Latest Commitment of Traders positions (Equities and Bonds) as at July 5th, 2016

CFTC commitment of traders report was released on Friday (8th July) and cover positions up to Tuesday (July 5th). 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 their net longs in 2-year treasury sharply in the hope that the Fed will sit tight for longer. The net-long positions increased by 85,976 contracts to +99.9K contracts.

• 5 year U.S. Treasury:

5-year treasury saw a sharp increase in net short position by 103,618 contracts, and thus bringing net position to -197.7K 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 decrease in net longs. Net longs decreased by 22,060 contracts and thus bringing net position to +39.9K contracts.

• Russell 2000 –

Russell 2000 saw a sizable increase in net short positions, where net shorts were increased by 4,137 contracts to -38.4K contracts.

• MSCI Emerging Markets Mini Index –

Investors reduced their emerging market exposure for a second consecutive week by 13,237 contracts to +107K contracts.