CFTC COT Report, Week to July 28, 2026: Euro Net Speculative Position Falls 9k
The latest CFTC Commitments of Traders report for the week ending July 28, 2026, shows leveraged funds significantly increased their net long positions in Mexican Peso futures, a notable shift among currency speculators. Overall, the week saw a mixed picture, with net shorts growing in several major currencies while net longs expanded in others.
Leveraged funds increased their net long Mexican Peso positions by +9.3k contracts, with their net long now standing at +63.8k contracts. This position is near its 52-week high of +75.8k. Asset managers also hold a net long position of +21.3k contracts, aligning with the positive sentiment.
In Euro futures, leveraged funds saw their net short position grow by -8.5k contracts, bringing their total net short to -65.2k contracts. This marks the 52-week low for their net Euro positioning. In contrast, asset managers maintain a substantial net long position of +209.3k contracts.
British Pound futures saw leveraged funds increase their net long position by +7.9k contracts, pushing their net long to +41.1k contracts. This is near the 52-week high of +43.5k. Asset managers, however, remain net short at -140.9k contracts.
Japanese Yen futures continued to see leveraged funds’ net short position grow by -5.8k contracts, reaching -102.0k contracts. This net short position is near its 52-week low of -115.4k. Asset managers also hold a significant net short of -83.1k contracts.
Canadian Dollar futures also experienced a notable shift, with leveraged funds’ net short position growing by -4.1k contracts to -102.5k contracts. This represents the 52-week low for leveraged funds’ net CAD positioning. Asset managers also hold a substantial net short position of -101.2k contracts.
Overall open interest saw notable increases across several currency futures, led by Euro futures which added +19.7k contracts.
The numbers, week to July 28, 2026
| Market | Leveraged funds net | Weekly change | Asset managers net | Legacy speculators net | Open interest |
|---|---|---|---|---|---|
| Euro (EUR) | -65.2k | -8.5k | +209.3k | -72.4k | 820k |
| Japanese Yen (JPY) | -102.0k | -5.8k | -83.1k | -163.4k | 432k |
| British Pound (GBP) | +41.1k | +7.9k | -140.9k | -64.8k | 267k |
| Australian Dollar (AUD) | +27.6k | +2.8k | -31.7k | -40.0k | 230k |
| Canadian Dollar (CAD) | -102.5k | -4.1k | -101.2k | -176.3k | 372k |
| Swiss Franc (CHF) | -9.6k | -0.7k | -40.2k | -33.5k | 112k |
| New Zealand Dollar (NZD) | -30.0k | +1.1k | -44.2k | -47.7k | 105k |
| Mexican Peso (MXN) | +63.8k | +9.3k | +21.3k | +72.5k | 201k |
| US Dollar Index (USD) | -1.6k | +0.3k | +21.6k | +17.2k | 58k |
Data: CFTC Traders in Financial Futures (futures only) and legacy Commitments of Traders reports. Net = long contracts minus short contracts. Positioning describes the state of the futures market, it is not trading advice.