.

#11

CFTC commitment of traders: Shorts in GBP at record levels

 
 

Forex futures net speculative positions as of the close of business on Tuesday March 14, 2017:

  • EUR short 41K vs 59K short last week. Shorts trimmed by 18K
  • GBP short 107K vs 81K short last week. Shorts increased by 26K
  • JPY short 71K vs 54K short last week. Shorts increased by 17K
  • CHF short 9K vs 10K short last week. Shorts trimmed by 1K
  • CAD long 21K vs 29K long.  Longs trimmed by 8K
  • AUD long 43K vs 51K long.  Longs trimmed by 8K 
  • NZD short 6K vs 4 short last week.  Shorts increased by 2K
The shorts in the GBP increased by 26K in the current week to short 107K. That is a record short level for the GBP.  Last week shorts were increased by 15K.


#12

IMM Report: Net Short GBP At A Fresh Record High

Net short GBP position has deteriorated for a sixth consecutive week and has pushed to a fresh record high, according to data in the latest IMM report covering up to Tuesday March 14, notes Scotiabank FX Strategy.

Elsewhere, Scotiabank points out that that this week’s changes in sentiment were also dominated by major currencies, with a sizeable narrowing in the net EUR short and a second consecutive weekly deterioration in the net JPY short.

Finally, Scotia notes commodity currencies CAD and AUD also suffered on a w/w basis, their second consecutive week of deterioration

#13

Forex futures net speculative positions as of the close of business on Tuesday March 21, 2017:

  • EUR short 20K vs 41K short last week. Shorts trimmed by 18K
  • GBP short 108K vs 107K short last week. Shorts increased by 26K
  • JPY short 67K vs 71K short last week. Shorts increased by 17K
  • CHF short 12K vs 9K short last week. Shorts trimmed by 1K
  • CAD long 24K vs 21K long.  Longs trimmed by 8K
  • AUD long 45Kvs 43K long.  Longs trimmed by 8K 
  • NZD short 12K vs 6K short last week.  Shorts increased by 2K

GBP shorts had jumped in the previous two weeks. They inched higher here but it's a marginal rise. Still, it's not showing any rush to take profits ahead of Article 50.

EUR shorts are a different story as it's turned into a bit of a race to the exits. Shorts have been cut quickly in the past two weeks and the closest to neutral since 2014.

#14

CFTC: Sterling Speculative Net Shorts at All-Time High
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#15

CFTC Commitment of Traders: GBP shorts remain near record levels. EUR near square.

  • EUR short 8K vs 20K short last week. Shorts trimmed by 12K
  • GBP short 104K vs 108K short last week. Shorts trimmed by 4K
  • JPY short 53K vs 67K short last week. Shorts trimmed by 14K
  • CHF short 16K vs 12K short last week. Shorts increasedb by 4K
  • CAD short 28K vs 24K short.  Shorts increased by 4K
  • AUD long 53K vs 45K long.  Longs increased by 8K 
  • NZD short 13K vs 13K short last week.  No change


#16

CFTC: Speculators Less Bearish on EUR, JPY; More Bullish on S&P 500, Gold

Speculative positioning in the CME and ICE currency, commodity, energy and index futures:

    LongShort
 NetPriorChangeGrossChangeGrossChange
EUR-7.9k-19.7k11.7k163.6k4.1k171.6k-7.7k
GBP-104.1k-107.8k3.8k35.1k2.5k139.1k-1.3k
JPY-53.2k-67.0k13.8k42.9k7.8k96.1k-6.0k
CHF-16.4k-12.0k-4.4k6.9k-2.2k23.3k2.2k
CAD-28.2k-24.4k-3.8k30.4k0.1k58.6k3.9k
AUD53.1k45.0k8.2k90.8k5.4k37.7k-2.7k
NZD-12.6k-12.6k0.0k16.2k-0.4k28.8k-0.4k
MXN-4.7k-3.3k-1.5k72.7k15.0k77.5k16.5k
S&P 500160.8k89.1k71.6k578.9k55.1k418.1k-16.5k
Gold137.8k116.3k21.6k227.8k8.1k90.0k-13.4k
Silver90.7k79.1k11.6k112.2k11.9k21.5k0.3k
Copper29.9k21.7k8.2k112.0k0.2k82.2k-8.0k
RUB19.4k18.6k0.7k20.8k1.0k1.4k0.3k
Crude Oil398.1k418.5k-20.4k648.0k-11.0k249.9k9.4k

#17

IMM Report: EUR Neutral For First Time In 3-Years; GBP Newly Shorts Vulnerable

The latest IMM report (covering up to Tuesday March-28 and released on Friday March-31) showed that EUR positioning is nearly neutral for the first time in three years.

"Bearish EUR sentiment has moderated for a third consecutive week, softening the net short position to $1.1bn—its narrowest since May 2014. Details show a gross record long against a relatively ex- tended gross short," Scotiabank notes.

Another important observation, according to Scotiabank, is the change in GBP positioning which still marks the largest held net short, at $8.1bn.

"Roughly one third of GBP gross shorts were established in the period from mid-Feb to mid-March, leaving them vulnerable to a sustained break in GBP above 25,"
_________________________
source

#18

CFTC Commitment of Traders: GBP shorts trimmed a little but remain near record levels.

Forex futures net speculative positions as of the close of business on Tuesday April 4, 2017

  • EUR short 11K vs 8K short last week. Shorts increase by 3K
  • GBP short 100K vs 104K short last week. Shorts trimmed by 4K
  • JPY short 46K vs 53K short last week. Shorts trimmed by 7K
  • CHF short 14K vs 16K short last week. Shorts trimmed by 2K
  • CAD short 30K vs 28K short.  Shorts increased by 2K
  • AUD long 50K vs 53K long.  Longs trimmed by 3K 
  • NZD short 15K vs 13K short last week.  Shorts increased by 2K

#19
[QUOTE=v2vboni]
  • WEEK #7:  Speculators added most EUR shorts since Oct 2016

  • C.O.T. Reports:  Current & Previous report
  • Weekdays at GMT+2
  • Short or Bearish   - sell on peak
  • Long or Bullish     - buy on dips
  • Trade at your own risk
COT.JPG[/QUOTE]


I there a site that I can find this info displayed like this? Or is this something you created in Excel. If you created this in Excel could you post a template please.

Thanks
Dave


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