Onyx’s in-house CTA positioning model determines the net positioning of CTAs in a range of futures benchmarks. The week ending 27 Sep saw CTA positioning rise and fall, overall to leave a very small net change. In crude, we saw Brent clock in an almost 0% change increase, w/w, at around -32.8mb after reaching a peak of almost -30mb. WTI futures saw heavier selling as the net positioning fell around 5mb (20%). The largest increase in CTA net positioning in the week to 24 Sep was in ICE Gasoil, which saw an almost 6mb increase, this brought the CTA net positioning for gasoil to the highest in the selected futures.
Click below to explore our weekly CFTC COT reports, including a new report detailing historical Onyx COT data for key swap contracts.
