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Data from FMP. Forecasts by Sigmanomics Forecast Engine.
United StatesUS CFTC Nasdaq 100 speculative net positions climbed to 2.1K in June 2026
FMPMonthlyReleased July 2026
US CFTC Nasdaq 100 speculative net positions climbed to 2.1K in June 2026, released July 2026, up 9.7K from May's -7.6K reading.
Latest Release
2.100000
Actual
—
Consensus
-7.600000
Previous
Sigmacast Track Record
Sigmacast track record will appear here once this indicator has been released 3+ times since Sigmanomics began tracking.
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
CORRELATED SYMBOLS— markets that historically move with this indicator
| Symbol | Direction | Correlation | Asset Class | Co-movement | Action |
|---|---|---|---|---|---|
| S&P 500 | ▲ Direct | +0.46 | INDEX | Moves with | → View |
| GOOGL | ▲ Direct | +0.34 | STOCKS | Moves with | → View |
| AAPL | ▲ Direct | +0.29 | STOCKS | Moves with | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
THE RELEASE
CFTC Nasdaq 100 speculative net positions (United States) was reported at 2 thousand in July 2026. The reading rose from the previous value of -8 thousand. Trailing 12-month context per ETL data through July 2026. Over the past 12 months, the indicator has averaged 24 thousand, ranging from -16 thousand to 57 thousand across 39 releases. This is classified as a medium-impact indicator released on a monthly basis.
WHY IT MATTERS
The trailing three releases averaged -3 thousand, up from the prior three at -7 thousand. Volatility over the past year (σ 19 thousand) is higher than the prior year (σ 7 thousand). In July readings over the past 3 years, CFTC Nasdaq 100 speculative net positions has averaged 25 thousand.
THE MODEL'S TAKE
Historically, this indicator is positively correlated with S&P 500 (Bullish S&P 500). A secondary relationship exists with GOOGL, positively correlated (Bullish GOOGL).
Auto-generated from current model state · Refreshes on each release · Last update July 2026.
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CFTC Nasdaq 100 speculative net positions - US
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About CFTC Nasdaq 100 speculative net positions — United States
DEFINITION
US CFTC Nasdaq 100 speculative net positions rose to 2.100000K in July from -7.600000K in June, marking a significant shift from net shorts to net longs. June's -7.600000K contrasted sharply with July's positive reading, indicating a strong reversal in speculative sentiment. Market participants will watch upcoming data for confirmation of this trend amid ongoing volatility. Updated 7/11/26
WHY THIS INDICATOR MATTERS
This release contributes to the broader macro picture used by cross-asset investors for positioning and risk management. Surprises against consensus can drive short-term moves, particularly when the print breaks an established trend. Released monthly.
WHAT CHANGED THIS MONTH
Latest reading (Jul 2026): actual 2.1 K. Prior reading (Jun 2026): -8.9 K. Before that (Jun 2026): -1.3 K.
WHAT'S NEXT
Sigmacast's 1-month forecast points to a materially higher reading versus the latest print, with the 3-month outlook reinforcing that direction. Both horizons are aligned bullish for this indicator, suggesting a consistent trend signal. Trend-driven dynamics are the primary tailwind in the current projection. This indicator correlates most strongly with S&P 500 (Bullish S&P 500, r=0.46) — a useful reference for index-focused traders.
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EXPECTED ZONE
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