Latest Commitment of Traders positions (Equities and Bonds) as at June 19th 2018

CFTC commitment of traders report was released on Friday (22nd June) and cover positions up to Tuesday (19th June). 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 increased long positions last week and by 21,975 contracts that led to a net position of +4.4K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions declined for a second consecutive week, and by 28,075 contracts that brought the net position to -514.1K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions last week. The short positions got increased by 23,469 contracts to -359.5K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for a third straight week. The net long positions got increased by 19,789 contracts to +189.2K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions declined for a second consecutive week and by 34,009 contracts that pushed the net position to +132.3K contracts.