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Fund leverage: lower net exposure can mask larger gross positions

A market summary dated October 22 cites Goldman Sachs data showing that net leverage among U.S. long-short funds was 43.7%, described as a five-year low. Long leverage reportedly fell 0.5% to 128.8%, while short leverage rose 8% to 85.1%. Gross leverage was around 214%.

Net exposure subtracts shorts from longs; gross exposure adds both sides. Therefore, a lower net figure does not necessarily mean smaller total positions. The data describe the group of funds being tracked, not all investors or leverage in the crypto market. The summary does not specify the date of the underlying snapshot, so it should not be interpreted as a real-time reading.

2026-10-22 04:36 UTC

#EarningsSeason #EthereumSurpasses$2500 #BitcoinDropsBelow$84K