Latest Commitment of Traders positions (Equities and Bonds) as at September 13th, 2016

CFTC commitment of traders report was released on Friday (16th September) and cover positions up to Tuesday (13th September). 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 weaker data from the U.S. and decreased possibility of a rate hike from the U.S. Federal reserve, traders increased their long bets.  The net-long positions increased by 7,246 contracts to +36.1K contracts.

• 5 year U.S. Treasury:

5 year treasury saw another sharp increase in net short position by 49,007 contracts that brought the net position to -245.3K contracts.

• 10 year U.S. Treasury :

Speculators decreased their net long positions as yields rose sharply by 36,201 contracts to +68.6K contracts.

• S&P 500 (E-mini) –

S&P 500 saw a very large decrease in net longs.  Net longs got decreased by 90,091 contracts and thus bringing net position to +93.5K contracts.

• Russell 2000 –

The net long positions decreased for the first time after continuous rise for nine consecutive weeks. The net long positions decreased by 15,129 contracts to +8.21K contracts.

• MSCI Emerging Markets Mini Index –

Investors reduced their exposures last week, but in a relatively small amount. The net longs decreased by 14,933 contracts to +228.4K contracts.