Latest Commitment of Traders positions (Equities and Bonds) as at May 8th 2018

CFTC commitment of traders report was released on Friday (11th May) and cover positions up to Tuesday (8th 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 third straight week and by 6,980 contracts that led to a net position of -54.3K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose for a fourth consecutive week, and by 55,382 contracts that brought the net position to -656.9K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions for a second consecutive week. The short positions got decreased by 37,049 contracts to -408.6K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions last week. The net long positions got decreased by 66,878 contracts to +162.3K contracts.

• Russell 2000 –

Last week, the speculators increased long positions last week and by 1,651 contracts to +1.1K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined for a second consecutive week and by 8,223 contracts that pushed the net position to +166.5K contracts.

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