The CFTC Commitments of Traders: CAD long, cut a little. JPY shorts still high (and win)




The CFTC Commitments of Traders highlights for the week ending October 31, 2017:

  • EUR long-72K vs 84K throughout the last week. Aspire cut out by 12K.
  • GBP long 1K vs 1K short last week. Changes in the Position of small of small short last week.
  • JPY short-119K vs 116K short last week. Shorts increased to 3K
  • CHF short 21K vs 12K short last week. Shorts increased by 9K
  • CAO long 58K vs 72K-long last week. Aspire cut out by 14K.
  • AUD long-52k vs 57K throughout the last week. Aspire to cut out in the 5K
  • NZD short 6K vs 1K throughout the last week. The offset Position of the short.
  • Last week, the data

Highlights:

  • Some of the CAD longs were squeezed out as the CAD weakened on Tuesday. The DAC has strengthened a little since that low.
  • JPY shorts remain near record levels dating back to 2011 (at least see the chart below). The USDJPY tested the highest level of return to May this week. Shorts in JPY are benefiting from this movement.
  • EUR longs were cut in the course of the week, but a core long position remains. The price of the EURUSD dropped on Friday of last week breaking below 100-day and week 200 MAs. This week, the price traded in the top and bottom and a little more than Friday’s closing levels of last week.



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