CFTC Traders’ Bets on U.S. Dollar by Currency

The following table provides a comparison of currency wagers from the Commitments of Traders futures report for the week ended Oct. 4, according to the Chicago Mercantile Exchange.

Speculative net future positions, or bets that the U.S. dollar will rise or fall against various currencies are listed below:

================================================================================
                                Oct. 4  Sept. 27      Year                Weekly
                                  2011      2011       Ago                Change
================================================================================
Net Long Japanese Yen           43,462    42,322    49,206     Weaker US$ raised
Net Short Euro                 -82,697   -82,473    48,243   Stronger US$ raised
Net Long Australian Dollar      12,911     5,167    69,036     Weaker US$ raised
Net Short Swiss Franc           -1,109     2,424    22,599  Stronger US$ trimmed
Net Short Canadian Dollar      -15,682   -20,550    42,678  Stronger US$ trimmed
Net Short British Pound        -68,724   -64,010     9,403   Stronger US$ raised
Net Short Mexican Peso         -25,431   -20,626    85,764   Stronger US$ raised
Net Long New Zealand Dollar      5,566     9,591    16,334    Weaker US$ trimmed
Net Long Russian Ruble          12,763    11,959     4,954     Weaker US$ raised
================================================================================
                                Oct. 4      Week      Year
   
     Each Friday the CFTC publishes aggregate numbers for long
and short positions for speculators such as hedge funds and
institutional investors that buy or sell futures to protect
against price moves. Analysts and investors follow changes in
speculators’ positions because such transactions can reflect an
expectation of a change in prices.

To contact the reporter on this story: Stephen Rose in Washington at srose31@bloomberg.net

To contact the editor responsible for this story: Alex Tanzi at atanzi@bloomberg.net

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