 as at September 13th, 2016 - EconoTimes)
CFTC commitment of traders report was released on Friday (16th September) and cover positions up to Tuesday (13th September). 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:
With weaker data from the U.S. and decreased possibility of a rate hike from the U.S. Federal reserve, traders increased their long bets. The net-long positions increased by 7,246 contracts to +36.1K contracts.
- 5 year U.S. Treasury:
5 year treasury saw another sharp increase in net short position by 49,007 contracts that brought the net position to -245.3K contracts.
- 10 year U.S. Treasury :
Speculators decreased their net long positions as yields rose sharply by 36,201 contracts to +68.6K contracts.
- S&P 500 (E-mini) –
S&P 500 saw a very large decrease in net longs. Net longs got decreased by 90,091 contracts and thus bringing net position to +93.5K contracts.
- Russell 2000 –
The net long positions decreased for the first time after continuous rise for nine consecutive weeks. The net long positions decreased by 15,129 contracts to +8.21K contracts.
- MSCI Emerging Markets Mini Index –
Investors reduced their exposures last week, but in a relatively small amount. The net longs decreased by 14,933 contracts to +228.4K contracts.
