EUR and GBP shorts increased – Deutsche Bank

Research Team at Deutsche Bank, lists down the commitments of traders report for the week ended on Tuesday, July 19, 2016.

Key Quotes

“Interest Rates: Speculators decreased their net positions in Treasury futures by $10.9 billion to $11.5 billion in ten-year Treasury equivalents. They reduced 28K and 22K contracts from their net longs in TU and TY, respectively, and also increased their net shorts by 207K and 25K contracts in Eurodollar and FV futures, respectively. However they reduced their net shorts by 8K contracts in WN futures.

 ED contracts decreased 207K to -514K

 TU contracts decreased 28K to 11K

 FV contracts decreased 25K to -149K

 TY contracts decreased 22K to 109K

 TN contracts unchanged at 11K

 US contracts decreased 12K to 92K

 WN contracts increased 8K to -70K

FX: Specs increased 12K and 14K contracts in their EUR and GBP net shorts, respectively, over the week. They also sold 8K contracts in JPY futures but added 17K contracts to their net longs in AUD futures.

Commodities: Specs sold 12K contracts in gold futures this week, but turned net long 2K contracts in cooper futures, buying 17K contracts. They also increased their net longs in silver by 7K contracts for the sixth week in a row. They reduced 5K contracts from their net longs in oil for the fourth straight week.

Equities: Specs increased 24K contracts from their net longs in Nasdaq mini futures and also bought 8K contracts in S&P e-mini futures.”