CFTC commitment of traders report was released on Friday (10th March) and cover positions up to Tuesday (7th March). 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:
After shifting from long to short last week, speculators sharply increased short positions. The net short positions were increased by 106,786 contracts and the current position is standing at -136.5K contracts.
- 5 year U.S. Treasury:
5-year treasury saw an increase in the short positions, where shorts were increased by 124,210 contracts that brought the net position to -411.6K contracts.
- 10 year U.S. Treasury:
Speculators sharply covered short positions and by 111,145 contracts to -298.5K contracts.
- S&P 500 (E-mini) –
Speculators increased their net long for the second consecutive week. The net long positions got increased by 51,003 contracts to +137.6K contracts.
- Russell 2000 –
Short positions were increased in such a way that the net position shifted from long to short. The net long positions decreased by 32,019 contracts to -12.3K contracts.
- MSCI Emerging Markets Mini Index –
After eight long weeks of increase, long positions were covered and in the tune of 4,188 contracts to +187.1K contracts.
The material has been provided by InstaForex Company – www.instaforex.com