Latest Commitment of Traders positions (Equities and Bonds) as at January 24th 2017

CFTC commitment of traders report was released on Friday (27th January) and cover positions up to Tuesday (24th 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 increased short positions in such a way that net position flipped from long to short after a reversal just last week.  The net-short positions increased by 7,175 contracts and the current position is -2.4K contracts.

• 5 year U.S. Treasury:

5 year treasury saw a very sharp covering in the short positions for second consecutive week, where shorts were reduced by 66,384 contracts that brought the net position to -307.3K contracts.

• 10 year U.S. Treasury:

Speculators reduced short positions again last week by 78,557 contracts to -297.2K contracts.

• S&P 500 (E-mini) –

Traders increased long positions very sharply last week. The net long positions increased by 37,572 contracts to +72.9K contracts.

• Russell 2000 –

Traders increased long positions last week. The net long positions increased by 8,014 contracts to +75.4K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for third consecutive week. The net longs increased by 4,376 contracts to +165.6K contracts.