What is the Mexican Peso COT report?

It is the weekly CFTC Commitments of Traders breakdown for Mexican peso (CME): how many long and short futures contracts each group of large traders held as of the prior Tuesday, published the following Friday.

How do you read Mexican Peso net positioning?

Net position is long contracts minus short contracts for one trader group. A positive net means the group leans bullish; the weekly change matters more than the raw level.

What does the Mexican Peso COT index mean?

The COT index rescales a group's net position 0-100 against its own high and low over the chosen lookback. Above 80 is close to the most bullish that group has been; below 20 is close to the most bearish.

What is a bearish divergence in Mexican Peso?

A bearish divergence is Peso futures (front month) making new highs while the tracked trader group reduces its net long position — the rally is losing the sponsorship of the money that usually drives it.

Mexican peso (CME)

Mexican Peso positioning

Price series: Peso futures (front month) · positions as of Tuesday Sep 15, 2026, published Friday Sep 18, 2026

Last weekly close · Peso futures (front month)

0.05808

Asset managers net position (contracts)

53,346

Convergence — healthy uptrendJul 21, 2026 → Sep 15, 2026 · 8-week windowconfirmed by 3 categories

Price and positioning are rising together: the trend is well supported.

price +1.7% · asset managers net position +25,784 (contracts, over 8 weekly reports)

Price vs positioning (contracts)

Price on top, and what the big traders were holding underneath it.

Price — Peso 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)63 · neutral

Leaning long, but not yet at an extreme.

Commercial (hedgers)36 · neutral

Leaning short, but not yet at an extreme.

Asset managers37 · neutral

Leaning short, but not yet at an extreme.

Leveraged funds100 · stretched long

Near the most bullish this group has been in the window.

0 · most bearish50 · mid-range100 · most bullish

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.

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

Disagreement Index

contracts · index 0–100

How far apart two trader groups are right now.

Gap = group A's net position minus group B's, measured in contracts. The Disagreement 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.

Disagreement Index · vs last 3 years

Historically extreme disagreement between the two groups.

Current gap (contracts)

+36,662 contracts

Left axis: gap in contracts (positive = Leveraged funds is more net long than Asset managers). Right axis: disagreement 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 Sep 15, 2026, published Friday Sep 18, 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)	134,607	46,825	87,782	-6,950	63
Commercial (hedgers)	114,351	206,048	-91,697	+8,234	36
Asset managers	111,193	57,847	53,346	-9,757	37
Leveraged funds	109,651	19,643	90,008	+7,907	100

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 uptrendJun 23, 2026 → Sep 15, 2026price +1.8% · net position +18,377 contracts
Bearish divergenceJun 16, 2026 → Aug 11, 2026price +2.2% · net position -9,783 contracts
Bearish divergenceMar 3, 2026 → May 19, 2026price +2.7% · net position -34,986 contracts
Convergence — healthy downtrendJan 20, 2026 → Mar 31, 2026price -2.7% · net position -43,080 contracts
Convergence — healthy uptrendOct 21, 2025 → Feb 10, 2026price +7.6% · net position +22,886 contracts
Convergence — healthy uptrendAug 12, 2025 → Oct 7, 2025price +1.9% · net position +29,616 contracts
Convergence — healthy uptrendMar 4, 2025 → Jul 15, 2025price +8.0% · net position +35,817 contracts
Bearish divergenceFeb 18, 2025 → Apr 22, 2025price +4.6% · net position -7,122 contracts
Convergence — healthy uptrendJan 14, 2025 → Mar 11, 2025price +4.9% · net position +13,379 contracts
Bullish divergenceDec 3, 2024 → Feb 4, 2025price -1.7% · net position +16,646 contracts
Convergence — healthy downtrendApr 2, 2024 → Dec 31, 2024price -20.3% · net position -166,661 contracts
Convergence — healthy uptrendJan 16, 2024 → Apr 9, 2024price +3.0% · net position +31,175 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.