G10 COT positioning
Where leveraged money is currently positioned in the G10 currency futures, and how unusual that position is against its own past year. Straight from the CFTC, free, no signup, updated whenever the report is.
| Currency | Leveraged net | Week change | 52-week percentile | Reading |
|---|---|---|---|---|
| EUREuro | -68,840 | -839 | 2% | crowded short |
| JPYJapanese yen | -22,890 | +10 783 | 94% | crowded long |
| GBPBritish pound | 24,104 | +13 791 | 42% | middle of range |
| CHFSwiss franc | -13,607 | +1 334 | 11% | leaning short |
| AUDAustralian dollar | 52,497 | +1 906 | 70% | leaning long |
| CADCanadian dollar | -91,113 | -3 001 | 11% | leaning short |
| NZDNew Zealand dollar | -19,280 | -7 661 | 32% | middle of range |
| USDUS dollar index | 3,183 | +1 107 | 89% | leaning long |
What this is not
This is a crowding gauge, not a direction signal. A high percentile means a lot of leveraged money is already sitting on that side, which is a reason to be careful about joining them. It is not a reason to take the other side. Reading every extreme as a coming reversal is the most common way people lose money with this data, and it is why the line about COT being a contrarian indicator is worth less than it sounds. Positioning tells you how full the room is, not which way the door is about to swing.
Where the numbers come from
- Report: CFTC Traders in Financial Futures, futures only. Not the Legacy report, which collapses every speculator into one non-commercial bucket.
- Category: Leveraged Funds, the hedge fund and CTA money. Asset Manager is mostly hedging flow and behaves differently, so mixing the two blurs the reading.
- Net: long contracts minus short contracts.
- Percentile: the plain empirical rank of the current net inside its own trailing 52 weekly readings. No distribution is assumed, because positioning is not normally distributed and a z-score would imply one we have not established.
- Timing: the report describes positions held on Tuesday and is published the following Friday. The date above is the Tuesday. Stamping this data with its publication date is a quiet way to hand a backtest information it could not have had.
Pulling it yourself
Nothing here is proprietary. The CFTC publishes on Socrata, so you can skip the weekly release
page and take JSON directly from
publicreporting.cftc.gov/resource/gpe5-46if.json, filtered on the contract market
name. One trap worth knowing: the release slips on US holidays, so read the report date out of the
payload rather than trusting the day you fetched it.
Positioning is one of several inputs behind the conviction tiers on this site. How G10Grid uses it · The public track record