NEW YORK, July 18 (Reuters) - Currency speculators more
than doubled their bets against the U.S. dollar in the latest
week, data from the Commodity Futures Trading Commission showed
on Friday.

The value of the U.S. dollar's net short position rose to
$20.01 billion in the week to July 15, from $7.85 billion the
previous week.

The aggregate U.S. dollar position is derived from the net
positions of International Monetary Market speculators in the
yen, euro, British pound, Swiss franc, Canadian and Australian
dollars.

JAPANESE YEN (Contracts of 12,500,000 yen)

7/15/08 week 7/08/08 week

Long 77,600 40,519

Short 27,495 35,194

Net 50,105 5,325

EURO (Contracts of 125,000 euros)

7/15/08 week 7/08/08 week

Long 85,052 81,210

Short 62,003 57,203

Net 23,049 24,007

POUND STERLING (Contracts of 62,500 pounds sterling)

7/15/08 week 7/08/08 week

Long 50,345 31,256

Short 43,922 39,554

Net 6,423 -8,298

SWISS FRANC (Contracts of 125,000 Swiss francs)

7/15/08 week 7/08/08 week

Long 32,874 18,085

Short 17,830 22,782

Net 15,044 -4,697

CANADIAN DOLLAR (Contracts of 100,000 Canadian dollars)

7/15/08 week 7/08/08 week

Long 39,972 30,183

Short 27,113 36,135

Net 12,859 -5,952

AUSTRALIAN DOLLAR (Contracts of 100,000 Aussie dollars)

7/15/08 week 7/08/08 week

Long 69,126 59,766

Short 13,058 10,460

Net 56,068 49,306

MEXICAN PESO (Contracts of 500,000 pesos)

7/15/08 week 7/08/08 week

Long 87,130 82,780

Short 14,789 10,590

Net 72,341 72,190

NEW ZEALAND DOLLAR (Contracts of 100,000 New Zealand
dollars)

7/15/08 week 7/08/08 week

Long 13,581 12,212

Short 8,254 10,071

Net 5,327 2,141
(Reporting by Gertrude Chavez-Dreyfuss; Editing by Gary
Crosse)