Latest Commitment of Traders positions (Equities and Bonds) as at April 11th 2017

CFTC commitment of traders report was released on Friday (14th April) and cover positions up to Tuesday (11th April). 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 covered short positions for a fourth consecutive week and in such a way that the net position shifted from short to long. The net short positions were decreased by 35,400 contracts and the current position is standing at +26.6K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got increased for the second consecutive week, and by 85,587 contracts that brought the net position to -207.8K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions for the first time in six weeks and by 8,763 contracts to -64.5K contracts.

• S&P 500 (E-mini) –

Speculators marginally increased long position sharply last week. The net long positions got increased by 271 contracts to +121K contracts.

• Russell 2000 –

Shorts increased for the 10th time in 11 weeks. The net short positions increased by 2,607 contracts to -58.4K contracts.

• MSCI Emerging Markets Mini Index –

Long positions decreased for the first time in four weeks and by 12,796 contracts that pushed the net position to +212.2K contracts.