Latest Commitment of Traders positions (Equities and Bonds) as at March 20th 2018

CFTC commitment of traders report was released on Friday (23rd March) and cover positions up to Tuesday (20th March).   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 second consecutive week and by 64,773 contracts that led to a net position of -184K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose last week, and by 10,259 contracts that brought the net position to -464.7K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions last week. The short positions got increased by 41,935 contracts to -313.3K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions for a second consecutive week. The net long positions got decreased by 38,813 contracts to +83.3K contracts.

• Russell 2000 –

Last week, the speculators reduced long positions for a second consecutive week and by 3,485 contracts to +0.4K contracts.

• MSCI Emerging Markets Mini Index –

Long positions rose for the first time in four weeks and by 5,112 contracts that pushed the net position to +167.1K contracts.

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