Latest Commitment of Traders positions (Equities and Bonds) as at November 6th 2018

CFTC commitment of traders report was released on Friday (9th November) and cover positions up to Tuesday (6th 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 11th time in 12 weeks. Last week short positions rose by 10,977 contracts that led to a net position of -333.5K contracts.

• 5 year U.S. Treasury:

5 year treasury short positions rose for the 1st time in 4 weeks and by 18,128 contracts that brought the net position to -556.4K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for the 1st time in 6 weeks. The short positions got decreased by 36,347 contracts to -539.2K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions for the 2nd time in 8 weeks and by 64,986 contracts to +198K contracts.

• MSCI Emerging Markets Mini-Index –

Long positions rose for the 2nd time in 6 weeks and by 18,566 contracts that pushed the net position to +197.7 contracts.