september 12th cftc data

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 DerailedCapitalism.com Page 1 Date Long Short Net Long Short Net September 7, 2010 27,734 27,282 452 777 -4,439 5,216 August 31, 2010 26,957 31,721 -4,764 2,068 22,979 -20,911 August 24, 2010 24,889 8,742 16,147 -9,557 3,810 -13,367 August 17, 2010 34,446 4,932 29,514 -12,170 -505 -11,665 Contracts of 100,000CAD w/w change Date Long Short Net Long Short Net September 7, 2010 53,156 76,855 - 23,699 2,057 - 187 1,870 August 31, 2010 51,099 76,668 - 25,569 - 3,492 - 474 -3,966 August 24, 2010 54,591 76,194 - 21,603 - 6,733 - 243 -6,976 August 17, 2010 61,324 75,951 - 14,627 5,527 -16,423 - 10,896 Contracts of 125,000EUR w/w change September 12th: Commitment of Traders Report  -40,000 -20,000 0 20,000 40,000 60,000 80,000 100,000 Jan-08 Jul-08 Jan-09 Jul-09 Jan-10 Jul-10 CAD Net Position Net Long -150,000 -100,000 -50,000 0 50,000 100,000 150,000 200,000 Jan-08 Jul-08 Jan-09 Jul-09 Jan-10 Jul-10 EUR Net Position Net Long Short Foreigners Remain Optimistic on Canada CAD net position was in the positive this week, hitting 452 contracts. Long positions increased slightly from 26,957 to 27,734 while short interest decreased from 31,721 to 27,282. Expect net positions to increase with the BoC raising the discount rate and the jobs report coming in stronger than expected. The Euro is back in the forefront, with speculators remaining net short. Net longs increased from 51,099 to 53,156 while short interest increased from 76,668 to 76,855. Speculators remain bearish of the USD co ming into the midterm elections. Furthermore, the market is concerned with the expansion of the Federal Reserve balance sheet, large and growing federal fiscal budget deficits, socialist tax policies and further job losses. AUD long positions surged on positive economic news out of China. Long positions increased by 15,439 while short positions only increased by 2,281. This brings the net position to 56,966, an increase of 13,158. The Swiss Franc is coming close to parity with the USD, speculators are continuing to pile into the currency with net positions increasing by 2,346 to 16,627. As data points to further economic deterioration, speculators decreased net positions in both crude oil and the S&P 500. Retail investors continue to flow out of equities and into bonds, resulting in decreased long positions. Net gold positions increased once again to 239,697. This is the 5 th straight week that positions have increased. Further pressure against the USD is helping drive gold to new highs.

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Page 1: September 12th CFTC Data

8/8/2019 September 12th CFTC Data

http://slidepdf.com/reader/full/september-12th-cftc-data 1/3

 

DerailedCapitalism.com Page 1

Date Long Short Net Long Short Ne

September 7, 2010 27,734 27,282 452 777 -4,439

August 31, 2010 26,957 31,721 -4,764 2,068 22,979 -2

August 24, 2010 24,889 8,742 16,147 -9,557 3,810 -1

August 17, 2010 34,446 4,932 29,514 -12,170 -505 -1

Contracts of 100,000CAD w/w change

Date Long Short Net Long Short Net

September 7, 2010 53,156 76,855 -23,699 2,057 -187 1

August 31, 2010 51,099 76,668 -25,569 -3,492 -474 -3

August 24, 2010 54,591 76,194 -21,603 -6,733 -243 -6

August 17, 2010 61,324 75,951 -14,627 5,527 -16,423 -10

Contracts of 125,000EUR w/w change

September 12th: Commitment of Traders Report  

-40,000

-20,000

0

20,000

40,000

60,000

80,000

100,000

Jan-08 Jul-08 Jan-09 Jul-09 Jan-10 Jul-10

CAD Net Position Net Long

-150,000

-100,000

-50,000

0

50,000

100,000

150,000

200,000

Jan-08 Jul-08 Jan-09 Jul-09 Jan-10 Jul-10

EUR Net Position Net Long Shor

Foreigners Remain Optimistic on Canada

CAD net position was in the positive this week, hitting452 contracts. Long positions increased slightly from

26,957 to 27,734 while short interest decreased from

31,721 to 27,282. Expect net positions to increase with

the BoC raising the discount rate and the jobs report

coming in stronger than expected.

The Euro is back in the forefront, with speculators

remaining net short. Net longs increased from 51,099

to 53,156 while short interest increased from 76,668 to

76,855.

Speculators remain bearish of the USD coming into

the midterm elections. Furthermore, the market is

concerned with the expansion of the Federal Reserve

balance sheet, large and growing federal fiscal budget

deficits, socialist tax policies and further job losses.

AUD long positions surged on positive economic

news out of China. Long positions increased by 15,439

while short positions only increased by 2,281. This

brings the net position to 56,966, an increase of 

13,158.

The Swiss Franc is coming close to parity with the

USD, speculators are continuing to pile into the

currency with net positions increasing by 2,346 to

16,627.

As data points to further economic deterioration,

speculators decreased net positions in both crude oil

and the S&P 500. Retail investors continue to flow out

of equities and into bonds, resulting in decreased long

positions.

Net gold positions increased once again to 239,697.

This is the 5th

straight week that positions have

increased. Further pressure against the USD is helping

drive gold to new highs.

Page 2: September 12th CFTC Data

8/8/2019 September 12th CFTC Data

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DerailedCapitalism.com Page 2

-100,000

-50,000

0

50,000

100,000

150,000

200,000

250,000

300,000

350,000

400,000

Jan-08 Jul-08 Jan-09 Jul-09 Jan-10 Jul-10

JPY Net PositionNet Long

Short

Date Long Short Net Long Short Net

September 7, 2010 65,440 13,257 52,183 4,221 1,942 2,279

August 31, 2010 61,219 11,315 49,904 -1,867 -702 -1,165

August 24, 2010 63,086 12,017 51,069 341 -759 1,100

August 17, 2010 62,745 12,776 49,969 -2,569 -60 -2,509

Contracts of 100,000JPY w/w change

Date Long Short Net Long Short Net

September 7, 2010 21,363 37,431 -16,068 -1,689 -887

August 31, 2010 23,052 38,318 -15,266 -5,459 5,442 -10

August 24, 2010 28,511 32,876 -4,365 -2,956 -3,022

August 17, 2010 31,467 35,898 -4,431 -4,448 5,004 -9

Contracts of 62,500GBP w/w change

-40,000

-20,000

0

20,000

40,000

60,000

80,000

100,000

Jan-08 Jul-08 Jan-09 Jul-09 Jan-10 Jul-10

AUD Net PositionNet Long

Short

-30,000

-20,000

-10,000

0

10,000

20,000

30,000

40,000

Jan-08 Jul-08 Jan-09 Jul-09 Jan-10 Jul-10

CHF Net PositionNet Long

Short

Date Long Short Net Long Short Net

September 7, 2010 69,700 12,734 56,966 15,439 2,281 13,158

August 31, 2010 54,261 10,453 43,808 -4,201 -992 -3,209

August 24, 2010 58,462 11,445 47,017 -12,558 -1,878 -10,680

August 17, 2010 71,020 13,323 57,697 2,667 -660 3,327

Contracts of 100,000AUD w/w change

Date Long Short Net Long Short Net

September 7, 2010 25,464 8,837 16,627 4,279 1,933 2

August 31, 2010 21,185 6,904 14,281 450 37

August 24, 2010 20,735 6,867 13,868 2,694 576 2

August 17, 2010 18,041 6,291 11,750 1,266 417

Contracts of 125,000CHF w/w change

 

-100,000

-80,000

-60,000

-40,000

-20,000

0

20,000

40,000

60,000

80,000

100,000

Jan-08 Jul-08 Jan-09 Jul-09 Jan-10 Jul-10

GBP Net PositionNet Long

Short

Page 3: September 12th CFTC Data

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DerailedCapitalism.com Page 3

-100,000

-50,000

0

50,000

100,000

150,000

200,000

250,000

300,000

350,000

Jan-08 Jul-08 Jan-09 Jul-09 Jan-10 Jul-10

Crude Oil Net PositionNet Long

Short

100000

-50000

0

50000

100000

150000

Jan-08 Jul-08 Jan-09 Jul-09 Jan-10 Jul-10

S&P 500 Net PositionNet Long

Short

Date Long Short Net Long Short Ne

September 7, 2010 270,563 260,074 10,489 -3,677 -1,046 -2

August 31, 2010 274,240 261,120 13,120 14,235 28,438 -14

August 24, 2010 260,005 232,682 27,323 2,442 37,175 -34

August 17, 2010 257,563 195,507 62,056 3,021 1,301 1

Contracts of 1000 Barrels w/w change

Date Long Short Net Long Short N et

August 17, 2010 21262 49705 -28443 437 8592 -8155

August 10, 2010 20825 41113 -20288 594 4375 -3781

August 3, 2010 20231 36738 -16507 11 -4912 4923

July 27, 2010 20220 41650 -21430 1666 -7891 9557

Contracts of $250 w/w change

0

50000

100000

150000

200000

250000

300000

350000

Jan-08 Jul-08 Jan-09 Jul-09 Jan-10 Jul-10

Gold Net PositionNet Long

Short

Date Long Short Net Long Short Net

eptember 7, 2010 275,367 35,670 239,697 2,858 1,238 1,620

August 31, 2010 272,509 34,432 238,077 16,265 -621 16,886

August 24, 2010 256,244 35,053 221,191 15,290 -1,673 16,963

August 17, 2010 240,954 36,726 204,228 16,469 2,928 13,541

Contracts of 100oz w/w change