 as at May 17th, 2016 - EconoTimes)
CFTC commitment of traders report was released on Friday (20th May) and cover positions up to Tuesday (17th 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
In anticipation of faster rate hikes, speculators increased net short position by 30,246 contracts to -120.6K contracts.
- 5 year U.S. Treasury
5 year treasury saw by sharp decrease in net short position by 73,963 contracts, and bringing net position to -172.1K contracts.
- 10 year U.S. Treasury
Short bets on 10 year treasury rose sharply over hawkish FED officials by 33,068 contracts to -112.3 K contracts.
- S&P 500 (E-mini)
As risk aversion and FED rate hike weighed, Speculators flipped position to net short from long. Net short position increased by 28,529 contacts to -8.85K contacts.
- Russell 2000
Russell 2000 net short position got increased only marginally by just 65 contracts to -45.7K contracts.
- MSCI Emerging Markets Mini Index
Investors fled from emerging markets, which led to reduction in long position by 4,062 contracts to +90.4K contracts.
