Search Results for: futures

Interest Rates – Fed Funds Futures Curve Should investors expect a U.S. terminal rate at 5%? Image: The Daily Shot

Housing – CME Lumber Futures Price The U.S. housing downturn appears to be having a significant impact on lumber prices. Image: The Daily Shot

Aggregated U.S. Equity Futures Positions Leveraged funds and asset managers remain net short U.S. equity futures. Image: Deutsche Bank Asset Allocation

S&P 500 E-Mini Futures (ES1) Liquidity The decline in U.S. equity market depth tends to lead to violent market moves. Image: Deutsche Bank Asset Allocation

Aggregated U.S. Equity Futures Positions and the S&P 500 Is the S&P 500 due for a relief rally? Image: Deutsche Bank Asset Allocation

U.S. Equity Futures – Asset Managers and Hedge Funds Positions Asset managers and leveraged funds were record net short U.S. equity futures last week. Image: J.P. Morgan Equity Derivatives Strategy

Fed Funds Futures Implied Rate Will interest rates remain higher for longer? Image: Morgan Stanley Wealth Management

Liquidity – Market Depth of S&P 500 E-mini Futures A sharp decline in equity market depth 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 remains weak. Lack of liquidity tends to lead to violent market moves. Image: Goldman Sachs Global Investment Research

Aggregated U.S. Equity Futures Positions vs. ISM Manufacturing The correlation between aggregated U.S. equity futures positions and the U.S. ISM manufacturing is strong. Image: Deutsche Bank Asset Allocation