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Hedge fund leverage: lower net exposure may mask large gross exposure

The October 22 market roundup cited Goldman Sachs data showing that net leverage among U.S. long/short hedge funds stood at 43.7%, described as the lowest in five years. Long leverage fell 0.5% to 128.8%, while short leverage rose 8% to 85.1%. Gross leverage was approximately 214%.

Net positioning is calculated by subtracting shorts from longs, while gross positioning adds them together. Therefore, a lower net figure does not necessarily mean the total position size is smaller. The figures cover the tracked fund category and do not represent all investors or leverage across the crypto market. The summary does not specify the original data cutoff date, so these figures should not be treated as real-time data.

2026-10-22 04:36 UTC

#FedNews #FOMCWatch #EarningsSeason