CFTC Commitments of Traders weekly data - page 32

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CFTC: Speculators Euro Net Short Positions at 42-Week High



 
IMM Report: Investors Stay Long USD Into The US Elections


Data in this report cover up to Tuesday Nov 1 & were released Friday Nov 4.

IMM data for the week through November 1 showed speculative FX accounts sticking with recent trends by and large. The market’s aggregate USD long position continues to rise, with a USD2.2bn net addition this week to total USD 21.7bn—the highest since January.

Positioning suggests that, as of Tuesday, investors were happy to stay net long USD into the US presidential election. For individual currencies, net positioning changes were relatively muted.

Net EUR longs increased USD2.1bn in the week, accounting for virtually the entire aggregate rise in long USD positioning. Gross EUR longs liquidated positions while gross shorts held their ground overall.

Investors trimmed GBP shorts slightly in the week (USD 48mn) while net CHF shorts were boosted by USD208mn— suggesting no interest in “safe havens” here.

CAD bearish sentiment strengthened overall, with net shorts growing by USD194mn (or by some 3k contracts) as both gross long and gross short exposure rose in the week.

Bullish AUD sentiment strengthened relatively more, however, as net long AUD positions rose sharply (USD686mn or some 9k contracts) - reflecting the rather strong and persistent uptrend in AUDCAD. Net Kiwi shorts fell slightly but positioning here remains flat overall.


 

CFTC commitments of traders: Speculative positions at 9 1/2 month highs


Forex futures market positioning data as of the close of the market on Tuesday, November 8, 2016

  • EUR 129K short vs 137K short last week. Shorts trimmed by 8K
  • GBP 90K short vs. 83K short last week. Shorts increased by 7K.
  • JPY 32K long vs 43K long last week.  Longs trimmed by 9K.
  • CHF 23K short vs. 20K short last week. Shorts increased by 3K.
  • CAD 21K short vs. 16K short last week. Shorts increased by 5K.
  • AUD 41k long vs 41K long last week. No change
  • NZD 2K long vs 1K short last week. Shorts switched to long in the current week
Speculative positions increase to 9 1/2 month highs in the latest week.
 

CFTC - Commitments of Traders - No Major Changes in Speculative Positions


 

CFTC commitment of traders: Most currency positions are pared in the current week


Forex futures market positioning data as of the close of the market on Tuesday, November 15, 2016

  • EUR 119K short vs 129K short last week.  Shorts pared by 10K
  • GBP 80K short vs 90K short last week.  Shorts pared by 10K
  • JPY 21K long vs 32K long last week. Longs pared by 11K
  • CHF 22K short vs. 23K short last week.  Short pared by 1K
  • CAD 18K short vs 21K short last week.  Shorts pared by 3K
  • AUD 42K long vs 41K long last week. Longs increased by 1K
  • NZD 2K long vs 2K long last week. Unchanged on the week. 
The EUR position remains the largest and position but compared to short positions in the 1st quarter of 2015, it is not near those positions.  The EUR has been short since May 2014.
 

CFTC: Speculators Less Bearish on EUR, GBP; Less Bullish on Japanese Yen



 

CFTC Commitments of Traders: Yen bets still on, but not many

Forex futures market positioning data as of the close of the market on Tuesday, November 22, 2016

  • EUR 119K short vs 119K short last week.  Unchanged on the week.
  • GBP 74K short vs 80K short last week.  Shorts pared by 6K
  • JPY 11K long vs 21K long last week. Longs pared by 10K
  • CHF 23K short vs. 22K short last week.  Shorts increased by 1K
  • CAD 17K short vs 18K short last week.  Shorts pared by 1K
  • AUD 31K long vs 42K long last week. Longs pared by 11K
  • NZD 0K vs 2K long last week. Longs cut to flat.
 

CFTC: Speculators More Bearish on S&P 500; Less Bullish on Japanese Yen, Aussie


 

CFTC Commitments of Traders: Yen traders are finally square


Forex futures market positioning data as of the close of the market on Tuesday, November 29, 2016

  • EUR 119K short vs 119 short last week. Unchanged
  • GBP 78K  short vs 74K short last week. Shorts increased by 4K
  • JPY 0K  vs 11k long last week. Longs cut by 11k
  • CHF 24K short vs. 23K short last week. Shorts increased by 1 K
  • CAD 19K short vs. 18K short last week. Shorts increase by 1 K.
  • AUD 21K Long vs 31K long last week. A decline of 10K.
  • NZD 2K short vs 0K last week. Short increased by 2K
The speculative position in the JPY was finally square up by traders after a move from an election day low of 101.179 to a high this week of 114.82.    That highlights the change in speculative positions as of the close of business on Tuesday, November 29th.
 

CFTC: Speculators More Bearish on S&P 500, Sterling; More Bullish on Crude Oil



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