COT reports: Net long positions held by asset managers in JPY/USD FX futures: JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (number of contracts) - United States - CFTC - Weekly
This series is part of the dataset: JPY/USD exchange rate COT reports (CFTC)
Download Full Dataset (.xlsx)Latest updates. According to the Commitments of Traders (COT) reports published by the Commodity Futures Trading Commission (CFTC), net long positions held by asset managers in JPY/USD FX futures of the kind "JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE" were 32,630 contracts on 3 February 2026, compared to 28,497 on 27 January 2026.
Sample. In this weekly time series, there are a total of 683 data points. The span of time covered by the series stretches from January 2013 to February 2026.
History. Here are some summary statistics calculated on the whole sample: positions averaged -4,040 contracts; they recorded a bottom of -100,036 on 2 July 2024; they recorded a maximum of 127,275 on 29 April 2025.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-01-20 | 17730.0 |
| 2026-01-27 | 28497.0 |
| 2026-02-03 | 32630.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Net long positions held by asset managers in futures on the JPY/USD exchange rate |
| Country | United States |
| Economic concept | Stock |
| Data type | Quantity |
| Seasonally adjusted | No |
| Deflation method | Not applicable |
| Rescaling | None |
| Measure type | Level |
| Frequency | Weekly |
| Unit | Number of contracts |
| Source | Commodity Futures Trading Commission (CFTC) |
| Source type | Government agency |
| Data licence | Public domain information |
| Other information | Specific future: JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
Discover the other time series included in this data set.