Latest Commitment of Traders positions (Equities and Bonds) as at June 6th 2017

CFTC commitment of traders report was released on Friday (9th June) and cover positions up to Tuesday (6th 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 last week. Last week, short positions got increased by 28,319 contracts that led to a net position of -39.3K contracts.

• 5 year U.S. Treasury:

5-year Treasury short positions got increased last week, and by 46,099 contracts that brought the net position to -95.3K contracts.

• 10 year U.S. Treasury:

Speculators covered long position sharply last week. The long positions decreased by 46,099 contracts to +212.1K contracts.

• S&P 500 (E-mini) –

Speculators increased long position for the third consecutive week. The net long positions got increased by 2,377 contracts to +58.5K contracts.

• Russell 2000 –

Short positions got covered sharply last week. The net short positions decreased by 37,354 contracts to -35.7K contracts.

• MSCI Emerging Markets Mini Index –

Long positions increased for the fourth consecutive week and by 9,413 contracts that pushed the net position to +196.3K contracts.