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Why are there net long positions in futures?
There are two kinds of positions, one is called long position and the other is called short position. The concept of long position originated from the futures market, which means that when you sign a financial agreement, you bet that a commodity or financial derivative (such as futures) will rise; For example, if you make a futures agreement with another person, the content of the agreement is that you will buy a fixed amount of soybeans from the other party at a specified price on a specified date in the future. In this process, you will make more orders, because if the soybean goes up, you will make a profit, and if the other party is short, he will make a profit if the soybean falls.

Then there is the "net". The formula is as follows: "net long position = long position you hold-short position you hold". The net long position reflects investors' judgment on the market trend. If his net long position is positive, then he is bullish. If his net long position is negative, or he holds a short position, then he is bearish.