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Risk sensitive currencies have been hit hardest, with the Australian dollar, the kiwi and Norwegian krone leading weekly falls.
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The Norwegian krone is nursing a 2.4% loss this week.
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The Norwegian krone, Australian dollar and the New Zealand dollar have all gained roughly 2 percent against the dollar in January.
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The Norwegian krone, which was slammed 2% lower as oil prices also slid, sat near a two-month low hit overnight.
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The Norwegian krone is nursing a 2.5% loss this week, while the Aussie is down 2.3%.
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The Mexican peso and the Norwegian krone fell against the U.S. dollar as the decline in crude prices hurt currencies from oil-producing countries.
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The fund is currently shorting the yen, dollar and franc against long positions in the Australian dollar, Norwegian krone and New Zealand dollar.
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The NFA will increase the minimum security deposit for Swedish krona and Norwegian krone transactions to 3 percent from 2 percent, the notice said.
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Minimum security deposits would be 5 percent for the Swiss franc, and 3 percent for the Swedish krona and the Norwegian krone, the regulator said.
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The company is floating 15-20 per cent of its share capital within a price range of 66 to 76 Norwegian krone (euro 8.2 to 9.5)
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The good news is that the Aussie dollar has risen by around 16 per cent against the Norwegian Krone in the last two years.