Latest Commitment of Traders positions (Equities and Bonds) as at June 5th 2018

CFTC commitment of traders report was released on Friday (8th June) and cover positions up to Tuesday (5th 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 reduced long positions last week and by 59,402 contracts that led to a net position of +3.5K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose last week, and by 97,148 contracts that brought the net position to -570K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions last week. The short positions got decreased by 73,521 contracts to -397.5K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week. The net long positions got increased by 38,057 contracts to +162.1K contracts.

• Russell 2000 –

Last week, the speculators reduced long positions and by 74 contracts to +1.6K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose for a third straight week and by 13,318 contracts that pushed the net position to +178.4K contracts.

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