Search Results for: futures

Fed Funds Futures Curve (Interest Rates) For the first time, traders are starting to price in negative U.S. interest rates for first time. Image: The Daily Shot

Bitcoin Options vs. Futures Open Interest Bitcoin options and futures open interest is growing rapidly this quarter. Image: J.P. Morgan

VIX Futures Bump Around U.S. Election Day Compared with prior cycles, implied volatility for the period around the U.S. election is very high, mainly because of the coronavirus. Image: Goldman Sachs Global Investment Research

Net Investor U.S. Equity Futures Positions vs. Robinhood Distinct User Positions in S&P 500 Stocks Is this going to end well? Goldman Sachs is starting to worry about valuation. Image: Goldman Sachs Global Investment Research

S&P 500 Futures Liquidity and Volatility S&P 500 futures liquidity is improving, but remains at low levels and continues to be contingent on volatility. Image: Societe Generale Cross Asset Research

CTA’s Net Position in S&P 500 Futures vs. the S&P 500 This chart suggests that CTAs could continue their net buying of S&P 500 futures. Image: Nomura

S&P 500 Futures Market Liquidity Liquidity in U.S. equity collapsed in early 2018 and remains at low levels. Lack of liquidity tends to lead to violent market moves. Image: Goldman Sachs Global Investment Research

S&P 500 Non-Commercial Net Long Futures Speculative futures in S&P 500 are net short. Image: Deutsche Bank

S&P 500 and Dividend Futures This chart suggests that the S&P 500 does appear to be trading off dividend forecasts more than earnings. Image: Morgan Stanley Research

Returns for WTI Crude Oil Futures and MSCI Emerging Markets Index The WTI crude oil price tends to reflects EM fundamentals. Image: Nomura

CTAs’ Net Position in S&P 500 Futures vs. S&P 500 Chart suggesting that there would be less short squeezes, as CTAs are covering short S&P 500 future positions. Image: Nomura