Latest Commitment of Traders positions (Equities and Bonds) as at June 7th, 2016

CFTC commitment of traders report was released on Friday (10th June) and cover positions up to Tuesday (7th 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 net short position by 13,930 contracts to -206.7K contracts.

• 5 year U.S. Treasury –

5-year treasury saw an increase in net short position by 29,886 contracts and bringing net position to -225.9K contracts.

• 10 year U.S. Treasury –

After weak non-farm payroll data, bets on 10-year treasury shifted from net short to net longs. Net long positions rose by 156,157 contracts to +15.2K contracts.

• S&P 500 (E-mini) –

S&P 500 positions shifted from net long to net short. Net short positions rose by 76,189 contracts, bringing net position to -31.8K contracts.

• Russell 2000 –

Russell 2000 net short position got decreased by just 5,918 contracts to -25K contracts.

• MSCI Emerging Markets Mini Index –

Emerging markets saw a sharp increase in net long positions by 9,295 contracts to +100.2K contracts.