CFTC2026-10-02 19:31:50CFTC says equity fund speculators added to net S&P 500 CME shorts in the week to Sept. 29The U.S. Commodity Futures Trading Commission, or CFTC, reported that equity fund speculators increased their net short position in S&P 500 CME contracts in the week ending Sept. 29. The position rose by 575 contracts to 355,697. Over the same period, equity fund managers cut their net long position in S&P 500 CME contracts by 33,658 contracts, bringing the total down to 901,255. The figures were cited in a ChainCatcher newsflash based on the CFTC report. The update focuses on changes in positioning for the week to Sept. 29 and lists both the move in speculative net shorts and the reduction in fund managers’ net longs.100
Bank of Ameri2026-09-20 00:31:49BofA survey shows long global semiconductors remained the most crowded trade for a fourth straight monthBank of America’s survey of global fund managers, conducted from Sept. 4 to Sept. 10, found that 53% of respondents viewed a long position in global semiconductors as the most crowded trade in the market. That kept the trade in the top spot for a fourth consecutive month. At the same time, 33% of those surveyed said related companies were overinvested, the highest share on record. The survey also showed a shift elsewhere in positioning. Shorting government bonds moved up to second place for the first time, with 18% of respondents calling it the most crowded trade. By contrast, only 7% said going long the Magnificent 7 was the most crowded trade. Previously, the Magnificent 7 long trade had held the top spot for 23 straight months between 2023 and 2025, and reached a peak of about 70% in June 2024. According to the report cited by ChainCatcher, semiconductor stocks are still drawing investor attention.380
CFTC2026-09-11 19:35:50CFTC says fund managers cut net long S&P 500 futures positions to the lowest level last weekThe U.S. Commodity Futures Trading Commission, or CFTC, said fund managers reduced their net long positions in S&P 500 futures to the lowest level seen last week, according to a newsflash published by ChainCatcher. The brief did not provide the size of the position, the scale of the reduction, or any added market context. No other data points, timing details beyond the reference to last week, or comments from named individuals were included in the source material. The update was categorized under policy and regulation in the original item.740
Foresight2026-08-05 17:28:43Trend chasing is not the same as finding opportunity, Foresight column arguesA Foresight opinion column examines the gap between a major technological trend and a workable investment opportunity, using recent discussion around AI-related stocks as its starting point. The piece refers to market chatter that some A-share fund managers are anxious after heavy positions in AI-linked stocks were hit during a sharp drop alongside the STAR 50 Index, though it notes the scale of that situation is difficult to verify. The author says that while new technologies — from the internet and mobile internet to blockchain, artificial intelligence, quantum computing, and the space economy — often reshape daily life and create fresh business models, that does not mean every company tied to the theme becomes a sound investment. The column argues that investors who rush in without judging fundamentals, business models, or valuation are not really investing but betting on their ability to exit before the trend fades. It adds that most participants are unlikely to distinguish the small fraction of eventual winners from the far larger group that will fail, and warns readers to ask whether they are pursuing a rational opportunity or simply reacting to fear of missing out and dreams of quick wealth.410
CFTC2026-07-31 19:43:40CFTC data shows equity fund managers raised net long S&P 500 CME positionsU.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.1780
Bank of Ameri2026-07-23 02:07:41BofA bull-and-bear indicator rises to 9.6, highest since December 2020Bank of America’s bull-and-bear indicator rose to 9.6 on July 23, marking its highest reading since December 2020 and the third-highest level seen over the past 24 years. The gauge points to extremely optimistic market sentiment. It tracks several inputs, including flows into stock and bond funds, equity positioning by hedge funds and fund managers, credit market conditions, and market breadth. According to the analysis cited in the report, the latest move higher was driven mainly by lower cash allocations among fund managers. That cash position fell 0.5 percentage point from the previous month to 3.6%, putting it close to the lowest level in 13 years. The reading suggests investors have become significantly more constructive in their market stance.1300
Bank of Ameri2026-07-13 15:21:32BofA survey shows fund managers are most bearish on yen since 2022A Bank of America survey found that global portfolio managers have turned the most bearish on the Japanese yen since 2022, as concerns over Japan’s fiscal and monetary policy outlook outweighed the chance of official currency intervention. In a July 10 report, BofA strategists Ralf Preusser, Adarsh Sinha and others said bearishness on the yen had reached its highest level since 2022, driven mainly by policy-related risks. The survey showed that 40% of respondents were bearish on the yen because of risks tied to Japan’s fiscal stance and central bank policy, up from 35% in June. At the same time, only 10% were bullish on the currency due to a narrowing U.S.-Japan rate gap, down from 12% a month earlier. Separate data from the U.S. Commodity Futures Trading Commission showed that, by the end of June, speculative leveraged funds were holding their largest net short yen position since 2007.1780
