International Monetary Market Non-commercial Positions in Future Contracts

Eduardo Petazze
The following is a summary of speculative positions in the international money markets in late August 2013, according statistics from
the U.S. CFTC.
CFTC Non-Commercial Only Future
Contracts of
CFTC data
FX
USD
Aug 27
12,500,000 127,262 JAPANESE YEN
Long
23,396
Short
101,749
Net
-78,353
125,000 164,950 EURO
Long
113,592
Short
73,511
Net
40,081
62,500 96,669 POUND STERLING
Long
30,004
Short
68,230
Net
-38,226
125,000 134,207 SWISS FRANC
Long
11,596
Short
11,194
Net
402
100,000 94,751 CANADIAN DOLLAR
Long
35,375
Short
60,334
Net
-24,959
100,000 88,992 AUSTRALIAN DOLLAR
Long
14,662
Short
85,779
Net
-71,117
500,000 37,489 MEXICAN PESO
Long
41,776
Short
34,578
Net
7,198
100,000 77,262 NEW ZEALAND
Long
7,463
Short
7,211
Net
252
Aggregate $ million at Aug 30
Net long
$6,955
Net short
-$22,360
Aggregated net positions -$15,406

Contracts Position in the International Monetary Market

Non-Commercial Positions Report date
Aug 20
Aug 13
Aug 6
Jul 30
Jul 23
Jul 16

Jul 9

19,720
91,441
-71,721

17,375
91,837
-74,462

19,421
99,634
-80,213

18,216
100,351
-82,135

22,513
110,009
-87,496

20,220
105,982
-85,762

25,117
105,422
-80,305

113,092
76,346
36,746

89,984
73,927
16,057

85,239
79,178
6,061

78,211
86,715
-8,504

63,130
91,030
-27,900

53,228
90,393
-37,165

52,159
93,059
-40,900

26,947
66,469
-39,522

22,209
68,730
-46,521

22,097
68,130
-46,033

20,155
69,618
-49,463

19,135
68,788
-49,653

24,634
62,080
-37,446

31,311
65,570
-34,259

12,061
11,770
291

10,626
8,490
2,136

8,756
9,081
-325

9,531
10,792
-1,261

6,339
11,772
-5,433

10,754
15,723
-4,969

12,307
14,083
-1,776

26,559
36,103
-9,544

21,751
30,832
-9,081

22,629
33,065
-10,436

20,729
32,163
-11,434

22,262
39,020
-16,758

32,187
52,230
-20,043

37,260
61,089
-23,829

13,676
76,859
-63,183

12,625
75,346
-62,721

16,566
93,345
-76,779

19,527
92,100
-72,573

17,344
81,326
-63,982

19,222
89,908
-70,686

20,955
84,210
-63,255

61,235
25,104
36,131

66,899
30,579
36,320

62,230
30,105
32,125

61,049
36,161
24,888

55,501
35,702
19,799

40,809
29,443
11,366

31,282
23,247
8,035

9,760
7,370
2,390

6,632
6,435
197

4,595
6,134
-1,539

5,593
6,113
-520

4,517
6,363
-1,846

4,224
6,968
-2,744

5,390
6,398
-1,008

$7,639
-$19,475
-$11,836

$4,312
-$20,415
-$16,103

$2,204
-$22,642
-$20,438

$933
-$24,388
-$23,455

$742
-$28,690
-$27,948

$426
-$29,733
-$29,307

$301
-$28,481
-$28,180

The valuation of contracts has been made at the exchange rate of August 30, 2013
FX Rates of Friday
Aug 31, 12
Sep 14, 12
Sep 28, 12
Jan 4, 13
Feb 1, 13
Apr 12, 13
May 17, 13
Jun 21, 13
Jul 5, 13
Aug 2, 13
Aug 9, 13
Aug 16, 13
Aug 23, 13
Aug 30, 13
52-Friday Average
Std. Dev. 52-Fri. Avg
Last Friday Yr/Yr
Chg 52-week lower
chg from 52-week high

USD/JPY EUR/USD GBP/USD USD/CHF USD/CAD USD/AUD USD/MXN USD/NZD

78.3024
1.2605
1.5881
0.9526
0.9867
0.9676
13.2535
1.2447
78.2167
1.3141
1.6244
0.9251
0.9710
0.9470
12.7421
1.2063
77.9180
1.2856
1.6132
0.9400
0.9835
0.9627
12.8645
1.2060
87.3210
1.3185
1.6253
0.9179
0.9858
0.9521
12.7449
1.1993
91.7431
1.3611
1.5872
0.9088
0.9976
0.9605
12.6368
1.1816
98.9800
1.3094
1.5373
0.9290
1.0134
0.9521
12.0871
1.1666
102.9800
1.2818
1.5173
0.9731
1.0268
1.0270
12.3153
1.2373
97.4800
1.3113
1.5373
0.9354
1.0467
1.0880
13.4147
1.2965
100.9400
1.2831
1.4910
0.9624
1.0566
1.1025
13.0440
1.2968
99.0400
1.3268
1.5277
0.9293
1.0379
1.1235
12.6805
1.2783
96.2400
1.3338
1.5507
0.9221
1.0302
1.0885
12.6010
1.2441
97.6000
1.3321
1.5621
0.9269
1.0344
1.0878
12.8685
1.2318
98.5700
1.3392
1.5578
0.9207
1.0512
1.1064
12.9930
1.2791
98.2222
1.3196
1.5467
0.9314
1.0554
1.1237
13.3372
1.2943
91.0126
1.3081
1.5644
0.9355
1.0114
0.9991
12.7423
1.2226
9.19%
1.57%
2.59%
1.45%
2.27%
5.71%
2.41%
2.79%
-20.28%
4.69%
-2.61%
2.28%
-6.51% -13.89%
-0.63%
-3.83%
4.84%
4.69%
3.74%
4.48%
0.11%
0.00%
0.58%
0.20%
-20.67%
-3.05%
-4.84%
-2.43%
-8.00% -15.73%
-9.37%
-9.87%
2