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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: Loonie shorts rush to the exits

  
Analysis, Forex
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Forex futures positioning data among non-commercial traders for the week ending June 25, 2019:

  • EUR short 56K vs 52K short last week. Shorts increased by 4K
  • GBP short 59K vs 53K short last week. Shorts increased by 6K
  • JPY short 10K vs 17K short last week. Short trimmed by 7K
  • CHF short 16k vs 15k short last week. Shorts increased by 1K
  • AUD short 66k vs 65k short last week. Shorts increased by 1K
  • NZD short 24K vs 24K short last week. Shorts unchanged
  • CAD short 15K vs 38K short last week.  Shorts decreased by 23K
That’s the second week in a row of GBP selling as the market sours on whatever might come from the Conservative change in leadership.
There was a big flight out of euro shorts a week ago but some waded back in this week. In the yen, however, they continued to get out of shorts, even with USD/JPY rebounding (although that came later in the week).
The big move was in the Canadian dollar where all the good news on Canadian data finally sank in and the shorts got out. That shift put the net at the narrowest since late December. I expect we will see more of the same when next week’s numbers are released.

Forex futures positioning data among non-commercial traders for the week ending June 25, 2019:

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