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CFTC commitments of traders. JPY longs increase vs the USD in the current week

  
  Analysis
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Forex futures positioning data for the week ending May 26, 2020

  • EUR long 75K vs 72K long last week. Longs increased by 3K
  • GBP short 22K vs 19K short last week. Shorts increased by 3K
  • JPY long 35K vs 28K long last week. Longs increased by 7K
  • CHF long 9K vs 9K long last week. Unchanged
  • AUD short 40k vs 39K short last week. Shorts increased by 1K
  • NZD short 15K  vs 16K short last week. Shorts trimmed by 1K
  • CAD short 34k vs 35K short last week. Shorts trimmed by 1K

Highlights for the week:

  • EUR remains the largest speculative position at 75 him K followed by the AUD at 40K. The traders are long EUR (short USDs) and short AUD (long USDs).  The JPY is the next largest position at 35K. The speculative position is long JPY (short USD).
  • There are three currencies that are long vs the USD (EUR, JPY an CHF) and 4 currencies that are short vs the USD (GBP, AUD, NZD and CAD).

CFTC commitments of traders: EUR longs trimmed for the 2nd week in a row.

  
Analysis, Forex
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Forex futures positioning data for the week ending May 5, 2020.

  • EUR long 76K vs 80K long last week. Shorts trimmed by 4K
  • GBP short 12K vs 7K short last week. Shorts increased by 5K
  • JPY long 27K vs 32K long last week. Longs trimmed by 5K
  • CHF long 8K vs 6K long last week. Longs increased by 2K
  • AUD short 33k vs 38K short last week. Shorts trimmed by 5K
  • NZD short 15K  vs 14K short last week. Shorts increased by 1K
  • CAD short 32k vs 29K short last week. Shorts increased by 3K

Highlights:

  • the largest position change was 5K in the GBP, JPY and AUD. The GBP positions were increased by 5K, while the JPY and AUD positions were trimmed by 5K
  • The EUR long remains the largest position, but is lower for the 2nd week in a row. The net long over the last 2 weeks has seen the 87K to 76K this week
  • The AUD and CAD are the next largest positions at 33K and 32K respectively. However, traders are short AUD,and long CAD.
Below is a chart of the deposition in the EUR.  Although lower from the recent peak, it is still near high levels for the year, and high levels going back to June 2018.
Forex futures positioning data for the week ending May 5, 2020.

CFTC Commitments of Traders report: GBP shorts trimmed but not as much as you might think

  
Analysis, Forex
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Forex futures positioning data for the week ended Tuesday, December 10:

Forex futures positioning data for the week ended Tuesday, December 10:

  • EUR short 68K vs 69K short last week. Shorts trimmed by 1K
  • GBP short 23K vs 30K short last week. Shorts trimmed by 7K
  • JPY short 44K vs 48K short last week. Shorts trimmed by 4k
  • CHF short 21K vs 22K short last week. Shorts trimmed by 1K
  • AUD short 37k vs 36K short last week. Shorts increased by 1K
  • NZD short 25K vs 27K short last week. Shorts trimmed by 2K
  • CAD long 21k vs 21K long last week.  No change
The big shifts recently have been paring GBP and NZD shorts. Those trends both continued this week but at a slower pace than you might have expected given the rallies in both. Next week’s data will capture the UK election and that should be instructive.

CFTC commitments of traders: The largest position remains GBP shorts

  
Analysis, Forex
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Forex futures positioning data for the week ending September 24, 2019 from the CFTC  should

  • EUR short 66K vs 61K short last week. Shorts increased by 5K
  • GBP short 77K vs 81K short last week. Shorts trimmed by 4K
  • JPY long 14K vs 13K long last week. Longs trimmed by 1kK
  • CHF short 12k vs 11k short last week. Shorts increased by 1K
  • AUD short 52k vs 47k short last week. Shorts increased by 5K
  • NZD short 42K vs 45K short last week. Shorts trimmed by 3K
  • CAD long 6K vs 5K long last week.  Longs increased by 1K
  • prior week

Modest changes in the major currencies for the current week. Although speculators trimmed short positions in the pound, it remains the largest specular position. The EUR shorts increased by 5K. It is the 2nd largest short position.

The specular position in the JPY remains on the long side. The CAD is also a long position for traders.
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