Forex futures positioning data for the week ending March 17, 2020

  • EUR long 32K vs 13K short last week. Longs increased by 45k
  • GBP long 19K vs 26K long last week. Longs decreased by 7K
  • JPY long 33K vs 8K long last week. Longs increased by 25K
  • CHF long 7K vs square last week. Longs increased by 7K
  • AUD short 28k vs 54K short last week. Shorts decreased by 26K
  • NZD short 20K vs 15K short last week. Shorts increased by 5K
  • CAD short 9k vs 2K short last week. Longs increased by 7K

Highlights:

  • EUR turned positive for the first time since September 2018 and is at the largest long position since July 2018
Forex futures positioning data for the week ending March 17, 2020
  • JPY longs are at testing the high long level from 2019. That level is the largest long gonig back to November 2016