Latest Commitment of Traders positions (Equities and Bonds) as at September 20th, 2016

CFTC commitment of traders report was released on Friday (23rd September) and cover positions up to Tuesday (20th 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 FOMC approaching, traders decreased their long bets.  The net-long positions decreased by 4,567 contracts to +31.5K contracts.

• 5 year U.S. Treasury:

5 year treasury saw a sharp decrease in net short position by 57,219 contracts that brought the net position to -188.1K contracts.

• 10 year U.S. Treasury :

Speculators increased their net long positions due to rise in the yields by 48,289 contracts to +116.9K contracts.

• S&P 500 (E-mini) –

After a very large decrease in net longs last week, traders increased long bets marginally this week.  Net longs got increased by 1,911 contracts and thus bringing net position to +95.4K contracts.

• Russell 2000 –

The net long positions decreased marginally. The net long positions decreased by 448 contracts to +7.8K contracts.

• MSCI Emerging Markets Mini Index –

Investors reduced their exposures for second consecutive week. The net longs decreased by 10,379 contracts to +218.1K contracts.