Latest Commitment of Traders positions (Equities and Bonds) as at January 17th 2017

CFTC commitment of traders report was released on Friday (20th January) and cover positions up to Tuesday (17th 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 covered short positions in such a way that net position flipped from short to long.  The net-short positions decreased by 19,317 contracts and the current position is +4.8K contracts.

• 5 year U.S. Treasury:

5-year treasury saw a very sharp covering in the short positions by 63,783 contracts that brought the net position to -373.7K contracts.

• 10 year U.S. Treasury :

Speculators reduced short positions last week by 18,953 contracts to -375.7K contracts.

• S&P 500 (E-mini) –

Traders increased long positions last week. The net long positions increased by 13,946 contracts to +35.3K contracts.

• Russell 2000 –

Traders covered long positions last week again. The net long positions decreased by 15,016 contracts to +67.4K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for second consecutive week. The net longs increased by 7,855 contracts to +161.2K contracts.