Latest Commitment of Traders positions (Equities and Bonds) as at June 12th 2018

CFTC commitment of traders report was released on Friday (15th June) and cover positions up to Tuesday (12th June). 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 short positions last week and by 21,061 contracts that led to a net position of -17.6K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined last week, and by 27,824 contracts that brought the net position to -542.2K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions for a second consecutive week. The short positions got decreased by 61,552 contracts to -336K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for a second straight week. The net long positions got increased by 7,294 contracts to +169.4K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined last week and by 12,091 contracts that pushed the net position to +166.3K contracts.

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