Latest Commitment of Traders positions (Equities and Bonds) as at May 30th 2017

CFTC commitment of traders report was released on Friday (2nd June) and cover positions up to Tuesday (30th 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 covered short positions last week. Last week, short positions got decreased by 8,327 contracts that lead to a net position of -11K contracts.

• 5 year U.S. Treasury:

5-year Treasury short positions got covered for the second consecutive week, and by 37,222 contracts that brought the net position to -86.5K contracts.

• 10 year U.S. Treasury:

Speculators reduced long position sharply last week. The long positions decreased by 104,336 contracts to +258.2K contracts.

• S&P 500 (E-mini) –

Speculators increased long position for the second consecutive week. The net long positions got increased by 15,699 contracts to +56.1K contracts.

• Russell 2000 –

Short positions increased for fourth consecutive week. The net short positions increased by 529 contracts to -73K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for the third consecutive week and by 187 contracts that pushed the net position to +186.9K contracts.