Latest Commitment of Traders positions (Equities and Bonds) as at October 24th 2017

CFTC commitment of traders report was released on Friday (27th October) and cover positions up to Tuesday (24th 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 reduced short positions last week. Last week, short positions got decreased by 16,705 contracts that led to a net position of -295.7K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got reduced last week, and by 59,620 contracts that brought the net position to -385.9K contracts.

• 10 year U.S. Treasury:

Speculators increased long positions last week. The long positions got increased by 47,306 contracts to +153.6K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions last week. The net long positions got reduced by 34,800 contracts to +127.1K contracts.

• Russell 2000 –

Short positions got reduced for a second consecutive week and this time by 1,002 contracts to -1.5K contracts.

• MSCI Emerging Markets Mini Index –

Long positions declined last week and by 17,245 contracts that pushed the net position to +179.2K contracts.

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