Latest Commitment of Traders positions (Equities and Bonds) as at May 2nd 2017

CFTC commitment of traders report was released on Friday (5th May) and cover positions up to Tuesday (2nd May). 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 reduced long positions for a second consecutive week and by 11,354 contracts that pushed the net position to +7.6K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions increased last week, and by 37,516 contracts that brought the net position to -101.3K contracts.

• 10 year U.S. Treasury:

Speculators reduced long position last week. The long positions decreased by 34,772 contracts to +179.9K contracts.

• S&P 500 (E-mini) –

Speculators covered long position for the second consecutive week. The net long positions got decreased by 30,623 contracts to +91.5K contracts.

• Russell 2000 –

Shorts covered for the 3rd time in 14 weeks. The net short positions decreased by 18,194 contracts to -12.1K contracts.

• MSCI Emerging Markets Mini Index –

Long positions decreased for the fourth consecutive week and by 5,774 contracts that pushed the net position to +193.5K contracts.