Latest Commitment of Traders positions (Equities and Bonds) as at December 20th, 2016

CFTC commitment of traders report was released on Friday (23rd December) and cover positions up to Tuesday (20th December). 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:

Traders once again increased the net short positions last week.  The net-short positions increased by 12,772 contracts to -25.1K contracts.

• 5 year U.S. Treasury:

5 year treasury saw a sizable increase in the short positions by 33,307 contracts that brought the net position to -323.5K contracts.

• 10 year U.S. Treasury :

Speculators aggressively covered short positions last week by 47,337 contracts to -221.1 K contracts.

• S&P 500 (E-mini) –

The net short position declined for third consecutive week and this time very abruptly. The net short positions decreased by 83,804 contracts to -34.9K contracts.

• Russell 2000 –

Traders increased their net long positions for sixth consecutive week. The net long positions increased by 36,484 contracts to +92.4K contracts.

• MSCI Emerging Markets Mini Index –

The net long positions increased only marginally last week. The net longs increased by 2,546 contracts to +151.4K contracts.