 as at November 21st 2017 - EconoTimes)
CFTC commitment of traders report was released on Monday (27th November) and cover positions up to Tuesday (21st November). 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 increased short positions for the second consecutive week. Last week, short positions got increased by 28,646 contracts that led to a net position of -227.3K contracts.
- 5 year U.S. Treasury:
5-year treasury short positions got increased sharply last week, and by 75,524 contracts that brought the net position to -311.3K contracts.
- 10 year U.S. Treasury:
Speculators increased long positions for a third consecutive week. The long positions got increased by 36,244 contracts to +111.1K contracts.
- S&P 500 (E-mini) –
Speculators reduced long positions last week. The net long positions got decreased by 28,379 contracts to +124.2K contracts.
- Russell 2000 –
Short positions got reduced for the second consecutive week and this time by 1,568 contracts to -1.9K contracts.
- MSCI Emerging Markets Mini-Index –
Long positions declined for a second straight week and by 5,488 contracts that pushed the net position to +166K contracts.
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