Delta-One Flows And Positioning

The report highlights heavy US equity futures selling offset by ETF inflows, alongside continued strong CTA long positions in equities and a robust memory theme.

Key Takeaways

• 1.US equity futures saw heavy net selling (-$21Bn), largely offset by strong inflows into US equity ETFs.
• 2.CTAs remain significantly long equities despite Friday's sell-off.
• 3.The 'memory' theme remains strong, driving notable inflows into DRAM-linked ETFs.

Table of Contents

• Delta-One Flows & Positioning
• Weekly Highlights
• Global Equity Derivatives Strategy
• Futures Flows & Positioning
• CTA Signals
• CFTC Futures Positioning
• ETF Flows
• Appendix

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