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Currency speculators increased bets against the Japanese yen in the latest week to their highest in nearly five years, according to data from the Commodity Futures Trading Commission released on Friday. Yen net shorts surged to -42,380 contracts, their largest short bet since May 2007, compared to last week's net short position of -19,358.
Bearishness in the yen has persisted the last couple of weeks, driven by the widening interest rate differential between Japanese and US fixed-income debt in favour of US bonds. As a result, the yen has struggled versus the dollar, dropping nearly 8 percent so far this year.
Sterling short positions also increased to the largest since early December at -41,848 contracts. Net shorts were -37,099 the week before. To be short a currency is to bet it will decline in value, while being long is a view its value will rise. Meanwhile, the value of the dollar's net long position edged lower to $19.0 billion in the latest week from $19.27 billion previously. The Reuters calculation for the aggregate US dollar position is derived from net positions of International Monetary Market speculators in the yen, euro, British pound, Swiss franc, Canadian and Australian dollars.

Copyright Reuters, 2012

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