Latest Commitment of Traders positions (Equities and Bonds) as at June 20th 2017

CFTC commitment of traders report was released on Friday (23rd June) and cover positions up to Tuesday (20th 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 third consecutive week. Last week, short positions got increased by 32,702 contracts that led to a net position of -112.9K contracts.

• 5 year U.S. Treasury:

5-year Treasury short positions got increased last week, and by 83,959 contracts that brought the net position to -136.8K contracts.

• 10 year U.S. Treasury:

Speculators increased long position sharply last week and for a second consecutive week. The long positions increased by 71,203 contracts to +345.2K contracts.

• S&P 500 (E-mini) –

Speculators decreased long position for the second consecutive week. The net long positions got decreased by 49,175 contracts to +8.6K contracts.

• Russell 2000 –

Short positions got increased very sharply last week and in such a fashion that the net position turned negative. The net short positions decreased by 22,900 contracts to -15.4K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for the sixth consecutive week and by 21,641 contracts that pushed the net position to +224.6K contracts.