Flash: Latest IMM net positioning - Rabobank

FXstreet.com (Barcelona) - IMM Net Positioning as at 22 October 2013 was published last Friday, and below one can find the highlights, courtesy of Jane Foley, Currency Strategist at Rabobank.

Key Quotes

"At the start of the US government shutdown long EUR positions rose to their strongest since May 2011. After a modest dip in mid-October positions then rose even further. It is probably that talk of an ECB rate cut has since exerted some downside influence."

"At the start of last month, net USD positions dropped briefly into negative territory reflecting the consensus view that Fed tapering of QE would be delayed. Positions have since recovered modestly but the USD has remained under pressure."

"JPY net shorts remain off the highs reached in late September. However, the support garnered from safe haven interest last month has waned."

"In late September sterling positions clambered back into positive territory for the first time since February. In recent weeks longs have increased moderately reflecting the strengthening UK economic backdrop."

"Having consolidated around the zero level during the summer, since late September net CHF positions have being growing a more convincing long position."

"CAD shorts dropped mid-Oct and clawed back some ground the following week. The BoC last month dampened talk of a 2014 rate hike. AUD shorts have lessened markedly since early Sep."

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