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Dollar net shorts hit highest in over 3 years: CFTC, Reuters

Published 04/29/2016, 04:25 PM
Updated 04/29/2016, 04:30 PM
© Reuters. U.S. dollar bank notes are seen in a bank in Budapest
EUR/USD
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AUD/USD
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BNPP
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(Reuters) - Speculators' bearish bets on the U.S. dollar hit their largest since February 2013, boosted by expectations that the Federal Reserve will take its time in raising interest rates this year, according to Reuters calculations and data from the Commodity Futures Trading Commission released on Friday.

The value of the dollar's net short position rose to $4.19 billion in the week ended April 26, from short contracts valued at $1.85 billion in the previous week. Speculators were short the dollar for a second straight week.

So far in 2016, the dollar has fallen 5.7 percent after gaining more than 9 percent last year. The dollar was on track for its worst yearly performance since 2007.

The culprit has been a generally dovish Fed that has been proceeding with caution on raising interest rates given persistent global risks to the U.S. economy.

The U.S. central bank held interest rates unchanged on Wednesday and while it left the door open to a hike in June, its statement implied it was in no hurry to follow on from its December rate hike.

"The U.S. dollar has remained under pressure in the aftermath of the FOMC decision, with a rising inflation expectations and falling U.S. nominal yields depressing U.S. real rates," wrote BNP Paribas (PA:BNPP) in a research note.

"We expect this process to continue in the week ahead, with softer readings on Monday's manufacturing and Friday's (U.S.) jobs report likely to bolster Fed concerns about slowing U.S. activity."

In other currencies, euro net shorts continued to decline, to their lowest in nearly two years. Net euro shorts fell to 39,667 contracts, from 46,917 short contracts the week before.

BNP Paribas expects an improving outlook for the euro against the dollar.

"We remain long this pair (EUR/USD), targeting a move up to $1.16," the French bank said.

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

April 26, 2016 Prior week

week

Long 97,470 105,710

Short 30,972 33,840

Net 66,498 71,870

EURO (Contracts of 125,000 euros)

April 26, 2016 Prior week

week

Long 99,072 101,211

Short 138,739 148,128

Net -39,667 -46,917

POUND STERLING (Contracts of 62,500 pounds sterling)

April 26, 2016 Prior week

week

Long 40,431 32,765

Short 89,100 87,917

Net -48,669 -55,152

SWISS FRANC (Contracts of 125,000 Swiss francs)

April 26, 2016 Prior week

week

Long 23,990 19,859

Short 14,725 10,449

Net 9,265 9,410

CANADIAN DOLLAR (Contracts of 100,000 Canadian dollars)

April 26, 2016 Prior week

week

Long 37,104 32,473

Short 25,105 25,165

Net 11,999 7,308

AUSTRALIAN DOLLAR (Contracts of 100,000 Aussie dollars)

April 26, 2016 Prior week

week

Long 109,932 97,472

Short 50,392 53,366

Net 59,540 44,106

MEXICAN PESO (Contracts of 500,000 pesos)

April 26, 2016 Prior week

week

Long 34,602 43,925

Short 53,917 58,334

Net -19,315 -14,409

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

April 26, 2016 Prior week

week

Long 24,459 22,674

Short 17,075 17,323

© Reuters. U.S. dollar bank notes are seen in a bank in Budapest

Net 7,384 5,351

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