As suggested in the CFTC Commitments of Traders report in the week ended March 30, NET LENGTH of USD index futures added +343 contracts to 5 726. Speculative long positions gained +2 667 contracts while shorts added +2 324 contracts. Concerning European currencies, NET LENGTH in EUR futures slumped +19 583 contracts to 73 739. NET LENGTH of GBP futures increased +3 140 contract to 24 959.
On safe-haven currencies, NET LENGTH on CHF futures added +1 397 contracts to 4 269 while NET SHORT of JPY futures rose +5 956 contracts 59 481. Concerning commodity currencies, NET LENGTH for AUD futures more than doubled to 6 321 contracts. Separately, NZD futures’ NET LENGTH slipped -678 contracts to 4 046 during the week. Meanwhile, NET LENGTH for CAD futures increased +1 415 contracts to 6 518 contracts.
