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S&P 500, Gold Analysis: Commitment of traders report (COT) – 12th June 2023
Large speculators trimmed their net-long exposure for a third week. • Net-short exposure to JPY futures rose to a 2-year high. • AUD futures traders trimmed -14.7k long contracts (-21%). • Gross long exposure to CHF futures rose to a 40-year high (but large speculators remain slightly net-short at -1.3k contracts). chart Commitment of traders (indices, bonds) as of Tuesday 6th June 2023: • Net-short exposure to the 30-day Fed Fund Futures contract increased by 37% as traders bet on a more hawkish Fed. • Open interest to VIX futures rose to its highest level since March 2020. • Net-short exposure for the ... (full story)