Latest Commitment of Traders positions (Equities and Bonds) as at May 10th, 2016

CFTC commitment of traders report was released on Friday (13th May) and cover positions up to Tuesday (10th May). 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 reduced their net short position by 13,053 contracts to net -90.3 K contracts, but still betting on yield’s rise.

• 5 year U.S. Treasury –

5 year treasury saw by sharp increase in net short position by 57, 254 contracts, and bringing net position to -246.1K contracts.

• 10 year U.S. Treasury –

Short bets on 10 year treasury got reduced marginally by 2,760 contracts to -79.3K contracts.

• S&P 500 (E-mini) –

Net long position increased further after speculators flipped to net long position two weeks back. Net long position got increased by 9,589 contracts +19.7K contracts.

• Russell 2000 –

Russell 2000 also saw another reduction in net short position, where shorts were reduced by 3,338 contracts to -45.7K contracts.

• MSCI Emerging Markets Mini Index –

After relatively modest rise last week, this week saw sharp increase in bets in favor of emerging index. Net longs were raised by 12,579 contracts to +94.46K contracts.