Latest Commitment of Traders positions (Equities and Bonds) as at February 28th 2017

CFTC commitment of traders report was released on Friday (3rd March) and cover positions up to Tuesday (28th February). 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 sharply increased short positions in such a way that the net position shifted from long to short. Short positions increased by 77,820 contracts and the current position standing at -29.7K contracts.

• 5 year U.S. Treasury:

5-year treasury saw a covering in the short positions, where shorts were decreased by 17,583 contracts that brought the net position to -287.4K contracts.

• 10 year U.S. Treasury:

Speculators sharply increased short positions and by 107,360 contracts to -409.7K contracts.

• S&P 500 (E-mini) –

Speculators increased their net long positions last week. The net long positions got increased by 55,859 contracts to +86.6K contracts.

• Russell 2000 –

Traders reduced long positions and positions were reduced for a seventh time in eight weeks. The net long positions decreased by 16,831 contracts to +19.7K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for an eighth consecutive week. The net longs increased by 2,651 contracts to +191.3K contracts.