Reduction in net shorts of AUD and EUR futures – Deutsche Bank

Discussion in 'Fundamental Analysis' started by FXStreet_Team, Dec 15, 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 commitment of traders report for the week ended on Tuesday, December 8, 2015.

    Key Quotes

    Interest Rates: Aggregate net speculative positions in Eurodollar and Treasury futures decreased by $8.9 billion to -$59.5 billion in ten-year cash equivalents, the lowest since April 2014. Speculators increased their net shorts in TU futures by 44K contracts to 115K contracts, and turned net shorts in TY futures by 25K contracts, as they sold 40K contracts. They also sold 25K contracts in Eurodollar futures. However, specs decreased their short positions in classic bond futures by 5K contracts over the week.

    • ED contracts decreased 25K to -251K
    • TU contracts decreased 44K to -115K
    • FV contracts decreased 28K to -293K
    • TY contracts decreased 40K to -25K
    • US contracts increased 5K to -21K
    • WN contracts decreased 8K to -82K

    FX: Specs decreased their net shorts in AUD and EUR futures by 13K and 11K, respectively. Specs also pared 7K and 4K contracts from their net shorts in JPY and GBP futures, respectively. However, specs increased their net shorts in CAD futures by 1K contracts over the week.

    Commodities: Specs net longs in oil futures decreased by 11K contracts to 198K contracts, their lowest since December 2012. However, they increased their net longs in gold futures by 10K contracts for the first time in the last six weeks.

    Equities: Speculators decreased their net longs in Nasdaq mini and Nikkei futures by 3K and 2K contracts, respectively. However, they pared their net shorts in S&P 500 e-mini by 16K contracts over the week.”
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