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Saxo Bank publishes 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.
The below summary highlights futures positions and changes made by hedge funds across commodities, forex, bonds and stock indices up until last Tuesday, April 13. A week where elevated risk appetite, courtesy of a weaker dollar and softer Treasury yields, helped drive stocks and commodities higher, while the VIX dropped to a 14-month low. The reporting week ended before the surprise drop in US yields to a one-month low, a move that helped support multiple technical breakouts in commodities, most noticeable oil, copper and gold.