Latest Commitment of Traders positions (Equities and Bonds) as at September 27th, 2016

CFTC commitment of traders report was released on Friday (30th September) and cover positions up to Tuesday (27th 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 no hike by FOMC, traders increased their long bets.  The net-long positions increased by 24,967 contracts to +56.5K contracts.

• 5 year U.S. Treasury:

5 year treasury saw another sharp decrease in net short position by 39,788 contracts that brought the net position to -148.3K contracts.

• 10 year U.S. Treasury :

Speculators increased their net long positions by 23,533 contracts to +140.4K contracts.

• S&P 500 (E-mini) –

Traders reduced their net longs sharply.  Net longs got decreased by 35,324 contracts and thus bringing net position to +60.1K contracts.

• Russell 2000 –

The net long positions increased this week. The net long positions increased by 3,707 contracts to +11.5K contracts.

• MSCI Emerging Markets Mini Index –

Investors increased their exposures after two consecutive weeks of reduction. The net longs increased by 4,724 contracts to +2222.8K contracts.