Latest Commitment of Traders positions (Equities and Bonds) as at May 29th 2018

CFTC commitment of traders report was released on Friday (1st June) and cover positions up to Tuesday (29th 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 sixth straight week and in such a fashion by 58,368 contracts that led to a net position of +62.9K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined for the third consecutive week, and by 156,972 contracts that brought the net position to -472.9K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for the first time in five weeks. The short positions got increased by 112,440 contracts to -471.1K contracts.

• S&P 500 (E-mini) –

Speculators trimmed long positions for a second consecutive week. The net long positions got decreased by 61,165 contracts to +124.1K contracts.

• Russell 2000 –

Last week, the speculators increased long positions and by 257 contracts to +1.64K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose for a second straight week and by 1,305 contracts that pushed the net position to +165.1K contracts.

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