LiveSource · CFTC Commitments of Traders

Swiss franc (CME)

Swiss Franc positioning

Price series: Franc futures (front month) · positions as of Tuesday Jul 28, 2026, published Friday Jul 31, 2026

Last weekly close · Franc futures (front month)
1.2430
Asset managers net position (contracts)
-40,201
No signalJun 2, 2026Jul 28, 2026 · 8-week window

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.

Price — Franc futures (front month)
Net position (contracts) — Net position = long contracts minus short contracts. Above the zero line = net long.
Signal classification tracks bullish divergencebearish divergenceconvergence (healthy trend)

COT Index

0–100 · vs last 3 years

How 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.

Non-commercial (large specs)35 · neutral

Leaning short, but not yet at an extreme.

Commercial (hedgers)77 · neutral

Leaning long, but not yet at an extreme.

Asset managers28 · neutral

Leaning short, but not yet at an extreme.

Leveraged funds46 · neutral

Middle of its own historical range — nothing stretched.

0 · most bearish50 · mid-range100 · most bullish

COT Index = ((Current − Min) / (Max − Min)) × 100, over the last 3 years

Asset managers — COT index history (0–100, rolling 3 years window)

Gap & Gap Index

contracts · index 0–100
vs

How 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.

Gap Index · vs last 3 years
52

The gap sits in its normal historical range — nothing stretched.

Current gap (contracts)
+30,554 contracts

Left axis: gap in contracts (positive = Leveraged funds is more net long than Asset managers). Right axis: gap index, 0–100. Gap tracks Leveraged fundsAsset 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.

CategoryLong (contracts)Short (contracts)Net (contracts)Weekly change (contracts)COT index (0–100, 3y)
Non-commercial (large specs)10,11743,579-33,462+78035
Commercial (hedgers)84,04936,47347,576-69377
Asset managers4,72544,926-40,201-2,64328
Leveraged funds10,27219,919-9,647-75046

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 28, 2026Jul 7, 2026price -3.2% · net position -5,774 contracts
  • Bullish divergenceApr 7, 2026Jun 9, 2026price -1.7% · net position +5,537 contracts
  • Convergence — healthy uptrendMar 10, 2026May 5, 2026price +2.2% · net position +16,750 contracts
  • Bullish divergenceJan 27, 2026Apr 21, 2026price -1.6% · net position +15,602 contracts
  • Bearish divergenceOct 28, 2025Mar 3, 2026price +3.1% · net position -16,715 contracts
  • Convergence — healthy downtrendSep 23, 2025Nov 25, 2025price -1.4% · net position -8,215 contracts
  • Bearish divergenceJul 29, 2025Sep 30, 2025price +1.9% · net position -3,523 contracts
  • Convergence — healthy downtrendJul 1, 2025Aug 26, 2025price -1.5% · net position -2,674 contracts
  • Bearish divergenceApr 22, 2025Jul 29, 2025price +2.3% · net position -10,315 contracts
  • Convergence — healthy uptrendJan 14, 2025May 27, 2025price +10.8% · net position +11,733 contracts
  • Convergence — healthy downtrendSep 3, 2024Jan 28, 2025price -7.1% · net position -17,111 contracts
  • Bearish divergenceAug 13, 2024Oct 8, 2024price +1.5% · net position -2,676 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.