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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