 as at November 13th 2018 - EconoTimes)
CFTC commitment of traders report was released on Friday (16th November) and cover positions up to Tuesday (13th November). 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 for the 12th time in 13 weeks. Last week short positions rose by 28,894 contracts that led to a net position of -362.4K contracts.
- 5 year U.S. Treasury:
5-year treasury short positions rose for the 2nd consecutive week and by 14,163 contracts that brought the net position to -570.5K contracts.
- 10 year U.S. Treasury:
Speculators reduced short positions for the 2nd consecutive week. The short positions got decreased by 205,991 contracts to -333.2K contracts.
- S&P 500 (E-mini) –
Speculators increased long positions for the 7th time in 9 weeks and by 3,390 contracts to +201.4K contracts.
- MSCI Emerging Markets Mini Index –
Long positions rose for the 3rd time in 7 weeks and by 23,421 contracts that pushed the net position to +221.1 contracts.
