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

CFTC commitment of traders report was released on Friday (8th December) and cover positions up to Tuesday (5th 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 first time in four weeks. Last week, short positions got decreased by 57,305 contracts that led to a net position of -189.1K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose last week, and by 109,735 contracts that brought the net position to -371.5K contracts.

• 10 year U.S. Treasury:

Speculators reduced long positions for the first time five weeks and sharply. The long positions got decreased by 109,591 contracts to +14.3K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week. The net long positions got increased by 54,396 contracts to +166.9K contracts.

• Russell 2000 –

Short positions got increased last week for the first time in four weeks and this time by 718 contracts to -0.96K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose for the second consecutive week and by 8,971 contracts that pushed the net position to +184.6K contracts.

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