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Speculators further chopped bullish bets on the US dollar for a fifth straight week, pushing net longs to their lowest in more than two years, 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 $2.15 billion in the week ended April 5, from $4.65 billion the previous week. Dollar net longs came in below $5 billion for a second consecutive week.
Last week, US dollar net longs were the smallest since mid-May of 2014. Net dollar positioning then turned net short in early May of the same year for four weeks. So far in 2016, the dollar has fallen 4.5 percent after gaining nearly 10 percent last year. The dollar was on track for its worst yearly performance since 2007. Federal Reserve Chair Janet Yellen's statement last week that the US central bank should proceed cautiously given persistent global risks to the US economy has been one of the main reasons for the dollar's recent sharp falls.
A poll of currency strategists released on Thursday showed that the US dollar rally that began in mid-2014 has nearly run its course. The greenback will only gain slightly over the coming year, according to the poll. In other currencies, euro net shorts continued to decline, to their lowest in more than a month this week. Net euro shorts fell to 53,487 contracts, from 63,811 the week before. Yen net longs, meanwhile, gained ground, rising to 60,073 contracts this week, their highest since early March. Last week, net yen longs totaled 54,387 contracts.
Investors have bought the yen against the dollar, increasingly believing that the Bank of Japan may not ease further given that current monetary tools seem unworkable, analysts said. The Reuters calculation for the aggregate US dollar position is derived from net positions of International Monetary speculators in the yen, euro, British pound, Swiss franc and Canadian and Australian dollars.

Copyright Reuters, 2016

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