Futures Commodities CTA Market Update

This report provides an update on CTA commodity positioning and simulated conditional market flows as of June 26, 2026. It includes projections for various energy, metal, and agricultural commodities.

Key Takeaways

• 1.The report provides CTA positioning analysis and conditional projections for various commodity markets over a 1-month horizon.

Table of Contents

• Exhibit 1 - Broad Commodity and Sector Net Length
• Exhibit 2 - Net Length Sector Breakdown
• Exhibit 3 - Conditional Market Flows
• Exhibit 4 - Legend
• Exhibit 4a - Simulated Historical Net Length - 1Y time series
• Exhibit 4b - Simulated Historical Net Length - 1Y time series
• Exhibit 5a - Momentum Thresholds Cross Section
• Exhibit 5b - Momentum Thresholds Cross Section
• Exhibit 6a - Simulated Realized Flows
• Exhibit 6b - Simulated Realized Flows
• Figure 7: Conditional Forecasts by Market - 1-Month

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