CFTC Commitments of Traders weekly data - page 16

 

CFTC should interpreted as a counter-trend indicator

 
whisperer:
CFTC should interpreted as a counter-trend indicator

By the time we get it it is already lagging 2 days. In times of trend changes that is way too much

 

CFTC commitments of traders: EURUSD short position trimmed

CFTC commitments of trader data released August 21, 2015

  • EUR shorts 93K vs 115K short prior week
  • GBP short 4K vs 10K short prior week
  • JPY short 90k vs. 105K short prior week
  • CAD short 67K vs. 67k short prior week
  • CHF short 10K vs. 7k short prior week
  • AUD short 50K vs. 51K short prior week
  • NZD short 10K vs. 11K short prior week

The EUR short was trimmed by 22K in the current week.

In other changes, the JPY shorts were 15k less. If you recall from last week, the JPY shorts increased by 25K. So traders thought better of that idea it seems.

 

CFTC - Commitments of Traders: speculators less bearish on EUR, JPY, S&P

The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending August 18 on Friday.

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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 18 & were released Friday Aug 21).

The aggregate long USD position has suffered a sizeable $5.3bn w/w decline, its greatest weekly fall since December 2014 with most of the change driven by considerable short covering in EUR and JPY. Sentiment improved broadly for all currencies with the exception of CHF, however we note that changes for CAD, AUD and NZD were relatively minor.

EUR sentiment has improved on the back of short covering, providing for a sizeable $3.1bn narrowing in the net short to $12.8bn. Gross shorts were pared back at their most aggressive pace since mid-June, a trend that is likely to have continued given the remarkable rally in spot.

Investors are adding to risk in GBP, with both long and short positions climbing simultaneously. The net short position is nearly flat at $0.4bn, its narrowest since October 2014.

CAD risk has been pared to both sides for a second consecutive week, with equal position changes leaving the net short roughly unchanged at -$5.1bn—the minor w/w improvement representing a first in 9 weeks. The paring of risk underscores a sense of uncertainty among investors as they consider CAD’s range bound movement through August. AUD sentiment has remained flat over the past four weeks, halting the prior trend of deterioration that had prevailed from mid-May.

source

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As it turned out CFTC people were on "friendly terms" with JP Morgan, Goldman & Sachs, ... and a couple more market makers. Their data is far from being real

 
nbtrading:
As it turned out CFTC people were on "friendly terms" with JP Morgan, Goldman & Sachs, ... and a couple more market makers. Their data is far from being real

Ah, the cftc people : it was just a matter of time that they get involved in rigging too

 

CFTC commitments of traders: Yen shorts chased out

CFTC commitments of trader data released August 28, 2015:

  • EUR shorts 96K vs 93K short prior week
  • GBP long4K vs 4K short prior week
  • JPY short 39k vs 90k short prior week
  • CAD short 59K vs 67k short prior week
  • CHF short 12K vs 10K short prior week
  • AUD short 47K vs 50K short prior week
  • NZD short 6K vs. 10K short prior week
  • Full report
  • Data reflects the close on Tuesday

The major move was in yen shorts as they were obliterated in the spike lower on Monday.

 

CFTC - Commitments of Traders: speculators less bearish on JPY, EUR, S&P

The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending August 25 on Friday.

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CFTC commitments of traders: JPY shorts cover during week

CFTC commitments of traders data released September 4, 2015:

  • EUR shorts 68K vs. 66K short prior week
  • GBP short 11K vs. 4K long prior week
  • JPY short 16K vs. 39K short prior week
  • CAD short 55K vs. 59K short prior week
  • CHF short 8K vs. 12K short prior week
  • AUD short 56 K vs. 64K short prior week
  • NZD short 8K vs. 6K short prior week

The data is as of the close on Tuesday September 1

The JPY shorts fell to the lowest level since April 28th when shorts were at -5K