CFTC WEEKLY REPORT · AS OF OCTOBER 13, 2026
EUR · GBP · JPY · AUD · NZD · CAD · CHF
Where are large speculators positioned?
Net positioning held by non-commercial speculators across the seven major currency futures contracts, sourced directly from the weekly CFTC Commitment of Traders report. Released Friday afternoons (ET) for positions held the prior Tuesday. Extreme readings — where one side holds more than half of the total open interest — are flagged.
A positive number means non-commercial speculators are net long that currency vs USD; negative means net short. Weekly change is the difference vs the prior Tuesday's report.
| Currency | Net Position | Δ Week | Direction | Long / Short |
|---|---|---|---|---|
| EUR See upcoming EUR events → | -137,573 | -38,241 | NET SHORT ↓ |
38% / 62%
|
| GBPExtreme See upcoming GBP events → | -106,964 | -9,353 | NET SHORT ↓ |
23% / 77%
|
| JPY See upcoming JPY events → | +50,207 | -12,118 | NEUTRAL ↓ |
58% / 42%
|
| AUD See upcoming AUD events → | -117,299 | -18,711 | NET SHORT ↓ |
31% / 69%
|
| NZD See upcoming NZD events → | -47,001 | -17,655 | NET SHORT ↓ |
26% / 74%
|
| CAD See upcoming CAD events → | -94,765 | -4,602 | NET SHORT ↓ |
33% / 67%
|
| CHF See upcoming CHF events → | -22,078 | +1,662 | NET SHORT ↑ |
36% / 64%
|
Auto-generated from the data above — no LLM, just rules. Reflects the weekly snapshot.
Speculators are most aggressively long JPY (+50,207 contracts) and most aggressively short EUR (-137,573 contracts).
Notable weekly shifts: EUR net position fell by -38,241 contracts; AUD net position fell by -18,711 contracts.
Extreme readings: GBP net position is at extreme short levels.
The Commitment of Traders (COT) report is a weekly dataset published by the U.S. Commodity Futures Trading Commission (CFTC). It breaks down open interest in regulated futures markets — including currency futures — by trader category: commercial hedgers, non-commercial speculators, and small traders. Each row shows long and short contract counts per category.
The CFTC publishes the COT report every Friday at 3:30 PM Eastern Time, covering positions held as of the previous Tuesday. The report covers the full list of regulated futures markets including the seven major currency contracts shown on this page.
The COT report shows whether large speculators are net long or net short a currency, and how their positioning has shifted week over week. Analysts compare current positioning against historical extremes to assess crowding, and compare commercial (hedger) positioning against speculator positioning to identify divergence between the two groups.
Net speculative position is the difference between non-commercial long contracts and non-commercial short contracts. A positive number means speculators collectively hold more long contracts than short; a negative number means they hold more short. The size of the number is the contract imbalance, not a dollar value.
An extreme reading is when net speculative positioning is heavily skewed to one side — on this dashboard, when more than 50% of the long+short contract total is on a single side. The threshold is mechanical, not predictive; it simply identifies currencies where the speculator group is unusually concentrated relative to a balanced book.
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