CFTC Commitments of Traders weekly data - page 17

 

CFTC - Commitments of Traders: speculators less bearish on JPY, AUD, CAD; more bearis

he Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending September 1 on Friday.

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CFTC commitment of traders for September 11, 2015: JPY position moves closer to squar

CFTC commitment of traders released September 11, 2015:

  • EUR shorts 81K vs 68K shorts prior week
  • GBP shorts 18K vs. 11K shorts prior week
  • JPY shorts 7K vs 16K shorts prior week
  • CAD shorts 49K vs 55K shorts prior week
  • CHF shorts 7K vs. 8K shorts prior week
  • AUD shorts 53K vs 56K shorts prior week
  • NZD shorts 12K vs 8K shorts prior week

The data is from the close of business on September 8, 2015

EUR shorts increase by 13K

JPY shorts move closer to square and near the years smallest net position of -5.4K. JPY positions have not been net positive since Oct 16, 2012 week.

 

CFTC - Commitments of Traders: speculators more bearish on EUR, S&P 500

The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending September 8 on Friday.

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

The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending September 15 on Friday.

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3K change for EURUSD is no change at all - I don't think that anything will be changed next week

 
whisperer:
3K change for EURUSD is no change at all - I don't think that anything will be changed next week

The problem with COT data is that it lags at least 2 days, and in those two days a lot can change

It should be used as some kind of general trend indicator (but for that you have to follow changes from week to week for a longer time not just one week)

 
on my own:
The problem with COT data is that it lags at least 2 days, and in those two days a lot can change It should be used as some kind of general trend indicator (but for that you have to follow changes from week to week for a longer time not just one week)

So far I haven't found a successful trading system based on COT

It is good as information, but can not be used in systems (lags too much)

 

CFTC Commitments of Traders report: US dollar longs fall to the lowest in a year

Forex futures market speculative positions data from the CFTC commitment of traders report as of the close on 22 September 2015:

  • EUR short 81K vs 82k short prior week.
  • GBP long 1K vs. 4K short prior week
  • JPY short 24K vs. 27K short prior week.
  • CAD short 38K vs. 47K short prior week.
  • CHF short 2K vs 4K long prior week.
  • AUD short 53K vs. 41K short prior week
  • NZD short 4K vs. 2K short prior week
  • Full report

Canadian dollar shorts scrambled early in the week but that was the wrong move as the loonie fell to an 11-year low on Thursday.

On the net, total US dollar longs are the narrowest in more than a year. That's another green light for US longs from current levels.

 

The trend is changing - whatever the FED believers tell

 

CFTC Commitment of Traders report: Net shorts in the EUR increase a touch

Forex futures market speculative positions data from CFTC commitment of traders report as of the close on 29 September 2015

  • EUR short 88K vs 81K short prior week
  • GBP short 2K vs. 1K long prior week
  • JPY short 22K vs 24K short prior week
  • CAD short 42K vs 38K short prior week
  • CHF short 3K vs 2k short prior week
  • AUD short 49K vs. 53K short prior week
  • NZD short 3K vs. 4K short prior week

Overall, not a lot of change in net positions in the current week. The EUR shorts increased by 7K. Canada shorts increased by 4K. AUD shorts were pared by 4K.