Search Results for: S&P 500 future

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

CTA’s 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

U.S. 10-Year Real Rate Leads S&P 500 Future Chart suggesting that the U.S. 10-year real rate leads the S&P 500 future by 22 days. Image: Nordea and Macrobond

S&P 500 Futures – Massive Pre-market Fear Since 1982 Since 1982, there have been two time periods of this massive pre-market fear: in 2002 and 2008, during the bear market. Image: Sentimentrader

Liquidity – Market Depth of S&P 500 E-mini Futures Chart showing the sharp decline in equity market depth. Lack of liquidity tends to lead to violent market moves. Image: J.P. Morgan

S&P 500 E-mini Futures Market Depth (Liquidity) S&P 500 E-mini futures market liquidity is improving, but remains below average levels. Image: Goldman Sachs Global Investment Research

Liquidity – S&P 500 E-mini Futures Market Depth S&P 500 E-mini futures market liquidity remains below average levels. Image: J.P. Morgan Equity Derivatives Strategy

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