contracts.