BNPP FX Positioning Update – NZD shorts at extreme level

Short  NZD positioning is at an extreme level, suggesting there is scope  for  a  squeeze  higher  in  the  currency following  the  RBNZ  policy meeting.
Positioning  in  the  JPY is  its  largest  net  long  since  early  2012, suggesting room for further JPY weakness.
The  market  is  positioned  short  AUD,  but  the  short  position  is much smaller on the AUD than on the NZD, CAD and NOK.

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