Latest Commitment of Traders positions (Equities and Bonds) as at June 14th, 2016

CFTC commitment of traders report was released on Friday (17th June) and cover positions up to Tuesday (14th June). 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:

As Fed hike expectations disappear speculators decreased net short position by 184,826 contracts to -21.9K contracts.

• 5 year U.S. Treasury:

5-year treasury saw a decrease in net short position by 90,239 contracts, and thus bringing net position to -135.6K contracts.

• 10 year U.S. Treasury :

U.S. net-long positions rose further by 29,893 contracts to +45.1K contracts.

• S&P 500 (E-mini) –

S&P 500 saw another flip in positions. Net longs increased by 149,960 contracts and thus bringing net position to +118.2K contracts.

• Russell 2000 –

Russell 2000 net short position got decreased again by 9,603 contracts to -15.5K contracts.

• MSCI Emerging Markets Mini Index –

Emerging markets saw a decrease in net long positions by 4,209 contracts to +96K contracts.