fx-positioning
by ddddyfmarket-sys
Generate a sell-side-style FX speculative positioning note from live CFTC data. Runs the bundled fx_positioning.py (fetches CFTC TFF Futures+Options Combined data for EUR, JPY, GBP, CHF, CAD, AUD, NZD, MXN, BRL, ZAR and DXY, computes Leveraged-Funds + Asset-Manager net positioning as % of open interest with 52W/13W percentiles and z-scores, WoW/MoM changes, a YTD distribution chart and a full-history chart), then writes a macro-PM-grade positioning note in the style of the JPM FX Positioning Monitor / Morgan Stanley G10 FX positioning reports. Use this skill whenever the user asks about FX positioning, CFTC / COT / TFF data, speculative or spec positioning, leveraged funds vs asset managers, who is long/short a currency, crowded or stretched or saturated FX positions, contrarian FX setups, positioning squeezes, the FX positioning monitor, or wants a positioning update / read / note on G10 or EM FX — even if they don't name the script or CFTC explicitly.