• 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.

     

     

     

     

     

     

     

     

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