IMM Commitment of Traders Reports - euro shorts extend; large yen cross positioning

IMM data shows euro shorts nudging out further, now some 1.7stdev, largest since 2015 that got 10% bigger at peak

GBP short's retreat - though remain - on it's recent policy and fiscal rank re-pricing

Positioning in classic risk off crosses quite extreme, NZD and AUD +2.7 and 2.5 stdev, versus -1.8stdev (long) for yen

Elsewhere, positioning a lot closer to neutral