 as at April 19th, 2016 (Charts included) - EconoTimes)
CFTC commitment of traders report was released on Friday (22nd April) and cover positions up to Tuesday (19th 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 increased their net short position by 13,322 contracts to net -85.1 K contracts.
- 5 year U.S. Treasury –
Speculators trimmed net short position by 77,584 contracts to -130.5K contracts.
- 10 year U.S. Treasury –
Positions have remained almost same, with net short position getting reduced by just 85 contracts, resulting in net short position -24.3K contracts.
- S&P 500 (E-mini) –
As S&P 500 rose sharply net short position saw sharp short covering, by 77,584 contracts to -130.52K contracts.
- Russell 2000 –
Similar to S&P 500, speculators reduced net short position in Russell 2000 by 10,023 contracts to -56.8K contracts.
- MSCI Emerging Markets Mini Index –
Speculators increased net long position this week, after last week’s pause after three consecutive weeks of buying. Net long position got trimmed by increased by 7204 contracts to +84.1K contracts.
