Latest Commitment of Traders positions (Equities and Bonds) as at September 5th 2017

CFTC commitment of traders report was released on Friday (8th September) and cover positions up to Tuesday (5th 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 for a second consecutive week. Last week, short positions got increased by 41,153 contracts that led to a net position of -171.6K contracts.

• 5 year U.S. Treasury:

5 year treasury short positions got increased for the first time in six weeks, and by 28,050 contracts that brought the net position to -76.5K contracts.

• 10 year U.S. Treasury:

Speculators reduced long positions last week. The long positions got decreased by 61,913 contracts to +221.8K contracts.

• S&P 500 (E-mini) –

Speculators sharply reduced long positions last week. The net long positions got decreased by 41,814 contracts to +157.9K contracts.

• Russell 2000 –

Short positions covered for the first time in six weeks and this time by 5,203 contracts to -82.4K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for the second consecutive week and by 8,444 contracts that pushed the net position to +225K contracts.

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