Latest Commitment of Traders positions (Equities and Bonds) as at November 1st, 2016

CFTC commitment of traders report was released on Friday (4th November) and cover positions up to Tuesday (1st 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 covered their long positions last week after it flipped from short to long in the previous week.  The net-long positions decreased by 2,911 contracts to +21.6K contracts.

• 5 year U.S. Treasury:

5 year treasury saw a very sharp increase in net long position by 54,034 contracts that brought the net position to -203.3K contracts.

• 10 year U.S. Treasury :

Speculators reduced their net long positions in such a way that it flipped from long to short. Long positions decreased by 109,563 contracts to -35.1K contracts.

• S&P 500 (E-mini) –

Speculators reduced their net short positions marginally.  Net shorts got decreased by 743 contracts and thus bringing net position to -20.7K contracts.

• Russell 2000 –

The net long positions declined for fourth consecutive week and in such a way that the net positions flipped from long to short. The net long positions decreased by 13,759 contracts to -7.5K contracts.

• MSCI Emerging Markets Mini Index –

Investors reduced their exposures marginally for fourth consecutive week. The net longs decreased by 12,060 contracts to +228.7K contracts.