Latest Commitment of Traders positions (Equities and Bonds) as at May 7th 2019

CFTC commitment of traders report was released on Friday (17th May) and cover positions up to Tuesday (14th May). The 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 the nearest decimal.

• 2 year U.S. Treasury:

Speculators reduced short positions for the 8th time in 13 weeks. Short positions declined by 34,584 contracts that led to a net position of -33.3K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose last week and by 5,142 contracts that brought the net position to -137.9K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for the week, and by 22,255 contracts to -352.8K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week and by 2,247 contracts to +93.9K contracts.

• MSCI Emerging Markets Mini Index –

Long positions declined in the week ending May 14th and by 45,323 contracts that pushed the net position to +190.7K contracts.