Latest Commitment of Traders positions (Equities and Bonds) as at April 26th, 2016

CFTC commitment of traders report was released on Friday (29th April) and cover positions up to Tuesday (26th 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 10,959 contracts to net -96.1 K contracts, ahead of FOMC last week.

• 5 year U.S. Treasury –

Similarly 5 year treasury notes saw increase in net short position by 39,496 contracts to -63.77K contracts.

• 10 year U.S. Treasury –

On the contrary 10 year treasury saw net decrease in short positions by 12.680 contracts to -117.8K contracts.

• S&P 500 (E-mini) –

Net position in S&P 500 flipped from net short to net long as speculators increased net long positions by 67,398 contracts to +1,460 contracts.

• Russell 2000 –

Russell 2000 also saw increase in net long position but nothing compared to S&P 500. Net short position got reduced by 1361 contracts to -55.5K contracts.

• MSCI Emerging Markets Mini Index –

Speculators reduced long bets in emerging market index by 5,118 contracts to +79K contracts.