Sentences with phrase «short positions in futures»

Taking long or short positions in futures contracts, for a corporation or a well - endowed investment fund with lots of foreign exposure, does not cost a lot.

Investing in commodities indices that are constructed using long or short positions in futures on physical commodities whose value is determined based on the price of the underlying physical commodity plus yield and that trade on public markets that provide adequate liquidity and transparency, with negligible costs and no storage deterioration risk, offer a practical method to gaining commodities exposure and can provide a means for market participants to access the five components of the returns of the asset class.

Potential to profit from up and down markets Takes long and short positions in futures across asset classes, such as commodities, currencies and fixed income, giving it the potential to profit from both rising and falling markets.

Seeks to profit in rising and falling markets by taking long and short positions in futures across asset classes such as commodities, currencies and fixed income.

Managed futures as an asset class are historically non-correlated to the stock and bond markets over long term periods and encompass a wide range of trading strategies (generally taking long / short positions in futures contracts on equity indices, commodities, financials and currencies).

In addition, investors take long and short positions in futures and options on key volatility indexes.

Portfolio insurance products were algorithm - based products created to protect investors from falling markets by selling «ever - increasing numbers of futures contracts,» the New York Times explained in 2012, because «the short position in futures contracts would then offset the losses caused by falls in the stocks they owned.»

If rates rise the gains on a short position in the futures can be reinvested at a higher rate.

A short position in a futures contract is also an easy way to get extreme leverage.

Not exact matches

While Buffett told CNBC he would not take a short position on bitcoin futures, JPMorgan Chase CEO and chairman Jamie Dimon said he regrets calling bitcoin a «fraud» in September.

The rise in holdings, along with recent data from U.S. Commodity Futures Trading Commission (CFTC), show an increase in long positions for managed money and a decrease in short holders, MKS PAMP Group trader Alex Thorndike said.

Commodity Futures Trading Commission figures show that this segment of the investment and trading community are now holding the biggest short position in 10 - year and five - year U.S. Treasury futures since the data series began iFutures Trading Commission figures show that this segment of the investment and trading community are now holding the biggest short position in 10 - year and five - year U.S. Treasury futures since the data series began ifutures since the data series began in 1995.

Therefore we expect the decline in interest rate futures, specifically the 10 - year Treasury Notes and 30 - year Treasury Bonds to be a temporary effect of speculative exuberance, and for interest rate futures to rally through the end of the month as the heavily short speculators are forced out of their positions.

That said, anybody attempting to speculate on the short side of coffee should respect the fact that the Arabica futures traded on the ICE exchange in New York currently have the largest speculative short position seen in over a year.

Accordingly, the Strategic Growth Fund is now back to a fully - hedged investment stance - meaning that the Fund continues to be fully invested in a broadly diversified group of stocks that appear to have some combination of favorable valuation and favorable market action, while at the same time, the Fund carries an offsetting short position of equal size in the S&P 500 and Russell 2000 indices (using option combinations that mimic short futures contracts) intended to mute the impact of broad market fluctuations on the Fund.

Some are betting on further declines; speculative short positioning is at three - and - a-half year highs in the futures market.

We believe investors» short positions in VIX futures (1) amplified the effects of the sell - off.

When eventually confronted over all the transfers, Kim admitted to investing in short future positions using 55 bitcoins.

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.

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

The common element is that any long position taken in a specific equity is offset by a short position in either a merger partner (risk arbitrage), an «overvalued» member of the same sector (long / short paired trading), a convertible bond (convertible arbitrage), a futures contract (index arbitrage) or an option contract (volatility arbitrage).

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 beeIn 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 beein Canadian dollar (C$) futures hit an all - time high, meaning that the C$'s sentiment situation was more bullish than it had ever been.

It makes short and long positions in various markets, such as fixed income, currency futures contracts, equity index and commodities.

Too be sure, whenever the COT report shows an extreme level in the bullion bank short position in gold and futures, offset by an extreme long position held by the hedge funds, the criminal banks implement a «COT stop - loss hedge fund long liquidation» algorithm which sets off the stop - losses set by the hedge funds and causes the now - familiar «waterfall» chart patterns that result from heavy bank manipulation of Comex trading.

If you hold a position in gold futures you can be either long or short, but not both.

Alternative investing, including use of futures, options and short positions, may involve risks different from or possibly greater than the risks associated with investing directly in securities and other traditional investments.

It's often called a «safe haven» currency but it was rising in January even as the US stock market was soaring... so there's something else in play... any unwinding of the massive short Yen positioning in the futures markets could accelerate the rally.

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.

I would like to tell arsenal fan that the transfer window is not arsenal's problem.Let explain what is in my mind.We need to reinforce our team but we need to think in the future that most of the high class players are going to refuse signing for arsenal fc because of Mr Wenger's philosophy.It looks like arsenal becomes cemetery of players.How many players came in and left because of performance, became good players out of arsenal.We need to accept all of the transformation Mr wenger brings in arsenal but now it does not work.Why??? because lack of tactics, strategies and pretending best players for Mr wenger mind but in reality those players do not get standard of best player.Mr wenger wants to prove everybody that he is wright that players who are calling by wenger are best.I means Mr wenger is the only one can see all matter in good position or bad.He is wrong by thinking this way.He does not like criticism.he is the mind of arsenal.Everything he can say or defend is wright.Think about morrinho comments about arsenal!!!! Why he likes to be arsenal coach!!!! One thing I want to say about arsenal players, I think everybody watch arsenal games.We have got short mind players who play two good games and the rest shameless.They are working hard in the training ground for catching Mr wenger's mind to let them play; what is behind their (players) mind to be the most regular players.Those players have no vision even ambition; they are never becoming high class and their carriers are going to finish in arsenal after arsenal we are going to see them playing for championship.They do not care to become legend as Ian wright, Vierra, Berckam, piress, Henry... What is the big behind their mind to use wenger name to be selected in national team.They are not able to face different leagues in the world.

The signings give the Jets short - term options, but put them in a position to add a quarterback of the future in the draft.

Bernadette Arnoux, who is responsible for the Young Researchers Programme at the ANR, adds that these short - term employment contracts should have little if any impact on the overall number of permanent positions that are to become available in the future in France.

``... the process of identifying and developing potential future leaders or senior managers, as well as individuals to fill other business - critical positions, either in the short - or the long - term.»

As the current market regime wanes, we believe a case can be made for dynamic strategies that are responsive to changing market conditions, in particular, managed futures strategies that take long / short positions across a diversified basket of commodity and financial market futures.

Traders are lining up to short the yen right now; the short position in the currency recently hit a five - year high, as measured by the U.S. Commodities Futures Trading Commission.

In other words, recent short - term direction dictates future short - term positioning.

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.

At a future point in time, the short seller will cover the short position by buying it in the market and repaying the loaned stock to the broker.

It is also possible to take on a short position and speculate on the price of the underlying futures contract going down and offsetting the position by buying back the exact same contract on the same exchange with the hope of making a profit on the change in price.

For example, if you were long in a futures contract, you could go short in the same type of contract to offset your position.

These investment strategies identify price trends in the futures markets and take long or short positions across asset classes such as commodities, currencies and fixed income.

Managed futures in the derivatives category works very much like commodities in the sense that these funds typically hold long or short positions on futures contracts but aren't limited to just commodities.

Selling short: Selling a security or future that the seller does not own, either to lock in a gain on a long position or to make a gain on an anticipated decline in the market.

For the early part of any credit - related decline in bond prices, there are obvious hedges, such as credit default swaps, short Treasury bond futures positions and inverse Treasury ETFs.

These join the two - year - old iShares Broad Commodity Index Fund (CBR), which uses a managed futures strategy without the short positions: the fund will either take a long position in a given commodity or none at all.

Initial margin is the deposit required to maintain either a short or long position in a futures contract, it is NOT a cost.

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.

In general, open futures positions will be marked to market, with their gains and losses reportable as 60 % long - term and 40 % short - term.

Such activity in its index can cause the ETF to lose possibly significantly more than an investment focused on only long or short positions in the same futures contracts.

When you see that in a future letter, think back to the lessons of this letter and know that over the long term, we are well positioned but over the short term we are at the mercy of the market.

Blends short positions in 2 - year, 5 - year, and 10 - year Treasury futures, to hedge across a significant portion of the yield curve.