Loonie comes alive
USDCAD is on the move. It languished on the sidelines for four days, locked in a tight 1.3280-1.3360 range, but that changed this morning.
Head of Commodity Strategy
Summary: The Commitment of Traders report for the week ending September 25 shows the dollar largely unchanged while yen selling offset GBP buying. In equities, traders increased short bets on the VIX.
Saxo Bank publishes two weekly Commitment of Traders reports (COT) covering leveraged fund positions in commodities, bonds and stock index futures. For IMM currency futures and the VIX, we use the broader measure called non-commercial.
To download your copy of the Commitment of Traders: Forex report for the week ending September 25, click here.
To download your copy of the Commitment of Traders: Financials report for the week ending September 25, click here.
Speculators maintained an unchanged dollar long against nine IMM currency futures. Buying of GBP and CAD was offset by a 33% jump in the JPY net-short to 84,719 lots, a six-month high.