CFTC commitment of traders report was released on Friday (19th May) and cover positions up to Tuesday (16th 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 increased long positions last week and by 14,405 contracts that pushed the net position to +23.5K contracts.
- 5 year U.S. Treasury:
5-year treasury short positions increased for a third consecutive week, and by 23,739 contracts that brought the net position to -170.2K contracts.
- 10 year U.S. Treasury:
Speculators increased long position last week. The long positions increased by 10,891 contracts to +240K contracts.
- S&P 500 (E-mini) –
Speculators covered long position for the fourth consecutive week. The net long positions got decreased by 52,931 contracts to +32.1K contracts.
- Russell 2000 –
Short positions increased for second consecutive week. The net short positions increased by 3,840 contracts to -43.9K contracts.
- MSCI Emerging Markets Mini Index –
Long positions increased for the first time in six weeks and by 1,735 contracts that pushed the net position to +185K contracts.