 as at October 3rd 2017 - EconoTimes)
CFTC commitment of traders report was released on Friday (6th October) and cover positions up to Tuesday (3rd 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 second consecutive week. Last week, short positions got increased by 43,943 contracts that led to a net position of -226.8K contracts.
- 5 year U.S. Treasury:
5 year treasury short positions got increased for the fifth consecutive week, and by 55,525 contracts that brought the net position to -283.8K contracts.
- 10 year U.S. Treasury:
Speculators reduced long positions for a second straight week. The long positions got decreased by 24,470 contracts to +232.2K contracts.
- S&P 500 (E-mini) –
Speculators reduced long positions last week. The net long positions got decreased by 18,205 contracts to +101.5K contracts.
- Russell 2000 –
Short positions got increased last week and this time by 2,843 contracts to -1.7K contracts.
- MSCI Emerging Markets Mini Index –
Long positions decreased for a third consecutive week and by 12,587 contracts that pushed the net position to +201.4K contracts.
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