Forex futures market positioning data as of the close of the markets on Tuesday, December 27, 2016

  • EUR 69K short vs 78K short last week
  • GBP 57K short vs 59K short last week
  • JPY 87K short vs 75K short last week
  • CHF 10K short vs 7K long last week
  • CAD 2K short vs 12K short last week
  • AUD 2K short vs 4K long last week
  • NZD 11K short vs 7K short last week

In other positions:

  • EUR shorts were pared by 9K
  • GBP shorts fell by 2K
  • CHF positions were reversed from long to short
  • CAD shorts fell by 10 K
  • AUD went from small long to small short
  • NZD shorts were increased by 4K in the current week