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Speculators bearish dollar bets hit highest since Feb. 2013: CFTC, Reuters

Published 05/06/2016, 05:30 PM
Updated 05/06/2016, 05:40 PM
© Reuters.  Speculators bearish dollar bets hit highest since Feb. 2013: CFTC, Reuters
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By Dion Rabouin

(Reuters) - Speculators increased bets against the U.S. dollar for the third straight week, taking the most net dollar short bets this week since Feb. 5, 2013, on expectations the U.S. Federal Reserve would hold off on raising interest rates further this year.

The value of the dollar's net short positions rose to $6.46 billion in the week ended May 3, from $4.19 billion in short contracts the previous week, according to Reuters calculations and data from the Commodity Futures Trading Commission released on Friday. Prior to the current three-week bearish turn, speculators had been long the dollar since May 2014.

The dollar recovered late in the week after hitting its lowest point since January 2015 against a basket of major currencies on Tuesday. The dollar index rose nearly 1 percent, recovering from last week's decline that was the largest since early February. For the year, the greenback is down nearly 5 percent.

Much of the dollar's weakness has been tied to reduced bets that the Fed would not tighten credit this year.

The Fed kept interest rates unchanged at its most recent policy meeting last week, and while it left the door open to a hike in June, its statement implied Fed officials were in no hurry to tighten credit after a rate hike in December.

U.S. data released since the meeting has been mixed with inflation indicators lagging. Fed funds futures rates show investors see less than a 10 percent chance that the U.S. central bank would raise rates in June and odds are close to 50-50 that it would not raise rates at all this year.

The reduced bets for dollar strength have helped the euro, as speculators' net short bets on the continental currency fell this week to their lowest since May 2014.

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.

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

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