CFTC Commitments of Traders weekly data - page 34

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CFTC commitment of traders: Small changes in net positions

Forex futures market positioning data as of the close of the markets on Tuesday, January 3, 2017

  • EUR short 70K versus 69K short  last week. Shorts increased by 1K
  • GBP short 65K versus 57K short last week, Shorts increased by 8K
  • JPY short 87K versus 87K short last week. No net change.
  • CHF short 13K versus 10K short last week. Shorts increased by 3K
  • CAD short 4K versus 2K short last week.  Shorts increased by 2K
  • AUD short 3K versus 2K short last week. Shorts increased by 1K
  • NZD short 11K versus 11K short last week. No net change.
 

CFTC: Speculators S&P 500 Net Longs at 3-Month High



 

IMM Report: USD Bulls Rebuild Long Positions Through New Year


Data in this report cover up to Tuesday Jan 3 & were released Friday Jan 6.

CFTC data covering the New Year week show investors slowly rebuilding overall net USD long positons, having run down exposure somewhat through mid-December. Overall, speculative accounts have added more than USD3bn to net USD longs since the December 16th data, taking the total net bull bet to USD27.7bn in the latest week.

Positioning changes were, for the most part relatively minor. However, bearish GBP sentiment increased more obviously as spec accounts lift net GBP shorts by 7.7k contracts (or USD572mn) in the week.

Net CHF shorts increased by USD408mn, reflecting broader USD bullishness.

Net EUR shorts were raised modestly while net JPY shorts were trimmed very slightly as shorts covered.

Net CAD positioning shows an interesting divergence in positioning as both gross longs and shorts have been rising in the past few weeks leaving aggregate positioning near flat still. CAD volatility over the holiday period likely means that a significant break above or below the CAD’s recent range may be needed to force a decision on who is right.

Net short AUD and NZD positions were lifted slightly this week but net AUD positioning remains near flat and the NZD remains seemingly immune to increasing bearish sentiment.



 

CFTC commitment of traders: JPY shorts trimmed a bit as momentum fades


Forex futures market positioning data as of the close of the markets on  Tuesday, January 10, 2017

  • EUR short 66K vs 70K short last week. Shorts trimmed by 4K.
  • GBP short 66K vs 65K short last week. Shorts increase by 1K.
  • JPY short 80K vs. 87K short last week. Shorts trimmed by 7K.
  • CHF short 14K vs. 13K short last week. Shorts increased by 1K
  • CAD short 8K vs 4K short last week. Shorts increase by 4K. 
  • AUD short 4K vs 2K short last week. Shorts increased by 2K.
  • NZD short 14K vs 11K short last week. Short increased by 3K.
The weekly commitment of traders net speculative positions report showed relatively small changes in the major currencies in the current week (as of the close of business on Tuesday).  
The biggest change came in the the JPY where shorts in that currency were trimmed by 7K in the current week.  The position is still somewhat elevated at short 80K - that pair represents the largest open position.  However, the decline is reflective of some profit taking near the highs of the USDJPY.  

Short positions in EUR and GBP remain close to last weeks levels. Other pairs have relatively smaller open positions.  
 

CFTC: Commitments of Traders - No Major Changes in Speculative Positions



 

CFTC commitment of traders latest shows traders short GBP


  • GBP short 66K vs 65K short last week. Shorts increase by 1K.
  • weekly commitment of traders net speculative positions
 

IMM Report: Investors Maintained Their Short Positions In All Currencies Vs USD


This week’s changes in sentiment were relatively limited as investors maintained their existing short positions in all currencies vs. the USD. Risk was reduced in JPY, CAD, and AUD as investors pared back positions to both sides. EUR was the only currency to see an increase in risk. The aggregate long USD position was relatively steady, unchanged w/w at $27.6bn. Investors continue to hold their largest short positions in the G4 currencies EUR, JPY, and GBP.

EUR was the only currency to see a meaningful w/w build in risk as investors added to positions on both the long and short side. EUR has marginally edged out JPY to regain its position as the largest held ($8.7bn) net short vs. the USD.

Position squaring was greatest for JPY as investors reduced gross shorts by $1.8bn and gross longs by $1.2bn, delivering a modest $0.6bn improvement in the net short JPY position to $8.6bn. The bulk of the gross JPY shorts have been established in the postelection period, leaving the currency vulnerable to the impact of an unwind.

CAD risk was reduced on both sides, delivering a modest $0.3bn deterioration in the net short position to $0.6bn.

Investors also reduced AUD risk while leaving the net short unchanged at $0.3bn.


 

CFTC commitment of traders: JPY remains as the largest speculative position


Forex futures market positioning data as of the close of business on Tuesday January 17, 2017

  • EUR short 67K vs 66K short last week.  Shorts increased by 1K
  • GBP short 66K vs 66K short last week. Unchanged
  • JPY short 78K vs 80K short last week. Shorts decreased by 2K
  • CHF short 14K vs 14K short last week. Unchanged
  • CAD short 5K vs 8K short last week. Shorts trimmed by 3K
  • AUD long 5K vs 2K short last week. Longs increase by 7K in the week. 
  • NZD short 12K vs 14K short last week. Shorts trimmed by 2K
The weekly commitment of traders report shows net speculative positions were little changed in the current week. The largest position remains in the JPY at short 78K.  That position was trimmed by 2k.  The EUR (67K short) and GBP (66k short) are the next largest net speculative positions.  Each were virtually unchanged from last week.
 

CFTC: Speculators Crude Oil Net Longs at All-Time High


 

IMM Report: AUD Becomes The Only Currency To Swing To A Net Long Position Vs USD


Data in this report cover up to Tuesday Jan 17 & were released Friday Jan 20.

Positions in most of the major currencies were largely unchanged on a w/w basis, with the G4 currencies EUR, JPY, and GBP dominating as the largest held net shorts.

AUD was the only currency to register a notable ($0.7bn) w/w swing to $0.4bn, becoming the only currency held net long vs. the USD. The aggregate USD long remains elevated, at $27.0bn .

EUR remains the largest held net short with an $8.9bn position. Longs remain historically extended and shorts appear muted relative to recent levels. EUR appears vulnerable to a broader turn.

GBP sentiment has held steady for two weeks, the third largest of the net shorts with a $5.1bn position. This week’s position adjustments were remarkably limited in relation to the headline-driven movements in response to PM May’s Tuesday speech.

Investors added to JPY risk, building both long and short positions in an equal manner that left the net largely unchanged. Longs are closer to their historical lows and shorts are well off their recent extended lows, hinting to the potential for a continued narrowing in net.

Investors left their CAD positions relatively unchanged into this week’s BoC events, adding modestly to both gross long and gross shorts in a manner that delivered a slight narrowing in the net short CAD position to $0.4bn. AUD saw the largest w/w swing among the major currencies, pushing into net long territory with a +$0.7bn w/w jump to $0.4bn.



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