Config.
Marché
Rapport
Unité

COT GBP/USD

Période
Échelle

As-of mardi · close vendredi · source CFTC

Long vs Short

Long et short en % d’OI (catégorie focus)

Δ 4 semaines

Variation du net vs le rapport d’il y a 4 semaines

Cette semaine

Catégorie Long Short Spreading Net Δ Long Δ Short Δ Net % OI long % OI short

Historique

FX · CME

What is the GBP/USD futures contract?

GBP/USD

Satellite of EUR/USD

A long means…

Exposure to a rise in sterling versus the dollar — the same reading as spot GBP/USD.

What is this?

Sterling is the United Kingdom’s currency. The CME future reads like spot GBP/USD: when the pound strengthens, the contract rises. The rate is set by the gap between the Bank of England and the Fed, and by UK data. It is one of the G10 currencies most sensitive to British political and fiscal shocks. Importers, exporters and corporates hedge sterling-dollar; managers hedge a sterling portfolio.

At expiry, pounds are delivered against dollars. Most positions are closed or rolled beforehand.

Pitfalls

  • Not the EUR/GBP cross (299741).
  • Long = long sterling, not long the dollar.
  • CFTC code 096742 (not 096741).

Univers LIX

Le positionnement n’est pas le risque

Le COT décrit qui est positionné. Le LIX décrit le niveau de risque de marché — 12 indicateurs, hors COT.