CFTC commitment of traders report was released on Friday (13th July) and cover positions up to Tuesday (10th July). 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 last week and by 10,984 contracts that led to a net position of -59 contracts.
- 5 year U.S. Treasury:
5-year treasury short positions rose by 53,072 contracts that brought the net position to -601.2K contracts.
- 10 year U.S. Treasury:
Speculators reduced short positions last week. The short positions got decreased by 60,928 contracts to -439.1K contracts.
- S&P 500 (E-mini) –
Speculators increased long positions by 3,996 contracts to +172K contracts.
- MSCI Emerging Markets Mini-Index –
Long positions rose for the first time in five weeks and by 2,423 contracts that pushed the net position to +106.1K contracts.