Hedge funds and other large traders made only small adjustments to their IMM currency futures positions during the week ending October 16. The data from the CFTC shows that the aggregate dollar short increased by USD 1.8 billion as a resumption of EURUSD buying which more than off-set small dollar buying againgst all the other IMM currencies.
Click here to read the full report: FX CFTC_102212
Ole Hansen,
SAXO BANK