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This data release should provide the public, academia and traders with further insight into market liquidity. Aggregate short and long positions in forwards and futures in foreign currencies vis-? aggregate short and long positions in forward and futures in foreign currencies vis-?The CFTC is providing the data to the public on a one-time basis. -vis the domestic currency (including the forward leg of currency swaps). -vis the domestic currency (including the forward leg of currency swaps).Companies Ordinance (Amendment of Schedule 10) Notice 2013. The alternative to this financial closing of positions is to hold the contract to maturity and actually take or make physical delivery.

4.1 In Singapore, short sell orders for specified capital markets products must be disclosed and significant short positions must be reported. The opposite of a long position is a short position. Government Guaranteed Mortgage-Backed Securities, such as GNMA securities. Treasury Futures Delivery Process Conversely, a clearing firm making delivery on a short position is responsible for (a) ascertaining that its accounts who are the ultimate holders of the short position have furnished deliverable-grade Treasury securities in sufficient quantity and in timely fashion, to meet contract requirements and (b) distributing to those same accounts the monies it receives as payment for the Treasury securities it delivers.

Furthermore, stocks with high short sale capital gains experience negative returns, suggesting that their disposition effect has an effect on stock prices.

Consistent with the disposition effect, short sellers are more likely to close a position the higher their capital gains.

Scope of Short Position The Division studied the feasibility, benefits, and costs of a real-time short position reporting regime (Real-Time Short Position Reporting) to the public or only to FINRA and the Commission and the feasibility, benefits, and costs of adding new, short sale-related marks to the Consolidated Tape (Transaction Marking) in a voluntary pilot program (Transaction Marking Pilot). Throughout 2007, Goldman twice built up and cashed in sizeable mortgage related short positions.

2 Net Position Changes Data - CFTC The data reflects trading that changes or creates an end-of-day position, as contrasted with trading that does not change a traders end-of-day net position, such as spread or day trading. At its peak, Goldmans net short position totaled .9 billion. derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year.

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