CFTC Commitments of Traders weekly data - page 29
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IMM Report: Freshly Built CAD Positions Vulnerable On A Range Breakout
Investors added to bullish CAD positions while paring short risk in EUR, JPY and CHF for the week ended Tuesday, the aggregate changes delivering a continued moderation in modestly bullish USD sentiment ahead of Jackson Hole. The aggregate USD position is muted at $7.1bn, well off the near-$15bn level from late July.
CAD sentiment improved for the first week in four on the back of an accelerated pace of building in gross longs. Considerable CAD risk has been added to both sides over the past few weeks, leaving freshly built positions vulnerable in the event of a break of the recent range. The net long $1.3bn position is also elevated at the upper end of its one year range.
Bearish EUR sentiment has moderated for a fourth consecutive week, the cumulative move delivering a $4.6bn narrowing in the net short position to $10.8bn. EUR remains the largest held net short and the bulk of the positioning adjustments continue to be driven by EUR bears. Meanwhile, GBP sentiment deteriorated for an 8th consecutive week, pushing the net short position to a fresh record. GBP appears vulnerable as shorts outnumber longs 3.6 to 1.
JPY sentiment improved for a fourth consecutive week on the back of short covering and a build in gross longs. The bullish JPY position is relatively extended — net long $7.5bn at the upper end of its one year range, just shy of the $8.2bn from mid-April.
CFTC Commitments of Traders: Euro shorts rise for the first time in 5 weeks
Forex positioning data in the futures market for the close of trading on Tuesday, August 30, 2016
CFTC: Speculators More Bullish on Japanese Yen, S&P 500, Swiss Franc
CFTC commitments of traders: EUR shorts increase
CFTC: Gold Speculative Net Longs at 2-Month High
IMM Report: Investors Rebuild Net USD Longs, Boost Net EUR Shorts
Data in this report cover up to Tuesday September 6 & were released Friday September 9.
Forex positioning in the futures market reflected a rebuilding of aggregate USD long positions in the week through Tuesday September 6th, data released today showed. Aggregate USD long positioning rose by USD 4 bn in the week, to USD 10 bn. This week’s data represents the first time since mid-July that investors have moved to increase aggregate USD long positioning, just as Fed rate speculation is starting to strengthen again.
The data shows investors boosted net EUR shorts by some 10k contracts (USD 1.6 bn) ahead of the ECB policy decision Thursday. Markets were anticipating more stimulus but the no decision from Frankfurt may not alter positioning dynamics too much. The EUR retains a soft undertone and the shifting focus towards the potential for the Fed to signal a tightening in policy may boost the USD. Investors also cut net JPY long positioning significantly this week (USD 1 bn) and boosted net MXN shorts by USD1.6 bn, fading MXN gains, as investors focus on the MXN’s sensitivity to the US election and rate cycle.
Positioning changes elsewhere were less dramatic. Net CAD long exposure was reduced slightly in the week (by around 1k contracts); minimal changes in gross long and short positions suggest investors are happy to hold, but do not want to add to CAD exposure. Net AUD longs were reduced slightly this week while net long NZD exposure rose more sharply, albeit from a low level. Net GBP shorts were squeezed modestly, falling 2k contracts (90k, from 92k). Net CHF positioning continues to pivot around flat levels.
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CFTC commitment of traders: EUR and GBP shorts are cut in the current week
CFTC: Speculators Less Bullish on U.S. Dollar, S&P 500, Gold
Data in this report cover up to Tuesday Sep 13 & were released Friday Sept 16.
This week’s changes in sentiment were relatively minor, moderating the extent of investors’ existing biases for CAD, AUD, EUR and GBP—softening bullish positions in the former two while reducing bearish positions in the latter two. The bullish JPY position increased modestly and the aggregate USD position softened with a slight $1.8bn w/w decline to $8.5bn.
Investors added to CAD risk in the week ended September 13, building both gross long and gross short positions in a reversal of the risk paring that had been observed in the two prior weeks. The net long CAD position softened with a $0.3bn w/w decline to $1.3bn. The net long AUD position also fell $0.3bn w/w, softening to $2.7bn on the back of a decline in gross longs.
EUR saw the greatest w/w change, its net short narrowing $1.6bn to $11.4bn as a result of a paring in risk. In contract terms, the 16.7K decline in gross EUR shorts was the largest w/w drop since early January.
GBP bears covered their gross shorts for a second consecutive week and bulls added to their longs, the combined impact delivering a $0.7bn w/w narrowing in the net short to $6.8bn. The imbalance for GBP remains relatively extended, with shorts outnumbering longs 3 to 1.
JPY’s w/w changes were relatively minor, the net long building $0.3bn to $6.9bn. JPY remains the largest held net long among the G10.
CFTC commitment of traders: GPB and AUD positions are reduced
Forex positioning and data in the futures market for the close of trading on Tuesday, September 20, 2016