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Speculators cut bullish bets on the US dollar for a fifth straight week, as net longs fell to their lowest since late October, according to Reuters calculations and data from the Commodity Futures Trading Commission released on Friday. The value of the dollar's net long position fell to $23.85 billion in the week ended Tuesday, January 26, from $25.03 billion in the previous week. This was the fourth straight week that net dollar longs came in below $30 billion.
This week, Japanese yen net longs totalled 50,026 contracts from 37,653 previously. This week's net longs in the yen were the largest since mid-February 2012. Speculators also reduced net shorts on the euro to the lowest since early November. This week net euro short contracts totalled 127,215 contracts, from 137,015 the previous week.
These days, the safe haven yen and low-yielding euro tend to struggle in times of increased risk appetite because these currencies are often used to fund investment in risky assets. Conversely, they rise when there is a retreat from those assets in periods of market stress similar to what the market has seen in the last month with the decline in oil prices and the volatility in the Chinese stock market. The Reuters calculation for the aggregate US dollar position is derived from net positions of International Monetary Market speculators in the yen, euro, sterling, Swiss franc and Canadian and Australian dollars.

Copyright Reuters, 2016

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