CFTC weekly positioning data as of the close on April 19, 2016 for Forex futures

  • EUR short 47K vs. 52K short prior week
  • GBP short 55K vs. 51K short prior week
  • JPY long 72K vs 66K long prior week
  • CAD long 7K vs 2K long prior week
  • CHF long 9K vs. 8K long prior week
  • AUD long 44K vs 35K long prior week
  • NZD long 5K vs 4K long prior week

The JPY position is the largest long on record going back to 1992.

The EUR shorts were trimmed by 5K to the -47K. The level is nearly equal to the position from Feb 23rd. That was the smallest short position since June 2014.

In other currencies:

  • GBP shorts increased by 4K
  • CAD longs were the largest since May 2015
  • CHF longs increased by 1K
  • AUD longs reached the highest level since September 2014