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Investing.com - Asset Managers significantly increased their positions in Nasdaq 100 futures last week, buying 1.1 standard deviations above average, according to JPMorgan’s weekly highlights report.
The report shows Asset Managers also added substantially to U.S. Fixed Income positions across tenors, with particularly strong buying in 5-year Treasury futures (4.1 standard deviations). Simultaneously, Leveraged Funds reduced short positions in Nasdaq 100 futures while increasing shorts in S&P 500 and S&P MidCap 400.
Equity ETFs recorded near-average inflows of $16.6 billion last week, while Fixed Income funds saw below-average inflows of $2.1 billion. Commodity ETFs experienced outflows of $0.5 billion, representing 0.9 standard deviations below average.
Regional equity flows showed below-average inflows to U.S. equities ($11.5 billion), while Latin America and Brazil both saw strong inflows at 1.4 standard deviations above average. Futures markets registered large net buying in Bovespa, SSE50, and Corn futures, with significant selling in UK and Korea 10-year futures.
A notable rotation occurred within equity sectors as investors moved from Defensive to Cyclical positions, with Consumer Discretionary, Communication Services, and Energy seeing the strongest inflows. Growth and Value equity style ETFs experienced substantial outflows of 1.9 and 0.6 standard deviations below average, respectively.
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