Latest Commitment of Traders positions (Equities and Bonds) as of November 29th, 2016

CFTC commitment of traders report was released on Friday (2nd December) and cover positions up to Tuesday (29th 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 reduced their long positions last week.  The net-long positions decreased by 13,462 contracts to -12.9K contracts.

• 5 year U.S. Treasury:

5 year treasury saw an increase in the short positions by 42,212 contracts that brought the net position to -303.5K contracts.

• 10 year U.S. Treasury :

Speculators reduced their net long in such a way that flipped the net position from long to short. Long positions increased by 35,252 contracts to 172.6K contracts.

• S&P 500 (E-mini) –

The net short position rose sharply again last week. The net short positions increased by 68,823 contracts to -139.3K contracts.

• Russell 2000 –

Traders increased their net long positions last week, which is contrast to the position shift in S&P 500. The net long positions increased by 4,822 contracts to +39K contracts.

• MSCI Emerging Markets Mini Index –

Investors increased their exposure after seven weeks of steady decline. The net longs increased by 4,504 contracts to +144.4K contracts.