Latest Commitment of Traders positions (Equities and Bonds) as at June 13th 2017

CFTC commitment of traders report was released on Friday (16th June) and cover positions up to Tuesday (13th June). 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 second consecutive week and this time sharply. Last week, short positions got increased by 40,847 contracts that led to a net position of -80.2K contracts.

• 5 year U.S. Treasury:

5-year Treasury short positions got covered last week, and by 42,502 contracts that brought the net position to -52.8K contracts.

• 10 year U.S. Treasury:

Speculators increased long position sharply last week. The long positions increased by 61,903 contracts to +274K contracts.

• S&P 500 (E-mini) –

Speculators decreased long position for the first time in four weeks. The net long positions got decreased by 710 contracts to +57.8K contracts.

• Russell 2000 –

Short positions got covered very sharply last week and in such a fashion that the net position turned positive. The net short positions decreased by 43,218 contracts to +7.5K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for the fifth consecutive week and by 6,724 contracts that pushed the net position to +203K contracts.