Latest Commitment of Traders positions (Equities and Bonds) as at October 18th, 2016

CFTC commitment of traders report was released on Friday (21st October) and cover positions up to Tuesday (18th October). 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 marginally covered their short positions.  The net-short positions decreased by 1,024 contracts to -18.9K contracts.

• 5 year U.S. Treasury:

5 year treasury saw another very sharp increase in net short position by 68,328 contracts that brought the net position to -202.6K contracts.

• 10 year U.S. Treasury :

Speculators sharply increased their net long positions by 56,095 contracts to +99.9K contracts.

• S&P 500 (E-mini) –

After three consecutive weeks of long covering that saw the net position slipping from net longs to net shorts last week, speculators increased their long positions in such a way that the net position flipped from short to long.  Net longs got increased by 56,865 contracts and thus bringing net position to +23K contracts.

• Russell 2000 –

The net long positions decreased in past two weeks. The net long positions increased by 4,801 contracts to +8.1K contracts.

• MSCI Emerging Markets Mini Index –

Investors reduced their exposures marginally for second consecutive week. The net longs decreased by 1,455 contracts to +242.9K contracts.