Latest Commitment of Traders positions (Equities and Bonds) as at August 9th, 2016

CFTC commitment of traders report was released on Friday (19th August) and cover positions up to Tuesday (16th 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 quicker rate hike from the U.S. Federal Reserve, traders sharply decreased their long bets.  The net-long positions decreased by 28,178 contracts to +61.8K contracts.

• 5 year U.S. Treasury:

5 year treasury saw an increase in net short position by 11,033 contracts that brought the net position to -198.8K contracts.

• 10 year U.S. Treasury :

Speculators decreased their net long positions by 91,626 contracts to +26.6K contracts.

• S&P 500 (E-mini) –

S&P 500 saw a sizable increase in net longs.  Net longs got increased by 53,316 contracts and thus bringing net position to +154K contracts.

• Russell 2000 –

After position flipping to long last week, the net longs increased. The net long positions increased by 4,576 contracts to +7.1K contracts.

• MSCI Emerging Markets Mini Index –

Investors again increased their exposures last week, increased net-long positions sharply. The net longs increased by 8,676 contracts to +205.2K contracts.