date:Sep 15, 2015
duced the net long the extent to which long positions, which benefit when prices rise, outnumber short bets, which profit when values fall below 83,000 contracts, compared with nearly 570,000 lots before the sell-off spree began in mid-July.
The turn bearish was led by positioning in the main grain and soy contracts, in which hedge funds turned net short overall for the first time in three months, amid ideas of strong US corn and soybean output, after bumper Brazilian crops, and upbeat Europe