CAD Shorts Cut, AUD Longs Increased – Deutsche Bank
Research Team at Deutsche Bank, lists down the commitments of traders report for the week ended on Tuesday, March 29, 2016.
Key Quotes
“Interest Rates:
Speculators increased their net shorts in Eurodollar and Treasury
futures by $2.3 billion to -$45.9 billion in ten-year Treasury
equivalents. Specs turned net short in TY futures by 17K contracts,
selling 67K contracts over the week. They also increased their net
shorts in Eurodollar futures by 56K contracts. However, they pared 51K
contracts from their net short positions in FV and added 10K contracts
to their net longs in US for the seventh straight week to 60K contracts,
the highest level since May 2014.
ED contracts decreased 56K to -383K
TU contracts decreased 2K to -114K
FV contracts increased 51K to -163K
TY contracts decreased 67K to -17K
US contracts increased 10K to 60K
WN contracts unchanged at -102K
FX:
Specs pared 9K contracts from their net shorts in CAD futures, while
increased their net longs in AUD by 5K contracts. They also removed 2K
contracts from their EUR net shorts.
Commodities:
Specs sold 9K and 5K contracts in copper and silver futures,
respectively. However, they were more bullish in gold futures as they
bought 11K contracts for the tenth straight week, taking their net long
positions to 190K contracts, a level last seen in January 2015.
Equities:
Specs cut their net shorts in S&P 500 e-mini by 24K contracts and
added 13K contracts to their net longs in Nasdaq mini futures over the
week. They were neutral in Nikkei futures.”
(Market News Provided by FXstreet)
