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Weekly COT Report: JPY Rally Puts Pressure On Bears

Published 06/05/2019, 05:46
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A summary of the weekly Commitment of Traders Report (COT) from CFTC to show market positioning among large speculators.

Large Speculative Positioning

  • Traders were their most bullish on USD since December 2015, at $34.9bn ($39.6bn net-long against G10 currencies
  • JPY traders extended their net-short exposure to their most bearish level since December 2018
  • AUD traders were their most bearish since November 2018
  • NZD traders increased their bearish exposure at their fastest pace since September 2018

JPY Large Speculative Positioning

Despite extending their net-short exposure, JPY futures have continued to rise which could catch a lot of traders off-guard. Most notably, Trump’s trade tweet has seen JPY rally today which piles extra pressure on the bear-camp. It’s also worth noting that the extended bearish positioning has been achieved on lower volumes, driven mostly by a reduction of gross longs. This also brings into question the ‘bearishness’ of the net positioning as this is not a move of confidence.

AUD Large Speculative Positioning

Bears added 10.3k new short bets last week, dragging net-short exposure to its most bearish level this year. We don’t think positioning is yet at a sentiment extreme, and prices have crashed lower today in response to renewed trade tensions. Tomorrow’s RBA meeting could have a large impact on positioning. If they do cut, there’s still plenty of longs to be closed out.

Large-Speculative Positioning

  • Gold traders shed -28,2k short contracts, yet bulls added just 584k contracts
  • Silver traders flipped to net-log after a 1-week hiatus net-short
  • Copper traders flipped to net-short
  • Platinum traders extended their net-long exposure to their most bullish level since March 2018

Gold Large Speculative Positioning

The increased net-long exposure last week was driven mostly by short covering, with -28.2k shorts closed (its largest short reduction since early December). With prices failing to break lower, we’re monitoring gold’s potential for a bullish wedge to develop.

WTI Large Speculative Positioning

Net-long exposure saw its largest weekly reduction since early February, ahead of further declines seen since last Tuesday. The move was driven by an increase of short bets (+16.9k contracts) and a reduction of longs (-6.4k contracts), which could point towards a deeper correction.

Disclaimer: The information and opinions in this report are for general information use only and are not intended as an offer or solicitation with respect to the purchase or sale of any currency or CFD contract. All opinions and information contained in this report are subject to change without notice. This report has been prepared without regard to the specific investment objectives, financial situation and needs of any particular recipient.

Any references to historical price movements or levels is informational based on our analysis and we do not represent or warrant that any such movements or levels are likely to reoccur in the future. While the information contained herein was obtained from sources believed to be reliable, the author does not guarantee its accuracy or completeness, nor does the author assume any liability for any direct, indirect or consequential loss that may result from the reliance by any person upon any such information or opinions.

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