Latest Commitment of Traders positions (Equities and Bonds) as at April 4th 2017

CFTC commitment of traders report was released on Friday (7th April) and cover positions up to Tuesday (4th 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 the third consecutive week. The net short positions were decreased by 16,678 contracts and the current position is standing at -8.7K contracts.

• 5 year U.S. Treasury:

5 year treasury short positions got increased for the first time in four weeks, and by 34,797 contracts that brought the net position to -293.4K contracts.

• 10 year U.S. Treasury:

Speculators covered short positions for a fifth consecutive week and by 13,911 contracts to -55.8K contracts.

• S&P 500 (E-mini) –

Speculators covered long position sharply last week. The net long positions got decreased by 40,062 contracts to +120.7K contracts.

• Russell 2000 –

Shorts decreased for the first time in ten weeks. The net short positions decreased by 551 contracts to -55.8K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for a third consecutive week and by 9,047 contracts that pushed the net position to +225K contracts.