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5 May 2015
CFTC: Specs decrease net shorts in most currencies – DB
FXStreet (Barcelona) - Analysts at Deutsche Bank comment on the Commitments of Traders report for rates, FX, commodities and equities for the week ending April 28, 2015.
Key Quotes
“Interest Rates: Overall net speculative short positions in Eurodollar and treasury futures decreased by $3.3 billion to $0.3 billion in ten-year cash equivalents. Specs net shorts in TY futures decreased by 55K contracts. However, specs net longs in Eurodollar futures declined by 55K contracts over the week.”
“FX: Specs decreased net short positions in most of the currency futures, as they bought 17K and 9K contracts in EUR and JPY, respectively. However, specs added 5K contract in GBP net shorts.”
“Commodities: Specs net longs in oil futures declined by 8K contracts to 315K contracts. Specs net shorts in copper futures sold over 4K contracts over the week.”
“Equities: Specs increased Nasdaq mini net longs by 18K contracts to 88K contracts, the highest level since March 2014. Speculators also bought 14K contracts in S&P 500 e-mini net shorts, but pared 1K contracts in Nikkei net longs”
Key Quotes
“Interest Rates: Overall net speculative short positions in Eurodollar and treasury futures decreased by $3.3 billion to $0.3 billion in ten-year cash equivalents. Specs net shorts in TY futures decreased by 55K contracts. However, specs net longs in Eurodollar futures declined by 55K contracts over the week.”
“FX: Specs decreased net short positions in most of the currency futures, as they bought 17K and 9K contracts in EUR and JPY, respectively. However, specs added 5K contract in GBP net shorts.”
“Commodities: Specs net longs in oil futures declined by 8K contracts to 315K contracts. Specs net shorts in copper futures sold over 4K contracts over the week.”
“Equities: Specs increased Nasdaq mini net longs by 18K contracts to 88K contracts, the highest level since March 2014. Speculators also bought 14K contracts in S&P 500 e-mini net shorts, but pared 1K contracts in Nikkei net longs”