COT reports

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From Ralph Shell. Specs continued their aggressive short stance in the USD. The net long something else and short the USD was 332,394 contracts, and it would have been even higher, except for the big short position by specs in the yen. Specs were long a little more than 98k in both the C$ and the A$, but they were also net long the euro by a large 83.8k contracts. While some of the indicators show that the dollars slide might be due for a correction, as long as the money keeps flowing into the market, a contrary USD long will be costly.

(Authors note: Thanks for the prayers and wishes from many of you while I spent 25 days confined to a hospital bed recovering from pneumonia. My strength is slowly returning but I have yet to find my nerve to enter these volatile markets.)

US Dollar Index: The OI increased only modestly during the period. Large specs continue to dominate the trade in this small market, They remain short the DI but did reduce their net position as they bought 3,066 contracts. Small specs are modest longs in the DI.
Euro (EUR/USD):The increase in the OI by over 18k was due primarily to commercials increasing both their long and short positions, and by a 7.4k increase in spreading. This is assumed to be option activity. Large specs are good sized longs on a 3 to 1 ratio, and added a minor amount to their positions. Small specs are long and added a little over 4k contracts to both the long and the short side.
British Pound Sterling (GBP/USD):The specs added to their long positions in the pound, with the little guy active buying 4.3k and selling out 1.9k of their shorts. Both size specs are over a 2.5 ratio of longs to shorts. Commercials are about a 3 to 1 short in the pound.