Latest Commitment of Traders positions (Equities and Bonds) as at August 30th, 2016

CFTC commitment of traders report was released on Friday (2nd September) and cover positions up to Tuesday (30th 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:

With increased possibility of a rate hike from the U.S. Federal reserve, traders marginally reduced their long bets.  The net-long positions decreased by 3,387 contracts to +65.6K contracts.

• 5 year U.S. Treasury:

5 year treasury saw an increase in net short position by 13,671 contracts that brought the net position to -150.9K contracts.

• 10 year U.S. Treasury :

Speculators increased their net long positions by 53,121 contracts to +101.5K contracts.

• S&P 500 (E-mini) –

S&P 500 saw another increase in net longs.  Net longs got increased by 7,685 contracts and thus bringing net position to +200K contracts.

• Russell 2000 –

The net long positions increased for eighth consecutive week. The net long positions increased by 6,134 contracts to +22.1K contracts.

• MSCI Emerging Markets Mini Index –

Investors again increased their exposures last week, and again by big amount. The net longs increased by 20,456 contracts to +240.6K contracts.