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Speculators in IMM euro futures pared back a net long position during the trading week ending September 13, data released on Friday showed. Speculators cut the net long euro position to 7,585 contracts from 23,518 reported the week before.
Being "long" a currency is effectively a bet that it will strengthen, while "short" positions are bets that a currency will weaken.
"The paring back of euro net longs was not surprising at all given the market was repricing (in) a Fed hike for next week and that all the things that had hurt the dollar the prior week were working in its favour," said Richard Franulovich, senior currency strategist, Westpac Banking Corporation in New York.
"I am surprised that the (euro) positioning held up as well as it did and that the paring back was not more aggressive," he added.
The euro slipped to around $1.2263 on September 13 from $1.2459 a week earlier. "As it became clear that the effects of the Hurricane on the (US) economy were not going to match the worst expectations, oil came off its highs and yields rose. That was a dollar positive mix of forces," Franulovich said.
Overall, the net US dollar short position versus six major currencies was pared back to 38,994 contracts from 48,683, as the US dollar index drifted higher during the week.
The data from the Commodity Futures Trading Commission's Commitments of Traders report on speculative positioning are used by analysts as an indicator of future market direction.
For example, extreme net long speculative positions often signal an imminent decline in a currency, while extreme net short positions can signal a currency is poised to rebound.

Copyright Reuters, 2005

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