Latest Commitment of Traders positions (Equities and Bonds) as at December 27th, 2016

CFTC commitment of traders report was released on Friday (30th December) and cover positions up to Tuesday (27th 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 7,067 contracts to -32.2K contracts.

• 5 year U.S. Treasury:

5 year treasury saw an increase in the short positions by 13,529 contracts that brought the net position to -337K contracts.

• 10 year U.S. Treasury :

Speculators very aggressively increased short positions last week by 120,017 contracts to -341.1 K contracts.

• S&P 500 (E-mini) –

The net short position declined for fourth consecutive week and in such a way that the net position shifted from short to long. The net short positions decreased by 44,613 contracts to +9.7K contracts.

• Russell 2000 –

Traders marginally covered positions after six weeks of rise. The net long positions decreased by 1,094 contracts to +91.3K contracts.

• MSCI Emerging Markets Mini Index –

The net long positions declined last week. The net longs decreased by 12,562 contracts to +138.9K contracts.