Latest Commitment of Traders positions (Equities and Bonds) as at November 14th 2017

CFTC commitment of traders report was released on Friday (17th November) and cover positions up to Tuesday (14th November). 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 short positions for the first time in four weeks. Last week, short positions got increased by 23,743 contracts that led to a net position of -198.6K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got decreased for a second consecutive week, and by 94,461 contracts that brought the net position to -235.7K contracts.

• 10 year U.S. Treasury:

Speculators increased long positions for a second consecutive week. The long positions got increased by 24,773 contracts to +74.8K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week. The net long positions got increased by 5,489 contracts to +152.6K contracts.

• Russell 2000 –

Short positions got reduced for the first time in three weeks and this time by 2,485 contracts to -3.5K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined last week and by 5,261 contracts that pushed the net position to +171.5K contracts.

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