Forex futures market positioning data as of the close of the markets on Tuesday December 13, 2016

  • EUR 88K short vs 115K short last week. Shorts trimmed by 27K
  • GBP 72K short vs. 77K short last week. Shorts trimmed by 5K
  • JPY 63K short vs. 34K short last week. Shorts increased by 29K
  • CHF 25K short vs 25K short last week. Unchanged this week
  • CAD 22K short vs 18K short last week. Shorts increased by 4K
  • AUD 14K long vs 21K long last week. Longs trimmed by 7K
  • NZD 4K short vs 4K short last week. Unchanged this week

The CFTC commitment of traders report showed a shift out of EUR shorts and into JPY shorts in the current speculative position report from the CFTC. The other currency changes were limited.