CFTC commitments of traders: Small changes and speculative positions. EUR remains the largest position

Weekly forex futures positioning data from the CFTC for the week ending Tuesday, February 16, 2021

  • EUR long 140K vs 140K long last week. Unchanged
  • GBP long 22K vs 21K long last week. Longs increased by 1K
  • JPY long 37K vs 35K long last week. Longs increased by 2K
  • CHF long 14K vs 11K long last week. Longs increased by 3K
  • AUD short 3K vs 1K short last week. Shorts increased by 2K
  • NZD long 12K vs 12K long last week. Longs trimmed by 3K
  • CAD long 8K vs 10K long last week. Longs trimmed by 2K
  • Last week’s report


  • EUR long position of 140K remains the largest speculative position
  • AUD short of 3K is the smallest speculative position and the only short
  • The JPY long of 37K is the 2nd largest position
  • The largest change this week was 3K (CHF and NZD)

Key events and releases for the week starting February 22

Fed Powell testifies. RBNZ rate decision


  • German Ifo business climate index. 4 AM ET/0 900 GMT
  • NZD retail sales QoQ, 4:45 PM ET/2145 GMT
  • UK employment statistics. 2 PM ET/0700 GMT
  • Fed Powell testifies before the Senate Banking Committee. 10 AM ET/1500 GMT
  • US  conference Board consumer confidence. 10 AM ET/1500 GMT
  • Bank of Canada Gov. Macklem speaks.  12:30 AM ET 1730 GMT
  • US crude oil weekly inventory data: 10:30 AM ET/1530 GMT
  • RBNZ rate decision.  No change expected.  8:00 PM ET/0100 GMT
  • RBNZ press conference.  9 PM ET/0200 GMT
  • Fed Powell testifies before House financial services committee. 10 AM ET/1500 GMT
  • NZD Final ANZ business confidence. 7 PM ET/0000 GMT
  • US preliminary GDP. 8:30 AM ET/1330 GMT
  • US Chicago PMI, 9:45 AM ET/1445 GMT
  • G20 meetings – Day 1

4 down days in a row for the S&P index. Longest losing streak this year

NASDAQ index and Dow industrial average close marginally higher. Russell index surges

The S&P index closed lower for the 4th consecutive day. That is the longest losing streak for the year

  • S&P and NASDAQ post the 1st weekly loss in the 3 weeks
  • NASDAQ and Dow industrial average have modest gains on the day
  • Dow’s 3rd straight weekly gain
  • Russell 2000 index surges by 2.18%
  • For the week, the Dow industrial average is the only gainer
a snapshot of the final numbers shows:
  • S&P index -7.23 points or -0.18% at 3906.74. The high price reached 3930.41. The low price extended to 3903.07
  • NASDAQ index rose 9.11 points or 0.07% at 13874.46. The high price reached 13985.58. The low price extended to 13842.60
  • Dow industrial average rose 0.98% or less than 0.00% on the day at 31494.32. The high price reached 31647.53. The low extended to 31469.34
  • Russell 2000 rose by 48.3 points or 2.18% at 2266.69. The high price reached to 2275.87. The low price extended to 2218.81
For the trading week:
  • Dow industrial average gained 0.2%
  • S&P index fell -0.25%
  • NASDAQ index fell -1.08%
  • Russell 2000 fell -0.99%
  • Dow industrial average, +2.9%
  • S&P index, +4.01%
  • NASDAQ index, +7.65%
  • Russell 2000, +14.6%
For the last 12 months:
  • Dow, +7.31%
  • S&P index +15.37%
  • Nasdaq index +41.33%
  • Russell 2000, +33.75%
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