Search Results for: futures

Interest Rates – Fed Funds Futures Curve Markets expect the Fed to cut rates next year. Image: The Daily Shot

Aggregated U.S. Equity Futures Positions Leveraged funds and asset managers are net short U.S. equity futures. How far will the U.S. stock market decline go? Image: Deutsche Bank Asset Allocation

Housing – CME Lumber Futures Price Lumber prices continue to fall as mortgage demand plummeted. Image: The Daily Shot

S&P 500 E-mini Futures Market Depth (Liquidity) S&P 500 E-mini futures market liquidity remains weak. Lack of liquidity tends to lead to violent market moves. Image: Goldman Sachs Global Investment Research

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

Positions in U.S. Equity Futures by Asset Managers and Leveraged Funds Asset managers and leveraged funds have decreased their long positions in U.S. equity futures since the beginning of the year. Image: J.P. Morgan

Aggregated U.S. Equity Futures Positions and the S&P 500 Does the S&P 500 still have room to run? Image: Deutsche Bank Asset Allocation

Market Depth on 10-Year USTs and 10-Year Bund Futures Market depth on 10-year USTs and 10-year Bund futures has continued to deteriorate in recent weeks. Should investors expect market swings to continue? Image: J.P. Morgan

Cumulative Change in Three-Month Interest Rates Futures Across DM Economies Markets expect higher interest rates in several DM economies. 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