Forex futures market speculative positioning data from the CFTC Commitments of Traders report as of the close on Tuesday October 28, 2014:
- EUR net short 166K vs short 159K prior
- JPY net short 67K vs 71K short prior
- GBP net short 6K vs short 4K prior
- AUD net short 34K vs short 32K prior
- CAD net short 21K vs short 22K prior
- CHF net short 20K vs short 18K prior
- NZD net short 4k vs short 2k prior
Going into this week’s massive USD/JPY rally, yen shorts were at the lowest since July.
Yen net position CFTC