Forex futures market speculative positioning data from the CFTC Commitments of Traders report as of the close on Tuesday Dec 30, 2014:
- EUR net short 152K vs short 147K prior
- JPY net short 96K vs 94K short prior
- GBP net short 19K vs short 15K prior
- AUD net short 41K vs short 39K prior
- CAD net short 14K vs short 12K prior
- CHF net short 17K vs short 17K prior
- NZD net short 2k vs short 1k prior
Euro shorts are rebounding after they were pared in late December, perhaps has books were closed out for the year. With the ECB headed towards sovereign QE, I think shorts are more likely to got to 200k before they hit 100k.
Euro net short position
