Latest Commitment of Traders positions (Equities and Bonds) as at November 8th, 2016

CFTC commitment of traders report was released on Monday (14th November) and cover positions up to Tuesday (8th 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 increased their long positions last week.  The net-long positions increased by 65,380 contracts to +86.96K contracts.

• 5 year U.S. Treasury:

5-year treasury saw a very sharp decrease in net long position by 57,651 contracts that brought the net position to -145.6K contracts.

• 10 year U.S. Treasury :

Speculators increased their net long positions last week. Long positions increased by 36,603 contracts to -71.7K contracts.

• S&P 500 (E-mini) –

The net short position declined last week. The net short positions decreased by 17,380 contracts to -3.3K contracts.

• Russell 2000 –

The net short position rose sharply last week. The net short positions increased by 11,490 contracts to -19K contracts.

• MSCI Emerging Markets Mini Index –

Investors reduced their exposures marginally for a fifth consecutive week. The net longs decreased by 2,335 contracts to +226.4K contracts.