Latest Commitment of Traders positions (Equities and Bonds) as at May 22nd 2018

CFTC commitment of traders report was released on Friday (25th May) and cover positions up to Tuesday (22nd 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 fifth straight week and by 35,553 contracts that led to a net position of +4.5K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined for the second consecutive week, and by 13,252 contracts that brought the net position to -629.8K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions for a fourth consecutive week. The short positions got decreased by 23,295 contracts to -358.6K contracts.

• S&P 500 (E-mini) –

Speculators trimmed long positions last week. The net long positions got decreased by 13,561 contracts to +185.2K contracts.

• Russell 2000 –

Last week, the speculators reduced long positions and by 319 contracts to +1.4K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose last week and by 9,168 contracts that pushed the net position to +163.8K contracts.

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