Long vs Short
Long et short en % d’OI (catégorie focus)
Lecture CFTC
Asset Managers
Leveraged Funds
Flux 4 semaines
Lecture CFTC
Managed Money
Producer / Merchant
Flux 4 semaines
Lecture CFTC
Commercial
Non-Commercial
Flux 4 semaines
As-of mardi · close vendredi · source CFTC
Δ 4 semaines
Variation du net vs le rapport d’il y a 4 semaines
Cette semaine
| Catégorie | Long | Short | Spreading | Net | Δ Long | Δ Short | Δ Net | % OI long | % OI short |
|---|
Historique
Legacy : Non-Commercial / Commercial / Non-Reportable — historique depuis 1986.
FX · CME
What is the AUD/USD futures contract?
AUD/USD
Satellite of EUR/USD
A long means…
Exposure to a rise in the Australian dollar versus the US dollar — the same reading as spot AUD/USD.
What is this?
The Australian dollar is the G10 currency most tied to commodities: iron ore, coal, farm goods, largely exported to Asia and China. When global risk rises, or Chinese demand weakens, the AUD often falls against the dollar. The CME future reads like spot AUD/USD.
Importers, exporters and corporates hedge that rate; managers hedge an Australian portfolio or a global-risk exposure. At expiry, Australian dollars are delivered against US dollars. Most positions are closed or rolled beforehand.
Pitfalls
- Long = long AUD, not long USD.
- Not NZD (6N, 112741).
- Not an Australian equity index.
Univers LIX
Le positionnement n’est pas le risque
Le COT décrit qui est positionné. Le LIX décrit le niveau de risque de marché — 12 indicateurs, hors COT.
Données de l'année dernière — visiteur et compte gratuit.
