Latest Commitment of Traders positions (Equities and Bonds) as at February 13th 2018

CFTC commitment of traders report was released on Friday (16th February) and cover positions up to Tuesday (13th February).   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 and that is pretty sharply. Last week, short positions got decreased by 76,772 contracts that led to a net position of -134K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined last week, and by 101,098 contracts that brought the net position to -352.5K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions last week. The short positions got reduced by 30,605 contracts to -296.9K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions for the first time in five weeks. The net long positions got decreased by 107,214 contracts to +179K contracts.

• Russell 2000 –

Last week, the speculators increased long positions in such a fashion that the net position turned long from short. The long positions rose by 759 contracts to +0.42K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose marginally last week by 858 contracts that pushed the net position to +179.9K contracts.

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