Forex futures market positioning data as of the close of the market on Tuesday, November 15, 2016

  • EUR 119K short vs 129K short last week. Shorts pared by 10K
  • GBP 80K short vs 90K short last week. Shorts pared by 10K
  • JPY 21K long vs 32K long last week. Longs pared by 11K
  • CHF 22K short vs. 23K short last week. Short pared by 1K
  • CAD 18K short vs 21K short last week. Shorts pared by 3K
  • AUD 42K long vs 41K long last week. Longs increased by 1K
  • NZD 2K long vs 2K long last week. Unchanged on the week.

The EUR position remains the largest and position but compared to short positions in the 1st quarter of 2015, it is not near those positions. The EUR has been short since May 2014.