The change of net long positions refers to the change of long and short positions in the futures market, which is a necessary index for market participants to trade. The long position in the futures market refers to the buyer who holds the contract, and the short position refers to the seller who holds the contract. When long positions increase or short positions decrease, net long positions will increase; When long positions decrease or short positions increase, net long positions will decrease. Through the release of statements and data in the futures market, you can query and analyze the data of net changes in multiple positions.

There are many factors that affect the change of net long position, including macroeconomic factors, policy factors, market supply and demand factors and so on. Changes in macroeconomic factors such as GDP, inflation and trade may affect the demand and supply of market participants; Policy factors, such as interest rate, monetary policy, taxation, etc. It will also affect the views and reactions of market participants to the market; Market supply and demand factors are changes in supply and demand in specific fields such as commodities and stocks. If the demand is greater than the supply, the increase of bulls will lead to the change of net multi-positions.

For investors, knowing the data of net multi-position changes is helpful to their judgment and decision-making on the market. When the net long position increases, the market is optimistic about the prospect of the contract, which may mean that the market will rise; When the net long position decreases, it may mean that market confidence decreases and the market will reverse downward. Investors can strengthen risk management and optimize investment strategies through these changing data. At the same time, we can further understand the bull-bear game and market mentality and make more accurate trading decisions.