Latest Commitment of Traders positions (Equities and Bonds) as at December 6th, 2016

CFTC commitment of traders report was released on Friday (9th December) and cover positions up to Tuesday (6th 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 increased their positions marginally last week.  The net-short positions increased by 290 contracts to -137.59K contracts.

• 5 year U.S. Treasury:

5 year treasury saw a covering in the short positions by 13,774 contracts that brought the net position to -289.7K contracts.

• 10 year U.S. Treasury :

Speculators increased the short positions sharply as the net short positions increased by 132,337 contracts to -228.6K contracts.

• S&P 500 (E-mini) –

The net short position got reduced last week. The net short positions decreased by 5,979 contracts to -133.3K contracts.

• Russell 2000 –

Traders increased their net long positions sharply last week. The net long positions increased by 10,429 contracts to +49.4K contracts.

• MSCI Emerging Markets Mini Index –

Investors increased their exposure for second consecutive week. The net longs increased by 8,444 contracts to +152.8K contracts.