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Latest Commitment of Traders positions (Equities and Bonds) as at May 16th 2017

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.

 

 

 

 

 

 

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