Japanese yen (CME)
Japanese Yen positioning
Price series: Yen futures (front month) · positions as of Tuesday Nov 3, 2026, published Friday Nov 6, 2026
Priced in USD per yen, so the chart rises when the yen strengthens — the opposite of a USD/JPY quote.
This week · published Nov 6, 2026
Japanese Yen, week of Nov 3, 2026: Leveraged funds sit at the 65th percentile of their 3-year range. They cut 187 net long contracts on the week. 8-week signal: bullish divergence.
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 long, but not yet at an extreme.
Leaning short, but not yet at an extreme.
Leaning long, but not yet at an extreme.
Leaning long, but not yet at an extreme.
COT Index = ((Current − Min) / (Max − Min)) × 100, over the last 3 years
Method credit: the 0–100 normalization goes back to Larry Williams' COT work in the 1980s and was developed and popularized by Stephen Briese, author of The Commitments of Traders Bible.
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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.