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.