Latest Commitment of Traders positions (Equities and Bonds) as at July 16th 2019

CFTC commitment of traders report was released on Friday (19th July) and cover positions up to Tuesday (16th July). 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 11th time in 22 weeks. Short positions declined by 6,114 contracts that led to a net position of -306.8K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions rose last week and by 6,546 contracts that brought the net position to -100.6K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for the week, and by 58,386 contracts to -347.2K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week and by 21,210 contracts to +38.4K contracts.

• MSCI Emerging Markets Mini Index –

Long positions rose in the week ending July 16th and by just 74 contracts that pushed the net position to +186.1K contracts.