Latest Commitment of Traders positions (Equities and Bonds) as at October 17th 2017

CFTC commitment of traders report was released on Friday (20th October) and cover positions up to Tuesday (17th October). 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 a fourth consecutive week. Last week, short positions got increased by 61,409 contracts that led to a net position of -312.4K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got increased for the seventh consecutive week, and by 143,994 contracts that brought the net position to -445.6K contracts.

• 10 year U.S. Treasury:

Speculators reduced long positions for a fourth straight week. The long positions got decreased by 86,315 contracts to +106.3K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for a second straight week. The net long positions got increased by 21,411 contracts to +161.9K contracts.

• Russell 2000 –

Short positions got reduced last week and this time by 618 contracts to -2.5K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions increased last week for the first time in five weeks and by 8,411 contracts that pushed the net position to +196.5K contracts.

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