Latest Commitment of Traders positions (Equities and Bonds) as at September 12th 2017

CFTC commitment of traders report was released on Friday (15th September) and cover positions up to Tuesday (12th September). 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 68,976 contracts that led to a net position of -102.8K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got increased for the second consecutive week, and by 43,620 contracts that brought the net position to -120.2K contracts.

• 10 year U.S. Treasury:

Speculators increased long positions last week. The long positions got increased by 29,873 contracts to +251.7K contracts.

• S&P 500 (E-mini) –

Speculators sharply increased long positions last week. The net long positions got increased by 30,128 contracts to +188K contracts.

• Russell 2000 –

Short positions got increased last week and this time by 19,950 contracts to -102.3K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions increased for the third consecutive week and by 3,470 contracts that pushed the net position to +228.4K contracts.

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