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U.S. dollar net longs rise; euro shorts hit biggest since February 2020 -CFTC, Reuters data

Published 20/08/2022, 06:52 am
© Reuters. FILE PHOTO: U.S. one hundred dollar notes are seen in this picture illustration taken in Seoul February 7, 2011.   REUTERS/Lee Jae-Won
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By Gertrude Chavez-Dreyfuss

NEW YORK (Reuters) -Speculators' net long positioning on the U.S. dollar rose in the latest week, while net shorts on the euro increased, according to calculations by Reuters and U.S. Commodity Futures Trading Commission data released on Friday.

The value of the net long dollar position climbed to $13.37 billion in the week ended Aug. 16, from $12.97 billion the previous week, CFTC data showed. Net long dollar positions have increased for the first time in four weeks.

CFTC data further showed that euro net shorts jumped to 42,784 contracts, the largest since February 2020.

The Federal Reserve policy meeting in late July triggered a two-way flow in the dollar, even though the central bank raised policy rates by 75 basis points. Against the yen, the dollar on July 27 dropped to a three-week low, as the market viewed Fed Chair Jerome Powell's comments after the meeting as less hawkish.

Powell said based on the strength of employment, he did not believe the U.S. economy was in recession, and a recession was not necessarily required to tame super-heated inflation.

The minutes of the July meeting, however, suggested that the Fed will continue to raise interest rates at the next few meetings but the pace of the rate hikes will be data-dependent. The Fed minutes remained supportive for the dollar.

Since the Fed's July meeting, the dollar index has gained 1.8%. Against the yen, the dollar has slightly eased..

"Despite signs of a potential split emerging within the FOMC (Federal Open Market Committee) about how high rates should go and some visible cracks in the economy, a full-blown recession still seems some way off and policymakers' resolve to contain inflation is indisputable," wrote Raffi Boyadjian, lead investment analyst, at forex broker XM.

"This is why Treasury yields have been able to recover from their lows ploughed at the start of the month, giving the US dollar, which has been benefiting from renewed safety flows, an extra helping hand."

In the euro zone, Europe's single currency is on a downward trajectory, as the region faced an acute energy crisis and rising risks of recession. Since the beginning of the year, the euro has plunged nearly 12% versus the dollar. It was last down 0.5% at $1.0039.

In cryptocurrencies, bitcoin net shorts slid to 93 contracts, from net short bets of 230 a week ago. This week's net shorts were the smallest since late January. From late April to early July, speculators were net long bitcoin.

On Friday, bitcoin dropped to a three-week low of $21,156, it was last down 8.6% at $21,182.

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

$2.691 billion

16 Aug 2022 Prior week

week

Long 51,308 52,333

Short 80,199 77,365

Net -28,891 -25,032

EURO (Contracts of 125,000 euros)

$5.439 billion

16 Aug 2022 Prior week

week

Long 199,226 200,088

Short 242,010 234,624

Net -42,784 -34,536

POUND STERLING (Contracts of 62,500 pounds sterling)

$2.502 billion

16 Aug 2022 Prior week

week

Long 44,084 42,219

Short 77,193 76,687

Net -33,109 -34,468

SWISS FRANC (Contracts of 125,000 Swiss francs)

$0.671 billion

16 Aug 2022 Prior week

week

Long 7,773 8,635

Short 12,869 18,417

Net -5,096 -9,782

CANADIAN DOLLAR (Contracts of 100,000 Canadian dollars)

$-2.092 billion

16 Aug 2022 Prior week

week

Long 51,843 46,898

Short 24,976 25,675

Net 26,867 21,223

AUSTRALIAN DOLLAR (Contracts of 100,000 Aussie dollars)

$4.16 billion

16 Aug 2022 Prior week

week

Long 28,835 25,644

Short 88,083 83,232

Net -59,248 -57,588

MEXICAN PESO (Contracts of 500,000 pesos)

$0.537 billion

16 Aug 2022 Prior week

week

Long 108,642 95,572

Short 130,013 123,193

Net -21,371 -27,621

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

$-0.112 billion

16 Aug 2022 Prior week

week

Long 18,412 18,224

© Reuters. FILE PHOTO: U.S. one hundred dollar notes are seen in this picture illustration taken in Seoul February 7, 2011.   REUTERS/Lee Jae-Won

Short 16,643 18,500

Net 1,769 -276

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