Join us Today at 11:00 a.m. for a deep dive breakdown of the CFTC’s weekly Commitment of Traders Report. We analyze and reference the report in high frequency as gauging market consensus and positioning is a key focal point in our daily grind. The call will tackle the following topics among others:
- Dissection and analysis of each reporting category in a given market (i.e. commercial and non-commercial) and its relevance as a % of total open interest in futures and options markets. We will compare and contrast markets across equity futures and FICC globally - each market has its own unique structure.
- Identify markets where speculative and/or stretched positioning creates asymmetric set-ups (i.e. high % of total open interest or high % of average daily trading volume in one reporting category).
- A process-driven explanation for matching our analysis of the weekly contract positioning reports with other key high-frequency market data.
Slides will be available in advance of the call. Follow the link HERE for access to the slide presentation and webcast. We hope you can join us then.
Participant Dial-In Instructions:
Toll-Free:
Toll:
UK: 0
Confirmation Number: 13662365
