CAD longs reduced, GBP shorts increased – Deutsche Bank

Research Team at Deutsche Bank, lists down the commitments of traders report for the week ended on Tuesday, August 2, 2016.

Key Quotes

“Interest Rates: Speculators decreased their net position in Treasury futures and Eurodollar by $18.0 billion to $26.5 billion in ten-year Treasury equivalents. They decreased their net longs in TY and US futures by 64K and 27K contracts, respectively. However they reduced their net shorts in Eurodollar by 25K contracts. Specs added 21K contracts in their net shorts in WN futures and turned net long in TU futures, buying 55K contracts over the week.

 ED contracts increased 25K to -466K

 TU contracts increased 55K to 48K

 FV contracts increased 11K to -190K

 TY contracts decreased 64K to 121K

 TN contracts decreased 8K to 9K

 US contracts decreased 27K to 71K

 WN contracts decreased 21K to -99K

FX: Specs bought 8K and 7K contracts in EUR and JPY futures, respectively. They also decreased their net longs by 5K contracts in CAD futures and added 2K contracts to their net shorts in GBP futures.

Commodities: Specs sold 33K and 6K contracts in corn and oil futures, respectively this week. They added 15K contracts to their net longs in gold, but decreased their net longs in silver and copper by 2K and 3K contracts, respectively.

Equities: Specs decreased their net longs in S&P e-mini and Nikkei futures by 51K and 3K contracts, respectively. However, they added 11K contracts to their net long in Nasdaq mini futures.”