Tag Archives: JPY
FX Quant Fund Positioning Data
The following are the latest weekly positions updates on Societe Generale’s FX Quant Fund which runs systematic currency strategies by SocGen’s quant analysts.
Weekly CFTC Trader Positioning Data
• Traders are active in the most liquid currencies; with the largest positions reported as shorts in EUR ($10bn) and JPY ($9bn) and the net long GBP ($5bn) and AUD positions ($3bn);
JPY Mid-day Analysis
After a month long sideways consolidation, the Yen has climbed out of the formation to the upside.
JPY Mid-day Analysis
While the bull camp might suggest that they hold a technical edge from the charts, up-trend channel supportis seen today at
JPY Mid-day Analysis
The tight coiling pattern in the Yen continues despites the latest stimulus salvo from the BOJ andaggressive moves by the Japanese government to increase tourism.
JPY Mid-day Analysis
The Yen is showing almost no reaction to overnight news of another BOJ stimulus move. Apparently themarkets wanted even more
Oil Price Risks In Major Currencies
The outlook for oil prices have moved on to investors driven by potential supply disruptions as tensions rise in Middle East.
JPY Mid-day Analysis
There would seem to be just enough flight to quality issues to provide the Yen with a bullish tilt.
Weekly Leveraged Funds Positioning Data
Net EUR position stayed relatively constant for the first time since the start of May when the ECB President hinted of a rate cut that materialised in the 5 June ECB meeting.
The Week Ahead in FX
In the coming week, the U.S. is to release data on consumer confidence, durable goods orders and home sales. Preliminary data on manufacturing activity from China and
FX Quant Fund Positioning Data
The Societe Generale FX Enhanced Risk Premia strategy has kept its pro-risk positioning over the week.
Weekly CFTC Trader Positioning Data
• Central banks and geopolitics appear to have driven this week’s shifts in sentiment, specifically investors’ reactions to the BoE Mansion House speech, developments in Iraq, and positioning ahead of Wednesday’s Fed.