Data Vault Reports
US EIA Weekly Report
This report reviews the key data from the US EIA’s Weekly Petroleum Status Report
Refinery Margins Report
Click below to explore our new Refinery Margins Report, offering a clear, detailed analysis of weekly and monthly shifts in key regional refinery margins. This report enables readers to pinpoint where margins are tightening or loosening across regions, drawing on proprietary yields and our leading market share in swaps to build a world class financial refinery margin—essential for understanding the evolving landscape of regional refinery economics.
Energy futures correlation with the S&P 500 and the DXY dollar index
This report covers the correlation in daily returns (on different rolling window periods) between the main energy contracts listed on the ICE and NYMEX exchange and the S&P 500 and the DXY dollar index.
US EIA Weekly Report
This report reviews the key data from the US EIA’s Weekly Petroleum Status Report
OECD Oil Inventories held by industry
The report covers oil inventory data in the OECD held by industry in million barrels and days of forward demand, as provided by the International Energy Agency
Refinery Margins Report 2024-11-11
Click below to explore our new Refinery Margins Report, offering a clear, detailed analysis of weekly and monthly shifts in key regional refinery margins. This report enables readers to pinpoint where margins are tightening or loosening across regions, drawing on proprietary yields and our leading market share in swaps to build a world class financial refinery margin—essential for understanding the evolving landscape of regional refinery economics.
Onyx CFTC Style COT Reports – 11 Nov 2024
Onyx’s in-house CTA positioning model determines the net positioning of CTAs in a range of futures benchmarks. The week ending 28 Oct saw a relatively small increase in positioning across the major oil futures benchmarks. Net positioning reached lows of -101k lots on 22 Oct before rising to -806k lots by 28 Oct. The trends were in line with the relatively rangebound flat prices of the futures conctracts, where their 20-day moving averages had generally flattened. Heating Oil currently sees the most bullish positioning at -14k, replacing WTI from the week previous, whilst RBOB gasoline holds the most bearish positioning, at -19.7k lots, replacing gasoil.
Weekly Oil Inventories Report
This report reviews weekly oil inventory data from the US EIA’s Weekly Petroleum Status Report, Global Insights’ ARA Independent Storage and International Enterprise’s Singapore product storage
Energy futures correlation with the S&P 500 and the DXY dollar index
This report covers the correlation in daily returns (on different rolling window periods) between the main energy contracts listed on the ICE and NYMEX exchange and the S&P 500 and the DXY dollar index.
US EIA Weekly Report
This report reviews the key data from the US EIA’s Weekly Petroleum Status Report
Onyx CFTC Style COT Reports – 04 Nov 2024
Onyx’s in-house CTA positioning model determines the net positioning of CTAs in a range of futures benchmarks. The week ending 28 Oct saw a relatively small increase in positioning across the major oil futures benchmarks. Net positioning reached lows of -101k lots on 22 Oct before rising to -806k lots by 28 Oct. The trends were in line with the relatively rangebound flat prices of the futures conctracts, where their 20-day moving averages had generally flattened. Heating Oil currently sees the most bullish positioning at -14k, replacing WTI from the week previous, whilst RBOB gasoline holds the most bearish positioning, at -19.7k lots, replacing gasoil.
Energy futures correlation with the S&P 500 and the DXY dollar index
This report covers the correlation in daily returns (on different rolling window periods) between the main energy contracts listed on the ICE and NYMEX exchange and the S&P 500 and the DXY dollar index.
Weekly Oil Inventories Report
This report reviews weekly oil inventory data from the US EIA’s Weekly Petroleum Status Report, Global Insights’ ARA Independent Storage and International Enterprise’s Singapore product storage
US EIA Weekly Report
This report reviews the key data from the US EIA’s Weekly Petroleum Status Report
Onyx CFTC Style COT Reports – 28 Oct 2024
Onyx’s in-house CTA positioning model determines the net positioning of CTAs in a range of futures benchmarks. The week ending 28 Oct saw a relatively small increase in positioning across the major oil futures benchmarks. Net positioning reached lows of -101k lots on 22 Oct before rising to -806k lots by 28 Oct. The trends were in line with the relatively rangebound flat prices of the futures conctracts, where their 20-day moving averages had generally flattened. Heating Oil currently sees the most bullish positioning at -14k, replacing WTI from the week previous, whilst RBOB gasoline holds the most bearish positioning, at -19.7k lots, replacing gasoil.