Latest Commitment of Traders positions (Equities and Bonds) as at January 15th 2019

13 February 2019, 12:42

CFTC commitment of traders report was released on Tuesday (12th February) and cover positions up to Tuesday (15th January). 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. Data delayed due to U.S. government shut down.
Kindly note, in some cases, numbers are rounded to nearest decimal.

• 2 year U.S. Treasury:

Speculators reduced short positions for the week. Short positions declined by 41,724 contracts that led to a net position of -267.2K contracts.

• 5 year U.S. Treasury:

5 year treasury short positions rose in the week ending January 15th and by 9,239 contracts that brought the net position to -299.6K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for the week, and by 12,116 contracts to -200.2K contracts.

• S&P 500 (E-mini) –

Speculators reduced long positions for the week ending January 15th, and by 67,631 contracts to +64.2K contracts.

• MSCI Emerging Markets Mini Index –

Long positions declined marginally in the week ending January 15th and by 203 contracts that pushed the net position to +240.7K contracts.