Forex futures market positioning data as of the close of the market on Tuesday, October 11, 2016
- EUR 109K short versus 93K short last week. Shorts increased by 16K
- GBP 91K short versus 95K short last week. Shorts pared by 4K
- JPY 37K long versus 46K long last week. Longs slashed by 9K.
- CHF 16K short versus 9K short last week. Shorts increased by 6K.
- CAD 14K short versus 12K short last week. Shorts increased by 2K
- AUD 30K long versus 26K long last week. Longs increased by 4K
- NZD 0K versus 8K short last week. Short pared by 8K in the current week
The total net US dollar long position is at the most extreme since January. That's as bets increase on a December rate hike. The swings lately have been a cut in yen longs, which have been nearly halved in two weeks.
The euro short is back into triple-digits but it's still a long ways from the extremes of last year.
