Latest Commitment of Traders positions (Equities and Bonds) as at May 24th, 2016

CFTC commitment of traders report was released on Friday (27th May) and cover positions up to Tuesday (24th 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 26,840 contracts to -147.4K contracts.

• 5 year U.S. Treasury

5 year treasury saw another sharp decrease in net short position by 31,987 contracts, and bringing net position to -140.2K contracts.

• 10 year U.S. Treasury

Short bets on 10 year treasury decrease sharply despite hawkish FED officials by 32,076 contracts to -80.25 K contracts.

• S&P 500 (E-mini)

With rise in risk affinity, net long position increased sharply and brought net position on the long side. Net long position rose by 92,275 contracts to +83.4K contracts.

• Russell 2000

Russell 2000 net short position got decreased by just 8676 contracts to -37.1K contracts.

• MSCI Emerging Markets Mini Index

After fleeing in prior week, investors once again poured money into emerging markets, leading to an increase in net long position by 3,453 contracts to +93.8K contracts.