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Speculators raise net long dollar bets in final week of 2016

Published 12/30/2016, 04:17 PM
Updated 12/30/2016, 04:20 PM
© Reuters.  Speculators raise net long dollar bets in final week of 2016
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By Dion Rabouin

(Reuters) - Speculators raised net long bets on the U.S. dollar to $24.17 billion this week, increasing their positions from $22.45 billion last week, according to data from the Commodity Futures Trading Commission and calculations by Reuters.

Net long bets on the dollar fell last week for the first time since October, but rebounded as currency speculators again took bullish positions on the future of the greenback in the last trading week of the year.

Analysts told Reuters they expect the dollar's strength to continue in 2017 with the greenback set to end this year up more than 3.5 percent against a basket of major currencies.

However, a good deal of uncertainty remained about what the incoming administration of President-elect Donald Trump will bring and how much dollar appreciation it will tolerate.

"Much depends on how the Trump presidency and the Chinese economy work out," said Marshall Gittler, chief market analyst for retail broker FX Primus. "In general, I expect the dollar to continue to gain."

Speculators also raised net short contracts on the Japanese yen <JPY=> for the ninth straight week to 87,009 contracts, the most since August 2015.

Net short contracts on the euro <EUR=> were reduced substantially, with speculators holding the lowest number of net shorts on the continental currency since July.

The Reuters calculation for the aggregate U.S. dollar position is derived from net positions of International Monetary speculators in the yen, euro, British pound, Swiss franc and Canadian and Australian dollars.

Japanese Yen (Contracts of 12,500,000 yen)

$9.265 billion

27 Dec 2016 Prior week

week

Long 40,565 64,200

Short 127,574 139,649

Net -87,009 -75,449

EURO (Contracts of 125,000 euros)

$9.071 billion

27 Dec 2016 Prior week

week

Long 123,281 117,460

Short 192,689 195,505

Net -69,408 -78,045

POUND STERLING (Contracts of 62,500 pounds sterling)

$4.379 billion

27 Dec 2016 Prior week

week

Long 50,062 44,152

Short 107,161 103,502

Net -57,099 -59,350

SWISS FRANC (Contracts of 125,000 Swiss francs)

$1.228 billion

27 Dec 2016 Prior week

week

Long 14,303 33,476

Short 24,394 26,366

Net -10,091 7,110

CANADIAN DOLLAR (Contracts of 100,000 Canadian dollars)

$0.118 billion

27 Dec 2016 Prior week

week

Long 36,597 22,246

Short 38,195 34,000

Net -1,598 -11,754

AUSTRALIAN DOLLAR (Contracts of 100,000 Aussie dollars)

$0.108 billion

27 Dec 2016 Prior week

week

Long 44,076 38,321

Short 45,586 34,380

Net -1,510 3,941

MEXICAN PESO (Contracts of 500,000 pesos)

$1.486 billion

27 Dec 2016 Prior week

week

Long 21,411 20,806

Short 83,068 87,487

Net -61,657 -66,681

NEW ZEALAND DOLLAR (Contracts of 100,000 New Zealand dollars)

$0.758 billion

27 Dec 2016 Prior week

week

Long 25,448 28,313

Short 36,449 35,266

Net -11,001 -6,953

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