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Latest Commitment of Traders positions (Equities and Bonds) as at November 22nd, 2016

CFTC commitment of traders report was released on Friday (28th November) and cover positions up to Tuesday (22nd November). 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:

Traders sharply reduced their long positions in such a way that the net positions flipped from long to short.  The net-long positions decreased by 43,562 contracts to -26.4K contracts.

  • 5 year U.S. Treasury:

5 year treasury saw a very modest covering of short positions by 6,775 contracts that brought the net position to -261.3K contracts.

  • 10 year U.S. Treasury :

Speculators increased their net long positions last week after an increase by a huge amount in the previous week that flipped the net position from short to long. Long positions increased by 35,252 contracts to 172.6K contracts.

  • S&P 500 (E-mini) –

The net short position rose sharply last week. The net short positions increased by 56,524 contracts to -70.4K contracts.

  • Russell 2000 –

Traders increased their net long positions last week. The net long positions increased by 14,382 contracts to +34.2K contracts.

  • MSCI Emerging Markets Mini Index –

Investors reduced their exposures for seventh consecutive week. The net longs decreased by 14,018 contracts to +139.9K contracts.

 

 

 

 

 

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