Tue Sep 1, 2026 positions · live minutes after CFTC

Japanese Yen COT Report

CFTC Commitments of Traders · positions as of Tuesday 2026-09-01, released Sep 4, 2026 (the CFTC reports each Tuesday's close three days later) · next release Sep 11, 2026 (regular cycle; see the release schedule for holiday shifts)

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Mixed / neutral5/100

Japanese Yen positioning is mixed - commercials mid-range (26w index 46).

How this read is built
  • Commercials (hedgers) are net long and sit in the middle of their 26-week range (COT index 46) - a neutral tilt in the traditional read.

A description of how traders are positioned versus their own history - the standard Commitments of Traders interpretation, computed identically for every market. It is not a price forecast, a trading signal, or advice. How traders use positioning · how the read is computed.

As of the COT report, large speculators are net short 92,227 Japanese Yen futures contracts (down 28,929 week-over-week), commercials are net long 97,561, and open interest is 411,882 contracts. Leveraged funds was net short 102,188 contracts as of (down 25,146 week-over-week).

-92,227
Large speculators net · 52w
97,561
Commercials net
25.3
COT index (3-year)
411,882
Open interest
Cite this data
FuturesBench, "Japanese Yen COT Report," data as of 2026-09-01.
https://futuresbench.com/cot/japanese-yen/#net-position
Source: CFTC Commitments of Traders (public domain).
CSV: https://futuresbench.com/data/cot/japanese-yen.csv
Net positions since 1986
-180k-120k-60k060k120k180k2025-092025-102025-122026-022026-032026-052026-062026-08Large speculatorsCommercials
-240k-160k-80k080k160k2021-092022-052023-022023-102024-072025-042025-122026-09Large speculatorsCommercials
-240k-160k-80k080k160k1986-011994-122000-032005-072010-102016-022021-052026-09Large speculatorsCommercials
Embed this chart
<iframe src="https://futuresbench.com/embed/cot/japanese-yen/" width="100%" height="560" frameborder="0" loading="lazy" title="Japanese Yen COT Report chart - FuturesBench"></iframe>

Positioning - as of Tuesday 2026-09-01

Trader categoryNet positionWeekly change% of open interestCOT index 26wCOT index 52wCOT index 3y
Large speculators-92,227-28,929-22.4%58.327.925.3
Commercials97,561+29,72423.7%46.076.675.5
Small traders-5,334-795-1.3%18.716.818.3

Net = long − short (spread positions cancel). COT index: 0 = most net-short of the lookback, 100 = most net-long. How it's computed.

Traders in Financial Futures report - positions as of Tue 2026-09-01

Trader categoryNet positionWeekly change% of open interestCOT index 26wCOT index 52wCOT index 3y
Dealer/intermediary79,321+36,38319.3%54.579.373.5
Asset manager-24,521-4,405-6.0%68.234.733.2
Leveraged funds-102,188-25,146-24.8%19.114.88.6
Other reportables52,722-6,03712.8%46.330.354.8
Small traders-5,334-795-1.3%18.716.818.3

Full Traders in Financial Futures report history: CSV · switch the chart above to this report family for the full series.

Recent history

Report dateOpen interestLarge spec netΔCommercial netΔSmall trader net
2026-09-01411,882-92,227-28,92997,561+29,724-5,334
2026-08-25384,216-63,298-10,40567,837+6,763-4,539
2026-08-18380,811-52,893-10,80861,074+12,305-8,181
2026-08-11391,874-42,085+3,38848,769-1,799-6,684
2026-08-04419,393-45,473+117,93950,568-107,457-5,095
2026-07-28432,366-163,412-11,287158,025+3,1275,387
2026-07-21423,796-152,125-29,462154,898+31,480-2,773
2026-07-14396,514-122,663+1,115123,418+595-755
2026-07-07398,103-123,778+31,314122,823-25,264955
2026-06-30438,825-155,092-8,988148,087+5,7067,005
2026-06-23431,030-146,104+4,028142,381-8,9993,723
2026-06-16520,825-150,132-4,314151,380+9,011-1,248
2026-06-09505,075-145,818-16,251142,369+14,6013,449
2026-06-02505,555-129,567-14,900127,768+20,0761,799
2026-05-26427,294-114,667-20,762107,692+16,9266,975
2026-05-19396,573-93,905-18,80390,766+16,6233,139
2026-05-12362,042-75,102-13,36474,143+14,493959
2026-05-05354,005-61,738+40,32159,650-39,6202,088
2026-04-28372,780-102,059-7,59999,270+3,8032,789
2026-04-21351,782-94,460-11,25295,467+14,419-1,007
2026-04-14354,344-83,208+10,53481,048-9,3482,160
2026-04-07349,373-93,742-20,87090,396+19,6893,346
2026-03-31345,276-72,872-10,06670,707+12,8062,165
2026-03-24328,210-62,806+4,97457,901-12,1014,905
2026-03-17326,688-67,780-26,39370,002+24,032-2,222
2026-03-10427,718-41,387-24,81245,970+30,963-4,583

Full history, no login: CSV (1986-01-15 → 2026-09-01) · JSON

Contract facts

(CONTRACTS OF JPY 12,500,000)
Contract unit (CFTC)
6J
Ticker
CME
Exchange
097741
CFTC contract code

FAQ

Are large speculators long or short Japanese Yen futures?
As of the 2026-09-01 COT report, large speculators (non-commercial traders) are net short 92,227 contracts in Japanese Yen futures.
How current is this Japanese Yen COT data?
The latest report is dated 2026-09-01 (positions as of that Tuesday's close), published by the CFTC on 2026-09-04. This page updates within minutes of each weekly release.
Where can I download Japanese Yen COT history?
The full weekly series (1986-01-15 to 2026-09-01) is free at /data/cot/japanese-yen.csv - no login, no cap.

Learn: how to read this report · commercials vs non-commercials · glossary

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Source: CFTC Commitments of Traders, legacy futures-only report, contract code 097741. Dataset coverage 1986-01-15 → 2026-09-01. Methodology.