Latest Commitment of Traders positions (Equities and Bonds) as at August 23rd, 2016

CFTC commitment of traders report was released on Friday (26th August) and cover positions up to Tuesday (23rd August). 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:

In anticipation of a slower rate hike from the U.S. Federal Reserve, traders marginally increased their long bets ahead of Yellen’s speech in Jackson Hole.  The net-long positions increased by 7,197 contracts to +69K contracts.

• 5 year U.S. Treasury:

5 year treasury saw a large decrease in net short position by 34,214 contracts that brought the net position to -164.6K contracts.

• 10 year U.S. Treasury :

Speculators increased their net long positions by 21,776 contracts to +48.4K contracts.

• S&P 500 (E-mini) –

S&P 500 saw another sizable increase in net longs.  Net longs got increased by 38,359 contracts and thus bringing net position to +192.4K contracts.

• Russell 2000 –

After position flipping to long last to last week, the net longs have been increasing. The net long positions increased by 8,850 contracts to +16K contracts.

• MSCI Emerging Markets Mini Index –

Investors again increased their exposures last week, increased net-long positions. The net longs increased by 14,975 contracts to +220.2K contracts.