Latest Commitment of Traders positions (Equities and Bonds) as at August 2nd, 2016

CFTC commitment of traders report was released on Friday (5th August) and cover positions up to Tuesday (2nd August). 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 increased their net longs in 2 year treasury as Fed kept rates on hold. Net position flipped from short to long. The net-long positions increased by 54,993 contracts to +48.1K contracts.

• 5 year U.S. Treasury:

5 year treasury saw a decrease in net short position by 10,851 contracts, and thus bringing the net position to -190.5K contracts.

• 10 year U.S. Treasury :

Speculators decreased their net long positions by 64,301 contracts to +121.2K contracts.

• S&P 500 (E-mini) –

S&P 500 saw a sharp decrease in net longs.  Net longs got decreased by 50,832 contracts and thus bringing net position to +111.2K contracts.

• Russell 2000 –

The net short positions in Russell 2000 decreased for fourth consecutive week, where net shorts were decreased by 6,043 contracts to -2.1K contracts.

• MSCI Emerging Markets Mini Index –

Investors marginally reduced their exposures to EM after two weeks of sharp increases. The net longs decreased by 1,268 contracts after increasing it by 22,166 contracts last week. The net-long positions currently stand at +178.4K contracts.