Search Results for: S&P 500 future

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

CTAs’ 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

Positions in S&P 500 Equity Futures by Asset Managers and Leveraged Funds U.S. stocks are hitting record highs, but asset managers and leveraged funds are still running light on S&P 500 futures—leaving plenty of fuel for this rally to run even hotter. Image: Bloomberg

S&P 500 Net Long Futures Contracts Despite some profit-taking, asset managers and leveraged funds remain strongly net long on S&P 500 futures, signaling a positive outlook for the U.S. stock market. Image: Deutsche Bank

S&P 500 Net Non-Commercial Futures % Open Interest Large speculators’ bearish positioning in the S&P 500 aligns with historical patterns seen near market lows, supporting the contrarian view that a rally is more likely if shorts are forced to cover. Image: Fundstrat Global Advisors, LLC

Aggregated U.S. Equity Futures Positions and S&P 500 Relative to Its 200-DMA While leveraged funds and asset managers have slightly scaled back their bullish stance, they still maintain substantial net long positions in U.S. equity futures. Image: Deutsche Bank Asset Allocation

S&P 500 E-Mini Futures (ES1) Liquidity Thinning liquidity in financial markets exacerbates downside risks by increasing the likelihood of abrupt and severe price movements, particularly during economic or geopolitical shocks. Image: Deutsche Bank Asset Allocation

S&P 500 and CFTC CME E-mini S&P 500 Asset Manager Institutional Net Total/Futures The net long position held by institutional asset managers on E-mini S&P 500 futures has been rising, with the potential to reach the peak positioning level observed in early 2020. Image: BofA Global Research

S&P 500 – Total U.S. Stock Index Speculative Futures Positioning Is now a good time to take a long position in U.S. equities? Image: Topdown Charts