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 […]
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 […]
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 […]
June 3, 2022

May Returns and Asset Performance

Major Asset Classes May 2022 Performance Comparison Introduction May returns benefited from ‘spike lows’ in several asset markets, setting the stage for relief rallies over the second half of the month.  Performance across US equity indexes was mixed with several sectors posting notable gains.  Developed markets also posted positive gains […]
May 2, 2022

April Returns and Asset Performance

Major Asset Classes April 2022 Performance Comparison Introduction April market volatility was notable.  Red ink swept across the monthly results for most asset classes, highlighting the need for active risk management and strategies for capital preservation.  Equity and bond markets were down world-wide with few exceptions.  Strength in the US […]