Weekly positioning data from the CFTC for Forex futures as of the close on May 31, 2016

  • EUR short 38K vs 38K short prior week. No change vs last week
  • GBP short 33K vs 33K short prior week. No change vs last week.
  • JPY long 15K vs. 22K long prior week. Longs trimmed by 7K.
  • CAD long 26K vs 20K long prior week. Long position increased by 6K
  • CHF no net position vs 4K long prior week. Longs trimmed by 4K to square.
  • AUD short 5K vs. 0.1K long prior week. Traders go short 5K from square last week.
  • NZD long 5.5K vs 4.6K long prior week. Traders add to long position by 1K

The commitment of traders report showed little change in net positions in the current week. The largest change was a 7K position in the JPY that saw longs trimmed by 7K. Both the EUR and the GBP kept the same positions in the current week.

The largest position is a short 38K position in the EUR and a 33 short in the GBP. Both - if they were kept open today - did not do too well. The 26K long in the CAD did do well as did the long in the JPY.