U.S. Commodity Futures Trading Commission data for the week ended July 28 showed a rise in net long positioning among equity fund managers in S&P 500 CME contracts, according to a report cited by Jinshi. The figures indicated that equity fund managers added 12,702 contracts to their net long positions, bringing the total to 939,115 contracts.
At the same time, equity fund speculators cut their net short positions in S&P 500 CME contracts by 28,795 contracts, leaving a total of 287,277 contracts. The update reflects the latest weekly positioning data published by the CFTC and relayed by ChainCatcher.
ChainCatcher, citing Jinshi, reported that data from the U.S. Commodity Futures Trading Commission showed that for the week ended July 28, equity fund managers increased their net long positions in S&P 500 CME contracts by 12,702 contracts to 939,115.
At the same time, equity fund speculators reduced their net short positions in S&P 500 CME contracts by 28,795 contracts to 287,277.
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