2012/12/03

IMM Currency Futures until 27 Nov 2012

Chart the IMM Currency Futures until 27 Nov 2012.


The transitions of the JPY positions.

Regression to the appreciation of the yen has been pointed out.

10-year Japanese government bond yield has be around 0.71%, the yield has declined in the recently.

In addition, FRB have a monetary easing possibility, BOJ easing become meaningless by it, and reaction of the end of Japan election has been pointed out.

JPY May be increased up to 83, but after that is said to be heading to 77 from 78 yen again.

The transitions of the EUR positions

Short positions have shrunk in the most recent.


The transitions of the GBP positions.


The transitions of the CHF positions.

Graphs from W1 2011 are here.

Thank you for reading.

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