Latest Commitment of Traders positions (Equities and Bonds) as at November 15th, 2016

CFTC commitment of traders report was released on Friday (18th November) and cover positions up to Tuesday (15th November). 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:

Traders sharply reduced their long positions last week.  The net-long positions decreased by 69,805 contracts to +17.1K contracts.

• 5 year U.S. Treasury:

5 year treasury saw a very sharp increase in net short position by 122,436 contracts that brought the net position to -268.1K contracts.

• 10 year U.S. Treasury :

Speculators increased their net long positions last week and by huge amount in such a way that the net positions flipped from short to long. Long positions increased by 209,056 contracts to 137.4K contracts.

• S&P 500 (E-mini) –

The net short position rose last week. The net short positions increased by 10,577 contracts to -13.9K contracts.

• Russell 2000 –

Traders increased their net short positions in such a way that the net positions flipped from short to long.  The net long positions increased by 38,776 contracts to +19.8K contracts.

• MSCI Emerging Markets Mini Index –

Investors reduced their exposures for sixth consecutive week and this time very sharply. The net longs decreased by 72,451 contracts to +153.9K contracts.