Latest Commitment of Traders positions (Equities and Bonds) as at May 21st 2019

CFTC commitment of traders report was released on Friday (24th May) and cover positions up to Tuesday (21st May). The 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 the nearest decimal.

• 2 year U.S. Treasury:

Speculators increased short positions for the 6th time in 14 weeks. Short positions rose by 510 contracts that led to a net position of -33.8K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose last week and by 30,773 contracts that brought the net position to -168.7K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for the week, and by 70,534 contracts to -423.3K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week and by 6,866 contracts to +100.75K contracts.

• MSCI Emerging Markets Mini Index –

Long positions declined in the week ending May 21st and by 29,833 contracts that pushed the net position to +160.9K contracts.