 as at May 2nd 2017 - EconoTimes)
CFTC commitment of traders report was released on Friday (5th May) and cover positions up to Tuesday (2nd 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 long positions for a second consecutive week and by 11,354 contracts that pushed the net position to +7.6K contracts.
- 5 year U.S. Treasury:
5-year treasury short positions increased last week, and by 37,516 contracts that brought the net position to -101.3K contracts.
- 10 year U.S. Treasury:
Speculators reduced long position last week. The long positions decreased by 34,772 contracts to +179.9K contracts.
- S&P 500 (E-mini) –
Speculators covered long position for the second consecutive week. The net long positions got decreased by 30,623 contracts to +91.5K contracts.
- Russell 2000 –
Shorts covered for the 3rd time in 14 weeks. The net short positions decreased by 18,194 contracts to -12.1K contracts.
- MSCI Emerging Markets Mini Index –
Long positions decreased for the fourth consecutive week and by 5,774 contracts that pushed the net position to +193.5K contracts.
