Markets

Cross-asset positioning: commodities, indices, and the risk regime that frames them.

Risk Sentiment Composite

Institutional positioning across S&P 500, VIX, gold and yen — 0 risk-off, 100 risk-on.

Neutral
64.2
Risk-OffNeutralRisk-On
  • S&P 500 (MM)+120,00035%
  • VIX (MM)-40,00025%
  • Gold (MM)+120,00020%
  • JPY (LF)-50,00020%

Indices

TFF speculative positioning — the risk-on/off tell.
MarketLeveraged funds net
S&P 500 E-mini+120,000Nasdaq 100 E-mini+45,000VIX Futures-40,000