Commitments of Traders: Weekly Update – Deutsche Bank

Discussion in 'Fundamental Analysis' started by FXStreet_Team, Dec 7, 2015.

  1. FXStreet_Team

    FXStreet_Team Well-Known Member Trader

    Oct 7, 2015
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    FXStreet (Delhi) – Research Team at Deutsche Bank, lists down the weekly commitment of traders report for the week ended on Tuesday, December 1, 2015:

    Key Quotes

    Interest Rates: Aggregate net speculative positions in Eurodollar and Treasury futures decreased by $2.5 billion to -$50.6 billion in ten-year cash equivalents. Speculators increased their net shorts in Eurodollar and FV futures by 33K and 27K contracts, respectively. They also decreased their net longs in TY futures by 20K contracts. However, specs pared their net shorts in ultra long futures by 10K contracts over the week.

    • ED contracts decreased 33K to -226K
    • TU contracts decreased 2K to -71K
    • FV contracts decreased 27K to -266K
    • TY contracts decreased 20K to 16K
    • US contracts decreased 4K to -26K
    • WN contracts increased 10K to -74K

    FX: Specs pared 10K and 4K contracts from their net shorts in AUD and GBP futures, respectively. However, specs added 7K contracts to their net shorts in EUR futures for the sixth straight week, taking their net shorts to 183K contracts, their highest since May.

    Commodities: Specs net longs in gold futures decreased by 7K contracts to 10K contracts, their lowest since at least April 2009. Specs also decreased their net longs in oil futures by 4K contracts over the week.

    Equities: Speculators decreased their net longs in Nikkei futures by 2K contracts but decreased their net shorts in S&P 500 e-mini by the same number of contracts over the week.”
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