Archives of “Swap Execution Facility” tag

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CFTC Commitments of Traders: Euro shorts continue to build

  
Analysis, Forex
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Weekly FX futures positioning data from the CFTC for the week ending Feb 11, 2020:

  • EUR short 86K vs 75K short last week. Shorts increased by 11K
  • GBP long 21K vs 13K long last week. Longs increased by 8K
  • JPY short 26K vs 21K short last week. Shorts increased by 5k
  • CHF long 4K vs 5K long last week. Longs decreased by 1K
  • AUD short 33k vs 43K short last week. Shorts decreased by 10K
  • NZD short 4K vs 2K short last week. Shorts increased by 2K
  • CAD long 10k vs 19K long last week. Longs decreased by 9K

CFTC commitments of traders: EUR shorts increase.

  
Analysis, Forex
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Weekly FX futures positioning data from the CFTC

  • EUR short 59K vs 47K short last week. Shorts increased by 12K
  • GBP long 18K vs 25K long last week. Longs decreased by 7K
  • JPY short 36K vs 45K short last week. Shorts increased by 9k
  • CHF loan 3.5K vs 1.5 long last week. Longs increased by 2K
  • AUD short 27k vs 19K short last week. Shorts increased by 8K
  • NZD long 2K vs 1.8K longlast week. Longs increased by 0.2K
  • CAD long 35k vs 38K long last week. Longs decreased by 3K

Highlights:

  • EUR shorts had the biggest change in week (increase of 12K to the short side).
  • The EUR short 59K is the largest speculative position
  • JPY shorts trimmed. I have to think that there might be more liquidation over the last few days on the back of the coronavirus.
Below is the history of the EUR. It has been negative since the 1st week of October 2018.
Weekly FX futures positioning data from the CFTC_

CFTC Commitments of traders: JPY shorts increase to largest level since early December

  
Analysis, Forex
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Weekly FX futures positioning data from the CFTC

  • EUR short 47K vs 48K short last week. Shorts trimmed by 1K
  • GBP long 25K vs 31K long last week. Longs increased by 6K
  • JPY short 45K vs 31K short last week. Shorts increased by 14k
  • CHF 1.5K vs flat last week. Longs increased by 1.5K
  • AUD short 19k vs 20K short last week. Shorts trimmed by 1K
  • NZD long 1.8K vs square last week. Longs increased by 1.8K
  • CAD long 38k vs 33K long last week. Longs increased by 5K

Weekly FX futures positioning data from the CFTC

CFTC Commitments of Traders: Pound shorts haven’t been squeezed…yet

  
Analysis, Forex
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Forex futures positioning data from the CFTC for the week ending October 15, 2019:

Forex futures positioning data from the CFTC for the week ending October 15, 2019:
  • EUR short 75K vs 75K short last week. Unchanged
  • GBP short 73K vs 73K short last week. Unchanged
  • JPY short 7K vs 11K long last week. Longs switch to shorts in an 18K drop
  • CHF short 13k vs 11k short last week. Shorts trimmed by 1K
  • AUD short 48k vs 46k short last week. Shorts increased by 2K
  • NZD short 40K vs 38K short last week. Shorts increased by 2K
  • CAD long 13K vs 5K long last week.  Longs trimmed by 1K
  • Prior week

The big moves in sterling came last week and I’m surprised there wasn’t any covering through Tuesday. That’s good news if you’re long GBP because it leaves lots of juice to squeeze.

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