Latest commitment of traders positions (equities and bonds) as at October 16th 2018
Source: FxWire Pro - Commentary / 22 Oct 2018 03:50:33 America/New_York
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.© FxWire Pro 2018. All rights reserved. The FxWire Pro content received through this service is the intellectual property of FxWire Pro or its third party suppliers. Republication or redistribution of content provided by FxWire Pro is expressly prohibited without the prior written consent of FxWire Pro, except for personal and non-commercial use. Neither FxWire Pro nor its third party suppliers shall be liable for any errors, omissions or delays in content, or for any actions taken in reliance thereon.