Data Vault Reports
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 Futures CFTC COT Report – 19 Aug 2024
Onyx’s in-house CTA positioning model determines the net positioning of CTAs in a range of futures benchmarks. Total net positioning fell to its lows on 7 August down to -150k lots which was the lowest level since the beginning of June, during the post-OPEC meeting sell-off. With sentiment improving and bearish positioning becoming overcrowded, net positioning has rebounded since, rising to -113k lots by 12 August.
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 the key data from the US EIA’s Weekly Petroleum Status Report
US EIA Weekly Report
This report reviews the key data from the US EIA’s Weekly Petroleum Status Report
Bloomberg survey of crude oil price forecasts
This report compares and contrasts the Bloomberg survey of ICE Brent and NYMEX WTI forecast to their high/low range as well the forward curve
Global PMI Report
This report covers services and manufacturing PMI across the G20 countries
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.
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
Onyx Futures CFTC COT Report – 12 Aug 2024
Onyx’s in-house CTA positioning model determines the net positioning of CTAs in a range of futures benchmarks. Total net positioning fell to its lows on 7 August down to -150k lots which was the lowest level since the beginning of June, during the post-OPEC meeting sell-off. With sentiment improving and bearish positioning becoming overcrowded, net positioning has rebounded since, rising to -113k lots by 12 August.
Onyx Futures CFTC COT Report – 05 Aug 2024
Total net positioning declined for a fourth consecutive week, falling deeper into negative territory from -74k to -126k lots as the net positioning in all listed futures ploughs further negative.
Onyx Futures CFTC COT Report – 29 July 2024
The Onyx Futures COT Report seeks to aggregate ICE and CFTC data and present it in a simple format that is digestible and beneficial to all participants in the oil derivatives space.
Onyx Futures CFTC COT Report, CTA Positioning Flips Short
The Onyx Futures COT Report seeks to aggregate ICE and CFTC data and present it in a simple format that is digestible and beneficial to all participants in the oil derivatives space.
Onyx Futures CFTC COT Report
The Onyx Futures COT Report seeks to aggregate ICE and CFTC data and present it in a simple format that is digestible and beneficial to all participants in the oil derivatives space.