JAPANESE YEN COT report

JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE positioning from the CFTC Legacy report. Net positions equal long contracts minus short contracts. Commercial, non-commercial and non-reportable classifications describe participants; they are not buy or sell signals.

Positions as of 2026-10-27. Open interest: 374026 contracts. This is the latest stored observation, not live trading data.

How are traders positioned?

Non-commercial percentile: 79 across 103 stored observations. This is the share of sampled net positions at or below the latest value, not a price forecast.

Historical AI commentary — 2026-07-07

This commentary is dated separately from the positioning table. It may describe an earlier market environment.

SUMMARY: Japanese Yen positioning is at an extreme, with speculators (Asset Managers and Leveraged Funds) holding their most net short position on record (0.0th percentile) while Dealers hold their most net long position (100.0th percentile). This extreme setup suggests the Yen is heavily oversold, but the 12-week trend is flat, indicating the current positioning has been established for some t...

How should this COT report be used?

Use positioning to understand exposure and crowded trades alongside price, liquidity and risk controls. Weekly reports generally describe Tuesday positions released on Friday, subject to the CFTC schedule. Classifications differ in TFF and Disaggregated reports. Compare like-for-like formats and dates.

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