Config.
Marché
Rapport
Unité

COT USD Index (DXY)

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 · dollar index · ICE

What is the USD Index (DXY) futures contract?

USD Index (DXY)

A long means…

Exposure to a rise in the dollar versus the ICE basket — euro, yen, sterling, Canadian dollar, Swedish krona and Swiss franc — not versus any single pair.

What is this?

The ICE dollar index is a fixed-weight basket: the euro (about 57.6%), the yen, sterling, the Canadian dollar, the Swedish krona and the Swiss franc. It is a geometric average, not a pair. The weights have barely moved since the euro arrived in 1999. Buying the future is buying the dollar against that basket — not against the euro alone, even though the euro is more than half the index.

Managers, funds and corporates hedge broad dollar risk here, without six contracts. At expiry the six currencies are delivered against dollars. Most positions are closed or rolled beforehand. It is listed at ICE, not CME.

Pitfalls

  • Not a pair: this is not EUR/USD (099741).
  • ICE Futures U.S. (IFUS), not CME (XCME).
  • Long = long the dollar versus the basket, not long one basket currency.
  • Physical delivery of the basket (the cash-settled Singapore mini is a different listing).

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.