The CFTC CAD speculative net positions report provides a weekly snapshot of the net difference between long and short positions held by non-commercial traders, such as hedge funds and speculators, in the Canadian Dollar futures market. This data is a key sentiment indicator, helping traders understand how large institutional players are positioned relative to the currency. A positive number indicates a net long bias, while a negative number suggests a net short bias.
The value is calculated by subtracting the total number of short contracts from the total number of long contracts held by non-commercial (speculative) traders as reported in the Commitments of Traders (COT) report.
No historical data available
