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🧮IMM Positioning: Dollar Net Long Pulls Back

**As seen in IMM Positioning Report 12/12/21, subscribe at

  • This week we saw a pullback in positioning with the largest moves recorded in the dollar which has been above its 1-standard deviation band at 62% of open interest, now at 58%

  • Next, we saw a reduction from net shorts in JPY which has moved from extend net short in the last couple of weeks, now at -31% of open interest

  • In the high-beta FX group we continue to see kiwi as the exception holding a net long positioning at 19.1% of open interest, down from the previous 22%. As of the first week of December, the AUD is the only currency to report positioning outside its 1-standard deviation bands (5-year history), the aussie holds a stretched net short at -39% of open interest.



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