CTAs are almost max long in equities, have very limited room to buy: UBS

Published 19/08/2025, 12:10
© Reuters

Investing.com -- Commodity trading advisors (CTAs) are near their maximum equity exposure, leaving little room for further buying, according to UBS.

“CTAs are close to max long in equities, and are inclined to stay so in the near term,” strategists led by Nicolas Le Roux said in its latest positioning update.

“They have very limited room to buy, even in a very bullish scenario. On the other side, they have room to sell, but strong base effects should limit outflows.”

UBS estimated that in a negative two-standard-deviation scenario, CTAs could sell about $55 billion worth of global indices, which it described as low compared with historical drawdowns.

The bank’s model shows that equity positions have swelled significantly, with recent flows pushing CTAs deeper into long territory.

UBS also highlighted expected short-term trades, noting momentum remains bullish for indices such as the Nasdaq 100, S&P 500, OMX, Taiwan’s TWSE and Malaysia’s FBMKLCI.

At the same time, the report flagged several contrarian opportunities, including bullish calls on Switzerland’s SMI, Brazil’s Ibovespa, the Netherlands’ AEX and India’s Nifty, while bearish signals appear for Norway’s OBX, South Africa’s TOP40, Germany’s DAX, Mexico’s MEXBOL and Hong Kong’s HSCEI.

In bonds, CTAs continue to build a significant “long U.S. vs. short EU” relative value position, UBS reveals.

The bank said they remain biased toward paying rates, especially at the back end of the curve, with shorts in the EU, France, Japan, and Canada among their high conviction trades.

In foreign exchange, the July rebound in the dollar led CTAs to trim exposure, though they have since bought back about $10 billion.

“We don’t foresee a pick-up in CTAs FX flows, a little bit of G10 buying (GBP & JPY) vs. a little bit of EM selling,” strategists said.

Meanwhile, in commodities, range trading in energy has been “painful” for CTAs, leaving them neutral in that cohort.

Precious metals remain a “bright spot,” with no intention to sell, while strategists suggested it “may be time to take some profits and start buying back in Agriculturals.”

Latest comments

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events. Trading on margin increases the financial risks.
Before deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.
Fusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website.
It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.
Fusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers
© 2007-2025 - Fusion Media Limited. All Rights Reserved.