Forex futures market speculative positioning data from the CFTC Commitments of Traders report as of the close on Tuesday January 13, 2015:
- EUR net short 168K vs short 161K prior (largest since early Dec)
- JPY net short 94K vs 90K short prior
- GBP net short 37K vs short 26K prior
- AUD net short 45K vs short 48K prior
- CAD net short 21K vs short 17K prior
- CHF net short 26K vs short 24K prior
- NZD net short 2k vs short 1k prior
- Gold net long 130K vs 122K prior
Swiss franc net shorts were the highest since June 2013. Ugh. Open interest was at 66k contracts; that’s a tremendous transfer of wealth after the SNB shocker.
CHF net position
