CFTC Commitments of Traders weekly data - page 21

 

CFTC - Commitments of Traders: Speculators More Bullish on U.S. Dollar he Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending December 22 on Monday.

Files:
cftc.jpg  73 kb
 

CFTC Commitments of Traders: Traders switch sides on yen Forex futures market specular positions data from the CFTC commitment of traders report as of the close on January 5, 2016

  • EUR short 161K vs 161 short prior week
  • GBP short 30K vs. 31K short prior week
  • JPY long 4K vs. 17K short prior week.
  • CAD short 60K vs. 61K short prior week.
  • CHF long 4K vs 4K long prior week
  • AUD short 14K vs 18K short prior week
  • NZD short 1.5K vs flat prior week

Oil longs were also pared back to +77K from +101K. I don't understand how there are any only longs still in business at this point, so I find those numbers dubious. Yesterday, it was reveled by CNBC that crude 'god' Andy Hall's fund was down 35% last year.

For the yen, that's the first time the market has been net long since October 2012.

 

CFTC - Commitments of Traders - No Major Changes in Speculative Positions The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending January 5 on Friday.

Files:
cftc_1.jpg  71 kb
 

CFTC commitment of traders report: JPY longs increase in current week Forex futures market speculator positions data from the CFTC commitment of traders report as of the close on January 12, 2016

  • EUR short 146K vs 161K short prior week
  • GBP short 31K vs. 30K short prior week.
  • JPY long 25K vs. 4K long prior week
  • CAD short 59K vs. 60K short prior week
  • CHF long 3K vs. 4K long prior week
  • AUD short 23K vs. 14K short prior week
  • NZD long 2K vs 2K long prior week

The Japanese Yen net speculative position increased to the largest long position since the October 2, 2010 week.

 

As of January 12, 2016 - Money managers, including hedge funds and commodity trading advisers cut their net short positions by 32,644 contracts in natural gas markets (NYMEX natural gas, ICE natural gas, NYMEX Henry Hub swaps and NYMEX Henry Hub penultimate swaps). GeckoiCapital calculations

 

Commitments of Traders: Speculators Less Bearish on EUR; More Bullish on JPY The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending January 12 on Friday.

Files:
cftc.jpg  71 kb
 

CFTC Commitments of Traders report: Yen longs at highest since Feb 2012 Forex futures market speculator positions data from the CFTC Commitments of Traders report as of the close on January 19, 2016

  • EUR short 137K vs 146K short prior week
  • GBP short 39K vs. 31K short prior week.
  • JPY long 38K vs. 25K long prior week
  • CAD short 66K vs. 59K short prior week
  • CHF long 1K vs. 3K long prior week
  • AUD short 36K vs. 23K short prior week
  • NZD short 3K vs 2K long prior week

The overall net US dollar long position is the lowest since October. I have a feeling that will be cut down further ahead of Wednesday's FOMC meeting. Yen net longs rose to the hi

 

CFTC - Commitments of Traders: Speculators Less Bearish on EUR; More Bearish on CAD, AUD, GBP The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending January 19 on Friday.

Files:
cftc_1.jpg  70 kb
 

CFTC commitment of traders report: EUR shorts trimmed by 10K in the current week Forex futures market speculator positions data from the CFTC commitment of traders report as of the close on January 26, 2016

  • EUR short 127K vs 137K short prior week
  • GBP short 47K vs. 39K short prior week.
  • JPY long 50K vs. 38K long prior week.
  • CAD short 67K vs. 66K short prior week.
  • CHF short 4K vs. 1K long prior week.
  • AUD short 33K vs. 36K short prior week.
  • NZD short 5K vs. 3K short prior week.
  • The EUR position was trimmed by 10K in the current week to 127K from 137K. The short position was as high as 183K during the week of Dec 1, 2015.

    In other pairs:

  • GBP shorts increased by 8K
  • JPY longs increased by 12k. Tough one for those long during the BOJ cut
  • CAD shorts were little changed. Traders remain short the CAD
  • CHF switched from long a small amount to long (change of 5K)
  • AUD shorts were trimmed by 3K
  • NZD shorts increased by 2K but are small at 5K
 

CFTC - Commitments of Traders: Speculators Less Bearish on EUR; More Bullish on JPY

The Commodity Futures Trading Commission released its weekly Commitments of Traders report for the week ending January 26 on Friday.

Files:
cftc_2.jpg  70 kb