Latest Commitment of Traders positions (Equities and Bonds) as at October 23rd 2018

CFTC commitment of traders report was released on Friday (26th October) and cover positions up to Tuesday (23rd 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 the 9th time in 10 weeks. Last week short positions rose by 57,038 contracts that led to a net position of -316.7K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined for a second consecutive week and by 46,202 contracts that brought the net position to -773.6K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions for a fourth consecutive week. The short positions got decreased by 71,937 contracts to -544K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for the 5th time in 6 weeks and by 12,580 contracts to +239.4K contracts.

• MSCI Emerging Markets Mini Index –

Long positions rose for the first time in 4 weeks and by 3,739 contracts that pushed the net position to +182.9 contracts.