Net Long

A situation in which an investor, fund, or portfolio has more long positions than short positions. That is, an investor has a net long position if he/she has bought more securities than he/she has sold or short-sold. This means that the investor would benefit if prices increased so that he/she could then close out his/her long positions and make a profit. If the positions decline in value, the investor will lose money. See also: Net short.

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Treasury capital flows showed foreign accounts purchased $99.1 B in net long term U.S.

Treasury capital flows showed foreign accounts purchased $99.1 B

Speculators recently cut their net long position in COMEX gold to the weakest position since January 2016

Commodity - Gold, silver prices slip

London: Fitch Ratings said the depreciation of the Angolan kwanza should not trigger a significant immediate deterioration of capital adequacy in the country's banking sector assuming banks' foreign-exchange positions are largely unchanged from end-November 2017, when the sector had a net long open foreign-currency (FC) position.

Depreciation of Angolan kwanza should not trigger a deterioration of capital adequacy

In his new column, Reuters' John Kemp warns that, despite the already record number of long bets on contracts, money managers are continuing to place more, with the number of net long bets on Brent alone having risen by an equivalent of 14m barrels in the week to Jan.

How USA Benefits From Low Petroleum Prices

Data from the Chicago Futures Trading Commission show that hedge funds and speculative accounts ramped up their net long Euro positions by more than 35,000 contracts to 127,868 in the week to Jan.

Hedge funds start 2018 with record bet on the Euro

Hedge funds and other money managers raised their net long position in the three main Brent and West Texas Intermediate (WTI) futures and options contracts by the equivalent of 89 million barrels in the week to May 23.

Pre-OPEC short covering left oil price poised to fall

The combined impact of these changes is that hedge funds and other money managers increased their net long position in crude futures and options by a modest 26mn barrels to 555mn barrels.

Hedge funds scale back short positions in crude oil futures

Hedge funds and other money managers boosted net long positions in the three major Brent and WTI futures and options contracts by the equivalent of 48 million barrels.

Hedge funds seen adding bullish positions in oil

Downward pressure on prices came largely from speculators, who in a two-month span reduced their net long positions in ICE Brent and Nymex WTI futures by nearly 75 per cent and 45 per cent, respectively.

SLIDING PRICES

Over the same period, hedge funds and other money managers raised their net long position in US crude futures from the equivalent of 258 million barrels to a record 401 million.

Could oil prices fall on Syria strike?

The Commitments of Traders data for the week ended January 29 showed platinum net long positions rising by 171,150 ounces to 2.72 million ounces and palladium net long positions up by 357,500 ounces to 2.6 million ounces.

Gold eases as stocks retreat, dollar strengthens

The Commitments of Traders Futures and Options report as of October 2nd for Silver showed Non-Commercial traders were net long 42,948 contracts, an increase of 4,748 contracts.