CFTC commitment of traders report was released on Friday (16th March) and cover positions up to Tuesday (13th March). 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 short positions last week and by 26,469 contracts that led to a net position of -119.3K contracts.
- 5 year U.S. Treasury:
5-year treasury short positions declined last week, and by 35,164 contracts that brought the net position to -454.5K contracts.
- 10 year U.S. Treasury:
Speculators reduced short positions last week. The short positions got decreased by 90,781 contracts to -271.4K contracts.
- S&P 500 (E-mini) –
Speculators reduced long positions last weeks. The net long positions got decreased by 6,768 contracts to +122.1K contracts.
- Russell 2000 –
Last week, the speculators reduced long positions marginally by 66 contracts to +3.9K contracts.
- MSCI Emerging Markets Mini-Index –
Long positions declined for a third consecutive week by 9,822 contracts that pushed the net position to +162K contracts.
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