CFTC commitment of traders report was released on Friday (7th September) and cover positions up to Tuesday (4th September). 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 a third consecutive week. Last week short positions rose by 5,326 contracts that led to a net position of -148.1K contracts.
5 year U.S. Treasury:
5-year treasury short positions rose for the second consecutive week and by 87,220 contracts that brought the net position to -855.7K contracts.
10 year U.S. Treasury:
Speculators increased short positions for the second consecutive week. The short positions got increased by 152,937 contracts to -682.8K contracts.
S&P 500 (E-mini) –
Speculators increased long positions for the second consecutive week and by 17,763 contracts to +162.2K contracts.
MSCI Emerging Markets Mini Index –
Long positions rose for the first time in four weeks and by 33,069 contracts that pushed the net position to +163.2K contracts.