Latest Commitment of Traders positions (Equities and Bonds) as at September 19th 2017

CFTC commitment of traders report was released on Friday (22nd September) and cover positions up to Tuesday (19th 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 for a second consecutive week. Last week, short positions got decreased by 3,419 contracts that led to a net position of -99.4K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got increased for the third consecutive week, and by 90,703 contracts that brought the net position to -210.9K contracts.

• 10 year U.S. Treasury:

Speculators increased long positions for a second consecutive week. The long positions got increased by 18,441 contracts to +270.1K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions last week. The net long positions got decreased by 86,701 contracts to +101.3K contracts.

• Russell 2000 –

Short positions got reduced sharply last week and this time by 98,671 contracts to -3.6K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions decreased last week and by 8,171 contracts that pushed the net position to +220.3K contracts.

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