COT charts and ETF fund flows

It might seem redundant posting some of this with the moves that happened Wed-Fri which are not reflected in the COT data (but I will post anyway as it doesn’t take long and will be useful next week).

Leveraged short ES – note Commercial position gets gradually more short into Contract roll.

es

Leveraged money were long NQ

NQ

Leveraged closed some long ZN in the lead up to FOMC but Commercials added to longs

ZN

Again not much in Dollar index or Euro positioning but the Euro strengthened after the FOMC minutes reaching 1.14 yesterday (and touching 15 year highs vs Brazilian Real at almost 4.00 BRL/€)

dxy

eur

GC_F – gold commercials locking in a hedge on bounces

GC

Fund flows:

qqq

spy

Charts:

ES:

es_composite_long_term_plain

ES weekly range:

es_weekly_range_plain

DAX had nothing structurally to support it as it came to the volume vacuum created in the rush to front run Q€

DAX_longterm

EURUSD: 1.14 – less to do with Greece doing another election (they got the bailout) – more to do with the cancellation of September lift off

Euro_short_term

Bund 1.56 – will wait to see if it holds above the prior range and depending on the markets next week will see “month end extensions” can drive this higher to 1.58 – note how this is coming to the “area of negative development” that it moved swiftly through, similar in nature to what just happened in the DAX.

BUND_LongTerm

USTY very similar lately to Bund chart:

USTY_LT

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