Latest Commitment of Traders positions (Equities and Bonds) as at June 28th, 2016

CFTC commitment of traders report was released on Friday (1st July) and cover positions up to Tuesday (28th 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:

Since Brexit referendum fallout wasn’t that great speculators sharply cut back on their net-longs by 21,924 contracts to +13.9K contracts.

• 5 year U.S. Treasury:

5-year treasury saw a sharp increase in net short position by 58,633 contracts, and thus bringing net position to -94.1K contracts.

• 10 year U.S. Treasury :

Speculators decreased their net long positions by 30,741 contracts to +83.9K contracts.

• S&P 500 (E-mini) –

S&P 500 saw a sizable increase in net longs. Net longs increased by 7,111 contracts and thus bringing net position to +61.9K contracts.

• Russell 2000 –

Russell 2000 saw a sharp increase in net short positions, where net shorts were increased by 15,111 contracts to -34.3K contracts.

• MSCI Emerging Markets Mini Index –

Emerging market position changed only marginally. Longs were reduced by 2,080 contracts to +120.3K contracts.