IMM euro speculators add net long position: CFTC

19 Sep, 2004

Speculators in IMM euro futures added a net long position in the week ended September 14, data from the Commodity Futures Trading Commission showed on Friday.
"Long" positions are effectively bets that a specific currency will rise, while "short" positions are de facto bets that a currency will fall.
The data from the CFTC'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 a decline in the currency going forward, especially if that position conflicts with the positioning of the more influential commercial players.
Speculators generally are trend followers seeking to pick a precise top or bottom in the market.
Euro futures speculators increased their net long position to 25,858 contracts from 18,032 the previous week. This was the highest net long position since July 20.
"I don't think the speculators would be happy with the recent price action in the euro," Sean Callow, currency strategist at IDEAglobal in New York, said of the euro zone single currency's trading in a narrow $1.21 to $1.24 range.
He noted that a long euro position is not justified, especially when the foreign exchange options market is telling speculators to square up, given that there is little price movement in the currency pair.
Canadian dollar futures speculators added to their net long position to 44,652 contracts from 41,303 the previous week. This was the highest net long stance since November 1996.
"I thought they might have trimmed during the week. I think this is just really bullish on the Canadian dollar and just heftily long," said Callow, adding that the extreme positioning spurred a sell-off in the currency on Friday after weaker-than-expected Canadian inflation numbers.
"Essentially, there were a lot of profits to be made on that trade," he says. Late on Friday, the US dollar rose 0.6 percent against Canadian to C$1.2973.

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