Config.
Marché
Rapport
Unité

COT EUR/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 EUR/USD futures contract?

EUR/USD

A long means…

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

What is this?

The euro is the single currency of the euro area — the world’s most traded exchange rate against the dollar. The rate is set by the gap between ECB and Fed policy, and by transatlantic trade flows. The CME future reads like spot EUR/USD: when the euro strengthens, the contract rises. Importers, exporters and corporates lock in a rate here; asset managers hedge a euro- or dollar-denominated portfolio. It is not the euro short-term rate €STR.

At expiry, euros are delivered against dollars. Most positions are closed or rolled beforehand: this is futures positioning, not an exchange of banknotes.

Pitfalls

  • The name “EURO FX” is not the euro short-term rate €STR.
  • A long is a long euro (EUR/USD), not a long dollar.
  • Do not add the micro (M6E) or E-mini (E7) into this line.
  • Do not merge EUR/GBP (299741) or EUR/JPY (399741) into this line.

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.