CFTC: Speculative accounts flipped from a net euro long to a net euro short
position and added to their net yen short position as of July 2, according to
U.S. CFTC data released Monday afternoon (report was delayed from its usual
Friday release because of the July 4 holiday). The CFTC's COT report -
non-commercial, futures-only section, excluding options - showed speculators had
a net euro short position of -16,090 contracts as of last Tuesday. This compared
to the prior week's net euro long of +17,357 contracts and the net short of
-84,644 contracts, seen as per May 28, which was the largest net euro short
position since November. Speculative accounts had a net yen short of -70,736
contracts as per July 2, compared to the prior week's net short of -61,462
contracts and the net short of -99,769 contracts, seen May 28, which was the
largest net yen short position since July 2007. The euro closed near $1.2979 and
dollar-yen at Y100.63 July 2, which compared to closing levels Monday at $1.2873
and Y100.97.
US CFTC: COT FED FUND LG SPEC POS'N -4,411 TO -15,660 IN WK
US CFTC: COT EURODLR LG SPEC POS'N -73,358 TO 26,992 IN WK
US CFTC: COT 2Y LG SPEC POSITION +24,120 TO +14,308 IN WEEK
US CFTC: COT 5Y LG SPEC POSITION -8,678 TO +125,475 IN WEEK
US CFTC: COT 10Y LG SPEC POSITION +10,094 TO -22,917 IN WEEK
US CFTC: COT 30Y LG SPEC POSITION +9,295 TO -20,309 IN WEEK
US CFTC: COT ULTRA BOND SPEC POS'N +673 TO -12,278 IN WEEK
