Latest Commitment of Traders positions (Equities and Bonds) as at April 25th 2017

CFTC commitment of traders report was released on Friday (28th April) and cover positions up to Tuesday (25th April). 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:

Speculators reduced long positions last week and by 10,727 contracts that pushed the net position to +19K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions got covered again last week, and by 28,291 contracts that brought the net position to -63.8K contracts.

• 10 year U.S. Treasury:

Speculators sharply increased long positions last week and in such a way that the net position shifted from net short to net long. The long positions increased by 255,942 contracts to +214.6K contracts.

• S&P 500 (E-mini) –

Speculators covered long position last week. The net long positions got decreased by 12,122 contracts to +122.1K contracts.

• Russell 2000 –

Shorts covered for the 2nd time in 13 weeks. The net short positions decreased by 41,865 contracts to -30.3K contracts.

• MSCI Emerging Markets Mini Index –

Long positions decreased for the third consecutive week and by 3,322 contracts that pushed the net position to +199.3K contracts.