Saturday 17 January 2015

COT data of Jan 13th 2015 - British Pound [BP], Dollar Index [DX]

British Pounds - Total o/i 178563, spreads 2543 (1.4%).  Closing price Jan 13th 1.5165
  Nett differences:  Commercials  +57827 (from +45197)  Large Specs -37140 (from -25570)
                              Small Specs -20687 (from -19627)   

  Proportions:
 Commercials (50.7% of total o/i) - 
  67.2% of Longs (from 65.2%), 34.3% of Shorts (vs 36.7%), balance plus 32.9 (vs plus 28.5)

 Large Specs (34.4% of total) - 
  23.8% of Longs (from 24.7%), 44.9% of Shorts (vs 40.8%), balance minus 21.1 (vs minus 16.1)   

  Small Specs (14.9% of total) - 
  9.0% of Longs (from 10.1%), 20.8% of Shorts (vs 22.5%), balance minus 11.8 (vs minus 12.4) 
 
With Commercials still going longer, while Small Specs hold only a small long position, conditions (surprisingly) appear to favour up rather than down for the Pound.
 
Dollar Index: Total o/i 127504, spreads 1601 (1.3%). Closing price Jan 13th 92.46

Nett differences:  Commercials -87321 (from -85162)  Large Specs +71960 (from +69786)
                              Small Specs +15361 (from +15376)

Proportions -

Commercials (45.8% of total o/i) - 11.1% of Longs (from 8.3%), 80.4% of Shorts (vs 76.6%), balance minus 69.3 (vs minus 68.3)

Large Specs (46.6% of total) - 75.2% of Longs (from 77.9%), 18.1% of Shorts (vs 21.9%), balance plus 57.1 (vs plus 56.0) 
 Small Specs (7.6% of total) - 13.7% of Longs (from 13.8%), 1.5% of Shorts (vs 1.5%), balance plus
 12.2 (vs plus 12.3) 


No significant change from previously - Large Specs continue to make money, although their overall commitment is lessening ...

No comments:

Post a Comment