Forex futures market speculator positions data from the CFTC Commitments of Traders report as of the close on March 1, 2016:
– EUR short 68K vs 47K short prior week
Whoever bought those 7,000 AUD futures contracts is feeling pretty good this weekend. What stands out about AUD is how quickly it’s gone from -60K to +16K. The market falls in love with yield quickly.