CFTC weekly futures positioning data, as of the close on Tuesday:

  • JPY net short 51K vs 30K prior
  • EUR net short 91K vs 84K prior
  • AUD net long 65K vs 68K prior
  • CAD net long 61K vs 66K prior
  • GBP net long 1K vs 8K prior
  • CHF net short 12K vs 9K prior

Still lots of room to euro shorts before they reach previous extremes but yen shorts are getting close to the post-crisis maximums.