Latest Commitment of Traders positions (Equities and Bonds) as at June 21st, 2016

CFTC commitment of traders report was released on Friday (24th June) and cover positions up to Tuesday (21st 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 off to nearest decimal.

• 2 year U.S. Treasury:

In the face of uncertainties, speculators decreased net short position by 57,756 contracts that shifted the net position from short to long, +35.9K contracts.

• 5 year U.S. Treasury:

5-year treasury saw a sharp decrease in net short position by 100,146 contracts, and thus bringing net position to -35.5K contracts.

• 10 year U.S. Treasury :

Speculators increased their net long positions further by 69,577 contracts to +114.7K contracts.

• S&P 500 (E-mini) –

S&P 500 saw a sharp decrease in net longs. Net longs decreased by 63,375 contracts and thus bringing net position to +54.8K contracts.

• Russell 2000 –

Russell 2000 net short position got increased by 3,686 contracts to -19.2K contracts.

• MSCI Emerging Markets Mini Index –

As funds flow out of developed market, emerging markets saw a sharp increase in net-long positions. Longs were increased by 26,313 contracts to +122.3K contracts.