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Got Gold Report: ICE commercial traders hugely short the greenback

Gene Arensberg
0 Comments| December 22, 2009

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ATLANTA – Of all the indicators we watch closely, the most interesting to us this past week has to be the positioning by the largest futures actors in the U.S. dollar index. Why?

Because as capital fled out of the euro and into other paper currencies due to perceived sovereign risk in the E.U. states of Greece, Portugal, Spain and Ireland, the most obvious beneficiary was the greenback. How ironic is it that wealth is fleeing the euro for the perceived “safety” of a currency issued by a government that is already $12 trillion in debt?

Other commentators have covered the euro/dollar subject well enough, so we don’t need to re-cover it here, but the interesting thing to us was that as the dollar index continued to scream higher this past reporting week, ICE commercial traders seemed delighted to take the short side of the wager – and in a very big way.

We will look into that more below, but first here’s this week’s closing table:

This Week’s Bottom Line Summary (in bold)

Although it is not clear that the current pullback/correction for gold has run its course, given some of the signs we see in this week’s data, we are uncomfortable continuing to hold inverse gold ETFs, even as a hedge. We believe the potential for an upside explosion outweighs the potential of further downside in the very near term. We detail why just below.

We maintain our neutral bias for gold for now, safely on the sidelines with the majority of our short-term ammunition. Our bias remains cautiously bullish for silver because it remains strongly undervalued relative to gold, but we have yet to see much in the way of improvement in the indicators we rely on the most. We did add to our short-term silver positioning this past week, albeit with tight new-trade trading stops until either the market proves our new silver long positioning correct or it shows it to be premature.

As for mining shares, given our short-term caution for gold we must therefore also be cautious for the larger gold mining companies short term. However, we noted that many of the smaller, less liquid and more speculative miners and explorers in our universe of about 90 Canadian and U.S. based resource related companies showed remarkable relative strength over the past week. If this “little guy” strength continues we will view that as a bullish sign.

Despite a significant pullback in both gold and silver, as expected, we note positive money flow into gold ETFs and no appreciable negative money flow from silver ETFs. That suggests that investors are buying this dip in gold and it suggests that buying and selling pressure for silver ETFs was more or less equal. (Details below.)

In a startling development, as the U.S. dollar index blasted much higher this week, ICE commercials nearly doubled their net short positioning in the greenback. That could be suggesting that the dollar rally is at risk of a near-term top or reversal. (See more below).

Well-financed mining shares answered gold’s weakness, but have yet to signal a distressing over-sell such as we saw last fall. Smaller, less liquid and more speculative miners and explorers outperformed their larger cousins. (Both discussed below.)

We see little in the way of “improvement” from the positioning of the largest of the largest hedgers and short sellers of futures on the COMEX. For all the details, don’t miss the Gold and Silver COT sections below.

In short, we remain cautious for gold very short term. With our short-term caution firmly in mind we reiterate our longer-term view that the world will most likely continue down a path of fiat currency debasement, weakening confidence in all fiat currencies, coupled with incessant official meddling and interference. We see the setup as long-term very bullish for gold metal and extraordinarily bullish for silver looking well ahead.

Absent another global systemic financial scare, we see nothing which promises to reverse the current flight of wealth out of paper and into real money. With central banks becoming net buyers of gold we should view harsh dips for the metal as buying opportunities – once convinced the corrective reaction is done.

Please note: Gold Newsletter (GNL) subscribers received this issue of the Got Gold Report Monday morning, December 21. GNL subscribers enjoy access to all Got Gold Reports, technical charts, analysis and information, as well as Brien Lundin’s timely and actionable analysis of specific resource related companies. For more information or to subscribe visit the Gold Newsletter home page.

Now, a closer look at a few of this week’s indicators:

Gold ETFs:SPDR Gold Shares (NYSE: GLD, Stock Forum), by far the largest gold exchange traded fund, reported a net increase of 10.367 tonnes for the week, back up to 1,126.61 tonnes of gold bars held by a custodian in London. As the gold pullback intensified GLD initially shed about 15 tonnes to 1,116.25 tonnes by December 8 with gold in the $1,140s. However, as gold continued to move lower, we now see dip buying indicated. GLD has been adding increasingly larger amounts of new metal over the past week as the gold price tested lower levels, toward $1,100 the ounce. (Three additions this week of 0.305, 3.963 and 6.097 tonnes respectively).

As of the Friday, December 18 close GLD’s metal holdings were worth US$40 billion.

Source for data SPDR Gold Shares.

iShares COMEX Gold Trust (NYSE: IAU, Stock Forum), reported no change to its metal holdings this week, showing 81.77 tonnes of gold held in COMEX warehouses.

All five of the gold ETFs sponsored by the World Gold Council (WGC) collectively recorded an increase of 9.26 tonnes of gold metal, to a combined 1,320.98 tonnes (42,470,894 ounces) worth about US$47 billion as of Friday’s close.

Following a modest reduction in metal holdings the prior two weeks, we must take note of more buying pressure than selling pressure in the world’s gold ETFs over the past week.

The authorized market participants for gold ETFs add gold (and increase the number of shares in the trading float) in response to more buying pressure than selling pressure and vice versa.

Silver ETFs: Metal holdings for iShares Silver Trust (NYSE: SLV, Stock Forum) remained steady this week at a record 9,514.35 tonnes of average 1,000-ounce allocated silver bar inventory for the week. As of the Friday close the largest ETF silver hoard in the world (held by SLV) was worth $5.3 billion. That’s about 13.2% of the value of the largest gold ETF.

Source for data, iShares Silver Trust.

For all of 2009 thus far SLV has added a net 2,721.36 tonnes of silver to its holdings, an increase of 40.1%. For comparison, spot silver ended 2008 in the $10.70s. It closed Friday in the $17.20s, a net increase of 59.9%.

Investors added shares of SLV the most in the months of January, February, June and November as shown in the graph just below. Those four months account for 2,302.27 tonnes, or 85%, of the 2,721.36 net tonnes of silver the trust has added so far in 2009.

Selling pressure was greater than buying pressure in only three months of 2009 (May, August and September), with the largest reduction being a relatively small 144.32 tonnes in September.

On average in 2009 SLV has added a net 226.8 tonnes or about 7.3 million ounces of new silver per month. Clearly investment demand for silver and for its most popular exchange traded fund overwhelmed selling pressure for 2009 once again.

Despite the overly harsh plunge of silver in late 2008 to an $8 handle, investment demand for the second most popular precious metal is absolutely and convincingly on the increase. Buying pressure has been the rule consistently, with few pauses, since SLV’s inception in April 2006, as shown by the additions of metal in the chart just below.

Like GLD, the authorized market participants for SLV add silver (and increase the number of shares in the trading float) in response to more buying pressure than selling pressure and vice versa.

Moving on, gold in U.S. dollar terms closed the week $2.67 (0.2%) below the previous Friday close, showing a last Friday print of $1,112.53 on the cash market. Despite one aborted rally attempt, gold turned in a lower high ($1,141.97 Thursday) and a lower weekly low ($1,095.33 the same volatile day!). High-low spreads tightened somewhat as shown in the closing table above. Despite material pressure on U.S. dollar gold because of the dollar’s strength against the euro, we have to note determined, even aggressive bidding for gold as it tested just under $1,100 the ounce on both Thursday and Friday. Interestingly, gold in euro terms actually advanced about 1.7% for the week, to €775.34. That suggests more of a currency move than a general gold exodus. Please see the gold charts linked below for more technical commentary.

Silver also showed a lower weekly high ($17.78 both Wednesday and Thursday) but actually turned in a slightly higher low ($17.06 Friday). See the closing table for comparison to last week. It might not be a huge difference, but in some respects silver proved to be a little stronger than its yellow cousin over the past week. The last trade Friday printed $17.25 on the cash market. That’s actually up nine cents, or 0.5%, versus gold’s 0.2% slide. Please see the silver charts linked below for more technical commentary.

ICE Commercials big short the buck

Something interesting is unfolding in the U.S. dollar index. The long-awaited counter-trend rally of the greenback got underway just after our last full report on December 1. Remember that the dollar index (DXY) ended that reporting week at 74.97. Since then the DXY has rallied and rallied strongly, advancing 278 basis points, or 3.7%. That was on the credit rating downgrade of E.U. member Greece and similar worries about Portugal, Spain and Ireland, which sent the euro plunging relative to the dollar. Please see the dollar index graph below in the charts section.

What is the interesting “something” that is unfolding as the short-covering rally in the buck is underway? Well, consider that just this week as the DXY added another 71 basis points COT reporting Tuesday to Tuesday, to 76.92, ICE commercial traders jumped all over the short side of the dollar index. That’s right, as the short-covering rally for the buck snapped up to threaten its 28-week moving average from below, these veteran currency pros were apparently more than willing to take the other side of new long contracts. The “ICECOMs” nearly doubled their collective net short positioning in the dollar index, adding a whopping 12,211 contracts net short. They reported a net short position of an eye opening 27,292 DXY contracts out of a total open interest of 51,271 contracts as of December 15 (LCNS:TO = 53%).

Some very savvy commentators have suggested that the political and economic trouble in Europe could continue to put material pressure on the euro and thus be supportive for the U.S. dollar for some time to come. We think it is important to note, then, that the current ascent of the buck is not due to material improvement in the fiscal or monetary conditions in the U.S., but rather due to substantial weakness in the second-largest member of the fiat currency leper colony (the euro).

Over the weekend, the majority “leadership” in the U.S. Congress pressed forward with healthcare legislation that no one has had time to read, much less understand the damage the bill will cause. It’s a given the bill will result in huge new taxes and much higher fees at a time when the country should be focused on recovering from a near brush with a global financial meltdown.

We think it’s a better than even bet that this proposed experiment with national healthcare control, if passed, will cause much more uncertainty and nervousness in the U.S. economy. No matter how many accounting tricks the bill pushers employ to “show” otherwise, such a monstrosity of bureaucracy cannot be other than yet another budget buster and therefore a dollar killer in the long run.

Of course that assumes that the dollar will continue to survive in its present form.

One thing is certain. On balance the American people do not appreciate politicians that attempt to ramrod legislation through in a big hurry, virtually in secret, without a full airing of all sides of the debate in the public domain. (Remember “Hillarycare”?) Especially legislation so far-reaching, so expensive and so complex that it takes thousands of pages just to write the bill … and before all but a few of the members of the Senate have even had a chance to read the damn thing.

The antagonism and disrespect our own Congress has shown toward our unit of currency over the past 40 years is simply appalling. We wonder how much longer the world will suffer U.S. fiscal arrogance. Thanks to Washington idiocy we are officially $12 trillion underwater. That’s over $200,000 for every person that actually pays income taxes in the U.S. There are few real options vote-conscious politicians will consider for reducing the public debt. The one option that is sure to be employed is to print oceans of new dollars in the future.

We think it ironic that wealth is fleeing the euro for U.S. dollars. Isn’t that like jumping out of the hot “Greece” directly into the U.S. fiscal fire? It is no wonder that central banks have now become net buyers of gold in the last half of 2009. Even they don’t trust government debt and fiat currencies anymore. The U.S. dollar index chart, with additional commentary, is below in the charts section.

The Gold/Silver Ratio (GSR) was more or less flat this week. As of Friday, December 18, the GSR showed 64.49 ounces to buy one ounce of gold metal. That is actually slightly lower than the previous Friday GSR of 64.99. A rising GSR is a bearish omen and vice versa. See the short-term GSR chart below in the charts section.

Larger, more liquid and well-financedmining shares have tracked lower with dollar gold, but haven’t yet taken a more meaningful plunge relative to the metal. In our last full report three weeks ago we noted the relative weakness of the miners as one of the reasons for caution. That report was just prior to gold’s $1226 turning high. While we are encouraged to see what we think is continued dip buying in the big miners and relative outperformance of the smaller gold companies mentioned just below, we remain cautious largely because of the Congressional guillotine hanging over all markets as we approach the thin liquidity period between now and the second week of January. Please see more in the HUI index and HUI/Gold ratiocharts below in the charts section.

Smaller, less liquid and more speculative miners and explorers such as those in the Canadian S&P/TSX Venture Index or CDNX actually edged slightly higher this last full week before Christmas. The CDNX closed Friday at 1,430.20, up 13.09 points or about 1% for the week. We will take encouragement wherever we can get it and for the past two weeks the CDNX actually outperformed both gold and the HUI suggesting perhaps a bit more confidence in the more speculative issues. Of course they really do have a lot of catching up to do.

On balance bargain hunting seems to be slightly stronger this December than the usual vicious tax loss selling we normally see this time of year. It is an entirely different world compared to the horrible carnage we all witnessed last year at this time. We think it is important to note that tax loss selling in Canada ends officially on December 24. Given that liquidity is also usually extremely scarce on Christmas Eve, that might be an excellent day for attempting cheapie “stink bids.” Please see the CDNX and CDNX/HUI ratio graphs below in the charts section.

Van Eck funds launched a new junior mining index ETF last month. Called the “Market Vectors Junior Gold Mining Index” the new trading vehicle trades under the symbol GDXJ. With a full month of trading now in the books, it’s looking like the new ETF has been well-received by the market so far. We like the fact that several of the new fund’s top holdings are primarily silver producers (CDE, SSRI and HL).

Initially trading volume was impressive, often above three million shares per day. As gold pulled back volume has moderated to between roughly 1.5 million to two million shares per day over the past week. That’s still pretty decent liquidity for a new ETF. We intend to watch how it reacts to both a falling and a rising gold market before commenting on it further or attempting to trade it, however.

Gold COT Changes: In the Tuesday 12/15 Commodities Futures Trading Commission (CFTC) commitments of traders report (COT) for gold metal the COMEX large commercial’s (LCs) collective combined net short positioning (LCNS) increased 4,605 contracts, or 1.5%, from 299,186 to 303,791 contracts net short Tuesday to Tuesday as U.S. dollar spot gold edged $4.06, or 0.4%, lower from $1,129.23 to $1,125.17 - while the total open interest saw a small decrease of 1,284 to 504,368 contracts open.

Gold versus the nominal commercial net short positions as of the COT cutoff:

Source for data CFTC for COT, cash market for gold.

The chart above looks at just the nominal amount of commercial net short positioning. The chart below compares the COMEX commercial net short position for gold with the total open interest (LCNS:TO). That gives us a better idea of how the largest hedgers and short sellers are positioned relative to the rest of the COMEX traders.

As measured against all COMEX open contracts, the relative commercial net short position remains extremely elevated, equal to 60.2% of all contracts open on the COMEX. That is in what we call the “danger zone.” Right or wrong, the largest hedgers and short sellers of gold futures have positioned for lower gold prices and seem confident in that positioning.

We hasten to add here that we have already witnessed several periods of extreme relative commercial net short positioning that were overrun by higher gold prices. The most recent event occurred with the September 22 COT report, which showed the LCNS:TO at a record 61.6% with gold then at $1,014.50.

Source for data CFTC for COT, cash market for gold.

An overly large commercial net short position, such as the one in place currently, is normally a warning, but ironically it is also the condition that seems to always be in play when gold advances into new record territory.

Silver COT: As silver fell 20 cents, or 1.1%, COT reporting Tuesday to Tuesday (to $17.40 on the cash market), the large commercial COMEX silver traders (LCs) decreased their collective net short positioning (LCNS) by a relatively large 3,914 contracts, or 6.3%, from 61,822 to 57,908 contracts of net short exposure. The total open interest FELL 4,212 contracts to 121,787 COMEX 5,000-ounce contracts open, after falling 5,900 contracts the week prior.

Silver versus the nominal commercial net short positions as of the COT cutoff:

Source for base data CFTC for LCNS, London Silver Fix for silver from LBMA until 2-26-08 then cash market

For context, the chart below compares the silver LCNS to the total number of open contracts on the COMEX, division of NYMEX (LCNS:TO). That gives us a better idea of how the commercials are positioned relative to all the COMEX traders. Since the November 24 COT report (three weeks ago) the collective commercial net short positioning on the COMEX has declined by 6,537 contracts (10.1%) while the open interest has declined by 14,375 contracts (10.6%). That was while the spot price of silver declined from the $18.50s to the $17.40s. Thus, there hasn’t been very much change in the relative commercial net short positioning, which came in at 47.6% this week.

Source for base data CFTC for LCNS, London Silver Fix for silver from LBMA until 2-26-08 then cash market

Harsh dips for silver, if any, should, repeat should, be well bid under the current circumstances. We will likely be one of the bidders once convinced this reaction lower is done. Over the past week we have added to our SLV positioning modestly, but with tight new-trade trading stops firmly in place.

We expect that silver will find support relatively soon. However, should silver break lower to retest its 28-week moving average from above and then show determined support or a reversal, our appetite for silver in all forms will increase materially.

General comments

We remain on the hunt for special situations and “vulture opportunities” via “stink bids” for obvious lack-of-liquidity, non-news-related, over-reaction sell-downs on the miners via our Vulture Bargain Hunter Method. Companies we believe have been sold down too far with longer-term high-percentage recovery possibilities, like the candidates Brien Lundin covers in his highly acclaimed Gold Newsletter.

One of the previously mentioned Vulture Bargain Hunter candidates has moved back to the lower edge of its consolidation triangle. That’s where we prefer to add them, so we will add some if it remains there a day or two after this missive is published. The stock is Atna Resources (TSX: T.ATN in Canada, ATNAF in the U.S.). Atna is on our list primarily due to its participation in the famous Pinson mine/deposit in Nevada and because their J.V. with Barrick is proceeding more or less to plan. Atna also has near-term production from its Briggs mine in California. It didn’t hurt our confidence any to see Anglo Pacific PLC, the U.K. mineral royalty company, adding large numbers of ATN shares over the summer. We believe we are seeing further accumulation of the shares into this current dip as well, but one never knows in advance. The link to our tracking graph is here.

Got Gold Report Charts

Below are few samples of the Got Gold Report (GGR) technical charts. Gold Newsletter subscribers enjoy access to all GGR charts and all the GGR reports, commentary and trading ideas.

Finally, this is the last Got Gold Report of 2009. We wish all our readers a happy holiday season and a safe and happy New Year. The coming year will no doubt be challenging, but just as certainly will offer us new and exciting opportunities if we are willing to look for them and carefully position for them.

That’s it from Atlanta this week. Until next time, good luck, good trading and as always, MIND YOUR STOPS. Got gold? Got silver?

The above contains opinion and commentary of the author. Each person should study the issues carefully and, as always, make their own informed decisions. Disclosure: The author and/or his family currently holds a net long position in SPDR Gold Shares, net long iShares Silver Trust, long Permian Basin Royalty Trust (PBT), long the following “Vulture Bargain Hunter Stocks” mentioned in this report or within the last six months: Timberline Resources (TLR), Paragon Minerals (PGR.V), Forum Uranium (FDC.V), Odyssey Resources (ODX.V), Radius Gold (RDU.V), Columbus Gold (CGT.V), Terraco Gold (TEN.V), Hathor Uranium (HAT.V), Gold Port Resources (GPO.V), Victoria Gold (VIT.V), Bravo Venture (BVG.V), Millrock Resources (MRO.V), Atna Resources (ATN.T), Riverstone Resources (RVS.V), Premium Exploration (PEM.V), long DZZ as a gold hedge (with a reasonably-thin stop) and currently holds various (approximately 10) other long and short positions in mining and exploration companies. The author receives no compensation from any company mentioned in this report. To contact Gene use LLCCMAN (at) AOL (dotcom).



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