U.S. Equity Futures Positions – S&P 500, Russell 2000 and Nasdaq 100 S&P 500 futures positions remain long, while Russell 2000 and Nasdaq 100 futures positions are short. Image: Deutsche Bank Asset Allocation
U.S. Dollar – Net Positioning of Speculative Investors in Futures Markets Should investors stay bullish on the U.S. dollar? Image: Financial Times
CTA Net Position in S&P 500 Futures CTAs have decreased their net long positions in S&P 500 futures. Image: Nomura
CTAs’ Net Position in WTI Crude Oil Futures vs. the WTI Crude Oil Futures Price CTAs have increased their net long positions in WTI crude oil futures. Image: Nomura
CTAs’ Net Position in S&P 500 Futures vs. the ISM PMI CTAs remain net buyers of S&P 500 futures. Image: Nomura
CTAs’ Net Positions in 10-Year U.S. Treasury Futures vs. the 10-Year U.S. Treasury Yield CTAs appear to have paused in covering their short positions in 10-year U.S. Treasury futures. Image: Nomura
VIX vs. Liquidity (S&P 500 Futures Depth) Should investors expect the market depth to increase, as VIX and liquidity are highly negatively correlated? Image: J.P. Morgan
CTAs’ Net Positions in Gold Futures vs. the Gold Futures Price CTAs have increased their net long positions in gold futures. Image: Nomura
CTAs’ Net Position in Nasdaq 100 Futures vs. the Nasdaq 100 CTAs have increased their long positions in Nasdaq 100 futures. Image: Nomura
VIX Index and VIX Futures (Noncommercial Net Long) Even though the VIX is retreating, investors still expect volatility to return to the market. Image: Morgan Stanley Wealth Management
CTAs’ Net Position in Dow Jones Futures vs. the Dow Jones CTAs continue to increase their long positions in Dow Jones futures. Image: Nomura