CFTC commitment of traders highlights for the trading week ending March 20, 2018

  • EUR long 133K vs 146K long last week. Longs trimmed 13K
  • GBP long 24K vs 8K long last week. Longs increased by 16K.
  • JPY short 22K vs 80K short last week. Shorts trimmed by 58K.
  • CHF short 8K vs 7K short last week. Shorts increased by 1K
  • CAD long 25K vs 19K long last week. Longs increased by 6K.
  • AUD long 18K vs 1k short last week. Longs added 19K.
  • NZD long 20K vs 3K shorts. Longs added 23K this week
  • Last week's data

Highlights

  • EUR longs remained high (dollar shorts), but off near record levels
  • GBP longs started to move higher (dollar shorts)
  • JPY shorts were trimmed dramatically and moved closer to square. The JPY has been moving higher and it seems the shorts are finally getting squeezed as the dollar moved lower.
  • AUD made a decent jump (USD shorts increased), as did the NZD (dollar shorts)