CFTC Commitments of Traders weekly data - page 15
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The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending July 28 on Friday.
Euro still not at fair price
Takeaways On USD, EUR, AUD, & Other Majors From This Week's COT Report
The following are the key takeaways from this week's COT report as provided by Scotiabank. (Data in this report cover up to Tuesday July 28 & were released Friday July 31).
Bullish USD sentiment has held flat w/w at $33.4bn, stalling a rise that had begun in mid-June. The bulk of this week’s changes were observed in GBP, EUR, CAD and AUD, with a narrowing of bearish positions in the former two and ongoing deterioration in the latter.
EUR sentiment has shown a material improvement for the first time in six weeks, the net short narrowing $1.1bn to $14.4bn on the back of short covering as well as a second consecutive build in longs. The turn highlights a risk for EUR as we note that it remains the largest held net short, nearly double that of the next largest—the $6.4bn short JPY position.
JPY sentiment has held relatively flat, with risk being pared from both the long and short side in consideration of shifting risks. Vulnerability for JPY relates to sentiment and is most relevant to JPY shorts.
CAD bears have also built their short positions steadily since late May, suggesting a rising expectation for continued currency weakness.
The CAD net short remains larger than that for AUD, an atypical dynamic, with the latter showing a $0.7bn widening in the net short to $3.7bn.
Euro is changing trend - that is becoming clear now
Euro is changing trend - that is becoming clear now
You mean market makers are talking one thing and doing another - trying to convince us that they are short
CFTC Commitments of Traders report: US dollar net longs hit highest since early June
Forex futures market speculative positions data from the CFTC commitment of traders report as of the close on 4 August 2015:
Overall US dollar net longs rose to the highest since early June.
I suspect the week continued with US dollar longs piling in and after a non-farm payrolls report that was just 'okay' we saw a wave of profit taking and position squaring.
One that sticks out is the increasing shift into Canadian dollar shorts. We're nearing the most extreme levels since early 2014.
CFTC - Commitments of Traders: speculators more bearish on EUR, JPY, CAD, S&P 500
The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending August 4 on Friday.
Takeaways On USD, EUR, AUD, & Other Majors From This Week's COT Report
The following are the key takeaways from this week's COT report as provided by Scotiabank. (Data in this report cover up to Tuesday Aug 04 & were released Friday Aug 09).
The aggregate long USD position has climbed for a fifth consecutive week, rising to $36.1bn—its highest level since early. This week’s changes were primarily concentrated in EUR, JPY, and CAD, with all three impacted by a deterioration in sentiment driven by a build in gross shorts. The CHF position has fallen back into bearish territory, and all currencies are once again held short vs the USD.
EUR sentiment has deteriorated modestly, the net short widening $1.0bn to $15.4bn. EUR remains the largest held net short, and EUR bears continue to drive most of the position changes.
The net short JPY position widened $1.5bn w/w to $8.0, its second material deterioration in three weeks. Sentiment changes in JPY continue to be driven by shorts and remain vulnerable to swings in the broader market tone.
AUD sentiment appears to be showing signs of stabilization, the net short position relatively flat w/w at $3.7bn. The pace of building in AUD shorts continues to slow, and we note that longs have been added at the fastest weekly pace since mid-May.
CAD sentiment continues to deteriorate, the net short position widening $0.5bn to $4.7bn. Gross shorts have climbed for 11 consecutive weeks, and CAD bulls appear to be losing confidence as we note a second consecutive weekly decline in longs.
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CFTC Commitments of Traders: Yen shorts jump
CFTC Commitments of Traders data released August 14, 2015:
The standout move was the jump in yen shorts. They've grown rapidly over the past few weeks. That could be a sign that the market is looking for the BOJ to do more.
CFTC - 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 August 11 on Friday
Takeaways On USD, EUR, AUD, & Other Majors From This Week's COT Report
The following are the key takeaways from this week's COT report as provided by Scotiabank. (Data in this report cover up to Tuesday Aug 11 & were released Friday Aug 14).
The aggregate long USD position has climbed to a fresh high of $40.0bn, its highest level since early April. All currencies are held net short vs. the USD, with short EUR and JPY positions representing over 65% of the aggregate USD long.
EUR remains the largest held net short, its position deteriorating a modest $0.5bn to -$15.9bn. Risk was pared back to both sides, hinting to indecision as spot flirts with a technical breakout of the recent consolidation pattern.
GBP sentiment remains close to neutral with a net short -$1.0bn following a modest w/w deterioration of $0.4bn. The overall multi-month pattern remains one of moderating bearish sentiment.
JPY sentiment has deteriorated for a fourth consecutive week, the net short position widening at an accelerated $2.5bn pace. Gross shorts remain the primary driver for JPY sentiment, with vulnerability arising from broader market sentiment.
CAD sentiment has deteriorated further, the net short position widening $0.3bn to -$5.1bn—its widest level since March 2014. Details are less bearish as we consider the w/w decline in gross shorts, an early sign of profit taking following an 11 week run beginning in late May.
AUD sentiment was relatively flat w/w, unchanged with a net short -$3.7bn position.
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