Latest Commitment of Traders positions (Equities and Bonds) as at May 23rd 2017

CFTC commitment of traders report was released on Friday (26th May) and cover positions up to Tuesday (23rd 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 increased short positions in such a fashion that the net position turned negative. Last week, short positions got increased by           42,811 contracts that lead to a net position of -19.3K contracts.

• 5 year U.S. Treasury:

5 year treasury short positions got covered for the first time in four weeks, and by 46,474 contracts that brought the net position to -123.7K contracts.

• 10 year U.S. Treasury:

Speculators increased long position sharply last week. The long positions increased by 122,491 contracts to +362.5K contracts.

• S&P 500 (E-mini) –

Speculators increased long position for the first time in five weeks. The net long positions got increased by 8,274 contracts to +40.4K contracts.

• Russell 2000 –

Short positions increased for third consecutive week. The net short positions increased by 28,562 contracts to -72.5K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for the second consecutive week and by 1,713 contracts that pushed the net position to +186.7K contracts.