CFTC Commitments of Traders weekly data - page 12

 

CFTC Commitments of Traders: Yen shorts surge for second week

Forex futures market speculative positioning data from the CFTC Commitmentsof Traders report as of the close on Tuesday June 2, 2015

  • EUR net short 165K vs. short 172K prior
  • JPY net short 86K vs. short 62K prior
  • GBP net short 26K vs. short 26K prior
  • AUD net short 13K vs long 6K prior
  • CAD net short 1K vs long 4K prior
  • CHF net long 8K vs. long 8K prior

In two weeks, the yen net short rose to 86K from 22K. That's a remarkable pace and show's the market is extremely enthusiastic about USD/JPY longs -- even moreso after today's non-farm payrolls report.

 

Commitments of Traders: speculators more bearish on Japanese Yen

The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending June 2 on Friday.

Files:
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Speculators lift net US dollar longs to largest since late April-CFTC, Reuters

Speculators boosted bullish bets on the U.S. dollar for a second straight week, to their largest in more than a month, according to Reuters calculations and data from the Commodity Futures Trading Commission released on Friday.

The value of the dollar's net long position rose to $34.15 billion in the week ended June 2, from $29.94 billion the previous week. It was the first time in four weeks that net dollar longs came in above $30 billion.

 

CFTC Commitments of Traders: Yen shorts caught out by Kuroda

Forex futures market speculative positioning data from the CFTC Commitmentsof Traders report as of the close on Tuesday June 2, 2015:

  • EUR net short 138K vs. short 166K prior
  • JPY net short 116K vs. short 85K prior
  • GBP net short 28K vs. short 26K prior
  • AUD net short 14K vs short 13K prior
  • CAD net short 14K vs short 1K prior
  • CHF net long 10K vs. long 8K prior

The big story was the continued rush into yen shorts. That left the pair extremely vulnerable and when Kuroda quipped on Wednesday about the yen not falling further earlier this week, it was a rush to the exits. As you can see, the yen short position wasn't particularly large given the averages over the past 8 months but what stands out is the intensity of the move from nearly-neutral to -137K. That left far too many weak hands who had sold USD/JPY in the 120-126 range.

The good news is that the selling stopped immediately after Kuroda. That shows that not all the hands were weak hands. But we'll have to wait until next week's data to get a better picture.

source

 

See the euro - the trend id changing no doubt about it

 

Commitments of Traders: speculators more bearish on JPY, S&P 500

The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending June 9 on Friday.

Files:
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CFTC Commitments of Traders: US dollar longs ease

Forex futures market speculative positioning data from the CFTC Commitments of Traders report as of the close on Tuesday June 16, 2015:

  • EUR net short 89K vs. short 138K prior
  • JPY net short 80K vs. short 116K prior
  • GBP net short 25K vs. short 28K prior
  • AUD net short 4K vs short 14K prior
  • CAD net short 12K vs short 14K prior
  • CHF net long 5K vs. long 10K prior
  • Full report

The Fed cleared out some US dollar longs.

 

Commitments of Traders: speculators less bearish on EUR, JPY, S&P 500, AUD, GBP, CAD,

The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending June 16 on Friday.

Files:
cftc_2.gif  19 kb
 

Short positions kept open on EURUSD - hope trading?

 
morro:
Short positions kept open on EURUSD - hope trading?

3% more long orders today than yesterday - if the Greek crisis continues like this it will soon be 50-50 - the worst situation

Reason: