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Latest Commitment of Traders positions (Equities and Bonds) as at May 15th 2018

CFTC commitment of traders report was released on Friday (18th May) and cover positions up to Tuesday (15th May).   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 a fourth straight week and by 23,227 contracts that led to a net position of -31K contracts.

  • 5 year U.S. Treasury:

5 year treasury short positions declined for the first time in five weeks, and by 13,827 contracts that brought the net position to -643.1K contracts.

  • 10 year U.S. Treasury:

Speculators reduced short positions for a third consecutive week. The short positions got decreased by 26,707 contracts to -381.9K contracts.

  • S&P 500 (E-mini) –

Speculators increased long positions last week. The net long positions got increased by 36,450 contracts to +198.8K contracts.

  • Russell 2000 –

Last week, the speculators increased long positions for a second straight week and by 581 contracts to +1.7K contracts.

  • MSCI Emerging Markets Mini-Index –

Long positions declined for a third consecutive week and by 11,850 contracts that pushed the net position to +154.6K contracts.

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