CFTC Commitments of Traders: CAD longs trimmed a bit. JPY shorts still high (and winning)

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

  • EUR long 72K vs 84K long last week. Longs trimmed by 12K.
  • GBP long 1K vs 1K short last week. Position shifts to small long from small short last week.
  • JPY short 119K vs 116K short last week. Shorts increased by 3K
  • CHF short 21K vs 12K short last week. Shorts increased by 9K
  • CAD long 58K vs 72K long last week. Longs trimmed by 14K.
  • AUD long 52k vs 57K  long last week. Longs trimmed by 5K
  • NZD short 6K vs 1K long last week. Position shifted to short. 
  • Last week’s data

Highlights:

  • Some of the CAD longs were squeezed out as the CAD weakened into Tuesday. The CAD has strengthened a bit since that low. 
  • The JPY shorts remain near record levels going back to 2011 (at least — see chart below).  The USDJPY tested the highest level going back to May this week. Shorts in the JPY are benefiting from that move.
  • EUR longs were trimmed in the current week but a core long position remains. The price of the EURUSD fell sharply on Friday last week — breaking below the 100 day MA and the 200 week MAs. This week the price traded up and down and is a little higher from Friday’s closing levels last week.  


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