Latest Commitment of Traders positions (Equities and Bonds) as at March 27th 2018

CFTC commitment of traders report was released on Friday (30th March) and cover positions up to Tuesday (27th 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 reduced short positions for last week and by 70,809 contracts that led to a net position of -113.2K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined last week, and by 30,120 contracts that brought the net position to -434.6K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions last week. The short positions got decreased by 8,092 contracts to -305.2K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week and sharply. The net long positions got increased by 143,510 contracts to +226.8K contracts.

• Russell 2000 –

Last week, the speculators increased long positions and by 1,740 contracts to +2.1K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined marginally last week and by 643 contracts that pushed the net position to +166.5K contracts.

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