July 28, 2022

Commitments of Traders Report 2022.07.26

Futures and Options Commitment of Traders Report July 19, 2022 Introduction Purpose The Commitments of Traders Report presents a weekly breakdown of the positions of hedge funds in futures and options markets. As a general rule, changes in hedge fund positions are positively correlated with changes in commodity market prices. […]
July 20, 2022

Commitments of Traders Report 2022.07.19

Futures and Options Commitment of Traders Report July 19, 2022 Introduction Purpose The Commitments of Traders Report presents a weekly breakdown of the positions of hedge funds in futures and options markets. As a general rule, changes in hedge fund positions are positively correlated with changes in commodity market prices. […]
July 15, 2022

Commitment of Traders Report 2022.07.12

Futures and Options Commitment of Traders Report July 12, 2022 Introduction Purpose The Commitments of Traders Report presents a weekly breakdown of the positions of hedge funds in futures and options markets. As a general rule, changes in hedge fund positions are positively correlated with changes in commodity market prices. […]
July 14, 2022

S&P 500 Earnings Update – 2Q.2022

S&P 500 Earnings Update – 2Q.2022 Prelude to Earnings Season The second quarter earnings season ((2Q.2022) has just begun.  We share the latest  earnings forecasts for the S&P 500 index. Market Context Return Profile Prices and returns for the S&P 500 index are profiled at right.  In the second quarter, […]
July 6, 2022

Commitment of Traders Report 2022.07.05

Futures and Options Commitment of Traders Report July 05, 2022 Introduction Purpose The Commitments of Traders Report presents a weekly breakdown of the positions of hedge funds in futures and options markets. As a general rule, changes in hedge fund positions are positively correlated with changes in commodity market prices. […]
July 3, 2022

June Returns and Asset Performance

Major Asset Classes June 2022 Performance Comparison Introduction June returns for the S&P 500 index had one of the largest drawdowns in the last 10 years.   Red ink is evident across all major asset classes.  US equity indexes have now fallen 4 out of the first 6 months of […]
July 1, 2022

Energy Futures- Sharp Drop in Natural Gas Positions

Energy Futures – Sharp Drop in Gas Positions Data from futures exchanges for June 28 shows a sharp decline in natural gas commitments by levered funds.  Specifically, net positions in natural gas declined 29.4% over the last week.  As a result, gas market open interest is no longer at record […]