Aggregated U.S. Equity Futures Positions vs. ISM Manufacturing The correlation between aggregated U.S. equity futures positions and ISM manufacturing remains quite strong. Image: Deutsche Bank Asset Allocation
Housing – CME Lumber Futures Price Will lumber prices continue to fall? Image: The Daily Shot
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
S&P 500 E-mini Futures Market Depth (Liquidity) S&P 500 E-mini futures market liquidity is improving. Image: Goldman Sachs Global Investment Research