CoT report: EUR short down, gold longs up – Deutsche Bank

Discussion in 'Fundamental Analysis' started by FXStreet_Team, Feb 8, 2016.

  1. FXStreet_Team

    FXStreet_Team Well-Known Member Trader

    Oct 7, 2015
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    Research Team at Deutsche Bank, lists down the commitments of traders report for the week ended on Tuesday, February 2, 2016.

    Key Quotes

    "Interest Rates: Aggregate net speculative positions in Eurodollar and Treasury futures decreased by $3.8 billion to -$50.3 billion in ten year equivalents. Speculators increased their net shorts in FV futures by 56K contracts to 303K contracts, their most negative level since at least April 2009. Specs also pared their net longs in TY futures by 39K contracts. However, they decreased their net shorts in TU futures by 57K contracts to 63K contracts over the week. Specs net shorts in Eurodollar futures increased by 77K contracts to 251K contracts for the first time in the last four weeks.

    • ED contracts decreased 77K to -251K
    • TU contracts increased 57K to -63K
    • FV contracts decreased 56K to -303K
    • TY contracts decreased 39K to 6K
    • US contracts increased 7K to 11K
    • WN contracts increased 2K to -86K

    FX: Speculators pared their net shorts in EUR futures by 40K contracts to 87K contracts for the fourth straight week. Specs also decreased their net shorts in CAD and AUD futures by 14K and 7K contracts, respectively. However, specs decreased their net longs in JPY futures by 13K contracts to 37K contracts for the first time in the last six weeks.

    Commodities: Speculators increased their net longs in gold futures by 14K contracts to 73K contracts, but pared their net longs in oil futures by 9K contracts to 197K contracts over the week.

    Equities: Specs net shorts in S&P 500 e-mini futures increased by 94K contracts to 226K contracts. Specs also pared their net longs in Nasdaq mini futures by 9K contracts to 22K contracts over the week.”
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