CFTC commitment of traders report was released on Friday (28th November) and cover positions up to Tuesday (22nd 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:
Traders sharply reduced their long positions in such a way that the net positions flipped from long to short. The net-long positions decreased by 43,562 contracts to -26.4K contracts.
- 5 year U.S. Treasury:
5 year treasury saw a very modest covering of short positions by 6,775 contracts that brought the net position to -261.3K contracts.
- 10 year U.S. Treasury :
Speculators increased their net long positions last week after an increase by a huge amount in the previous week that flipped the net position from short to long. Long positions increased by 35,252 contracts to 172.6K contracts.
- S&P 500 (E-mini) –
The net short position rose sharply last week. The net short positions increased by 56,524 contracts to -70.4K contracts.
- Russell 2000 –
Traders increased their net long positions last week. The net long positions increased by 14,382 contracts to +34.2K contracts.
- MSCI Emerging Markets Mini Index –
Investors reduced their exposures for seventh consecutive week. The net longs decreased by 14,018 contracts to +139.9K contracts.


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