Latest Commitment of Traders positions (Equities and Bonds) as at October 4th, 2016

CFTC commitment of traders report was released on Friday (7th October) and cover positions up to Tuesday (4th 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:

With the focus returning on the hike by FOMC, traders decreased their long bets.  The net-long positions decreased by 32,437 contracts to +24K contracts.

• 5 year U.S. Treasury:

5-year treasury saw a very sharp increase in net short position by 65,858 contracts that brought the net position to -214.1K contracts.

• 10 year U.S. Treasury :

Speculators decreased their net long positions by 13,244 contracts to +127.2K contracts.

• S&P 500 (E-mini) –

Traders reduced their net longs for second consecutive week.  Net longs got decreased by 14,994 contracts and thus bringing net position to +45.1K contracts.

• Russell 2000 –

The net long positions increased for second consecutive week. The net long positions increased by 5,058 contracts to +16.5K contracts.

• MSCI Emerging Markets Mini Index –

Investors increased their exposures sharply and for second consecutive week. The net longs increased by 23,616 contracts to +246.4K contracts.