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Bearish bets on the Canadian dollar rose this week to the highest in five months, Commodity Futures Trading Commission data showed on Friday, as steady Bank of Canada policy an and oil price recovery failed to shake speculation against the currency. Net short Canadian dollar positions increased to 66,819 contracts in the week ended January 26 from 66,386 in the prior week. That is the most extreme net short position since August last year.
"Changing the speculative mindset is like turning an ocean liner," said Adam Button, currency analyst at ForexLive in Montreal. The currency has rebounded 5 percent from a 12-year low after the Bank of Canada surprised many traders last week and left its policy rate on hold at 0.50 percent. A rebound in crude oil prices of more than 25 percent from 12-year lows has been a major driver. The risk-sensitive commodity Canadian currency has also benefited from dovish tilts by the European Central Bank and the Federal Reserve, as well as a Bank of Japan rate cut into negative territory. "These (short) positions were built at much better levels," said Button. "The long-term speculative bets against the Canadian dollar can easily ride out a six-cent rebound."

Copyright Reuters, 2016

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