Latest Commitment of Traders positions (Equities and Bonds) as at May 1st 2018

CFTC commitment of traders report was released on Friday (4th May) and cover positions up to Tuesday (1st May).   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 straight week and by 8,028 contracts that led to a net position of -61.2K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose for a third consecutive week, and by 9,677 contracts that brought the net position to -601.5K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions last week. The short positions got decreased by 16,455 contracts to -445.7K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week. The net long positions got increased by 18,269 contracts to +229.2K contracts.

• Russell 2000 –

Last week, the speculators reduced long positions for a fifth straight week and by 710 contracts to -0.53K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined last week and by 11,016 contracts that pushed the net position to +174.7K contracts.

FxWirePro launches Absolute Return Managed Program. For more details, visit http://www.fxwirepro.com/invest