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

Following futures positions of non-commercials are as of January 9, 2018. 10-year note: Currently net short 196.9k, up 121k. Is this the big one?  The big breakout in 10-year Treasury yields, that is? The 10-year has been trapped in a … Continued

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

Following futures positions of non-commercials are as of Nov 21, 2017. 10-year note: Currently net long 111.1k, up 36.2k. “In light of elevated asset valuations and low financial market volatility, several participants expressed concerns about a potential buildup of financial … Continued

Opportunity For Seasonality-Focused Dip-Buyers — Stocks Likely To Take Breather Soon

posted in: Derivatives, Equities, Technicals | 0

Major U.S. stock indices rallied to fresh new highs last week.  Even small-caps, which until recently had been lagging their large-cap brethren, joined the party. With seasonality in their favor, will the bulls be able to build on this or … Continued

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 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

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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

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

Following futures positions of non-commercials are as of Oct 3, 2017. 10-year note: Currently net long 232.2k, down 24.5k. December looks like a lock.  The odds in the futures market of a 25-basis-point hike in the 12-13th meeting that month … Continued

S&P 500 Refuses To Buckle Under, But Sentiment Complacent Near Term

posted in: Derivatives, Equities, Technicals | 0

U.S. equity bulls regained momentum last week, but this also put near-term sentiment at/near complacency. Since rising to an all-time high of 2490.87 on August 8, the S&P 500 large cap index was bound by a falling trend line (Chart … Continued

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