Delta-One Flows And Positioning

The report details global futures and ETF flows for the week ending June 29, 2026, highlighting a risk-on equity environment characterized by strong Asian futures buying and concentrated flows into semiconductors and memory themes.

Key Takeaways

• 1.Equities saw above-average inflows, while commodities and energy experienced significant outflows, signaling fading geopolitical hedging.
• 2.Asian equity futures saw heavy buying, particularly in Nikkei 225, KOSPI 200, and SET 50.
• 3.ETF flow noise continued, driven by custom in-kind basket (CIB) rebalances associated with Russell Reconstitution.

Table of Contents

• Delta-One Flows & Positioning
• Weekly Highlights
• Global Equity Derivatives Strategy
• 4w US ETF Flows ($Bn)
• 4w Global Futures Flows ($Bn)
• Futures Flows & Positioning
• CTA Signals
• CFTC Futures Positioning
• ETF Flows
• Futures Liquidity

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