The weekly futures positioning data should be up within the next few minutes (hopefully before I have to get my calculator out this time), so let’s see if we can gauge the moves. I’ve fiddled with Adam’s little spot returns tool that he uses for the weekly moves to cover the week from Tuesday to Tuesday, when the data is taken from.
A reminder of last weeks positions first;
CFTC positions to 05 08 2014
And here’s how the currencies have performed from 5th to 12 August;
Spot returns 05 08 – 12 08 2014
So apart from the loonie the rest are potentially out of pocket or we should at least see positions reduced this week.
It’s my first go at seeing if we can catch a correlation on the numbers so don’t shoot me if it all means diddly squat