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Latest Commitment of Traders positions (Equities and Bonds) as at July 12th, 2016

CFTC commitment of traders report was released on Friday (15th July) and cover positions up to Tuesday (July 12th). 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 decreased their net longs in 2-year treasury sharply as economic data from the U.S. was better than expected. The net-long positions decreased by 61,629 contracts to +38.3K contracts.

  • 5 year U.S. Treasury:

5-year treasury saw a sharp decrease in net short position by 73,461 contracts, and thus bringing net position to -124.3K contracts.

  • 10 year U.S. Treasury :

Speculators increased their net long positions by 12,185 contracts to +96.1K contracts.

  • S&P 500 (E-mini) –

S&P 500 saw a large increase in net longs. Net longs got increased by 30,800 contracts and thus bringing net position to +131.4K contracts.

  • Russell 2000 –

Russell 2000 saw a sizable decrease in net short positions, where net shorts were decreased by 8,179 contracts to -30.3K contracts.

  • MSCI Emerging Markets Mini Index –

Investors increased their exposures to EM as speculative net longs were increased after two weeks of decline, by 11,545 contracts to +118.5K contracts.

  • Market Data
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