Latest Commitment of Traders positions (Equities and Bonds) as at March 7th 2017

CFTC commitment of traders report was released on Friday (10th March) and cover positions up to Tuesday (7th March). 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:

After shifting from long to short last week, speculators sharply increased short positions. The net short positions were increased by 106,786 contracts and the current position is standing at -136.5K contracts.

• 5 year U.S. Treasury:

5-year treasury saw an increase in the short positions, where shorts were increased by 124,210 contracts that brought the net position to -411.6K contracts.

• 10 year U.S. Treasury:

Speculators sharply covered short positions and by 111,145 contracts to -298.5K contracts.

• S&P 500 (E-mini) –

Speculators increased their net long for the second consecutive week. The net long positions got increased by 51,003 contracts to +137.6K contracts.

• Russell 2000 –

Short positions were increased in such a way that the net position shifted from long to short. The net long positions decreased by 32,019 contracts to -12.3K contracts.

• MSCI Emerging Markets Mini Index –

After eight long weeks of increase, long positions were covered and in the tune of 4,188 contracts to +187.1K contracts.