Latest Commitment of Traders positions (Equities and Bonds) as at February 7th 2017

CFTC commitment of traders report was released on Friday (10th February) and cover positions up to Tuesday (7th 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 covered long positions last week. The net-long positions decreased by 18,078 contracts and the current position is +13.2K contracts.

• 5 year U.S. Treasury:

5 year treasury seeing sharp covering in the short positions for fourth consecutive week, where shorts were reduced by 34,572 contracts that brought the net position to -234.9K contracts.

• 10 year U.S. Treasury :

Speculators covered short positions last week by 49,074 contracts to -304.6K contracts.

• S&P 500 (E-mini) –

Traders once again reduced long positions last week. The net long positions decreased by 16,523 contracts to +54.3K contracts.

• Russell 2000 –

Traders reduced long position fourth time in five weeks. The net long positions decreased by 4,023 contracts to +49.1K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for fifth consecutive week. The net longs increased by 5,433 contracts to +181.1K contracts.