Latest Commitment of Traders positions (Equities and Bonds) as at March 6th 2018

CFTC commitment of traders report was released on Friday (9th March) and cover positions up to Tuesday (6th 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 a second consecutive week and by 12,153 contracts that led to a net position of -92.8K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose for a third consecutive week, and by 37,753 contracts that brought the net position to -489.6K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for a second straight week. The short positions got increased by 19,261 contracts to -362.1K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for the first time in four weeks. The net long positions got increased by 32,535 contracts to +128.9K contracts.

• Russell 2000 –

Last week, the speculators increased long positions by 3,629 contracts to +3.9K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined for a second consecutive week by 9,351 contracts that pushed the net position to +171.8K contracts.

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