October 2, 2022

September Returns and Asset Performance

Major Asset Classes September 2022 Performance Comparison Introduction September returns across the major asset classes were negative.  For example, the S&P 500 index achieved a new low for the year and three consecutive quarterly losses.  Returns in developed and emerging stock markets were also negative.  Both sectors fared even worse […]
September 2, 2022

August Returns and Asset Performance

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

Commitments of Traders Report 2022.08.23

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

July Returns and Asset Performance

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

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 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 […]
June 29, 2022

Commitment of Traders Report 2022.06.28

Futures and Options Commitment of Traders Report June 28, 2022 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. For […]