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CFTC: traders' commitments

Here are the essentials of the latest Commitments of Traders (COT) report, released on Sept. 20 by the Commodity Futures Trading Commission (CFTC) for a week ended on Sept. 17.

The value of US dollar’s net long position dropped from $22.01B in the week ended Sept. 10 to $10.80 billion in the week ended Sept. 17. The US dollar long positions are now at their lowest level since February 19.

EUR net long positions increased by about 18K contracts.

GBP net short positions fell by about 32K contracts.

JPY net short positions contracted by about 7K contracts.

AUD net shorts decreased by about 23K contracts.

CHF positioning demonstrates rather small net longs.

CAD net shorts decreased by about 11K.

It’s necessary to note that the figures cited above are always a week old at the time of their release. Never the less, CFTC data gives a good oversight into how the market is positioned and if/how these positions are being unwound. Although the CME speculators represent a small fraction of trading in the currency markets, their trades are widely seen as typical of hedge fund investors' currency movements.

Charts: OANDA 


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