CFTC Commitments of Traders weekly data - page 18
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CFTC - Commitments of Traders: speculators more bearish on EUR, CAD
The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending September 29 on Friday.
CFTC Commitments of Traders report: US dollar longs pared
Forex futures market speculative positions data from the CFTC Commitments of Traders report as of the close on 6 October 2015:
US dollar longs were cut slightly in the latest data , especially against the commodity currencies. Still, the crowded Australian and Canadian dollar positions had plenty of shorts to chew up and no doubt many of them were feeling it over the past week as AUD/USD climbed for 8 straight days.
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CFTC - Commitments of Traders: speculators less bearish on AUD, CAD, JPY
The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending October 6 on Friday.
Nothing changed but Euro rises. As usual : market makers doing their number on us
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 Oct 06 & were released).
Speculative and leveraged investors are decidedly undecided. The past four weeks’ worth of CFTC data have seen some adjustment around the edges of positioning but the basic exposure has remained steady—long USD on aggregate versus the major currencies but with the overall exposure stable in the region of the low USD20bn. This week’s data show investors trimmed the aggregate USD long position from last week’s USD23.3bn to USD21.1bn, due mainly to a massive short‐covering trade in the MXN.
But the lack of accumulation or distribution of positions more broadly suggests investors are on hold, comfortable with a core long USD exposure but unwilling to rebuild longs after the summer liquidation— perhaps under Fed prospects are clearer.
The short EUR bet remains IMM‐based investors’ biggest position. This week, net short EUR bets were raised very slightly, in keeping with the incremental increases seen in the past few weeks. The net short build of nearly USD190mn (or around 1000 contracts) remains small.
Net shorts in GBP doubled but remain modest (USD438mn), ditto for net CHF shorts.
Net short JPY positions were cut by a decent USD472 mn this week, keeping positioning here very light relative to recent history.
Net short CAD and AUD positions were cut back this week—the CAD trend liable to continue near‐term given the CAD’s latest gains. Net short NZD positions were cut to basically flat.
Forex futures market speculative positions data from the CFTC commitments of traders report as of the close on 13 October 2015
Traders trim shorts in EUR by 8K and AUD by 7K. Overall, net positions were pared in 5 currencies, increased in one and one pair reversed - NZD - but by a tiny amount (2K contracts)
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 Oct 13 & were released Friday Oct 16).
The aggregate long USD position fell $2.1bn w/w to $19.1bn, its lowest level since late July 2014. Positive changes in sentiment were observed for most currencies with the exception of GBP. Investor sentiment is neutral for NZD and MXN, modestly bearish for CHF and GBP, and notably bearish for EUR, CAD, AUD and JPY.
EUR sentiment improved w/w, however the details are intriguing as they highlight a build in longs rather than a covering of shorts, leaving those newly build positions vulnerable to the recent decline in spot. EUR remains the largest held net short at $11.5bn.
Bearish JPY sentiment narrowed modestly for a fourth consecutive week, with details suggesting a paring back of risk to both long and short positions, likely reflecting the range bound movement in spot. The net short is relatively narrow, at $1.4bn, around the upper end of its 52 week range.
Bearish CAD sentiment moderated for the 8th week in 9, as market participants pared back risk to both sides. The net short CAD position is relatively modest at -$2.6bn, its narrowest since late June.
Investors pared their gross short AUD position for the 7th consecutive week, building on the aggregate $2.4bn narrowing since late August.
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Interesting, isn't it
CFTC Commitment of Traders report: EUR shorts pared Forex futures market speculative positions data from the CFTC commitments of traders report as of the close on 20 October 2015
EUR shorts are the smallest since the July 8, 2014 week.
GBP net position is long for the first time since the Sept 9, 2014 week.
CFTC - Commitments of Traders: speculators less bearish on EUR, JPY, CAD The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending October 20 on Friday.