As suggested in the CFTC Commitments of Traders report in the week ended December 21, NET LENGTH of USD index futures gained +3 874 contracts to 35 115. Speculative long positions rose +3 959 contracts but shorts added +85 contracts. NET SHORT of EUR futures dropped -1 717 contracts to 10 162 while that of GBP futures jumped +6 938 contracts to 57 686.
On safe-haven currencies, NET SHORT of CHF futures added +891 contracts to 9 227 while that of JPY futures dipped -1 237 contracts to 52 286. Concerning commodity currencies, NET SHORT of AUD futures rose +1 451 contracts to 80 354. NZD futures’ NET SHORT added +275 contracts to 6 136 during the week. NET SHORT of CAD futures decreased -3 251 contracts to 9 877.