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

Oct. 28 (Bloomberg) -- The following table provides a comparison of currency wagers from the Commitments of Traders futures report for the week ended Oct. 25, 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. 25   Oct. 18      Year                Weekly
                                  2011      2011       Ago                Change
Net Long Japanese Yen           54,279    26,907    43,129     Weaker US$ raised
Net Short Euro                 -76,512   -77,720    40,505  Stronger US$ trimmed
Net Long Australian Dollar      23,071    20,353    55,115     Weaker US$ raised
Net Short Swiss Franc           -1,203    -2,243    12,519  Stronger US$ trimmed
Net Short Canadian Dollar      -17,923   -24,795    19,875  Stronger US$ trimmed
Net Short British Pound        -50,147   -53,226     5,089  Stronger US$ trimmed
Net Short Mexican Peso         -27,055   -24,129    80,143   Stronger US$ raised
Net Long New Zealand Dollar      9,219     8,225    15,871     Weaker US$ raised
Net Long Russian Ruble          13,799    12,521     5,994     Weaker US$ raised
                               Oct. 25      Week      Year
                                  2011       Ago       Ago
Net Long U.S. Dollar Index      32,110    41,751     5,850
NOTE: Total speculative bets is an aggregate compiled by Bloomberg,
see: {.US$BETS <INDEX> GP <GO>}
Futures are agreements to buy or sell assets at a set price
and date. The figures reflect holdings in currency-futures
contracts at the Chicago Mercantile Exchange as of Tuesday.
     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.

SOURCE: Commitment of Traders Report  {CFTC <GO>}

To contact the reporter on this story: Mike Sebany in Washington at

To contact the editor responsible for this story: Alex Tanzi at

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