Forex futures market positioning data as of the close of the markets on Tuesday, December 20, 2016

  • EUR 78K short vs 88K short last week. Shorts trimmed by 10K
  • GBP 59K short vs 72K short last week. Shorts trimmed by 13K
  • JPY 75K short vs 63K short last week. Shorts increased by 12K
  • CHF 7K long vs 25K short last week. Shorts reversed. Longs increase by 32K.
  • CAD 12K short vs 22K short last week. Shorts trimmed by 10K
  • AUD 4K long vs. 14K long. Longs trimmed by 10K
  • NZD 7K short vs 4K short last week. Shorts increased by 3K

The CFTC commitment of traders show that EUR and GBP shorts were trimmed. The CHF position was turned around from short CHF to long CHF.