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

Following futures positions of non-commercials are as of May 23, 2017. 10-year note: Currently net long 362.5k, up 122.5k. FOMC minutes for the May 2-3 meeting were released Wednesday.  Post-statement, futures priced in 83 percent odds of a 25-basis-point hike … Continued

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

Following futures positions of non-commercials are as of May 16, 2017. 10-year note: Currently net long 240k, up 10.9k. Non-commercials nailed it.  In the prior week, they had built net longs to the highest since December 2007, and were rewarded.  … Continued

Foreigners Purchasing U.S. Equities, While Reducing Treasury Holdings

posted in: Credit, Equities, Uncategorized | 0

The S&P 500 large cap index was flat in March.  Foreigners only purchased $876 million worth of U.S. stocks in that month. Of late, they have been more of a tailwind than a headwind. The 12-month rolling total of foreign … Continued

CoT: Peek Into Future Through Futures

Following futures positions of non-commercials are as of May 9, 2017. 10-year note: Currently net long 229.1k, up 49.2k. Back into the nearly six-month range … or near range support, to be precise. Since the election last November, 10-year yields … Continued

Diverging Messages From Three Major U.S. Equity Indices

posted in: Derivatives, Equities, Technicals | 0

If we just focus on tech stocks for a moment, one gets the impression that it is a very strong market. Right after the November election last year, tech stocks in general lagged.  But they came into life as soon … Continued

CoT: Peek Into Future Through Futures

Following futures positions of non-commercials are as of May 2, 2017. 10-year note: Currently net long 179.9k, down 34.8k. Pre-FOMC decision this week, futures were pricing in 63 percent odds of a 25-basis point hike in June and 60 percent … Continued

CoT: Peek Into Future Through Futures

Following futures positions of non-commercials are as of April 25, 2017. 10-year note: Currently net long 214.6k, up 255.9k. Ten-year Treasury yields did indeed test support-turned-resistance at 2.31 percent this week.  In fact, they rose all the way to 2.35 … Continued

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