Weekly forex futures positioning data from the CFTC for the week ending May 11, 2021.

  • EUR long 94K vs 85K long last week. Longs increased by 9K
  • GBP long 28K vs 20K long last week. Longs increased by 8K
  • JPY short 42K vs 41K short last week. Shorts increased by 1K
  • CHF short 3K vs 0K short last week. Shorts increased by 3K
  • AUD long 2K vs 1K long last week. Longs increased by 1K
  • NZD long 9K vs 9K long last week. Longs unchanged
  • CAD long 39K vs 26K long last week. Longs increased by 13K

Highlights:

  • CAD longs continue to get larger and is now the 3rd largest position
  • EUR longs have moved higher for 2 consecutive week
  • CHF went from square to modestly short (by 3K)
  • GBP longs increased
  • A net change of +27K in currencies or -27K USD