CFTC Commitments of Traders at the close of business on November 14, 2017

  • EUR long 85K vs 85K long last week. No change in the current week.
  • GBP short -4K vs 9K short last week. Shorts trimmed by 5K
  • JPY short 136K vs 128K short last week. Shorts increased by 8K
  • CHF short 28K vs 25K short last week. Shorts increased by 3K
  • CAD long 47K vs 51K long last week. Longs trimmed by K. Longs trimmed by 4K
  • AUD long 44k vs 45K long last week. Longs trimmed by 1K
  • NZD short 12K vs 11K short last week. Shorts increased by 1K
  • Last week's data

HighlightL

The JPY shorts are at the lowest level since the end of 2014. The fall in the USDJPY this week (and the crosses) may have been helped by those shorts getting squeezed. The USDJPY peaked on November 7th. Today it traded at the highest level since October 16th.