Peek Into Future Through Futures, How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of December 31, 2018.

Beginning December 21, the CFTC was not able to publish reports on time due to the partial shutdown of the federal government, which has now reopened. Last Friday, data for the week of December 24 was published, followed yesterday by the one for the week through December 31. Five more are already due. The CFTC expects to publish one report on Tuesday and another on Friday of each week until the reports are current as per the normal schedule. Until then, we will only present the charts below, but not commentaries.

10-year noteCurrently net short 308.3k, down 9.3k.

30-year bondCurrently net short 26.5k, up 853.

Crude oilCurrently net long 378.8k, down 10.4k.

E-mini S&P 500Currently net long 165.5k, down 4.7k.

EuroCurrently net short 46.6k, down 11.8k.

GoldCurrently net long 123.8k, up 12.8k.

Nasdaq 100 index (mini)Currently net short 8.8k, down 19.6k.

Russell 2000 mini-indexCurrently net short 19.6k, up 16.4k.

US Dollar IndexCurrently net long 32.4k, down 600.

VIXCurrently net long 40.4k, up 10.3k.

 

Disclaimer: This article is not intended to be, nor shall it be construed as, investment advice. Neither the information nor any opinion expressed here constitutes an offer to buy or sell any ...

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