Latest Commitment of Traders Report 2006-02-14
The new Commitment of Traders report was released today.
CAD: No major changes; Strong Long Sentiment
CHF: Open interest increases by 12,264; long position decrease -2,172; short position increase 14,486; Sentiment remains strongly short
GBP: 3,000 less long positions, 7,129 more short positions; Sentiment remains strongly short
JPY: More open interest than any currency with 110,209 open interest, with a decrease of 5,000 short positions; Sentiment remains strongly short
EUR: 3,294 more short positions; 1,055 less long positions; Sentiment remains a bit in favor of long positions
NZD: Only 5,351 open interest with 4,622 long, 611 short; Sentiment dominantly long
AUD: 8,640 less long positions, 4,090 more short positions; Sentiment remains net long
USD Index: 15,244 long positions, 3,095 short positions; USD remains net long
See the full report at http://www.forexproject.com/Forex_Volume/
New CFTC report processed
The new CFTC report was listed yesterday and data can be found in the usual spot, http://www.forexproject.com/Forex_Volume/
Here’s a quick breakdown:
-CAD lots of additional open interest (21549), 75% of that long positions
-CHF more open interest in shorts
-GBP more short open interest
-JPY had 27645 more open interest positions, 25056 of those short
-EUR 1730 more long, 2812 short
-AUD 8625 more long this week, a decline of 1257 short
