Latest Commitment of Traders positions (Equities and Bonds) as at July 3rd 2017

CFTC commitment of traders report was released on Friday (7th July) and cover positions up to Tuesday (3rd July). 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:

Speculators increased short positions for a fifth consecutive week. Last week, short positions got increased sharply and by 115,229 contracts that led to a net position of -257.2K contracts.

• 5 year U.S. Treasury:

5-year Treasury short positions got increased for a third consecutive week, and by 47,567 contracts that brought the net position to -219.3K contracts.

• 10 year U.S. Treasury:

Speculators reduced long positions for a second consecutive week. The long positions decreased by 39,136 contracts to +263K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions for a second straight week. The net long positions got increased by 44,581 contracts to +69.6K contracts.

• Russell 2000 –

Short positions got increased marginally for a second consecutive week and by 1,380 contracts to -18K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for the seventh time in eight weeks and by 1,516 contracts that pushed the net position to +200.3K contracts.