Australian dollar (CME)
Australian Dollar positioning
Price series: Australian dollar futures (front month) · positions as of Tuesday Jul 28, 2026, published Friday Jul 31, 2026
Neither price nor positioning has moved enough this window to say anything.
Price vs positioning (contracts)
Price on top, and what the big traders were holding underneath it.
COT Index
0–100 · vs last 3 yearsHow extreme today's positioning is compared with this group's own history.
Each group's current net position, rescaled 0–100 against its own high and low over the selected lookback. 0 = most bearish it has been in that window, 100 = most bullish. Unitless by design, so markets of very different sizes can be compared.
Leaning short, but not yet at an extreme.
Middle of its own historical range — nothing stretched.
Middle of its own historical range — nothing stretched.
Leaning long, but not yet at an extreme.
COT Index = ((Current − Min) / (Max − Min)) × 100, over the last 3 years
Gap & Gap Index
contracts · index 0–100How far apart two trader groups are right now.
Gap = group A's net position minus group B's, measured in contracts. The Gap Index rescales that difference 0–100 against its own last 3 years: 0 = the two groups as close together as they get, 100 = as far apart as they get.
The gap sits in its normal historical range — nothing stretched.
Left axis: gap in contracts (positive = Leveraged funds is more net long than Asset managers). Right axis: gap index, 0–100. Gap tracks Leveraged funds − Asset managers.
Latest week by category
What each trader group was holding in the most recent report.
Positions as of Tuesday Jul 28, 2026, published Friday Jul 31, 2026, compared with the prior weekly report. Positive net = net long; negative net = net short. COT index is measured over the last 3 years.
| Category | Long (contracts) | Short (contracts) | Net (contracts) | Weekly change (contracts) | COT index (0–100, 3y) |
|---|---|---|---|---|---|
| Non-commercial (large specs) | 67,819 | 107,783 | -39,964 | -2,279 | 35 |
| Commercial (hedgers) | 122,985 | 99,486 | 23,499 | +7,412 | 59 |
| Asset managers | 66,328 | 98,037 | -31,709 | +3,435 | 51 |
| Leveraged funds | 57,490 | 29,872 | 27,618 | +2,830 | 63 |
Signal log — Asset managers
Every past signal in this market, and what price did afterwards.
Every rolling 8-week window classified as a bullish or bearish divergence, or as convergence where price and positioning agree. Price change is in percent; net change is in contracts.
Each row covers one stretch of weekly reports: the % is the price change over that stretch, the net figure is the change in the group's net position, in contracts.
- Convergence — healthy downtrendApr 14, 2026 → Jul 21, 2026price -2.7% · net position -71,627 contracts
- Bearish divergenceMar 31, 2026 → May 26, 2026price +4.2% · net position -25,558 contracts
- Convergence — healthy uptrendMar 3, 2026 → May 12, 2026price +1.8% · net position +18,673 contracts
- Bullish divergenceFeb 3, 2026 → Mar 31, 2026price -1.8% · net position +63,435 contracts
- Convergence — healthy uptrendOct 21, 2025 → Mar 17, 2026price +7.6% · net position +107,181 contracts
- Bullish divergenceSep 9, 2025 → Nov 4, 2025price -2.4% · net position +7,770 contracts
- Bearish divergenceApr 8, 2025 → Sep 9, 2025price +5.9% · net position -52,847 contracts
- Convergence — healthy uptrendFeb 25, 2025 → May 13, 2025price +3.3% · net position +9,794 contracts
- Bullish divergenceFeb 4, 2025 → Apr 1, 2025price -4.1% · net position +10,120 contracts
- Convergence — healthy uptrendDec 24, 2024 → Feb 18, 2025price +2.2% · net position +27,223 contracts
- Convergence — healthy downtrendOct 8, 2024 → Jan 28, 2025price -7.9% · net position -48,758 contracts
- Bullish divergenceSep 17, 2024 → Nov 12, 2024price -5.3% · net position +21,102 contracts
Source: CFTC Commitments of Traders — positions as of Tuesday, published the following Friday. All position figures are futures contracts unless the % of open interest view is selected. Positioning is a sentiment tool, not a timing signal. Not investment advice.