CFTC commitment of traders report was released on Friday (21st April) and cover positions up to Tuesday (18th April). 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 long positions last week and by 3,051 contracts that pushed the net position to +29.7K contracts.
- 5 year U.S. Treasury:
5-year treasury short positions got covered sharply last week, and by 115,665 contracts that brought the net position to -92.1K contracts.
- 10 year U.S. Treasury:
Speculators covered short positions last week and by 23,229 contracts to -41.3K contracts.
- S&P 500 (E-mini) –
Speculators increased long position sharply last week. The net long positions got increased by 13,263 contracts to +134.2K contracts.
- Russell 2000 –
Shorts increased for the 11th time in 12 weeks. The net short positions increased by 13,823 contracts to -72.2K contracts.
- MSCI Emerging Markets Mini Index –
Long positions decreased for the second consecutive week and by 9,581 contracts that pushed the net position to +202.6K contracts.