Forex futures market positioning data as of the close of business on Tuesday, January 24, 2017

  • EUR short 52K vs. 67K short last week. Shorts trimmed by 15K.
  • GBP short 66K vs. 66K short bus week. Unchanged.
  • JPY short 67K vs. 78K short last week. Shorts trimmed by 11K.
  • CHF short 14K vs. 14K short last week. Unchanged.
  • CAD long 3K vs. 5K short last week. Position flips to long with change of 8K.
  • AUD long 10K vs 5K long last week. Longs increase by 5K
  • NZD short 10K vs 12K short last week. Shorts trimmed by 2K

The EUR and JPY shorts were trimmed by 15K and 11K respectively according to the CFTC weekly Commitment of traders report. The net speculative positions are a snapshot at the end of trading on Tuesday January 24th.

In other notable changes, the CAD switched from net short 5K last week to long 3K this week. AUD longs were increased by 5K. Positions in the GBP, CHF and NZD were little changed.