Latest Commitment of Traders positions (Equities and Bonds) as at November 7th 2017

CFTC commitment of traders report was released on Monday (13th November) and cover positions up to Tuesday (7th 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 reduced short positions for a third straight week. Last week, short positions got decreased by 64,811 contracts that led to a net position of -174.9K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got decreased last week, and by 139,640 contracts that brought the net position to -330.2K contracts.

• 10 year U.S. Treasury:

Speculators increased long positions last week. The long positions got increased by 47,339 contracts to +50K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions last week. The net long positions got decreased by 14,197 contracts to +147.1K contracts.

• Russell 2000 –

Short positions got increased for a second consecutive week and this time by 1,340 contracts to -6K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose for the first time in three weeks and by 2,756 contracts that pushed the net position to +176.7K contracts.

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