COT Macro Markets: 10 Year Treasury, Crude Oil, Gold, S&P500 & VIX movements last week

Commitment of Traders Macro Financial Markets:

10 Year Treasuries: Weekly change of +10,087

10 Year Notes: 10-Year Treasury Note speculative contracts advanced higher last week to rise for a fourth consecutive week. 10-Year positions rose to a total of +120,779 net speculative positions as of April 9th following a total of +110,692 contracts that were reported for April 2nd. This is a weekly change in net large speculator positions of +10,087 contracts following the previous week’s change of +12,502 contracts.

 


Crude Oil Light Sweet: Weekly change of -25,452

Crude Oil: Crude Oil speculative contracts decreased last week after rising for the previous two weeks. Crude spec positions fell to a total of +223,398 net speculative positions as of April 9th following a total of +248,850 contracts that were reported for April 2nd. This is a weekly change in net large speculator positions of -25,452 contracts which is the largest weekly fall of 2013 so far.

 


Gold Futures CMX: Weekly change of -847

Gold: Gold speculative contracts fell just slightly last week to decrease for a third straight week. Gold futures positions declined to a total of +119,359 net speculative positions as of April 9th following a total of +120,206 contracts that were reported for April 2nd. This is a weekly change in net large speculator positions of -847 contracts following the previous week’s change of -12,240 contracts.

 


S&P 500 Index Futures: Weekly change of +2,299

S&P 500: S&P 500 speculative contracts edged higher last week for a second straight week. S&P 500 futures positions rose to a total of +6,831 net speculative positions as of April 9th following a total of +4,532 contracts that were reported for April 2nd. This is a weekly change in net large speculator positions of +2,299 contracts.

 


VIX Futures: Weekly change of -1,380

VIX: VIX speculative contracts decreased last week to fall for a second week. VIX futures positions declined to a total of -69,653 net speculative positions as of April 9th following a total of -68,273 contracts that were reported for April 2nd. This is a weekly change in net large speculator positions of -1,380 contracts.

 


 

The Commitment of Traders report is published every Friday by the Commodity Futures Trading Commission (CFTC) and shows futures positions data that was reported as of the previous Tuesday (3 days behind).

Each currency contract is a quote for that currency directly against the U.S. dollar, a net short amount of contracts means that more speculators are betting that currency to fall against the dollar and a net long position expect that currency to rise versus the dollar.

(The graphs overlay the forex spot closing price of each Tuesday when COT trader positions are reported for each corresponding spot currency pair.)

See more information and explanation on the weekly COT report from the CFTC website.

 

Article by CountingPips.comForex News & Market Analysis

 

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