Speculators reduced bets in favor of the USD in IMM - CFTC September 17, 2013

by Eduardo Petazze
CFTC Non-Commercial Only Future Contracts Position in the International Monetary Market
Contracts of
Non-Commercial Positions Report date
CFTC data
FX
USD
Sep 17
Sep 10
Sep 3
Aug 27
Aug 20
Aug 13
12,500,000 125,800 JAPANESE YEN
Long
26,088
18,854
27,665
23,396
19,720
17,375
Short
114,882
113,920
107,426
101,749
91,441
91,837
Net
-88,794
-95,066
-79,761
-78,353
-71,721
-74,462
125,000 169,013 EURO
Long
100,963
82,772
98,589
113,592
113,092
89,984
Short
69,056
70,076
75,851
73,511
76,346
73,927
Net
31,907
12,696
22,738
40,081
36,746
16,057
62,500 100,131 POUND STERLING
Long
44,124
32,921
27,943
30,004
26,947
22,209
Short
50,434
71,087
70,989
68,230
66,469
68,730
Net
-6,310
-38,166
-43,046
-38,226
-39,522
-46,521
125,000 137,137 SWISS FRANC
Long
9,992
10,598
10,809
11,596
12,061
10,626
Short
9,376
10,178
9,750
11,194
11,770
8,490
Net
616
420
1,059
402
291
2,136
100,000 97,210 CANADIAN DOLLAR
Long
25,286
24,621
31,879
35,375
26,559
21,751
Short
44,050
55,563
66,518
60,334
36,103
30,832
Net
-18,764
-30,942
-34,639
-24,959
-9,544
-9,081
100,000 93,853 AUSTRALIAN DOLLAR
Long
29,805
8,464
13,655
14,662
13,676
12,625
Short
57,165
68,496
85,161
85,779
76,859
75,346
Net
-27,360
-60,032
-71,506
-71,117
-63,183
-62,721
500,000 39,124 MEXICAN PESO
Long
28,479
32,753
33,761
41,776
61,235
66,899
Short
38,680
24,474
33,073
34,578
25,104
30,579
Net
-10,201
8,279
688
7,198
36,131
36,320
100,000 83,612 NEW ZEALAND
Long
12,463
8,068
6,384
7,463
9,760
6,632
Short
6,806
8,669
7,181
7,211
7,370
6,435
Net
5,657
-601
-797
252
2,390
197
Aggregate $ million at Sep 20
Net long
$5,950
$2,527
$4,015
$7,132
$7,864
$4,444
Net short
-$16,593 -$24,473 -$24,489
-$22,785
-$19,838
-$20,795
Aggregated net positions
-$10,643 -$21,946 -$20,474
-$15,653
-$11,974
-$16,351

Aug 6

Jul 30

19,421
99,634
-80,213

18,216
100,351
-82,135

85,239
79,178
6,061

78,211
86,715
-8,504

22,097
68,130
-46,033

20,155
69,618
-49,463

8,756
9,081
-325

9,531
10,792
-1,261

22,629
33,065
-10,436

20,729
32,163
-11,434

16,566
93,345
-76,779

19,527
92,100
-72,573

62,230
30,105
32,125

61,049
36,161
24,888

4,595
6,134
-1,539

5,593
6,113
-520

$2,281
-$23,094
-$20,813

$974
-$24,862
-$23,888