Latest Commitment of Traders positions (Equities and Bonds) as at October 25th, 2016

CFTC commitment of traders report was released on Friday (28th October) and cover positions up to Tuesday (25th October). 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 short positions in such a way that the net positions flipped from short to long.  The net-short positions decreased by 43,356 contracts to +24.5K contracts.

• 5 year U.S. Treasury:

5 year treasury saw another very sharp decrease in net short position by 53,418 contracts that brought the net position to -149.2K contracts.

• 10 year U.S. Treasury :

Speculators reduced their net long positions by 25,426 contracts to +74.5K contracts.

• S&P 500 (E-mini) –

Speculators reduced their net long positions in such a way that the net position flipped from long to short.  Net longs got decreased by 44,502 contracts and thus bringing net position to -21.5K contracts.

• Russell 2000 –

The net long positions declined for third consecutive week. The net long positions decreased by 1,827 contracts to +6.2K contracts.

• MSCI Emerging Markets Mini Index –

Investors reduced their exposures marginally for third consecutive week. The net longs decreased by 2,164 contracts to +240.8K contracts.