Commitment of trader’s weekly update – Deutsche Bank

By FXStreet FXStreet (Delhi) – Analysts at Deutsche Bank, offered the commitment of traders summary for week ended on 27 October 2015.

Key Quotes

“Interest Rates: Aggregate net speculative positions in Eurodollar and Treasury futures decreased by $3.6 billion to -$23.0 billion in ten-year cash equivalents. Speculators turned net long in TU futures, buying 26K contracts over the week. Specs pared 24K and 10K contracts from their net shorts in FV and WN futures, respectively. However, they sold 166K contracts in Eurodollar futures taking their net longs to 377K contracts, the lowest level in the last seven weeks. They also increased their net shorts in US futures by 17K contracts.
• ED contracts decreased 166K to 377K
• TU contracts increased 26K to 18K
• FV contracts increased 24K to -40K
• TY contracts increased 2K to -36K
• US contracts decreased 17K to -20K
• WN contracts increased 10K to -78K

FX: Specs increased their net shorts in EUR and JPY futures by 43K and 30K contracts, respectively. However, they reduced 8K contracts from their net shorts in CAD futures. They decreased 3K contracts from their net longs in GBP futures.

Commodities: Specs sold 15K contracts in oil futures for the second straight week, …read more

Source:: FX Street