Sentences with phrase «net long position»

A «significant shift» in net long positions in three - month gold futures may affect prices at the margin in the short term, but tells us little about real investment demand.

Japanese retail investors consistently hold net long positions against the yen.

I've read about the big net long positions, and I suppose that means we get a correction here at some point soon.

In April 2017, large speculators had built up a record net long position of more than 103,000 contracts in silver futures with the metal trading at $ 18.30.

Long / short equity funds take a hedged net long position on stocks, which reduces volatility.

Hedge funds and other money managers cut their combined net long position in the six most important futures and options contracts...

As of February 2, money managers» net long positions surged to a three - month high while short bets declined dramatically, according to data from the Commodity Futures Trading Commission (CFTC).

The positions have been largest for the so - called carry currencies, the high - yielding New Zealand dollar, Australian dollar and the British pound sterling (Graph 7), although the largest net long positions over 2006 and 2007 were taken in the US dollar, despite this trade offering a lower interest rate differential.

WTI net long positions also surged, according to the U.S. Commodity Futures Trading Commission, to nearly 500,000 contracts, the most since 2006.

Other ways that we've tried to address this type of question is to look at Comex net long positions and ETF holdings.

position limit: 25 % of total fund 2) 50 % of the portfolio has to have weight of 10 % or less 3) minimum net long position of 50 % of net asset value, max.

From the beginning of December to the latest COT report, the average large spec net long position in gold is 171k.

Net long positions for the latest week were nearly 193,000 contracts, from 207,500 contracts the week before.

For silver, net long positions hit their most recent peak the week of Feb. 15, with nearly 41,000 positions.

Hedge funds» net long position on Brent hit an all - time high of more than 584,000 contracts recently, according to ICE Futures Europe and reported by Bloomberg.

Hedge funds and other money managers cut their combined net long position in the six most important futures and options contracts linked to petroleum by six million barrels in the week to April 24.

Hedge funds are currently building record or near - record net long positions in oil, indicating they're betting prices will continue to climb.

Commercial euro futures traders have the biggest net long position in the euro in the entire 12 year history of the reporting of euro futures positions in the Commitment of Traders (COT) Report.

Portfolio managers increased their net long position in Brent by 17 million barrels in the week to April 10 and have raised net length by a total of 48 million barrels since Jan. 23.

By contrast, the net long position in WTI was cut by 3 million barrels last week...

The net long position was still below the record 1.484 billion barrels set back on Jan. 23.

Meanwhile, hedge funds and money managers raised their net long position in COMEX gold contracts in the week to Jan. 30 to their highest level since late - September, U.S. Commodity Futures Trading Commission (CFTC) data showed on Friday.

Hedge funds and money managers raised their net long position in COMEX gold for the second straight week in the week to March 28, and boosted it slightly in silver, Commodity Futures Trading Commission data showed on Friday.

Portfolio managers have not really increased their net long position in WTI and Brent since the start of April and arguably not since the start of February, which is perhaps a sign they are now fully invested.

Less than a year ago they held a net long position in 10 - year paper of 362,000 contracts, the largest in a decade.

U.S. Commodity Futures Trading Commission data on Friday showed that hedge funds and money managers raised their net long positions in COMEX gold in the week to Jan. 2.

* COPPER: Hedge funds and money managers raised a net long position in copper futures and options in the week to April 24, U.S. Commodity Futures Trading Commision data showed on Friday.

He based his forecast on seasonal changes in buying and selling patterns and the fact that large speculators» net long position is now at 445,000 futures contracts, which suggests there is not much space for more buying before the seasonal selling starts.

In the aftermath of Hurricane Harvey, which knocked off more than 20 percent of U.S. refinery capacity in the peak of refinery shutdowns, hedge funds are betting on a rise in fuel prices and have boosted their net long positions on U.S. gasoline and diesel to highs not seen for years.

Money managers» net long position on diesel soared by 11 percent to hit the highest since the beginning of 2013.

Hedge funds reacted to the signs of tighter market by boosting their net long position — the difference between long and short positions — in both Brent and WTI in the week to September 19.

In Brent, hedge funds upped their net long position by the most since March this year — 8 percent to 464,980 contracts, according to ICE Futures Europe data.

Money managers increased their net long position in WTI by 32 percent to 208,292 futures and options, boosting the net bets on a rise in the U.S. crude benchmark by the most since December last year, according to data by the U.S. Commodity Futures Trading Commission reported by Bloomberg.

According to data crunched by Bloomberg, the net long position on benchmark U.S. gasoline rose nearly 4 percent to 71,193 contracts, the highest in more than three years.

To their credit, there is a noteworthy exception to the rule: they did become increasingly skeptical along the way of the blow - off move that topped in 2011, but still held a net long position of 25,000 contracts at the peak (the timing of their sales still left a lot to be desired though, since they missed quite a large portion of the move in this case; we do give some credit to the sellers for at least side - stepping the crash).

For the dealer that hedges the net long position with short futures contracts, everything will be a wash.

Finally, the CFTC's Commitments of Traders (COT) report shows that large speculative traders are holding a record net long position in the euro, a polar opposite in sentiment toward currency relative to last year.

This leaves the dealer with a net long position of 2,000 ounces bought at $ 1,200 / oz spot.

There's been an abundance of commentary on the net long position of the «Swap Dealers» in Comex silver futures per the COT report.

To add some perspective on the magnitude, net long positions are currently 40 per cent higher than their mid-2014 highs, and an astounding 4 times higher than their 2016 lows.

A stockholder's «net long position» is generally defined as the amount of common stock in which the stockholder holds a positive (also known as «long») economic interest, reduced by the amount of common stock in which the stockholder holds a negative (also known as «short») economic interest.

In the Change column, a negative number indicates either an increase to an existing net short position or a reduction of a net long position.

A net long position shows in black.

See § 356.13 of the UOC for more information on how to report the net long position.