IMM speculators trim net long position of euro

09 Jan, 2005

Currency speculators in the Chicago futures market pared back their net euro long position in the week ended Jan. 4, data from the Commodity Futures Trading Commission showed on Friday. According to the CFTC data, euro futures speculators cut back net long position to 11,071 contracts in the latest week, compared to net longs of 16,814 contracts the previous week.
Overall, speculators reduced their net short position on the dollar against other currencies as well.
Long positions are de facto bets a specific currency will strengthen, while short positions are effectively bets it will weaken.
"There had been a paring back of short dollar positions pretty much across the board, but it's not enough, so to speak," said Richard Franulovich, senior currency strategist at WestPac Banking Corp in New York.
"I suspect given the weakness since Tuesday, the market is probably flat or a little bit short on the euro, right now as we speak," he said. "On balance, net exposure across the board is still short dollars."
The euro fell against the dollar, trading at $1.3049 late Friday in partly technical selling as the pair breached key chart levels on the downside. Losses in the euro versus the greenback also came in the wake of a US employment report that, while failing to meet some economists' expectations, did not alter the market's view that the Federal Reserve will continue raising interest rates in 2005.
Given this week's positions, traders expected the dollar to continue its rally since there were still a significant number of dollar short positions that needed to be covered.
Speculative accounts' positioning is sometimes used by analysts as an indicator of future market direction. For example, extreme net short positions often signal a rise in a currency going forward, since the build-up of positions reflects what has already happened, not the growing risk of a reversal when the market is heavily positioned one way. Speculators also reduced their net sterling long position to 12,523 contracts from 20,151 in the previous week.

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