Latest Commitment of Traders positions (Equities and Bonds) as at October 10th 2017

CFTC commitment of traders report was released on Friday (13th October) and cover positions up to Tuesday (10th October). 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 a third consecutive week. Last week, short positions got increased by 24,204 contracts that led to a net position of -251K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got increased for the sixth consecutive week, and by 17,786 contracts that brought the net position to -301.6K contracts.

• 10 year U.S. Treasury:

Speculators reduced long positions for a third straight week. The long positions got decreased by 39,550 contracts to +192.6K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week. The net long positions got increased by 38,996 contracts to +140.5K contracts.

• Russell 2000 –

Short positions got increased for a second straight week and this time by 1,464 contracts to -3.2K contracts.

• MSCI Emerging Markets Mini Index –

Long positions decreased for a fourth consecutive week and by 13,363 contracts that pushed the net position to +188.1K contracts.

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