CFTC commitment of traders highlights for the week ending January 16, 2018

  • EUR long 139K vs 145K last week. Longs decreased by 6K
  • GBP long 26K vs 26K long last week. No change.
  • JPY short 119K vs 126K short last week. Shorts decreased by 7K
  • CHF short 21K vs 22K short last week. Shorts decreased by 1K
  • CAD long 18K vs 17K long last week. Longs increased by 1K.
  • AUD long 10K vs 5K short last week. Longs increase by 5K
  • NZD short 8K vs 11K short last week. Shorts decreased by 3K

Highlights:

  • EUR longs remained elevated but off the record highs from last week.
  • The JPY shorts also remain at high level at 119K vs 126K last week.
  • AUD longs increased to 10K. Remember last week, the shorts got out. Buyers turned the net position to long 5K after a 25K rise in the longs. This week added to the net position.