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Latest Commitment of Traders positions (Equities and Bonds) as at March 21st 2017

CFTC commitment of traders report was released on Friday (24th March) and cover positions up to Tuesday (21st March). 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 marginally covered short positions after three weeks of increase. The net short positions were decreased by 5,164 contracts and the current position is standing at -158.5K contracts.

  • 5 year U.S. Treasury:

5-year treasury saw a covering of short positions for a second consecutive week and by 41,277 contracts that brought the net position to -315.8K contracts.

  • 10 year U.S. Treasury:

Speculators covered short positions for a third consecutive week and by 94,038 contracts to -100.3K contracts.

  • S&P 500 (E-mini) –

Speculators reduced long position sharply last week. The net long positions got decreased by 72,717 contracts to +89.1K contracts.

  • Russell 2000 –

Shorts increased for an eighth consecutive week. The net short positions increased by 17,549 contracts to -42.2K contracts.

  • MSCI Emerging Markets Mini Index –

Long positions were increased last week by 12,434 contracts that pushed the net position to +199.2K contracts.

 

 

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