JAPANESE YEN COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -22,890 contracts in JAPANESE YEN, 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
097741
Contract unit
Contracts Of Jpy 12,500,000
Open interest, contracts
379,141
Change in open interest, contracts
+5,639
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
52,370
151,660
3,162
-99,290
13.8
40.0
-26.2
Asset Manager/Institutional
151,477
72,374
8,209
+79,103
40.0
19.1
20.9
Leveraged Funds
69,351
92,241
13,271
-22,890
18.3
24.3
-6.0
Other Reportables
44,286
2,418
2,360
+41,868
11.7
0.6
11.0
Total reportable
344,486
345,695
-
-1,209
90.9
91.2
-0.3
Nonreportable
34,655
33,446
-
+1,209
9.1
8.8
0.3
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-22,890
Week change
+10,783
4-week change
-30,313
13-week change
+73,295
Net as % of open interest
-6.0%
Percentile, 1 year (52 weeks)
94
Percentile, 3 years (156 weeks)
74
Z-score, 52 weeks
1.43
COT Index, 3 years
60
52-week high of net
+23,170
52-week low of net
-115,400
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
9
14
Asset Manager/Institutional
27
25
Leveraged Funds
34
42
Other Reportables
12
4
Total reportable
95
104
Largest 4 traders, gross long
41.3%
Largest 4 traders, gross short
39.3%
Largest 8 traders, gross long
56.2%
Largest 8 traders, gross short
53.0%
Largest 4 traders, net long
41.3%
Largest 4 traders, net short
38.5%
Largest 8 traders, net long
55.5%
Largest 8 traders, net short
52.2%
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
53,706
152,507
7,076
-98,801
13.0
37.0
-24.0
Asset Manager/Institutional
151,986
72,217
9,453
+79,769
36.9
17.5
19.3
Leveraged Funds
67,496
93,094
38,130
-25,598
16.4
22.6
-6.2
Other Reportables
45,301
2,725
2,360
+42,576
11.0
0.7
10.3
Total reportable
375,508
377,562
-
-2,054
91.0
91.5
-0.5
Nonreportable
36,926
34,872
-
+2,054
9.0
8.5
0.5
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
379,141
-99,290
+79,103
-22,890
+41,868
-1,209
+1,209
Tue 13 Oct 2026
373,502
-73,811
+65,819
-33,673
+43,285
+1,620
-1,620
Tue 6 Oct 2026
368,138
-84,905
+67,795
-25,043
+42,729
+576
-576
Tue 29 Sep 2026
360,720
-86,702
+51,634
-14,161
+48,684
-545
+545
Tue 22 Sep 2026
378,701
-108,284
+41,629
+7,423
+54,800
-4,432
+4,432
Tue 15 Sep 2026
542,802
-168,570
+53,845
+23,170
+87,240
-4,315
+4,315
Tue 8 Sep 2026
499,635
-39,477
-570
-49,098
+85,900
-3,245
+3,245
Tue 1 Sep 2026
411,882
+79,321
-24,521
-102,188
+52,722
+5,334
-5,334
Tue 25 Aug 2026
384,216
+42,938
-20,116
-77,042
+58,759
+4,539
-4,539
Tue 18 Aug 2026
380,811
+43,970
-25,743
-67,971
+57,925
+8,181
-8,181
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.