CFTC commitment of traders report was released on Friday (17th August) and cover positions up to Tuesday (14th August). 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 short positions for a second consecutive week. Last week short positions declined by 6,736 contracts that led to a net position of -86.8K contracts.
- 5 year U.S. Treasury:
5 year treasury short positions declined for the first time in eight weeks and by 65,006 contracts that brought the net position to -802.5K contracts.
- 10 year U.S. Treasury:
Speculators increased short positions last week. The short positions got increased by 111,895 contracts to -698.2K contracts.
- S&P 500 (E-mini) –
Speculators increased long positions for the first time in four weeks and by 14,462 contracts to +179.7K contracts.
- MSCI Emerging Markets Mini-Index –
Long positions declined for the first time in five weeks and by 18,224 contracts that pushed the net position to +148.1K contracts