|   Commentary


  |   Commentary


Latest Commitment of Traders positions (Equities and Bonds) as at June 18th 2019

CFTC commitment of traders report was released on Friday (21st June) and cover positions up to Tuesday (18th 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 reduced short positions for the 10th time in 18 weeks. Short positions declined by 21,788 contracts that led to a net position of -153.8K contracts.

  • 5 year U.S. Treasury:

5 year treasury short positions declined last week and by 21,857 contracts that brought the net position to -39.9K contracts.

  • 10 year U.S. Treasury:

Speculators increased short positions for the week, and by 36,996 contracts to -403K contracts.

  • S&P 500 (E-mini) –

Speculators reduced long positions last week and by 2,980 contracts to +519.4K contracts.

  • MSCI Emerging Markets Mini Index –

Long positions rose in the week ending June 18th and by 27,395 contracts that pushed the net position to +143.7K contracts.

  • Market Data

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