Monday, March 9, 2009

The latest IMM speculative positioning data

The latest IMM speculative positioning data show cumulative net USD longs at their highest since mid November, notes Rabobank. Breaking the numbers down the bank says euro shorts were at 3-month highs ahead of last week's ECB rate cut, JPY longs were parred for a fourth-straight week to levels seen last September. Sterling shorts were pared for the sixth-straight week ahead of the latest BOE rate cut while net CHF shorts made 3-month highs despite EUR/CHF's fall to 5 month lows.

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