CoT: Peek Into Future Through Futures – How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of Nov 14, 2017. 10-year note: Currently net long 74.8k, up 24.8k. The dichotomy continues. At 1.73 percent, two-year T-yields, which reflect markets’ expectations for the Fed’s monetary policy, are the highest since … Continued

CoT: Peek Into Future Through Futures – How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of Nov 7, 2017. 10-year note: Currently net long 50.1k, up 47.3k. It was yet another instance of 10-year Treasury yields wilting well before even getting close to 2.6 percent.  Are they sending … Continued

Going By Small-Cap Action, Investors Subtly Leaning Toward Risk-Off

If small-caps are a gauge of investor mood for risk- on and-off, then they are subtly beginning to lean toward risk-off. Of the four major U.S. indices – the S&P 500 large cap index, Dow Industrials, Nasdaq composite, and the … Continued

CoT: Peek Into Future Through Futures – How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of Oct 24, 2017. 10-year note: Currently net long 153.6k, up 47.3k. FOMC meets next week.  The October 31-November 1 meeting is the seventh this year, with the eighth, and final, scheduled for … Continued

CoT: Peek Into Future Through Futures – How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of Oct 17, 2017. 10-year note: Currently net long 106.3k, down 86.3k. If Politico is to be believed, President Trump is leaning toward Jerome Powell, Fed governor, for the next Federal Reserve chair.  … Continued

VIX On Verge Of Forming Potentially Bullish 10- And 20-DMA Crossover

posted in: Derivatives, Equities, Technicals | 0

Amidst persistent volatility suppression, rays of hope are emerging for volatility bulls.  From their perspective, spot VIX is showing some encouraging action. VIX remains oversold on nearly all timeframe.  It has remained that way for a while.  In less than … Continued

Tax-Cut Hopes Propelling Small-Caps — To Face Reality Test Ahead

Post-presidential election last November, U.S. small-caps sprung to life, going nearly parabolic in two separate spurts.  President Trump’s promises to cut taxes, prune regulations and increase infrastructure spending helped improve investor sentiment.  Small-caps inherently are domestically focused. The first rally … Continued

CoT: Peek Into Future Through Futures – How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of Oct 10, 2017. 10-year note: Currently net long 192.6k, down 39.6k. Market participants constantly rerate expectations.  They have to.  The related variables are dynamic and constantly changing themselves. The nimble ones are … Continued

R2K Faces 161.8% Fib-Extension Resistance – Repercussions For Non-Commercials Plus IWM/IJR Longs

posted in: Derivatives, Equities, Technicals | 0

Helped along by massive short squeeze and healthy flows into ETFs, small-caps have broken out to 161.8-percent Fibonacci-extension resistance. Most recently, the Russell 2000 small cap index bottomed on August 18, and has gone on to rally 12-plus-percent since.  In … Continued

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