Latest Commitment of Traders positions (Equities and Bonds) as at May 31st, 2016

CFTC commitment of traders report was released on Friday (3rd June) and cover positions up to Tuesday (31st 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 44,725 contracts to -193.5K contracts.

• 5 year U.S. Treasury –

5 year treasury saw increase in net short position by 60,800 contracts, and bringing net position to -171.7K contracts.

• 10 year U.S. Treasury –

Short bets on 10 year treasury increase sharply due to comments from hawkish FED officials by 66,455 contracts to -159.9 K contracts.

• S&P 500 (E-mini) –

After big rise in long positions S&P 500 suffered sharp cutback.  Net long position declined by 33,013 contracts to +55.1K contracts.

• Russell 2000 –

Russell 2000 net short position got decreased by just 6090 contracts to -31K contracts.

• MSCI Emerging Markets Mini Index –

Emerging markets saw bookings in long positions by 2,928 contracts to +90.9K contracts.