CFTC commitment of traders report was released on Friday (19th October) and cover positions up to Tuesday (16th October). 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 8th time in 9 weeks. Last week short positions rose by 16,152 contracts that led to a net position of -259.7K contracts.
- 5 year U.S. Treasury:
5 year treasury short positions declined last week and by 40,099 contracts that brought the net position to -819.8K contracts.
- 10 year U.S. Treasury:
Speculators reduced short positions for a third consecutive week. The short positions got decreased by 6,452 contracts to -616K contracts.
- S&P 500 (E-mini) –
Speculators reduced long positions for the first time in five weeks and by 29,027 contracts to +226.8K contracts.
- MSCI Emerging Markets Mini Index –
Long positions declined for the third consecutive week and by 18,993 contracts that pushed the net position to +179.1 contracts.