Data Vault Reports
US EIA Weekly Report
This report reviews the key data from the US EIA’s Weekly Petroleum Status Report
Onyx Futures CFTC COT Report – 02 Sep 2024
The recent futures rally did not garner a significant increase in CTA net positions with the bullish momentum short-lived. Net positions peaked at -108k lots, which was lower than the previous peak of -74k lots on 16 Aug. Both increases began from -150k lots. For the individual products, RBOB futures is the most bearish at -32.9k lots, while WTI futures is the least bearish at -16.9k lots.Â
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
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
Onyx Futures CFTC COT Report – 27 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 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