Keyword: futures

Gold vs. Fed Funds Futures Chart showing the current divergence between gold and the implied Fed funds rate. Image: Longview Economics

U.S. Equity Indices Futures The U.S. stock market is on fire. Investors have grown extremely bullish. Image: BCA Research

Average Long/Short Holding Periods of Futures by Non-Commercial Investors Interesting chart showing that the average long/short holding periods of futures by non-commercial investors has increased to 16.6 months. Image: Arbor Research & Trading LLC

Brent 5-Year Futures Price This chart shows that long-dated oil prices stayed relatively flat after attacks on Saudi Arabia’s oil infrastructure. Image: Goldman Sachs Global Investment Research

Liquidity in U.S. Equity Futures Liquidity in U.S. equity futures collapsed in early 2018. It has remained at very low levels. The lack of liquidity could lead to violent market moves. Image: Deutsche Bank

Fed Monetary Policy Rate Change over 6 Months Prices in (Futures) vs. Actual Actually, the Fed decides when to raise rates, but the market decides when to cut rates. This chart shows that rate expectations are highly predictive six months in advance. You may also like “Markets Have Accurately Priced in Cuts before Easing Cycles…

The Fed Fund Futures Market Is Pricing Three Rate Cuts Over the Next 12 Months According to CME Group, the Fed fund futures market is pricing three rate cuts over the next 12 months. You may also like “Markets Have Accurately Priced in Cuts before Easing Cycles Begin“ Image: Bianco Research LLC

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

Expected Fed Funds Rate Fed funds futures for January 2021 imply an expected rate of 1.35%. Click the Image to Enlarge

Number of Fed Rate Hikes/Cuts Expected Over Next 12 Months Fed funds futures imply two further rate cuts over the next 12 months. Image: Credit Suisse Research