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 Jul 28, 2026, published Friday Jul 31, 2026

Last weekly close · Peso futures (front month)

0.05767

Asset managers net position (contracts)

21,274

No signalJun 2, 2026 → Jul 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 — 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)52 · neutral

Middle of its own historical range — nothing stretched.

Commercial (hedgers)46 · neutral

Middle of its own historical range — nothing stretched.

Asset managers21 · neutral

Leaning short, but not yet at an extreme.

Leveraged funds81 · 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

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

Gap & Gap 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 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

100

Historically extreme disagreement between the two groups.

Current gap (contracts)

+42,533 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 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)	106,487	33,959	72,528	+829	52
Commercial (hedgers)	85,466	162,417	-76,951	-1,457	46
Asset managers	65,163	43,889	21,274	-6,288	21
Leveraged funds	87,313	23,506	63,807	+9,344	81

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.

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
Convergence — healthy uptrendOct 3, 2023 → Jan 9, 2024price +7.7% · net position +30,305 contracts
Convergence — healthy downtrendAug 15, 2023 → Nov 7, 2023price -3.0% · net position -11,951 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.