Search Results for: futures

U.S. Implied Policy Rates – Federal Funds Futures Market expectations for Fed policy have swung dramatically over the past few months. Image: J.P. Morgan Asset Management

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

Market Depth on 10-Year USTs and 10-Year Bund Futures Will market depth on 10Y USTs and 10Y Bund futures continue to improve? Image: J.P. Morgan

Liquidity – Market Depth of S&P 500 E-mini Futures U.S. equity market depth has been steadly improving. Image: J.P. Morgan

U.S. ISM Manufacturing PMI vs. Philly Fed Futures Orders (Leading Indicator) Will the ISM Manufacturing PMI fall further, as a recession is looming in the United States? Image: Topdown Charts

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

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

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

Bitcoin – S&P 500 Futures Correlation Bitcoin’s correlation with S&P 500 futures is growing Image: The Daily Shot