Latest Commitment of Traders positions (Equities and Bonds) as at February 21st 2017

CFTC commitment of traders report was released on Friday (24th February) and cover positions up to Tuesday (21st 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 for a second consecutive week. The net-long positions increased by 18,140 contracts and the current position standing at +48.1K contracts.

• 5 year U.S. Treasury:

5-year treasury saw a very sharp decrease in the short positions, where shorts were decreased by 51,186 contracts that brought the net position to -304.9K contracts. Shorts were covered in five of last six weeks.

• 10 year U.S. Treasury:

Speculators decreased short positions last week by 39,225 contracts to -302.3K contracts.

• S&P 500 (E-mini) –

Speculators reduced net-long positions last week. The net long positions decreased by 26,998 contracts to +30.8K contracts.

• Russell 2000 –

Traders marginally reduced long positions and positions were reduced for the sixth time in seven weeks. The net long positions decreased by 12,220 contracts to +36.5K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for a seventh consecutive week. The net longs increased by 3,461 contracts to +188.6K contracts.