The models are broken
The market is trying to get back to the pre-Covid and pre-war times, but that model is broken. A new dawn is here and the financial world needs to adapt.
Steen Jakobsen,
Chief Investment Officer
Head of Commodity Strategy
Saxo Bank publishes two weekly Commitment of Traders reports (COT) covering leveraged fund positions in commodities, bonds and stock index futures. For IMM currency futures and the VIX, we use the broader measure called non-commercial.
To download your copy of the Commitment of Traders: Forex report for the week ending September 11, click here.
To download your copy of the Commitment of Traders: Financials report for the week ending September 11, click here.
In the week to September 11 speculators cut their dollar long against nine IMM currency futures by $1.6 billion to $20.2bn.