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Commitments of Traders · Traders in Financial Futures, futures only

What positions do traders hold in JAPANESE YEN futures?

In JAPANESE YEN futures, leveraged funds held a net short position of 22,890 contracts and open interest was 379,141 contracts on (CFTC Commitments of Traders, released ).

Net positions in JAPANESE YEN futures each week: leveraged funds, asset managers and institutional, dealers and intermediaries, contracts

8 November 2016 to 20 October 2026Net is long less short, ours; contracts

Net positions in JAPANESE YEN futures each week: leveraged funds, asset managers and institutional, dealers and intermediaries, contracts (8 November 2016 to 20 October 2026)
Net positions in JAPANESE YEN futures each week: leveraged funds, asset managers and institutional, dealers and intermediaries, contracts (22 October 2024 to 20 October 2026)

The lines

  • Leveraged funds−22,890
  • Asset managers and institutional+79,103
  • Dealers and intermediaries−99,290

Open interest in JAPANESE YEN futures each week, contracts

8 November 2016 to 20 October 2026Contracts

Open interest in JAPANESE YEN futures each week, contracts (8 November 2016 to 20 October 2026)
Open interest in JAPANESE YEN futures each week, contracts (22 October 2024 to 20 October 2026)

Each point is one week of JAPANESE YEN futures from the CFTC's Traders in Financial Futures report (futures only): the net position, long contracts less short contracts, of one group of traders, or all open contracts. The chart shows up to the newest ten years. Pointing at the chart shows the week and the value.

Select a line to followLatest:

Inspect and compare dates

The latest week of JAPANESE YEN futures beside the one before it and the nearest ones a year and five years earlier. The weeks of the last two years and every group's long and short are in the tables under "The numbers behind the chart".

MeasureLatestThe week beforeA year earlierFive years earlier
Week
Open interest379,141373,502305,003266,750
Leveraged funds, net−22,890−33,673−52,101−47,029
Asset managers and institutional, net+79,103+65,819+67,057−70,448
Dealers and intermediaries, net−99,290−73,811−87,144+134,303

The table scrolls sideways; the first column stays in place.

Observed .

Right now

Leveraged funds held a net short position of 22,890 contracts in JAPANESE YEN futures in the week to , the largest net short since the week of .

The dealers and intermediaries were net short 99,290 contracts that week, and asset managers and institutional net long 79,103 contracts.

See every week of the last two years

Open interestJAPANESE YEN, week of 20 October 2026

Open interest was 379,141 contracts in the week to , the most since the week of .

+5,639 contracts from the week before, held by 168 reporting traders.

See the long and short of each group

RecordsOurs, since the week of 13 June 2006

Open interest was highest at 542,802 contracts in the week of .

Leveraged funds held their largest net long, 65,771 contracts, in the week of , and their largest net short, 185,768 contracts, in the week of .

See each group's positions

The other groupsNet, and the last week larger

Asset managers and institutional: net long 79,103 contracts, the largest net long since the week of .

Dealers and intermediaries: net short 99,290 contracts, the largest net short since the week of .

Other reportable traders: net long 41,868 contracts, the largest net long since the week of .

See each group's positions

Understanding the futures positions report

Where it stands today

Leveraged funds were net short 22,890 contracts in JAPANESE YEN futures in the week of 20 October 2026.

Who are the groups in the report?

The CFTC's Traders in Financial Futures report, one of its Commitments of Traders reports, gives the positions held in each financial futures market on a Tuesday, sorted by kind of trader: leveraged funds, asset managers and institutional investors, dealers and intermediaries, other reportable traders and traders below the reporting level.

Read more

A position is a number of contracts, long or short; dealers, asset managers, leveraged funds and other reportables also report spread positions, which hold both. The CFTC assigns each reporting trader to a group from the business the trader reports. This page uses the report's futures-only figures, which leave out options. The report gives the contract size of JAPANESE YEN futures as (CONTRACTS OF JPY 12,500,000), and the market as JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE.

What 500metrics adds: net positions (long less short, which leave out spread positions), the change from the week before, the records since the week of 13 June 2006, and the last week a group's net position was larger on the same side.

The numbers behind the chart

How were the JAPANESE YEN positions split between long and short?Week of 20 October 2026, contracts
Long, short and spread positions of each group in JAPANESE YEN futures (JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE), week of 20 October 2026 (contracts; net is ours)
GroupLongShortSpreadNet
Leveraged funds69,35192,24113,271−22,890
Asset managers and institutional151,47772,3748,209+79,103
Dealers and intermediaries52,370151,6603,162−99,290
Other reportable traders44,2862,4182,360+41,868
Nonreportable (below the reporting level)34,65533,446n/a+1,209

The table scrolls sideways; the first column stays in place.

What were the net positions in JAPANESE YEN futures each week?104 weeks, newest first, since 29 October 2024
Open interest and net positions in JAPANESE YEN futures by week, newest first (contracts; net is ours)
WeekOpen interestLeveraged funds, netAsset managers and institutional, netDealers and intermediaries, netOther reportable traders, net
379,141−22,890+79,103−99,290+41,868
373,502−33,673+65,819−73,811+43,285
368,138−25,043+67,795−84,905+42,729
360,720−14,161+51,634−86,702+48,684
378,701+7,423+41,629−108,284+54,800
542,802+23,170+53,845−168,570+87,240
499,635−49,098−570−39,477+85,900
411,882−102,188−24,521+79,321+52,722
384,216−77,042−20,116+42,938+58,759
380,811−67,971−25,743+43,970+57,925
391,874−53,070−26,251+23,257+62,748
419,393−60,825−42,422+31,423+76,919
432,366−101,990−83,057+139,337+40,323
423,796−96,185−79,906+133,699+45,165
396,514−90,461−53,817+92,174+52,859
398,103−90,083−48,653+87,279+50,502
438,825−115,400−68,693+129,418+47,670
431,030−97,092−78,364+118,390+53,343
520,825−96,772−81,651+129,850+49,821
505,075−99,844−78,076+123,546+50,925
505,555−88,063−66,012+100,628+51,648
427,294−70,508−58,747+73,429+48,851
396,573−64,945−41,886+58,686+45,006
362,042−62,440−19,992+42,179+39,294
354,005−52,897−10,596+21,842+39,563
372,780−75,802−26,550+58,776+40,787
Show 78 more rows
WeekOpen interestLeveraged funds, netAsset managers and institutional, netDealers and intermediaries, netOther reportable traders, net
351,782−68,497−14,398+44,393+39,509
354,344−54,445−10,033+23,429+38,889
349,373−51,110−15,945+31,868+31,841
345,276−46,182−3,645+13,371+34,291
328,210−54,852−6,250+17,281+38,916
326,688−65,429−439+30,099+37,991
427,718−49,219+2,831+7,556+43,415
416,977−34,225+17,904−34,138+48,891
369,721−26,317+30,972−70,398+62,553
354,328−29,321+40,546−80,937+66,499
334,948−53,867+25,516−36,037+57,961
303,673−54,452+32,630−30,936+47,953
300,726−71,766+28,497−8,008+44,053
292,607−84,737+17,730+17,127+46,191
294,242−98,650+28,223+14,390+56,692
287,715−63,230+46,448−53,074+66,503
286,132−74,147+53,451−65,103+80,791
285,084−78,156+48,348−53,758+78,885
379,679−82,640+58,745−56,751+72,960
465,416−88,694+76,531−69,016+80,568
394,859−61,475+71,976−91,516+79,310
344,420−53,594+70,109−86,489+69,007
329,456−63,136+69,744−75,818+69,840
312,845−57,614+77,140−95,007+75,934
314,190−56,616+77,990−93,894+75,934
321,889−50,125+85,299−122,253+86,581
307,569−46,415+81,609−119,253+86,579
305,003−52,101+67,057−87,144+72,734
305,134−55,632+69,636−86,591+72,920
305,711−50,532+68,198−101,297+84,351
309,893−52,970+77,834−129,255+100,652
299,620−50,790+70,100−122,130+95,893
410,799−41,662+85,853−151,271+98,281
414,249−56,443+75,981−120,215+97,679
357,366−41,388+75,185−134,675+95,212
348,982−43,354+69,567−124,012+95,498
351,163−35,406+59,697−118,883+94,931
337,378−21,650+58,130−135,615+93,800
329,115−20,878+71,551−140,888+86,910
313,040−6,061+70,358−163,914+88,902
321,350−3,359+68,378−156,435+84,152
308,621+10,382+87,754−193,857+83,196
314,251+16,646+94,055−219,974+85,754
314,767+19,758+91,761−216,307+89,355
317,523+17,783+93,095−217,195+89,021
388,263+20,619+109,952−232,543+77,490
366,008+26,150+109,556−236,887+76,822
377,011+24,075+114,162−244,618+86,695
366,865+38,497+110,922−249,215+86,105
359,521+35,043+109,341−246,387+89,380
375,546+24,650+125,675−262,183+88,105
366,246+19,611+127,275−266,914+97,343
351,226+19,443+119,983−260,574+98,040
338,849+18,100+114,908−247,751+96,253
320,758+19,233+102,930−228,163+91,398
311,162+11,263+76,649−195,821+91,136
303,778+309+79,867−185,027+94,487
296,567−5,833+80,197−179,126+90,950
446,178+417+84,539−189,201+88,878
354,415+2,550+83,769−186,765+88,178
329,186−11,720+71,762−155,195+82,188
281,163−23,850+38,924−97,105+72,407
273,314−31,019+37,314−90,676+70,842
231,911−29,088+13,695−52,524+56,002
216,788−34,175−1,813−27,210+55,502
211,620−39,636−13,207−6,473+53,472
223,952−52,381−20,109+23,860+50,242
212,456−53,162−9,579+9,346+53,490
206,971−42,318−8,530+682+51,325
200,720−37,441−9,934−2,271+55,640
181,673−37,136−5,730−15,318+61,044
274,834−23,565+5,272−43,092+62,539
256,849−25,185−5,840−28,965+62,160
253,566−23,369−29,572−6,850+60,448
254,087−26,367−47,816+19,793+56,731
257,688−29,643−50,751+47,313+40,352
235,762−12,722−41,944+25,367+32,427
225,894−3,462−32,924+16,548+23,103

The table scrolls sideways; the first column stays in place.

What do these figures leave out, and how are they cited?Limits, dates and how to cite

What this number cannot tell you

  • Positions are those of the Tuesday the report is dated; the CFTC released the report on 23 October 2026.
  • A trader's group comes from the CFTC's own classification. Nonreportable positions are open interest less the reportable positions.
  • Net positions leave out spread positions, so a group's long and short do not account for all of its contracts.
  • Records and ranks are counted from the week of 13 June 2006, the start of this market's latest run of weekly reports. The CFTC can revise a week in a later report, and our collector keeps the earlier figure.
  • Contracts are not comparable between markets: the size of one is the CFTC's contract size above.
  • Market names are the CFTC's own, written as it writes them. 500metrics is independent and is not affiliated with, sponsored or endorsed by any index provider, exchange or company named in them.

Observed . Checked .

How to cite this

U.S. Commodity Futures Trading Commission, Commitments of Traders, Traders in Financial Futures report (futures only), JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE, week of 20 October 2026, released 23 October 2026. Compiled by 500metrics, "What positions do traders hold in JAPANESE YEN futures?", https://500metrics.com/futures-positions/japanese-yen.

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