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Speculators amass large EUR shorts - TDS

FXStreet (Bali) - Marc Chandler, Global Head of Currency Strategy at BBH, reviews the latest speculative positioning in the futures market, noting that there were four significant position adjustments (more than 10k contracts) in the reporting week ending August 5.

Key Quotes

"Speculators continued to amass a large gross short euro position. It jumped 19.3k contracts to 183.9k. This follows a 17.7k rise the previous week. The record that was set two years ago was near 250k contracts short."

"Speculators also continued to build a short yen position. It rose 24.4k contracts to 105.3k. The gross short yen position has risen by 50% over the past three weeks, and is the largest since the end of April. The other two significant gross position adjustments were in the Mexican peso. The gross long speculative peso was cut by 23k to 77.5k contracts. The gross short position nearly doubled to 45.1k contracts by growing 21.7k contracts."

"There has been a marked increased in activity in recent weeks. The net short euro positions of 129k contracts has doubled since early July and has grown four-fold since early June. The net short yen position of 95.4k contracts has nearly doubled since the end of July. The net long sterling position was halved in the most recent reporting period to 12.1k contracts. It stood near 56k in late July. The gross long Australian dollar position of 33.3k contracts is the smallest since late June. The net long peso position was more than halved to 32.4k contracts."

"The net short 10-year Treasury position jumped to 45.1k contracts from 5.8k the prior week. This was a function of a 20.4k contract liquidation of gross long positions and a nearly 19k contract increase in the gross short position."

China Consumer Price Index (MoM) in line with forecasts (0.1%) in July

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Overall increase in implied net USD longs - TDS

The FX Team at TD Securities reviews the latest changes in the CFTC Commitments of Traders Report, for the week ending Tuesday, August 5th, noting an overall increase in the implied net USD long position.
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