Asset Manager/Institutional
- Long
- 70,643
- Short
- 153,700
- Net
- -83,057
- Weekly change
- -3,151
- Net / open interest
- -19.20%
- 52 reports
- 2th percentile
- 156 reports
- 3th percentile
Japanese Yen futures COT positions and historical chart
Official market: JAPANESE YEN · CME · TFF Futures Only
Latest report: 28 July 2026 · Current weekly data
Official CFTC datasetCurrent positioning summary
Leveraged Funds held a net-short Japanese Yen futures position of 101,990 contracts. The position decreased by 5,805 contracts from the preceding available report. The position ranked in the 5th percentile of the latest 156 available reports.
Report date: 28 July 2026
Leveraged Funds
- Long
- 76,752
- Short
- 178,742
- Net
- -101,990
- Weekly change
- -5,805
- Net / open interest
- -23.58%
- 52 reports
- 4th percentile
- 156 reports
- 5th percentile
Historical net position
Actual report dates; missing weeks are not interpolated. A data table follows the chart.
Accessible historical data
Recent normalized observations are server rendered; the chart uses client-side state and the market page keeps one canonical URL.
| Report date | Participant | Long | Short | Net | Weekly change | 4-report change | 52-report context |
|---|---|---|---|---|---|---|---|
| 2026-07-28 | Dealer/Intermediary | 155,239 | 15,902 | +139,337 | +5,638 | +9,919 | 100th percentile |
| 2026-07-28 | Asset Manager/Institutional | 70,643 | 153,700 | -83,057 | -3,151 | -14,364 | 2th percentile |
| 2026-07-28 | Leveraged Funds | 76,752 | 178,742 | -101,990 | -5,805 | +13,410 | 4th percentile |
| 2026-07-28 | Other Reportables | 42,020 | 1,697 | +40,323 | -4,842 | -7,347 | 17th percentile |
| 2026-07-28 | Non-Reportable | 47,319 | 41,932 | +5,387 | +8,160 | -1,618 | 85th percentile |
| 2026-07-21 | Dealer/Intermediary | 147,939 | 14,240 | +133,699 | +41,525 | +15,309 | 100th percentile |
| 2026-07-21 | Asset Manager/Institutional | 72,045 | 151,951 | -79,906 | -26,089 | -1,542 | 4th percentile |
| 2026-07-21 | Leveraged Funds | 81,033 | 177,218 | -96,185 | -5,724 | +907 | 12th percentile |
| 2026-07-21 | Other Reportables | 48,189 | 3,024 | +45,165 | -7,694 | -8,178 | 25th percentile |
| 2026-07-21 | Non-Reportable | 44,065 | 46,838 | -2,773 | -2,018 | -6,496 | 6th percentile |
| 2026-07-14 | Dealer/Intermediary | 112,781 | 20,607 | +92,174 | +4,895 | -37,676 | 90th percentile |
| 2026-07-14 | Asset Manager/Institutional | 74,624 | 128,441 | -53,817 | -5,164 | +27,834 | 13th percentile |
| 2026-07-14 | Leveraged Funds | 80,938 | 171,399 | -90,461 | -378 | +6,311 | 12th percentile |
| 2026-07-14 | Other Reportables | 55,787 | 2,928 | +52,859 | +2,357 | +3,038 | 42th percentile |
| 2026-07-14 | Non-Reportable | 44,367 | 45,122 | -755 | -1,710 | +493 | 13th percentile |
| 2026-07-07 | Dealer/Intermediary | 108,938 | 21,659 | +87,279 | -42,139 | -36,267 | 90th percentile |
| 2026-07-07 | Asset Manager/Institutional | 74,113 | 122,766 | -48,653 | +20,040 | +29,423 | 13th percentile |
| 2026-07-07 | Leveraged Funds | 84,990 | 175,073 | -90,083 | +25,317 | +9,761 | 12th percentile |
| 2026-07-07 | Other Reportables | 54,132 | 3,630 | +50,502 | +2,832 | -423 | 37th percentile |
| 2026-07-07 | Non-Reportable | 43,443 | 42,488 | +955 | -6,050 | -2,494 | 31th percentile |
| 2026-06-30 | Dealer/Intermediary | 142,623 | 13,205 | +129,418 | +11,028 | +28,790 | 98th percentile |
| 2026-06-30 | Asset Manager/Institutional | 71,903 | 140,596 | -68,693 | +9,671 | -2,681 | 8th percentile |
| 2026-06-30 | Leveraged Funds | 87,437 | 202,837 | -115,400 | -18,308 | -27,337 | 2th percentile |
| 2026-06-30 | Other Reportables | 50,782 | 3,112 | +47,670 | -5,673 | -3,978 | 27th percentile |
| 2026-06-30 | Non-Reportable | 47,895 | 40,890 | +7,005 | +3,282 | +5,206 | 88th percentile |
| 2026-06-23 | Dealer/Intermediary | 132,757 | 14,367 | +118,390 | -11,460 | +44,961 | 96th percentile |
| 2026-06-23 | Asset Manager/Institutional | 72,898 | 151,262 | -78,364 | +3,287 | -19,617 | 4th percentile |
| 2026-06-23 | Leveraged Funds | 90,764 | 187,856 | -97,092 | -320 | -26,584 | 6th percentile |
| 2026-06-23 | Other Reportables | 55,485 | 2,142 | +53,343 | +3,522 | +4,492 | 38th percentile |
| 2026-06-23 | Non-Reportable | 47,306 | 43,583 | +3,723 | +4,971 | -3,252 | 67th percentile |
| 2026-06-16 | Dealer/Intermediary | 138,219 | 8,369 | +129,850 | +6,304 | +71,164 | 100th percentile |
| 2026-06-16 | Asset Manager/Institutional | 72,145 | 153,796 | -81,651 | -3,575 | -39,765 | 2th percentile |
| 2026-06-16 | Leveraged Funds | 93,889 | 190,661 | -96,772 | +3,072 | -31,827 | 6th percentile |
| 2026-06-16 | Other Reportables | 51,969 | 2,148 | +49,821 | -1,104 | +4,815 | 33th percentile |
| 2026-06-16 | Non-Reportable | 132,283 | 133,531 | -1,248 | -4,697 | -4,387 | 10th percentile |
| 2026-06-09 | Dealer/Intermediary | 154,259 | 30,713 | +123,546 | +22,918 | +81,367 | 100th percentile |
| 2026-06-09 | Asset Manager/Institutional | 73,711 | 151,787 | -78,076 | -12,064 | -58,084 | 2th percentile |
| 2026-06-09 | Leveraged Funds | 91,168 | 191,012 | -99,844 | -11,781 | -37,404 | 2th percentile |
| 2026-06-09 | Other Reportables | 54,430 | 3,505 | +50,925 | -723 | +11,631 | 33th percentile |
| 2026-06-09 | Non-Reportable | 46,489 | 43,040 | +3,449 | +1,650 | +2,490 | 62th percentile |
How to interpret Japanese Yen positioning
What the contract represents
Japanese Yen futures quote yen exposure against the US dollar and are widely followed in global rates and carry-trade research.
Categories traders monitor
Leveraged Fund net positioning is commonly compared with Asset Manager holdings because the two groups may express different horizons and hedging needs.
Interpretation considerations
Contract quotation and the inverse intuition of USD/JPY can cause interpretation mistakes; this page describes futures positioning, not a price forecast.
Important limitations
COT does not capture the full cross-currency and OTC derivatives market, and intervention risk cannot be inferred from positioning alone.
Related markets
Download the latest 52 reports as CSV
COT research guides
What Is the Commitments of Traders Report?A practical overview of CFTC COT coverage, publication lag, participant categories, net positioning and limitations.How to Read a COT ReportRead long and short positions, weekly changes, flips and rolling percentiles without overstating what delayed positioning data can show.COT Report Release ScheduleUnderstand the Tuesday position date, later publication, exceptional delays and Squawkdeck processing timestamps.COT Participant Categories ExplainedCompare Dealer/Intermediary, Asset Manager/Institutional, Leveraged Funds, Other Reportables and Non-Reportable traders.Futures Only vs Options Combined COT ReportsLearn why COT report scopes should not be mixed and which TFF scope Squawkdeck uses.CFTC Data MethodologyOfficial sources, contract mapping, formulas, rolling statistics, corrections, missing data and limitations for Squawkdeck CFTC research.