Managed Futures News

natural gas surpasses coal

November 2017 Global Commodity Snapshot

Dec 13, 2017
Grain prices will have to fight to move higher in 2018 – weather events are the main variable against large supplies. Livestock also has a lot of inventory though the export market should continue to be strong assuming the global economy holds up.
Uncompleted wells in the Permian Basin

September 2017 Global Commodity Snapshot

Nov 01, 2017
Russia continues to add to its gold horde, reaching 1.716 tons at the end of June (about $74 billion worth), quadrupling its holdings since 2007. In grains, summer-like weather ripened U.S. crops, easing fears of harvest delay after a late planting season.
average monthly vix price

When Does the VIX (Volatility Index) Spike?

Oct 12, 2017
As the bull market recovery started in 2009, the S&P500 has risen steadily higher each year achieving a compounded rate of return of nearly 18%. The strong growth in the market, coupled with extremely low interest rates, has motivated investors to remain invested in the equity markets without making major changes to their portfolios. Furthermore, investors and advisors are selecting passive investment vehicles, such as ETFs, versus building a portfolio of individual stocks.
new oil and gas projects

August 2017 Commodity Snapshot

Sep 21, 2017
As hurricane Harvey swept through the key refining zones of Texas and western Louisiana during the last week of August. The market concerns were not centered on oil production (though 98 oil and gas extraction rigs were evacuated of the 737 manned platforms in the Gulf), but on oil refining and the related distribution.
breakeven for oil wells

June 2017 Commodity Snapshot

Jul 20, 2017
If there is one takeaway from the oil market, OPEC oil output in June increased by about 280,000 bpd per Reuters – and total production can be seen in the graph to the right (including June’s estimate).
oil export revenues by country

May 2017 Commodity Snapshot

Jun 21, 2017
US exports of crude oil and products are increasing as production continues to tick upward. U.S. energy firms added oil rigs for a record 20th week in a row – eleven oil rigs in the period ending June 2, bringing the total count up to 733, the most since April 2015.
SP 500 index annual sharpe ratio

The S&P 500 Index Sharpe Ratio in 2017 is 3.5

Jun 14, 2017
Year-to-date, the S&P 500 Index is up 8 basis points per day on average (which translates into a 20% annual return) while its daily volatility is 42 basis points. These two data points translate into a year-todate annualized Sharpe ratio on the S&P 500 Index of a staggeringly high 3.50
Oil Rig Counts May 2016

April 2017 Commodity Snapshot

May 08, 2017
OPEC and non-OPEC cuts are at or exceeding their stated goals as Russia finally reached its 300,000 barrels per day (bpd) target. However, their efforts have been undermined by three primary factors.
total crude oil production

March 2017 Commodity Snapshot

Apr 12, 2017
The OPEC cuts are holding (thanks primarily to Saudi Arabia) as early indications for March exports have been assessed at 25.27 million bpd in March, almost flat compared to February levels.
SP 500 chart

What did Trump do to Volatility?

Mar 23, 2017
The election has come and gone, and Donald Trump, the presumed catalyst to return volatility to the markets is now the next President of the United States. But, to everyone’s surprise, volatility has not returned. In fact, volatility has decreased even more than the levels we witnessed prior to the presidential election. Conversely, the S&P500 has seen a steady increase since the presidential election, and has increased close to 10% since the end of the election day.
saudi arabia output cut

February 2017 Commodity Snapshot

Mar 15, 2017
Month two of the grand OPEC (and friends) experiment of how long compliance can stay in place while Saudi Arabia attempts to get the oil market higher before its IPO late this year.
us drought monitor

January 2017 Commodity Snapshot

Feb 09, 2017
The American and Canadian producers are still expanding, with the US oil-drilling rig count charging higher from 525 on December 30th to 566 on January 27th. Production is reacting as well, with January’s average production at 8.9 mbpd versus the low in 2016 at 8.5 mbpd.
us oil exports

December 2016 Commodity Snapshot

Jan 11, 2017
In addition to the 1.2 million barrels per day (bpd) OPEC cut announced in November 2016, non-OPEC countries led by Russia in December pledged to cut an additional 568,000 bpd.
managed futures returns during elections

Presidential Elections and Managed Futures Performance

Jul 27, 2016
With the Republican National Convention last week, and the Democratic National Convention underway this week, presidential election season has officially started. As the nominees start heavy campaigning for election day on November 10th, we thought it would be interesting to see how Managed Futures as an asset class has performed during the months leading up to the election.

"Brexit" for Dummies and How it Will Impact Commodity Trading Advisors

Jun 22, 2016
Should Britain exit the European Union? The question is straightforward with a "yes" or "no" answer, and whichever side gets more than fifty percent of the votes will be the winner.
cta performance

April 2016: Soybean & Corn Rally More Than 13% Each

Apr 25, 2016
On their April highs, soybeans were up as much 13.75% for the month, and are still up 8.10% for the month as we speak. Similarly, corn was up as much as 14.50% for the month in April, and is still up 6.8% for the month.

CTAs' Reaction to the Fed Increasing Rates

Jan 20, 2016
Now that it's been a month since rates were increased, we thought we would take a survey of a few CTAs to see if they notice any immediate changes to the trading environment.

S&P 500 Market Correction, Here To Last?

Aug 25, 2015
With the most recent sell off in the stock market, many investors are beginning to ask many questions about the market moving forward. Read this article for insight and analysis on what to expect moving forward.

June Grain Markets vs. Grain CTA Performance

Jul 21, 2015
A look into Grain CTA performance for the month of June 2015 and how it fits an overall CTA portfolio.

Volatility is Back, Kind of

Jul 16, 2015
Uncertainty and fear leads to volatility in the markets, and that is where we find ourselves over the last couple weeks. By historical standards the volatility we have experienced of late is certainly less than severe, though it is worth noting.


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Past performance is not necessarily indicative of future results. Trading commodity futures, options, and foreign exchange ("forex") involves substantial risk of loss and is not suitable for all investors. In no way is the advisor of the month a direct recommendation of aiSource or any of its affiliates. Please carefully review the disclosure documents and any other promotional material prior to investing with any program. Managed accounts and/or managed futures are very risky and may not be suitable for all investors. Please consult with a Managed Futures specialists prior to investing.