Latest Commitment of Traders positions (Equities and Bonds) as at July 19th, 2016

CFTC commitment of traders report was released on Friday (22nd July) and cover positions up to Tuesday (July 19th). 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 showed economic recovery ongoing. The net-long positions decreased by 27,770 contracts to +10.5K contracts.

• 5 year U.S. Treasury:

5-year treasury saw an increase in net short position by 24,736 contracts, and thus bringing the net position to -149K contracts.

• 10 year U.S. Treasury :

Speculators decreased their net long positions by 21,990 contracts to +109.4K contracts.

• S&P 500 (E-mini) –

S&P 500 saw a very large increase in net longs. Net longs got increased by 75,561 contracts and thus bringing net position to +146.2K contracts.

• Russell 2000 –

Russell 2000 saw a large decrease in net short positions, where net shorts were decreased by 12,622 contracts to -17.6K contracts.

• MSCI Emerging Markets Mini Index –

Investors increased their exposures to EM very sharply as speculative net longs were increased by 38,942 contracts to +157.5K contracts.