CFTC Commitments of Traders weekly data - page 14

 

USD becoming a buy again

 
techmac:
USD becoming a buy again

That is CFTC data : they are doing what FED tells them

 
morro:
That is CFTC data : they are doing what FED tells them

And more ...

 

CFTC - Commitments of Traders: speculators more bearish on EUR, JPY, AUD

The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending July 21 on Friday.

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The following are the key takeaways from this week's COT report as provided by Scotiabank. (Data in this report cover up to Tuesday July 21 & were released Friday July 24).

The aggregate USD long position has climbed to $33.4bn, a fresh six-week high, rising on the back of a deterioration in sentiment against all currencies but GBP and CHF. The relative positions are largely unchanged overall with large EUR and JPY net shorts, modest shorts in CAD, AUD, and GBP, and a modestly bullish long CHF position.

EUR sentiment remains relatively stable, close to the narrowest levels of its 52-week range with a net short $15.4bn position.

Investors added considerably to their short JPY positions, providing for a material $1.6bn widening in the net short. The turn provided for a modest reversal of the past three weeks’ short covering, underscoring the ongoing theme of sentiment driven movement in JPY.

Investors have continued adding to CAD risk, with gross long and short positions rising for a fourth consecutive week.. Both positions are at relatively extended levels, with long contracts at August 2014 highs, shorts at levels last observed in March 2014, and a net $3.4bn position at its widest since early 2014. We note that the net AUD position has deteriorated for a fifth consecutive week, widening $0.5bn w/w to $3.0bn.

source

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Very bearish Euro indeed

 
nbtrading:
Very bearish Euro indeed

It is always like that : COT data is lagging very much (the minimal lag is 2 days)

 
whisperer:
It is always like that : COT data is lagging very much (the minimal lag is 2 days)

And it should be considered as a contrarian indicator

 

CFTC Commitment of traders report: Euro and pound traders take the clippers to shorts

Forex futures market speculative positions data from the CFTC commitment of traders report as of the close on 21 July 2015

  • EUR short 104K vs 113k short prior week.
  • GBP short 10K vs. 21K short prior week
  • JPY short 63K vs. 62K short prior week.
  • CAD short 56K vs. 44Kshort prior week.
  • CHF long 0K vs 3.4K long prior week.
  • AUD short 51K vs. 41K short prior week

CAD shorts increase to the most bearish since March 2014

 

CFTC - Commitments of Traders: speculators less bearish on EUR, GBP

The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending July 28 on Friday.

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