This report details the net difference between long and short positions held by speculative traders in Japanese Yen futures. As the Yen is often used as a funding currency for carry trades, these positions reflect broader global risk appetite. A high net short position in JPY often coincides with periods of global economic stability and risk-on sentiment. Conversely, a reduction in short positions or a shift to net long can indicate a flight to safety and increased market volatility.
The figure represents the net sum of long minus short contracts held by non-commercial entities in the JPY futures market as reported to the CFTC. It excludes positions held by commercial hedgers who use futures for business operations.
No historical data available
