Forex futures positioning data for the week ending March 31, 2020.

  • EUR long 74K vs 61K long last week. Longs increased by 13k
  • GBP long 5K vs 11K long last week. Longs trimmed by 6K
  • JPY long 18K vs 24K long last week. Longs trimmed by 6K
  • CHF long 5K vs 5K long last week. No change in the current week.
  • AUD short 31k vs 25K short last week. Shorts increased by 6K
  • NZD short 16K vs 16K short last week. No change in the current week.
  • CAD short 22k vs 29K short last week. Shorts trimmed by 7K

Prior week report can be found here

Highlights for the current week:

  • The EUR longs continued to add in the current week. The longs are at the highest level since June 2018. During the February 25 week, the shorts were at the lowest level at -114K. Since since that time, the position as swung 188K. The EURUSD has moved lower this week against the long position.
  • AUD shorts increased by 6K this week. The AUDUSD as drifted lower this week
  • Other positions remained relatively static and small. The CHF and NZD remained unchanged in the current week.