匯翹出招 - 王冠一 2010年3月23日

匯翹出招 - 王冠一 2010年3月23日分享至 Facebook
IMM dollar bets go short for first time since Jan
作者是 管理員
21-03-2010 (週日)
NEW YORK, March 19 (Reuters) - Currency speculators are betting against the U.S. dollar for the first time since the week ended January 19, according to Commodity Futures Trading Commission data released on Friday.

The value of the dollar"s net short position was $121 million in the week ended March 16, going from a net long position of $3.99 billion in the week ended March 9, according to CFTC and Reuters data.

But at $121 million, bets for and against the dollar are
very close compared with historical extremes.
The Reuters calculation for the aggregate U.S. dollar position is derived from the net positions of International Monetary Market speculators in the yen, euro, British pound, Swiss franc, Canadian and Australian dollars.

The net short euro position fell to 46,341 contracts in the
latest week, compared with 74,551 net short contracts in the week of March 9.

To be short a currency is to bet it will decrease in value,
while being long a currency is a bet that its value will rise.

Euro open interest fell 79,702 contracts to 163,822 contracts.

Open interest is taken as a sign of the strength in a given
price movement, though not an indication of direction. Increasing open interest is said by analysts to illustrate strength behind the price movement, while a drop shows weakening price movement.

A rise in open interest also indicates that the security is
being actively traded, while a decline would show less activity.

The euro has struggled in recent weeks amid concern about Greece"s debt crisis, but while those fears have increased again of late, they had eased earlier in the week.

Net short sterling positions at 63,987 contracts remained elevated, but were only up marginally from the prior week. The recent peak on March 2 of 67,549 short contracts, was the highest on record.

Sterling open interest fell 27,011 contracts to 121,551 Contracts.

Sterling has been hurt by concerns about British public finances and a forthcoming parliamentary election that could end without any party winning a clear majority.

JAPANESE YEN (Contracts of 12,500,000 yen)
3/16/10 week 3/09/10 week
Long 41,278 51,919
Short 26,081 25,631
Net 15,197 26,288
EURO (Contracts of 125,000 euros)
3/16/10 week 3/09/10 week
Long 41,800 32,589
Short 88,141 107,140

Net -46,341 -74,551
POUND STERLING (Contracts of 62,500 pounds sterling)
3/16/10 week 3/09/10 week
Long 11,731 10,417
Short 75,718 73,890
Net -63,987 -63,473
SWISS FRANC (Contracts of 125,000 Swiss francs)
3/16/10 week 3/09/10 week
Long 8,977 10,727
Short 14,210 15,872
Net -5,233 -5,145
CANADIAN DOLLAR (Contracts of 100,000 Canadian dollars)
3/16/10 week 3/09/10 week
Long 80,982 71,350
Short 11,342 9,951
Net 69,640 61,399
AUSTRALIAN DOLLAR (Contracts of 100,000 Aussie dollars)
3/16/10 week 3/09/10 week
Long 73,747 69,885
Short 10,253 8,600
Net 63,494 61,285
NEW ZEALAND DOLLAR (Contracts of 100,000 New Zealand dollars)

3/16/10 week 3/09/10 week
Long 11,334 11,964
Short 8,525 8,717
Net 2,809 3,247

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