Forex futures market speculative positioning data from the CFTC Commitments of Traders report as of the close on Tuesday, Dec 17, 2013:

  • EUR net long 16K vs long 9K prior
  • JPY net short 130K vs short 130K prior
  • GBP net long 18K vs long 18K prior
  • AUD net short 52K vs short 46K prior
  • CAD net short 66K vs short 56K prior
  • CHF net long 12K vs long 12K prior

There were large drops in open interest, as you would expect at this time of year.