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

Yen net position CFTC