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Hedge Funds Are Most Short The S&P 500 In Four Years

SPX, NDX - Hedge Funds Are Most Short The S&P 500 In Four Years
  • In a report issued Monday, Bank of America Merrill Lynch analysts Jue Xiong and Stephen Suttmeier looked into the hedge fund world.
  • They assure that large speculators are most short the S&P 500 since November of 2011.

Hedge Fund Positioning By Major Strategies

BofA’s models show that:

  • Market Neutral funds boosted their market exposure from flat to 1 percent net long.
  • Equity Long/Short funds trimmed their market exposure 33 percent net long, below the 35 to 40 percent benchmark.
  • “Disinflation expectation have been near 4-year high for Market Neutral strategy since late August.”
  • Macro hedge funds diminished their short positioning in the S&P 500, NASDAQ 100 and Commodities.
  • Macro hedge...

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