Latest Commitment of Traders positions (Equities and Bonds) as at March 14th 2017

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

Speculators increased short positions for third consecutive week. The net short positions were increased by 27,136 contracts and the current position is standing at -163.6K contracts.

• 5 year U.S. Treasury:

5 year treasury saw a covering of short positions by 54,505 contracts that brought the net position to -357.1K contracts.

• 10 year U.S. Treasury :

Speculators covered short positions for second consecutive week and by 104,122 contracts to -194.4K contracts.

• S&P 500 (E-mini) –

Speculators increased their net long for third consecutive week. The net long positions got increased by 24,228 contracts to +161.9K contracts.

• Russell 2000 –

Shorts increased for seventh consecutive week. The net short positions increased by 12,348 contracts to -24.7K contracts.

• MSCI Emerging Markets Mini Index –

Long positions were covered marginally by 327 contracts that pushed the net position  to +186.7K contracts.