In Goldman Sachs FICC and Equities Division Futures Group's latest report, they focused on the recap of several Goldman Sachs positioning metrics. In the report are included commodity trading advisors overview, GS Prime Brokerage reports, and info from the buyback desk.
Commodity Trading Advisors
From the tape reading CTAs reported flows for the next week and month:
Next week we can expect flat tape to result in $50 billion to sell, while SPX will take $9 billion from that number. Up tape with $33 billion to sell, from which $6 billion falls to SPX. Down tape...