Analytics & Forecasts

Latest Commitment of Traders positions (Equities and Bonds) as at September 6th, 2016

12 September 2016, 11:32
Eko Rediantoro
Eko Rediantoro
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CFTC commitment of traders report was released on Friday (9th September) and cover positions up to Tuesday (6th 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 increased possibility of a rate hike from the U.S. Federal reserve, traders reduced their long bets.  The net-long positions decreased by 36,744 contracts to +28.8K contracts.

  • 5 year U.S. Treasury:

5 year treasury saw an increase in net short position by 45,367 contracts that brought the net position to -196.3K contracts.

  • 10 year U.S. Treasury :

Speculators increased their net long positions by 3,276 contracts to +104.8K contracts.

  • S&P 500 (E-mini) –

S&P 500 saw a sizable decrease in net longs.  Net longs got decreased by 16,422 contracts and thus bringing net position to +183.6K contracts.

  • Russell 2000 –

The net long positions increased for ninth consecutive week. The net long positions increased by 1,244 contracts to +23.3K contracts.

  • MSCI Emerging Markets Mini Index –

Investors again increased their exposures last week, but in a relatively small amount. The net longs increased by 2,757 contracts to +243.4K contracts.

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