Latest Commitment of Traders positions (Equities and Bonds) as at October 30th 2018

CFTC commitment of traders report was released on Friday (2nd November) and cover positions up to Tuesday (30th 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 10th time in 11 weeks. Last week short positions rose by 5,749 contracts that led to a net position of -322.5K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined for a third consecutive week and sharply by 235,388 contracts that brought the net position to -538.2K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions for a fifth consecutive week. The short positions got decreased by 41,194 contracts to -502.8K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for the 6th time in 7 weeks and by 23,636 contracts to +263K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined for the 4th time in 5 weeks and by 3,725 contracts that pushed the net position to +179.1 contracts.