Latest Commitment of Traders positions (Equities and Bonds) as at January 31st 2017

CFTC commitment of traders report was released on Friday (3rd February) and cover positions up to Tuesday (31st 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 after a reversal just last week. It has flip flopping for past couple of weeks. The net-long positions increased by 33,665 contracts and the current position is +31.3K contracts.

• 5 year U.S. Treasury:

5 year treasury saw a very sharp covering in the short positions for third consecutive week, where shorts were reduced by 37,816 contracts that brought the net position to -269.5K contracts.

• 10 year U.S. Treasury :

Speculators increased short positions last week by 56,472 contracts to -353.6K contracts.

• S&P 500 (E-mini) –

Traders marginally reduced long positions last week. The net long positions decreased by 2,070 contracts to +70.8K contracts.

• Russell 2000 –

Traders sharply reduced long positions last week. The net long positions decreased by 22,257 contracts to +53.1K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for fourth consecutive week. The net longs increased by 10,078 contracts to +175.7K contracts.