Latest Commitment of Traders positions (Equities and Bonds) as at December 13th, 2016

CFTC commitment of traders report was released on Friday (16th December) and cover positions up to Tuesday (13th December). 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 marginally covered net short positions last week.  The net-short positions decreased by 1,402 contracts to -12.3K contracts.

• 5 year U.S. Treasury:

5 year treasury saw a marginal increase the short positions by 432 contracts that brought the net position to -290.2K contracts.

• 10 year U.S. Treasury :

Speculators increased the short positions sharply again   as the net short positions increased by 39,791 contracts to -268.4K contracts.

• S&P 500 (E-mini) –

The net short position declined for second consecutive week. The net short positions decreased by 14,583 contracts to -118.7K contracts.

• Russell 2000 –

Traders increased their net long positions for fifth consecutive week. The net long positions increased by 6,539 contracts to +55.9K contracts.

• MSCI Emerging Markets Mini Index –

After two consecutive weekly increases, traders reduced their long positions last week. The net longs decreased by 3,977 contracts to +148.9K contracts.