Here’s the Commitment of Traders net speculative positions report from the CFTC as of Tuesday 24 October 2017

  • JPY   -116k vs -101k prior
  • EUR  +84k vs +90k prior
  • GBP  – 1k vs 5k prior
  • AUD  +57k vs +62k prior
  • NZD  +1k vs +7k prior
  • CAD  +72k vs +75k prior
  • CHF  -12k vs -5k prior

It looks like the specs turned short just at the right time in the quid but those CAD longs might be hurting after the BOC jump.

Here’s a deeper look at the net postitioning numbers by some of the players.

Asset managers;

  • JPY – 17k vs -25k prior
  • EUR +109k unch
  • GBP -55k vs -57k prior
  • AUD -8k vs -6k prior
  • NZD -7k unch
  • CAD +31k vs +33k prior
  • CHF -5k vs -4k prior

Leveraged funds;

  • JPY -100k vs -86k prior (Highest since Aug 2015)
  • EUR +6k vs +10k prior
  • GBP +19k unch
  • AUD +63k vs +66k prior
  • NZD -3k vs +4k prior (First shorts since May)
  • CAD +62k vs +63k prior
  • CHF +1k vs +7k prior

 

Ryan Littlestone

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