CFTC commitment of traders report was released on Friday (29th July) and cover positions up to Tuesday (July 26th). 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 decreased their net longs in 2-year treasury sharply ahead of Fed meeting as data showed economic recovery ongoing. Net position flipped from long to short. The net-long positions decreased by 17,415 contracts to -6.9K contracts.
- 5 year U.S. Treasury:
5-year treasury saw an increase in net short position by 52,305 contracts, and thus bringing the net position to -201.3K contracts.
- 10 year U.S. Treasury :
Speculators increased their net long positions by 76,150 contracts to +185.5K contracts.
- S&P 500 (E-mini) –
S&P 500 saw a sizable increase in net longs. Net-long positions increased for third consecutive week. Net longs got increased by 15,850 contracts and thus bringing net position to +162K contracts.
- Russell 2000 –
The net short positions in Russell 2000 decreased for a third consecutive week, where net shorts were decreased by 9,428 contracts to -8.2K contracts.
- MSCI Emerging Markets Mini Index –
Investors increased their exposures to EM very sharply for a second consecutive week as speculative net longs were increased by 22,166 contracts after increasing it by 38,942 contracts last week. The net-long positions currently stand at +179.6K contracts.