Latest Commitment of Traders positions (Equities and Bonds) as at May 9th 2017

CFTC commitment of traders report was released on Friday (12th May) and cover positions up to Tuesday (9th 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 marginally increased long positions last week and by 1,458 contracts that pushed the net position to +9K contracts.

• 5 year U.S. Treasury:

5-year treasury short positions increased for second consecutive week, and by 45,087 contracts that brought the net position to -146.4K contracts.

• 10 year U.S. Treasury:

Speculators increased long position last week. The long positions increased by 49,249 contracts to +229.1K contracts.

• S&P 500 (E-mini) –

Speculators covered long position for the third consecutive week. The net long positions got decreased by 6,448 contracts to +85.1K contracts.

• Russell 2000 –

Last week saw a big increase in short positions. The net short positions increased by 27,946 contracts to -40K contracts.

• MSCI Emerging Markets Mini Index –

Long positions decreased for the fifth consecutive week and by 10,259 contracts that pushed the net position to +183.2K contracts.