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

CFTC commitment of traders report was released on Friday (31st March) and cover positions up to Tuesday (28th 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 covered short positions for a second consecutive week and this time very sharply. The net short positions were decreased by 131,956 contracts and the current position is standing at -26.5K contracts.

• 5 year U.S. Treasury:

5-year treasury saw a covering of short positions for a third consecutive week and by 57,223 contracts that brought the net position to -258.6K contracts.

• 10 year U.S. Treasury:

Speculators covered short positions for a fourth consecutive week and by 30,935 contracts to -69.4K contracts.

• S&P 500 (E-mini) –

Speculators increased long position sharply last week. The net long positions got increased by 71,624 contracts to +160.8K contracts.

• Russell 2000 –

Shorts increased for a ninth consecutive week. The net short positions increased by 14,114 contracts to -56.3K contracts.

• MSCI Emerging Markets Mini Index –

Long positions were increased last week by 16,741 contracts that pushed the net position to +215.9K contracts.