Latest Commitment of Traders positions (Equities and Bonds) as at June 11th 2019

CFTC commitment of traders report was released on Friday (14th June) and cover positions up to Tuesday (11th June). 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 increased short positions for the 8th time in 17 weeks. Short positions rose by 129,556 contracts that led to a net position of -175.6K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined last week and by 102,354 contracts that brought the net position to -61.7K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions for the week, and by 101,714 contracts to -366K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions last week and by 34,996 contracts to +54.9K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined in the week ending June 11th and by 9,259 contracts that pushed the net position to +116.3K contracts.