Futures market speculative positioning data from the CFTC Commitments of Traders report as of the close on Tuesday, Sept 24, 2013:
- EUR net long 66k vs long 32k prior
- JPY net short 93K vs short 89K prior
- GBP net long 1K vs short 6K prior
- AUD net short 35K vs short 27K prior
- CAD net short 6K vs short 19K prior
- CHF net long 6k vs long 1K prior
- NZD net long 8k vs long 6K prior
- Dollar Index net long 4K vs 22K prior
This is the first look at positioning after the FOMC decision and the market has been betting hard against the dollar, with the exception of USD/JPY. Those are some big moves.