The Commitment of Traders net speculative positions report from the CFTC as of Tuesday 12 December 2017

  • JPY -114k vs -114k prior
  • EUR +114k vs +93k prior
  • GBP +11k vs +6k prior
  • AUD +41k vs +40k prior
  • NZD -13k vs -13k prior
  • CAD +42k vs +42k prior
  • CHF -29k vs -30k prior

A massive jump in euro longs this week. With the Fed well on the normalisation path, maybe the pricing is all on the ECB?. Pretty flat among the other currencies though.

EURUSD CFTC positioning we 12 12 2017

Ryan Littlestone

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