Latest Commitment of Traders positions (Equities and Bonds) as at May 3rd, 2016

CFTC commitment of traders report was released on Friday (6th May) and cover positions up to Tuesday (3rd 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 their net short position by 7,313 contracts to net -103.4 K contracts, betting on yield’s rise.

• 5 year U.S. Treasury –

5 year treasury saw by sharp increase in net short position by 71,014 contracts, bringing net position to -188.85K contracts.

• 10 year U.S. Treasury –

Similarly 10 year treasury notes saw another increase in net short position by 18,245 contracts to -82.02K contracts.

• S&P 500 (E-mini) –

After net position in S&P 500 flipped to net long previous week, last week speculator added further long positions by 8.627 contracts to net +10K contracts.

• Russell 2000 –

Russell 2000 also saw another reduction in net short position, where shorts were reduced by 6,482 contracts to -49K contracts.

• MSCI Emerging Markets Mini Index –

After drop in previous week, net longs were increased by 2,914 contracts to +81.9K contacts.