Config.
Marché
Rapport
Unité

COT EUR/JPY

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 · cross · CME

What is the EUR/JPY futures contract?

EUR/JPY

Satellite of EUR/USD

A long means…

Exposure to a rise in the euro versus the yen — the same reading as spot EUR/JPY.

What is this?

EUR/JPY is the euro-versus-yen cross — with no dollar. The rate is set by the gap between the ECB and the Bank of Japan. The yen remains a funding currency: the pair often rises when risk appetite returns. The CME future reads like spot EUR/JPY: when the euro strengthens against the yen, the contract rises. It is neither euro-dollar nor the yen-dollar future.

Corporates and managers use it for Europe-Japan exchange. At expiry, euros are delivered against yen. Most positions are closed or rolled beforehand.

Pitfalls

  • Not EUR/USD (6E, 099741).
  • Not JPY/USD (6J, 097741).
  • Kind outright: not a Spread chip.

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.