Latest Commitment of Traders positions (Equities and Bonds) as at February 14th 2017

CFTC commitment of traders report was released on Friday (17th February) and cover positions up to Tuesday (14th February). 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 added long positions last week. The net-long positions increased by 16,735 contracts and the current position is +30K contracts.

• 5 year U.S. Treasury:

5-year treasury saw a very sharp increase in the short positions after long four weeks of covering, where shorts were increased by 121,194 contracts that brought the net position to -356.1K contracts.

• 10 year U.S. Treasury:

Speculators increased short positions last week by 36,947 contracts to -341.5K contracts.

• S&P 500 (E-mini) –

Speculators increased net long positions last week. The net long positions increased by 3,463 contracts to +57.8K contracts.

• Russell 2000 –

Traders marginally reduced long positions but positions were reduced for the fifth time in six weeks. The net long positions decreased by 380 contracts to +48.7K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for a sixth consecutive week. The net longs increased by 4,052 contracts to +185.2K contracts.