January 10th CFTC Report
The CFTC Report was released yesterday. Here is a summary of what has changed from 2006-01-03 report:
- Crude Oil long positioning increases by 13,467
- CAD loses open interest and long positions by 13,121. Short positions only increase by 249
- CHF gains minor open interest but 9,136 more long positions as opposed to a loss of 7,135 short positions
- GBP loses 6,200 short positions and gains 4,048 long positions
- JPY gained 11,244 open interest with a long positioning increase of 8,280 long. Short positioning increases by 3,072.
- EUR long positions increase 6,083. Short positions decrease by 4,647
- AUD long positions increase 5,587. Short positions decrease by 9,037.
The obvious trend here is to short the USD. The EURO already has more long positions than short and has since December. The AUD has had a predominance of long positions all of last year and this trend continues. The CHF and GBP are at key levels as there is a balance of short/long positions. Look for this to change next week as they look to push L/S ratio past the 50.0 mark. The JPY remains short but the trend is changing and can best be viewed by looking at 1 year position graph,
http://www.forexproject.com/phplot/currency_pos.php?code=97741
You can view this full report at http://www.forexproject.com/Forex_Volume/
In addition, open interest as a whole decreased between 2006-01-03 and 2006-01-10 indicative of the lower volume exhibited in the Forex market over the last week.
January 3rd Committment of Traders Report
The January 3rd Committment of Traders Report was released yesterday. You can view data at http://www.forexproject.com/Forex_Volume/
December 20th Commitment of Traders
The Commitment of Traders report was released on Friday. It can be viewed at Forex Volume
Crude Oil: 12,000 less long positions, 25,000 less short positions
CAD: Sentiment is Long; 10,000+ increase in Long positions, 3,000 short position decrease
CHF: Sentiment is Short; 5,247 total long positions vs. 39,314 short positions
GBP: Sentiment is Short
JPY: Sentiment is Short yet there was a substantial decrease in open interest(-67,985) and also substantial decrease in short positions (-55,857)
EUR: Sentiment is now Long; There is a net flip to Long Positions with a decrease of 8,000+ Short positions
December 6th Committment of Traders Report
The newest CBOT Committment of Traders report was released. Go to Forex Volume. This week’s changes:
-Crude Oil Longs take control again
-CAD longs back in style (see Crude Oil)
-Minor increase in CHF Short positions
-Minor increase in long GBP positions
-Increase in shorts by 11,729 positions in JPY
-Euro unchanged
-AUD significant decrease in short positions
Latest CFTC Report Released; Forex Volume Data
CFTC Commitment of Traders report was released today and data updated at Forex Volume.
Crude oil positions are always present in the report even though it is a non-currency because of its direct affect on certain currency pairs especially USD/CAD.
This weeks report at a glance indicates the following:
1. CAD substantial increase in Long positions, cut in short positions
2. CHF, GBP, JPY relatively unchanged
3. Substantial decrease in USD Index positions and USD Index Longs
4. EUR has 5000 less long positions, 2000 less short positions
5. AUD has 3500 more short positions, 1500 more long positions
November 22nd CFTC report released
CFTC report was released today due to Thanksgiving holiday. No flips this week compared to last. Interest in the USD increased a bit. Check out Forex Volume
CFTC Committment of Traders Report
The CFTC COT report was released today and data processed. See Forex Volume
There isn’t anything new to report. Positions still remain in favor of the USD.
CFTC report release yesterday
The CFTC report was released on Monday instead of Friday because of the holiday. I just got around today to updating. There was a 16000+ increase in short positions in the EUR flipping from net long to net short. If you remember, the previous week, there was a flip from net short to net long.
Other points of interest may be that the Swissie increased open positions by 13222 from the previous week, with 13084 being short positions.
From the last 2 weeks, forex futures volume may indicate the following:
CAD : positive; still strong favor for Canadian Dollar
CHF : negative; increased short positions
GBP : negative; no major movement in futures volume over last 2 weeks
JPY : negative; no major movement in futures volume over last 2 weeks
USD Index : positive; minor growth in long positions over last 2 weeks
EUR : negative; flip from net long to net short over last 2 weeks
AUD : negative; a slight increase in open positions
Forex Futures Volume: Flip for EURO
The 11/1/2005 CFTC futures volume report is available at http://www.forexproject.com/Forex_Volume
I’ve now included the new report statistics as well as last weeks report for comparison.
There has been a flip from net short to net long for the EURO in the latest report. Last week, the EURO had 20794 non-commercial long positions versus 23352 non-commercial short positions.
This week, the EURO has 26432 non-commercial long positions versus 19434 non-commercial short positions.
Latest CFTC Report Released
The new CFTC Report was released today and is located at http://www.forexproject.com/Forex_Volume/.
It looked as if a flip to net longs for the EURO may occur this week but it didn’t happen as longs lost more positions.
In looking at the limited movement in Yen positions, it’s reflective in the way the USD/JPY has traded over the last couple of weeks; within 100 pip range.
