Search Results for: futures

CTAs’ Net Position in CMX Copper Futures vs. the CMX Copper Futures Price CTAs’ net long positions in copper are very bullish. Image: Nomura

NAAIM Exposure Index and S&P 500 Index Asset Manager/Institutional Short Futures Only Open Interest Is the U.S. stock market ripe for a correction? Image: BCA Research

Fed Funds Futures – Interest Rates Will interest rates go up in 2022? Image: TS Lombard

Oil and Trade Weighted Dollar Futures Net Positions Historically, the U.S. dollar has tended to be inversely correlated with oil price movements. Image: Deutsche Bank Asset Allocation

Trade Weighted Dollar Futures Positions vs. USTWI Should investors expect a rebound in the U.S. dollar? Image: Deutsche Bank Asset Allocation

Cumulative Front Month S&P 500 Futures Returns by Time of Day Gains in S&P 500 futures have occurred after-hours since March lows. Image: Goldman Sachs Global Investment Research

CTAs’ Net Position in Russell 2000 Futures vs. Russell 2000 CTAs may be slightly walking back their net long position in Russell 2000 futures. Image: Nomura

Net Long S&P 500 E-Mini Futures Position for Asset Managers Has the U.S. stock market more room to run? The net long S&P 500 E-mini futures position for asset managers is well below S&P 500 peak levels. Image: BofA Global Research Click the Image to Enlarge  

U.S. Election Blue Wave – Russell 2000 vs. Nasdaq 1000 Futures and U.S. 10-Year Treasury Yield The blue wave trades collapsed after President Trump’s victory in Florida. Image: BofA Research Investment Committee

Gold and U.S. Dollar Futures Positions Gold net longs are much lower than implied by the short in the U.S. dollar. Image: Deutsche Bank Asset Allocation

Net Positioning Among Asset Managers in Treasury Futures Contracts Investors expect higher long-term bond yields as the economy improves in the future. Image: Financial Times