Sentences with phrase «net short positions»

Large players increased the value of their net short positions on USD.

The time - series process can lead to net long or net short positions at any point in time, although those exposures mostly average out over time.

Silver since mid 2000 — large speculators holding net short positions is an exceedingly rare event.

«Net short positions on 10 - year Treasury notes are at historical highs, implying that rising US bond yields remains among hedge funds» major convictions.»

At the end of February of this year, they held their first net short position in 14 years -LRB-!)

As an aside, the biggest ever speculative net short position in silver futures (of more than 10,000 contracts) was recorded in late July 1997 — with silver trading at $ 4.43, then the low of the year.

The numbers presented above would suggest that both gold and silver will not be set - up to embark on a major move higher until the both the total open interest in gold and the net short position in gold of the commercials banks declines by another 60 - 70k contracts.

The closest the net short position has been before now was for the June 3, 2014 COT report, when the Commercial category net short in silver was down to 9.6 k. Back then silver was trading at $ 18.80.

Again, this is by far the lowest net short position in the Commercial category going back to at least April 2004 and likely ever.

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 black figure in the Change column indicates an increase to an existing long position or a reduction of an existing net short position.

In the DCOT table above a net short position shows as a negative figure in red.

Speculators raised net short position on bitcoin futures traded on Cboe Global Markets last week amid a selloff sparked by experts» warnings of a bubble, according to data from the Commodity Futures Trading Commission released late Friday.

Not exact matches

Which gets us to positioning data and, suffice it to say, the market has got itself very net short in copper per the COT data and the short sale turnover / total turnover picture in HK below is looking pretty extreme too.

The net position — contracts to buy a foreign currency at a future date minus contracts to sell the same currency — is often watched by market analysts, who interpret its movements as a proxy for speculators» changing views of the short - term direction of exchange rates.

The CFTC's Commitment of Traders Report as of 4/24 showed the large funds cutting 11.5 k longs and adding 14.9 k shorts to slash the net fund long position to 136k contracts.

While this is certainly not bullish for sentiment, this is a relatively and historically light Net Fund Long Position, and gross shorts at 89k contracts are still somewhat elevated.

Here is a short term chart of the net positions of hedgers and large speculators:

This is a relatively and historically light Net Fund Long Position, and gross shorts at 74k contracts are still somewhat elevated.

It was pretty annoying — he wrote things like «BULL MARKET, DUDE,» and harangued me about my net - short positioning.

Since the December FOMC Meeting that sparked the next leg lower in the dollar, the Euro has averaged about a 4:3 Leveraged net - long ratio and reached a high of 5:2 while also reaching a record long position that had 77,000 more longs than shorts.

If one is long a broadly diversified portfolio of stocks and hedged with a short position in the major indices, the result is a net portfolio loss — and that can feel excruciating if the major indices are advancing at the same time.

By contrast, net US Treasury positions rose during the financial crisis and are now net positive, as dealers have closed short positions (ie positions that rise in value when the price of an asset falls) and accumulated securities holdings (Graph 3, left - hand panel).

Producers are net - short and saw a small rise in that position when few more gross longs were cut than gross shorts.

Non-commercials have decreased their net - long position, cutting 6,120 gross gold longs and adding 6,197 gross shorts.

Silver's net - long position for managed - money accounts fell to 18, 369 contracts, with the drop coming from the cutting of 1,468 gross longs and adding 137 gross shorts.

«The net position in gold slid 13 % for managed money and short bets jumped 37 %,» he said.

Commercials are net - short, but reduced that position by cutting the gross shorts and adding some gross longs.

Swap dealers are net - long and have added to that position by adding more longs and cutting gross shorts.

This is because the speculative net - short position in Yen futures is not far from an all - time high.

After having their largest net - short position on record in May, by late - September speculators had built - up their largest net - long position in four years.

In May of this year the total speculative net - short position in Canadian dollar (C$) futures hit an all - time high, meaning that the C$'s sentiment situation was more bullish than it had ever been.

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

Net exposure takes into account the benefits of offsetting long and short positions and is calculated by subtracting the percentage of the Fund's equity capital invested in short sales from the percentage of its equity capital used for long positions.

Even with their high net long exposure compared to other funds, Eminence has still been selling longs and adding / initiating short positions.

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.

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.

Hedged: Cable Car maintains positive net exposure, but utilizes short positions to help protect capital throughout market cycles.

A person owning or controlling more than 10,000 contracts net long or net short in all contract months combined shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.

The ETNs use a systematic approach to investing in volatility index (VIX) futures that have a net long or net short volatility position that varies based on changes in the market.

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

, Position Limits and Exemptions, no person shall own or control positions in excess of 50,000 contracts net long or short in all months combined.

The aggregate position limit in DJIA Index ($ 25 multiplier) futures, mini-sized Dow futures ($ 5 multiplier) and options, and DJIA Index ($ 10 multiplier) futures and options is 50,000 DJIA Index futures contracts, net long or net short in all contract months combined.

* As stated in the prospectus (pdf) dated 5/1/2018 ** Pursuant to an operating expense limitation agreement between Heartland Advisors and Heartland Group, Inc., on behalf of the Fund, Heartland Advisors has agreed to waive its management fees and / or pay expenses of the Fund to ensure that the Fund's total annual fund operating expenses (excluding front - end or contingent deferred sales loads, taxes, leverage, interest, brokerage commissions, expenses incurred in connection with any merger or reorganization, dividends or interest expenses on short positions, acquired fund fees and expenses, or extraordinary expenses) do not exceed 1.25 % of the Fund's average daily net assets for the Investor Class Shares and 0.99 % for the Institutional Class Shares through at least May 1, 2019, and subject to annual re-approval of the agreement by the Board of Directors, thereafter.

The Fund may also establish up to 35 % of its net assets in short equity positions, and may employ leverage.

Do you want a net long or short position?

The other important safety factor is the company's fortress - like balance sheet, courtesy of its strong current ratio (short - term assets / short - term liabilities), modest net debt position, and free cash flow that comfortably covers the dividend nearly twice over.

We've got portfolio managers with professional asset management just taking care of each of those option positions — those shorts for you — managing your net equity position and really making sure that the risk profile of that portfolio is managed on a day - to - day basis.

The second major protective factor is the company's fortress - like balance, specifically one marked by an enormous net cash position (enough to fund the dividend for 18 years), and one of the highest current ratios (short - term assets / short - term liabilities) in the industry, indicating the company has no problems servicing its debt or liabilities.

I also have a position in MFC Industrial, a company with exposure to metals and oil and gas (which, however, I will be selling shortly), a video game developer that is a net / net (Gravity Ltd.), a small position in RadioShack (made even smaller by the decline in share price over the past 2 years), and finally a short - term spinoff trade (Oil States International).