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Latest Commitment of Traders positions (Equities and Bonds) as at July 26th, 2016

CFTC commitment of traders report was released on Friday (29th July) and cover positions up to Tuesday (July 26th). 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 decreased their net longs in 2-year treasury sharply ahead of Fed meeting as data showed economic recovery ongoing. Net position flipped from long to short. The net-long positions decreased by 17,415 contracts to -6.9K contracts.

  • 5 year U.S. Treasury:

5-year treasury saw an increase in net short position by 52,305 contracts, and thus bringing the net position to -201.3K contracts.

  • 10 year U.S. Treasury :

Speculators increased their net long positions by 76,150 contracts to +185.5K contracts.

  • S&P 500 (E-mini) –

S&P 500 saw a sizable increase in net longs. Net-long positions increased for third consecutive week.  Net longs got increased by 15,850 contracts and thus bringing net position to +162K contracts.

  • Russell 2000 –

The net short positions in Russell 2000 decreased for a third consecutive week, where net shorts were decreased by 9,428 contracts to -8.2K contracts.

  • MSCI Emerging Markets Mini Index –

Investors increased their exposures to EM very sharply for a second consecutive week as speculative net longs were increased by 22,166 contracts after increasing it by 38,942 contracts last week. The net-long positions currently stand at +179.6K contracts.

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