 as at April 12th, 2016 (Charts added) - EconoTimes)
CFTC commitment of traders report was released on Friday (15th April) and cover positions up to Tuesday (12th 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 trimmed their net short position by 25,682 contracts to net -71.8K contracts. Bets for sharp hikes has been reducing for some time.
- 5 year U.S. Treasury –
Speculators trimmed net short position by 33,129 contracts to -208.1K contracts.
- 10 year U.S. Treasury –
Net short position saw big trimming last week by 92,941 contracts to -24.4K contracts.
- S&P 500 (E-mini) –
S&P 500, saw another week of short covering and net short position is now smallest since December last year. Last week, net short position got reduced by 14,749 contracts to -89.5K contracts.
- Russell 2000 –
In contrast to S&P 500, speculators increased net short in Russell 2000 by 3,505 contracts to -66.9K contracts.
- MSCI Emerging Markets Mini Index –
Speculators reduced net long position marginally this week, after three consecutive weeks of buying. Net long position got trimmed by 1,744 contracts to +76.9K contracts.
