Latest Commitment of Traders positions (Equities and Bonds) as at January 10th 2017

CFTC commitment of traders report was released on Friday (13th January) and cover positions up to Tuesday (10th January). 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 sharply covered the net short positions last week.  The net-short positions decreased by 34,895 contracts to -14.5K contracts.

• 5 year U.S. Treasury:

5 year treasury saw a very sharp increase in the short positions by 26,634 contracts that brought the net position to -437.5K contracts.

• 10 year U.S. Treasury :

Speculators very aggressively increased short positions last week by 49,758 contracts to -394.7K contracts.

• S&P 500 (E-mini) –

Traders aggressively covered long positions last week. The net long positions decreased by 60,031 contracts to +21.4K contracts.

• Russell 2000 –

Traders covered long positions last week. The net long positions decreased by 10,242 contracts to +82.4K contracts.

• MSCI Emerging Markets Mini Index –

After several weeks of rout, speculators added sizable long positions last week. The net longs increased by 15,257 contracts to +153.4K contracts.