Asset managers cut S&P 500 bullish bets

Asset managers reduced net long positions in S&P 500 Consolidated futures by 21,120 contracts to 998,208 for week ending April 28.
Dealer and intermediary net short stance improved by 13,687 contracts, falling to -710,960, while leveraged funds added 5,314 net long contracts.
In currency markets, asset managers raised net long Canadian dollar exposure by 17,819 contracts to 16,032, while dealer positions fell 32,065 contracts.
Asset managers' net long 10‑Year Treasury contracts rose 57,277 to 2,257,647, while dealer short positions grew 42,547 to -441,203.