Search Results for: futures

U.S. Implied Policy Rates – Federal Funds Futures Market expectations for Fed policy have swung dramatically over the past few months. Image: J.P. Morgan Asset Management

S&P 500 Net Long Futures Contracts Despite some profit-taking, asset managers and leveraged funds remain very net long S&P 500 futures, suggesting their positive outlook on the future performance of the U.S. stock market. Image: Deutsche Bank

Speculative Positions in S&P 500 Futures Contracts There is still a massive short position building up against the S&P 500. Image: J.P. Morgan

S&P 500 – Total U.S. Stock Index Speculative Futures Positioning Is now a good time to take a long position in U.S. equities? Image: Topdown Charts

Currency Futures Positioning Should investors expect the U.S. dollar to weaken? Image: Deutsche Bank Asset Allocation

Aggregated U.S. Equity Futures Positions and the S&P 500 Will net long U.S. equity futures positioning start to rise? Image: Deutsche Bank Asset Allocation

Market Depth on 10-Year USTs and 10-Year Bund Futures Will market depth on 10Y USTs and 10Y Bund futures continue to improve? Image: J.P. Morgan

Liquidity – Market Depth of S&P 500 E-mini Futures U.S. equity market depth has been steadly improving. Image: J.P. Morgan

U.S. ISM Manufacturing PMI vs. Philly Fed Futures Orders (Leading Indicator) Will the ISM Manufacturing PMI fall further, as a recession is looming in the United States? Image: Topdown Charts

Housing – CME Lumber Futures Price The U.S. housing downturn continues to have an impact on lumber prices. Image: The Daily Shot

S&P 500 E-Mini Futures (ES1) Liquidity The decline in U.S. equity market depth tends to lead to violent market moves. Image: Deutsche Bank Asset Allocation