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Day: July 14, 2014

Home2014July14 (Monday)

FX CFTC CoT sentiment data; Where will volatility come from next?

A quick note on the sentiment of traders coming from futures data from the CME reported by the CFTC. Traders are bearish EUR, JPY and CHF, with net positions of ‐$10bn, ‐$8bn and ‐$1bn, respectively and bullish GBP, AUD, MXN, NZD and CAD; with net positions of $4.5bn, $3.4bn, $2.7bn, $1.3bn and $1.0bn. However, Camilla Sutton, Chief FX strategist at …

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