Insight Reports
September 2, 2022
Major Asset Classes August 2022 Performance Comparison Introduction August returns have been finalized and confirm the end of the summer rally. Losses were evident across all major asset classes. For example, US equity indexes were down and fared better than developing market indices, but trailed the performance of emerging market […]
August 27, 2022
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. […]
August 1, 2022
Major Asset Classes July 2022 Performance Comparison Introduction July returns for the S&P 500 index were positive for the second month this year. In fact, we saw the best returns seen since April 2020. Gains were evident across all major asset classes, though results varied by index. For example, US […]
July 28, 2022
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
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
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 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
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
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 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 […]