IMM speculators decreased short bets on US dollar

08 Nov, 2009

Currency speculators decreased bets against the US dollar in the latest week to the lowest net short position in 11 weeks, according to Commodity Futures Trading Commission data released on Friday. The value of the dollar's net short position fell to $10.75 billion in the week ending November 3 from a $15.61 billion net short the prior week.
It was the lowest net short position against the US dollar since August 18, based on the data and Reuters calculation. The decrease in net short dollars was driven mainly by another sharp decline in bearish trades on sterling. The net short position on sterling fell to 18,905 contracts in the latest week from 31,431 contracts in the prior week. Net short sterling contracts had been at a record high just a few weeks ago, in the period ending October 13 at 65,346 contracts.
Sterling open interest, however, barely changed in the latest week, rising 1,501 contracts to 97,336 contracts. Other factors for the change in the net short dollar position included a fall in net euro long contracts, down to 22,191 contracts from 32,869 contracts in the prior week. Open interest declined by 3,541 contracts to 161,257 contracts.
Canadian dollar net long contracts also dropped, falling to 23,369 contracts from 35,455 contracts in the prior week. Open interest dropped 16,739 contracts to 82,896 contracts. The aggregate US dollar position, meanwhile, is derived from the net positions of International Monetary Market speculators in the yen, euro, British pound, Swiss franc, Canadian and Australian dollars.

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