EURO FX/JAPANESE YEN XRATE COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +2,024 contracts in EURO FX/JAPANESE YEN XRATE, positions as of Tue 20 Oct 2026.
Data as of Positions as of Tue 20 Oct 2026; published Fri 23 Oct 2026
Positions as of Tue 20 Oct 2026 - published Fri 23 Oct 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
399741
Contract unit
Contracts Of Eur 125,000
Open interest, contracts
19,857
Change in open interest, contracts
+21
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
2,631
1,717
81
+914
13.2
8.6
4.6
Asset Manager/Institutional
6,208
12,360
843
-6,152
31.3
62.2
-31.0
Leveraged Funds
2,024
0
0
+2,024
10.2
0.0
10.2
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
11,787
15,001
-
-3,214
59.4
75.5
-16.2
Nonreportable
8,070
4,856
-
+3,214
40.6
24.5
16.2
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
+2,024
Week change
+363
4-week change
+1,375
13-week change
+753
Net as % of open interest
10.2%
Percentile, 1 year (52 weeks)
79
Percentile, 3 years (156 weeks)
68
Z-score, 52 weeks
0.69
COT Index, 3 years
46
52-week high of net
+3,451
52-week low of net
-809
Traders and concentration
Category
Traders long
Traders short
Asset Manager/Institutional
6
11
Leveraged Funds
-
0
Other Reportables
0
0
Total reportable
17
16
Largest 4 traders, gross long
42.4%
Largest 4 traders, gross short
39.0%
Largest 8 traders, gross long
54.6%
Largest 8 traders, gross short
59.4%
Largest 4 traders, net long
40.4%
Largest 4 traders, net short
38.1%
Largest 8 traders, net long
52.5%
Largest 8 traders, net short
57.5%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
2,631
1,717
81
+914
13.2
8.6
4.6
Asset Manager/Institutional
6,208
12,360
843
-6,152
31.3
62.2
-31.0
Leveraged Funds
2,024
0
0
+2,024
10.2
0.0
10.2
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
11,787
15,001
-
-3,214
59.4
75.5
-16.2
Nonreportable
8,071
4,857
-
+3,214
40.6
24.5
16.2
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Recent reports, net by category
Report date
Open interest
Dealer/Intermediary
Asset Manager/Institutional
Leveraged Funds
Other Reportables
Total reportable
Nonreportable
Tue 20 Oct 2026
19,857
+914
-6,152
+2,024
+0
-3,214
+3,214
Tue 13 Oct 2026
19,836
+850
-6,052
+1,661
+0
-3,541
+3,541
Tue 6 Oct 2026
17,367
-1,718
-4,342
+1,597
+0
-4,463
+4,463
Tue 22 Sep 2026
18,263
-2,655
-2,036
+0
+0
-4,691
+4,691
Tue 15 Sep 2026
20,725
-2,929
-2,198
+649
+0
-4,478
+4,478
Tue 8 Sep 2026
23,252
-4,097
-1,059
-809
+0
-5,965
+5,965
Tue 1 Sep 2026
22,410
-4,546
-2,039
+69
+0
-6,516
+6,516
Tue 25 Aug 2026
22,261
-4,558
-1,565
-259
+0
-6,382
+6,382
Tue 18 Aug 2026
21,477
-4,550
-2,058
+324
+0
-6,284
+6,284
Tue 11 Aug 2026
21,455
-4,631
-2,254
+582
+0
-6,303
+6,303
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Traders in Financial Futures report, futures only unless stated. Positions as of Tue 20 Oct 2026, published Fri 23 Oct 2026.