 as at December 12th 2017 - EconoTimes)
CFTC commitment of traders report was released on Friday (15th December) and cover positions up to Tuesday (12th December). 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 the second consecutive week. Last week, short positions got decreased by 18,688 contracts that led to a net position of -170.4K contracts.
- 5 year U.S. Treasury:
5-year treasury short positions declined last week, and by 46,491 contracts that brought the net position to -325K contracts.
- 10 year U.S. Treasury:
Speculators reduced long positions last week and sharply. The long positions got decreased by 30,396 contracts to +44.7K contracts.
- S&P 500 (E-mini) –
Speculators reduced long positions last week. The net long positions got decreased by 99,168 contracts to +67.7K contracts.
- Russell 2000 –
Short positions got increased for a second consecutive week and this time by 835 contracts to -1.8K contracts.
- MSCI Emerging Markets Mini-Index –
Long positions declined last week and by 43,994 contracts that pushed the net position to +140.6K contracts.
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