Latest Commitment of Traders positions (Equities and Bonds) as at October 31st 2017

CFTC commitment of traders report was released on Friday (3rd November) and cover positions up to Tuesday (31st 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 for a second straight week. Last week, short positions got decreased by 56,032 contracts that led to a net position of -239.7K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got increased last week, and by 83,886 contracts that brought the net position to -469.8K contracts.

• 10 year U.S. Treasury:

Speculators reduced long positions last week. The long positions got decreased by 150,873 contracts to +2.7K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week. The net long positions got increased by 34,214 contracts to +161.3K contracts.

• Russell 2000 –

Short positions got increased last week and this time by 3,107 contracts to -4.6K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined for a second consecutive week and by 5,276 contracts that pushed the net position to +174K contracts.

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