Latest Commitment of Traders positions (Equities and Bonds) as at May 7th 2019

CFTC commitment of traders report was released on Friday (10th May) and cover positions up to Tuesday (7th 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 the nearest decimal.

• 2 year U.S. Treasury:

Speculators increased short positions for the 5th time in 12 weeks. Short positions rose by 20,392 contracts that led to a net position of -67.9K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose last week and by 25,885 contracts that brought the net position to -132.8K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for the week, and by 42,641 contracts to -330.6K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week and by 34,839 contracts to +96.1K contracts.

• MSCI Emerging Markets Mini Index –

Long positions rose in the week ending May 7th and by 1,309 contracts that pushed the net position to +236K contracts.