Macro Monday (week 46): What now after the US midterms?
Saxo Bank Head of APAC Macro Strategy Kay Van-Petersen takes a look at the global agenda for a week that includes several key central bank meetings and quite a bit of fresh economic data.
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 August 28, click here.
To download your copy of the Commitment of Traders: Financials report for the week ending August 28, click here.
Speculators maintained the biggest dollar long in 20 months against nine IMM currency futures last week.