Latest Commitment of Traders positions (Equities and Bonds) as at June 27th 2017

CFTC commitment of traders report was released on Friday (30th June) and cover positions up to Tuesday (27th 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 fourth consecutive week. Last week, short positions got increased by 29,091 contracts that led to a net position of -141.9K contracts.

• 5 year U.S. Treasury:

5-year Treasury short positions got increased again last week, and by 34,965 contracts that brought the net position to -171.7K contracts.

• 10 year U.S. Treasury:

Speculators reduced long positions last week. The long positions decreased by 43,074 contracts to +302.1K contracts.

• S&P 500 (E-mini) –

Speculators increased long positions last week. The net long positions got increased by 16,401 contracts to +25K contracts.

• Russell 2000 –

Short positions got increased marginally last week and by 1,237 contracts to -16.6K contracts.

• MSCI Emerging Markets Mini Index –

Long positions declined for the first time in seven weeks and by 25,851 contracts that pushed the net position to +198.8K contracts.