BofA sees trend followers long on EUR, GBP, MXN; short on Oil

Published 02/06/2025, 10:26
© Reuters.

Investing.com -- Trend followers continue to hold bearish views on the currency, particularly against the Euro (EUR), British Pound (GBP), and Mexican Peso (MXN), according to BofA’s model.

These positions are notably overstretched. Despite the dollar’s gain, which made the USD trend marginally less negative, the stop-loss triggers for GBP and MXN have edged closer due to the dollar’s strength, while the EUR trigger has moved slightly further away as the position size decreased.

BofA suggests that the unwinding of these positions may occur gradually, with the most rapid USD buying potentially coming from short-term EUR trend followers. Additionally, reductions in long positions for the Japanese Yen (JPY) and Canadian Dollar (CAD) are expected next week.

In the commodities sector, trend followers remain long on Gold and short on Oil, though their respective trends seem to be waning. This past week, short positions in Oil would have been beneficial for returns, whereas long positions in Gold would have seen declines.

The model anticipates a possible reduction in both positions in the near future as trends diminish, especially in short-term views. Furthermore, while long positions in Soybean Oil and short positions in Soybean Meal persist, there is a significant risk of unwinding the long Soybean Oil positions.

Turning to equities, the US market trends, particularly in the S&P 500 and NASDAQ-100, are on the rise, prompting some short to medium-term trend followers to establish long positions. BofA expects Commodity Trading Advisors (CTAs) who are already long in these indices to expand their positions, barring a bearish trajectory in the next week.

Conversely, remaining shorts from longer-term trend followers may continue to decrease. While the Russell 2000 trends could still be negative, the Nikkei 225 may see an increase in long positions next week.

In the realm of fixed income, CTAs might be increasing their short positions in US Treasury futures. They are currently positioned short in Bund futures while maintaining long positions in Korea and China bond futures.

This article was generated with the support of AI and reviewed by an editor. For more information see our T&C.

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