IMM speculators' net long dollar position near one-year high

24 Apr, 2005

Currency speculators extended their net long dollar position on the International Monetary Market in the latest week to the largest level since May of last year, data released on Friday showed. Speculators' bets on the dollar against major world currencies grew to 32,634 contracts in the week ended Tuesday, April 19, from 22,840 contracts the previous week, according to data provided by the Commodity Futures Trading Commission. That was the largest net long dollar position since May 2004, when speculators were net long by 30,754 contracts.
Being "long" a currency is effectively a bet that it will strengthen, while "short" positions are bets a currency will weaken.
"This could be suggestive of another leg down for the dollar," said TJ Marta, senior currency strategist with RBC Capital Markets in New York.
A large long position often indicates a turnaround in the value of the underlying asset, in this case the dollar, is imminent. Extreme short positions often suggest an asset is oversold and is primed to rebound.
An increase in short yen positions contributed the most to the overall net long dollar position, Marta said. Speculators extended their net short yen position to a six-year high of 54,697 contracts from 44,196 contracts reported in the previous week.
"From a positioning perspective, if one assumes that the downtrend in the dollar remains intact, this would be a very bearish signal for the US dollar," he added.
In the spot market, the dollar has fallen to around 106 yen from 106.74 yen late Tuesday.

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