 as at September 26th 2017 - EconoTimes)
CFTC commitment of traders report was released on Friday (29th September) and cover positions up to Tuesday (26th 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 increased short positions last week. Last week, short positions got increased by 83,510 contracts that led to a net position of -182.9K contracts.
- 5 year U.S. Treasury:
5-year treasury short positions got increased for the fourth consecutive week, and by 17,411 contracts that brought the net position to -228.3K contracts.
- 10 year U.S. Treasury:
Speculators reduced long positions last week. The long positions got decreased by 13,494 contracts to +256.6K contracts.
- S&P 500 (E-mini) –
Speculators increased long positions last week. The net long positions got increased by 18,374 contracts to +119.7K contracts.
- Russell 2000 –
Short positions got increased last week and this time by 888 contracts to -4.5K contracts.
- MSCI Emerging Markets Mini-Index –
Long positions decreased for a second consecutive week and by 6,241 contracts that pushed the net position to +214K contracts.
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