CFTC Commitments of Traders weekly data - page 20

 

CFTC - Commitments of Traders: Speculators More Bearish on Euro Ahead of ECB The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending November 24 on Monday.

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CFTC commitment of traders report. EUR shorts increased before ECB decision Forex futures market speculative positions data for CFTC commitment of traders report as of the close on December 1

  • EUR short 182K vs. short 175K previous
  • GBP short 28K vs. short 32K previous
  • JPY short 75K vs. short 77K previous
  • CAD short 39K vs. short 39K previous
  • CHF short 25K vs. short 22K previous
  • AUD short 47K vs. short 57K previous
  • NZD long 5K vs. long 4K previous

The EUR shorts increased by 7K at the close of business on Tuesday according to the weekly CFTC commitment of traders report. This was the largest short position since May 5, 2015.

 

CFTC - Commitments of Traders: speculators more bearish on Euro The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending December 1 on Friday.

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Those positions were before Thursday

I would like to see corrected positions

 

Commitment of traders report: EUR shorts trimmed

Forex futures market speculative positions data from CFTC commitment of traders report as of close on December 8

  • EUR short 172K vs. short 182K previous
  • GBP short 24K vs. short 28K previous
  • JPY short 68K vs. short 75K previous
  • CAD short 40K vs short 39K previous
  • CHF short 26K vs. short 25K previous
  • AUD short 34K vs short 47K previous
  • NZD long 9K vs. long 5K previous
  • The EUR shorts were pared by 10K as of the close of business on Tuesday Dec 8th according to the weekly CFTC commitment of traders report. In the week ending Dec 1, the EUR had the largest short position since May 5,2015 at 182K short.

    Since that time, the EURUSD moved higher by about 260 pips as of the close of business on Dec 8. It is currently up 360 pips from the Dec 1 net speculative position.

    It is thought that if there is a large position, the potential exists for a squeeze in the opposite direction of the position. With 172K short and the net position only down 10K this week, there could be more of a squeeze if pushed.

    Other changes:

  • GBP shorts decreased by 4K
  • JPY shorts decreased by 7K
  • CAD shorts increased by 1K
  • CHF shorts increased by 1K
  • AUD shorts decreased by 13K
  • NZD longs increased by 4K
 

Here's something interesting: "The US Commodity Futures Trading Commission (CFTC) has adopted on Tuesday changes to the local regulation, which aim to enhance the regulatory regime for automated trading, to increase transparency and to reduce potential risks arising from algorithmic trading activity". Read the whole article here:

 

Commitment of trader report: EUR shorts trimmed 12K. CAD shorts increase Forex futures market speculative positions data from CFTC commitment of traders report as of close on December 15

  • EUR short 160K vs. 172 short previous
  • GBP short 17K vs. 24K short previous
  • JPY short 27K vs. 68K short previous
  • CAD short 51K vs. 40K short previous
  • CHF long 2K vs. 26K short previous
  • AUD short 10K vs. 34K short previous
  • NZD long 1K vs. 9k long previous

The EUR short position was reduced by 12K.

The CAD short position increased 11K.

The CHF switched from short 26K to long 2K.

The AUD shorts were slashed 24K.

 

CFTC - Commitments of Traders: Speculators Were Less Bullish on U.S. Dollar Ahead Of Fed Rate Meeting The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending December 15 on Friday.

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I would like to see the new CTFC data tomorrow - but they will not release it before Friday

 

CFTC Commitments of Traders report: GBP shorts climb on Weale Forex futures market speculative positions data from the CFTC commitment of traders report as of the close on 22 December 2015:

  • EUR short 161K vs 160k short prior week.
  • GBP short 27K vs. 17K short prior week
  • JPY short 30K vs. 26K short prior week.
  • CAD short 52K vs. 51K short prior week.
  • CHF long 3K vs 2K long prior week.
  • AUD short 20K vs. 10K short prior week
  • NZD flat vs. 1K short prior week
  • Full report

The biggest surprise over the past two weeks was BOE hawk Martin Weale saying he won't vote for a rate hike because of subdued wage pressures. Despite looming year end, that's inspired some fresh GBP shorts.

To start the week the pound was among the worst performers as it fell 34 pips to 1.4879.