CFTC commitment of traders report was released on Friday (1st July) and cover positions up to Tuesday (28th June). 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:
Since Brexit referendum fallout wasn’t that great speculators sharply cut back on their net-longs by 21,924 contracts to +13.9K contracts.
- 5 year U.S. Treasury:
5-year treasury saw a sharp increase in net short position by 58,633 contracts, and thus bringing net position to -94.1K contracts.
- 10 year U.S. Treasury :
Speculators decreased their net long positions by 30,741 contracts to +83.9K contracts.
- S&P 500 (E-mini) –
S&P 500 saw a sizable increase in net longs. Net longs increased by 7,111 contracts and thus bringing net position to +61.9K contracts.
- Russell 2000 –
Russell 2000 saw a sharp increase in net short positions, where net shorts were increased by 15,111 contracts to -34.3K contracts.
- MSCI Emerging Markets Mini Index –
Emerging market position changed only marginally. Longs were reduced by 2,080 contracts to +120.3K contracts.
The material has been provided by InstaForex Company – www.instaforex.com