Canadian Dollar (CAD) COT Report
Positions in CME Canadian dollar futures (CAD 100,000) as of Tuesday Oct 13, 2026, released by the CFTC on Friday Oct 16, 2026. Next report: positions as of Oct 20, 2026, scheduled for release on Friday Oct 23, 2026 at 3:30 p.m. ET.
CFTC Commitments of Traders report as of Oct 13, 2026
What changed this week
In the week to Tuesday Oct 13, 2026, large speculators (non-commercial traders) in Canadian dollar futures added to their net short by 4,602 contracts to 94,765, the 4th straight week their net position fell. Their 3-year COT index stands at 44, on a scale where 0 is the lowest net position of the past 3 years (-196,263 on Jul 30, 2024) and 100 the highest (+36,159 on Mar 10, 2026). In the Traders in Financial Futures report, leveraged funds were net short 88,112 contracts, a weekly change of -8,487. Commercial hedgers were net long 105,613, a weekly change of +2,111. Open interest rose by 7,156 to 378,204 contracts.
Canadian dollar futures are priced in US dollars per Canadian dollar, so a net long is positioned for a stronger loonie, which is a lower USD/CAD.
Positions by trader group
Contracts · Oct 13, 2026| Trader group | Report | Long | Short | Net | Net, w/w | Net % OI | 3-yr COT index |
|---|---|---|---|---|---|---|---|
| Large speculators (non-commercial) | Legacy | 89,986 | 184,751 | -94,765 | -4,602 | -25.1% | 44 |
| Commercials (hedgers) | Legacy | 254,964 | 149,351 | +105,613 | +2,111 | +27.9% | 60 |
| Small traders (non-reportable) | Legacy | 28,630 | 39,478 | -10,848 | +2,491 | -2.9% | 19 |
| Leveraged funds | TFF | 23,811 | 111,923 | -88,112 | -8,487 | -23.3% | 17 |
| Asset managers & institutional | TFF | 102,895 | 133,699 | -30,804 | +5,002 | -8.1% | 57 |
| Dealers & intermediaries | TFF | 196,342 | 75,361 | +120,981 | +1,024 | +32.0% | 58 |
| Other reportables | TFF | 15,819 | 7,036 | +8,783 | -30 | +2.3% | 46 |
- Large speculators (non-commercial): Reportable traders that do not qualify as commercial hedgers for this commodity.
- Commercials (hedgers): Reportable traders whose futures positions in this commodity are hedges as defined in CFTC Regulation 1.3.
- Small traders (non-reportable): Open interest left after subtracting all reportable positions; positions below the CFTC reporting levels.
- Leveraged funds: Typically hedge funds and money managers, including registered CTAs and CPOs.
- Asset managers & institutional: Pension funds, endowments, insurers, mutual funds and managers whose clients are mainly institutional.
- Dealers & intermediaries: The sell side: large banks and dealers in securities, swaps and other derivatives.
- Other reportables: Reportable traders that fit none of the three categories above, e.g. corporate treasuries and central banks.
Large speculators' net position, last 5 years
Contracts, weeklyCOT index by lookback (large speculators)
| Lookback | COT index | Percentile | Range low | Range high |
|---|---|---|---|---|
| 26 weeks | 51 | 54% | -179,095 Aug 4, 2026 | -14,659 May 5, 2026 |
| 52 weeks | 39 | 42% | -179,095 Aug 4, 2026 | +36,159 Mar 10, 2026 |
| 3 years | 44 | 45% | -196,263 Jul 30, 2024 | +36,159 Mar 10, 2026 |
| All history (since 2006) | 33 | 7% | -196,263 Jul 30, 2024 | +111,881 Sep 18, 2012 |
0 = lowest net position of the lookback, 100 = highest. Percentile = share of weeks in the lookback with a net position at or below this week's.
Positioning extremes
| Window | Highest net | Lowest net |
|---|---|---|
| Past 52 weeks | +36,159 Mar 10, 2026 | -179,095 Aug 4, 2026 |
| Past 3 years | +36,159 Mar 10, 2026 | -196,263 Jul 30, 2024 |
| Past 5 years | +36,159 Mar 10, 2026 | -196,263 Jul 30, 2024 |
| Since Jan 3, 2006 | +111,881 Sep 18, 2012 | -196,263 Jul 30, 2024 |
| Window | Highest net | Lowest net |
|---|---|---|
| Past 52 weeks | -31,700 Mar 24, 2026 | -102,495 Jul 28, 2026 |
| Past 3 years | -12,452 Mar 5, 2024 | -103,134 Aug 13, 2024 |
| Past 5 years | +13,418 Aug 29, 2023 | -103,134 Aug 13, 2024 |
| Since Jun 13, 2006 | +89,524 Oct 9, 2007 | -103,134 Aug 13, 2024 |
Weekly history, last 3 years
Download full history (CSV)| Report date | Large specs net | w/w | Leveraged funds net | Commercials net | Open interest | 3-yr index |
|---|---|---|---|---|---|---|
| 2026-10-13 | -94,765 | -4,602 | -88,112 | +105,613 | 378,204 | 44 |
| 2026-10-06 | -90,163 | -11,492 | -79,625 | +103,502 | 371,048 | 46 |
| 2026-09-29 | -78,671 | -25,461 | -69,644 | +89,564 | 347,274 | 51 |
| 2026-09-22 | -53,210 | -15,633 | -46,861 | +55,998 | 311,085 | 62 |
| 2026-09-15 | -37,577 | +32,922 | -39,022 | +46,923 | 358,186 | 68 |
| 2026-09-08 | -70,499 | +37,644 | -55,448 | +74,429 | 334,861 | 54 |
| 2026-09-01 | -108,143 | +13,379 | -68,750 | +115,282 | 334,800 | 38 |
| 2026-08-25 | -121,522 | +36,644 | -72,092 | +123,231 | 329,544 | 32 |
| 2026-08-18 | -158,166 | +15,196 | -88,897 | +161,379 | 359,585 | 16 |
| 2026-08-11 | -173,362 | +5,733 | -92,005 | +179,686 | 364,104 | 10 |
| 2026-08-04 | -179,095 | -2,785 | -101,748 | +187,008 | 365,083 | 7 |
| 2026-07-28 | -176,310 | -1,862 | -102,495 | +189,021 | 372,447 | 9 |
| 2026-07-21 | -174,448 | +1,831 | -98,377 | +187,001 | 365,599 | 9 |
| 2026-07-14 | -176,279 | -3,153 | -92,771 | +186,718 | 368,792 | 9 |
| 2026-07-07 | -173,126 | -22,320 | -85,957 | +181,996 | 363,847 | 10 |
| 2026-06-30 | -150,806 | -4,014 | -88,101 | +159,327 | 346,500 | 20 |
| 2026-06-23 | -146,792 | -13,891 | -83,377 | +155,789 | 342,860 | 21 |
| 2026-06-16 | -132,901 | -12,902 | -65,053 | +143,406 | 492,468 | 27 |
| 2026-06-09 | -119,999 | -25,888 | -58,623 | +128,812 | 383,773 | 33 |
| 2026-06-02 | -94,111 | -25,229 | -44,601 | +99,606 | 305,869 | 44 |
| 2026-05-26 | -68,882 | -37,651 | -38,095 | +71,845 | 297,944 | 55 |
| 2026-05-19 | -31,231 | -14,989 | -38,654 | +35,724 | 292,877 | 71 |
| 2026-05-12 | -16,242 | -1,583 | -37,663 | +13,717 | 251,467 | 77 |
| 2026-05-05 | -14,659 | +23,817 | -47,758 | +12,794 | 243,793 | 78 |
| 2026-04-28 | -38,476 | +20,358 | -53,828 | +37,143 | 252,679 | 68 |
| 2026-04-21 | -58,834 | +19,438 | -64,215 | +59,221 | 255,128 | 59 |
| 2026-04-14 | -78,272 | -22,624 | -61,404 | +78,377 | 259,258 | 51 |
| 2026-04-07 | -55,648 | -22,964 | -44,144 | +58,038 | 240,735 | 60 |
| 2026-03-31 | -32,684 | -31,082 | -42,910 | +33,986 | 217,085 | 70 |
| 2026-03-24 | -1,602 | -2,488 | -31,700 | -1,371 | 182,798 | 84 |
| 2026-03-17 | +886 | -35,273 | -37,852 | -6,206 | 247,753 | 85 |
| 2026-03-10 | +36,159 | +15,109 | -37,159 | -44,360 | 288,392 | 100 |
| 2026-03-03 | +21,050 | -6,528 | -41,371 | -24,056 | 232,433 | 97 |
| 2026-02-24 | +27,578 | +1,752 | -34,101 | -30,260 | 222,562 | 100 |
| 2026-02-17 | +25,826 | +12,550 | -42,034 | -30,374 | 218,415 | 100 |
| 2026-02-10 | +13,276 | +11,146 | -51,008 | -20,188 | 215,037 | 100 |
| 2026-02-03 | +2,130 | +18,176 | -52,855 | -7,916 | 216,252 | 98 |
| 2026-01-27 | -16,046 | +25,739 | -52,216 | +13,734 | 227,204 | 89 |
| 2026-01-20 | -41,785 | +465 | -57,357 | +45,990 | 213,597 | 76 |
| 2026-01-13 | -42,250 | -1,665 | -55,699 | +45,815 | 219,263 | 76 |
| 2026-01-06 | -40,585 | -74 | -57,096 | +36,062 | 218,740 | 77 |
| 2025-12-30 | -40,511 | +15,282 | -58,678 | +36,088 | 211,171 | 77 |
| 2025-12-23 | -55,793 | +30,847 | -57,719 | +57,190 | 197,138 | 69 |
| 2025-12-16 | -86,640 | +43,960 | -77,018 | +92,238 | 244,427 | 54 |
| 2025-12-09 | -130,600 | +19,447 | -74,390 | +138,723 | 251,868 | 32 |
| 2025-12-02 | -150,047 | +367 | -75,724 | +159,150 | 274,997 | 23 |
| 2025-11-25 | -150,414 | -1,315 | -72,479 | +163,460 | 280,112 | 23 |
| 2025-11-18 | -149,099 | +8,536 | -72,368 | +161,670 | 278,400 | 23 |
| 2025-11-10 | -157,635 | +1,877 | -72,094 | +173,878 | 289,605 | 19 |
| 2025-11-04 | -159,512 | -9,468 | -72,945 | +173,393 | 292,964 | 18 |
| 2025-10-28 | -150,044 | -4,936 | -59,008 | +163,411 | 278,750 | 23 |
| 2025-10-21 | -145,108 | -7,515 | -54,845 | +158,354 | 272,419 | 25 |
| 2025-10-14 | -137,593 | -875 | -49,787 | +152,580 | 269,924 | 29 |
| 2025-10-07 | -136,718 | -16,813 | -47,742 | +151,915 | 261,636 | 29 |
| 2025-09-30 | -119,905 | -5,099 | -45,588 | +134,279 | 240,191 | 38 |
| 2025-09-23 | -114,806 | -7,629 | -48,756 | +124,181 | 212,186 | 40 |
| 2025-09-16 | -107,177 | +1,740 | -48,244 | +114,181 | 266,847 | 44 |
| 2025-09-09 | -108,917 | +59 | -47,347 | +115,041 | 249,304 | 42 |
| 2025-09-02 | -108,976 | -3,961 | -44,029 | +115,358 | 225,322 | 41 |
| 2025-08-26 | -105,015 | -11,936 | -36,143 | +108,560 | 227,180 | 41 |
| 2025-08-19 | -93,079 | -3,002 | -33,912 | +100,818 | 220,859 | 47 |
| 2025-08-12 | -90,077 | -10,657 | -30,760 | +93,571 | 221,109 | 48 |
| 2025-08-05 | -79,420 | -2,987 | -29,892 | +84,877 | 214,849 | 52 |
| 2025-07-29 | -76,433 | -6,090 | -30,085 | +77,288 | 201,852 | 54 |
| 2025-07-22 | -70,343 | +3,751 | -30,625 | +71,510 | 200,895 | 56 |
| 2025-07-15 | -74,094 | -2,486 | -25,720 | +72,766 | 202,720 | 55 |
| 2025-07-08 | -71,608 | -8,156 | -28,779 | +68,694 | 201,326 | 56 |
| 2025-07-01 | -63,452 | -10,285 | -31,119 | +60,970 | 203,485 | 60 |
| 2025-06-24 | -53,167 | +13,166 | -31,717 | +50,430 | 201,194 | 64 |
| 2025-06-17 | -66,333 | +26,810 | -36,965 | +61,855 | 294,801 | 58 |
| 2025-06-10 | -93,143 | +15,303 | -39,702 | +91,207 | 288,477 | 46 |
| 2025-06-03 | -108,446 | -4,548 | -47,297 | +110,625 | 270,041 | 39 |
| 2025-05-27 | -103,898 | -37 | -45,705 | +105,002 | 263,232 | 41 |
| 2025-05-20 | -103,861 | -21,705 | -40,214 | +112,982 | 266,748 | 41 |
| 2025-05-13 | -82,156 | -11,511 | -35,344 | +91,895 | 262,803 | 51 |
| 2025-05-06 | -70,645 | -3,440 | -32,143 | +76,469 | 255,101 | 56 |
| 2025-04-29 | -67,205 | -38 | -32,214 | +75,322 | 249,257 | 58 |
| 2025-04-22 | -67,167 | +16,693 | -39,119 | +73,173 | 249,643 | 58 |
| 2025-04-15 | -83,860 | +35,381 | -51,249 | +90,143 | 249,484 | 50 |
| 2025-04-08 | -119,241 | +10,775 | -62,834 | +129,460 | 258,263 | 35 |
| 2025-04-01 | -130,016 | -482 | -49,421 | +143,318 | 278,330 | 30 |
| 2025-03-25 | -129,534 | +7,048 | -50,122 | +140,196 | 281,126 | 30 |
| 2025-03-18 | -136,582 | +5,828 | -63,522 | +147,159 | 347,932 | 27 |
| 2025-03-11 | -142,410 | +1,360 | -63,461 | +156,148 | 339,922 | 24 |
| 2025-03-04 | -143,770 | -5,864 | -64,580 | +154,980 | 340,218 | 24 |
| 2025-02-25 | -137,906 | +6,737 | -66,877 | +142,821 | 319,493 | 26 |
| 2025-02-18 | -144,643 | +6,191 | -78,094 | +151,212 | 323,195 | 23 |
| 2025-02-11 | -150,834 | +9,610 | -81,647 | +162,597 | 326,849 | 20 |
| 2025-02-04 | -160,444 | -12,843 | -90,818 | +170,842 | 346,984 | 16 |
| 2025-01-28 | -147,601 | +3,186 | -83,946 | +162,970 | 331,109 | 22 |
| 2025-01-21 | -150,787 | +16,366 | -92,372 | +163,078 | 331,635 | 20 |
| 2025-01-14 | -167,153 | +11,436 | -88,056 | +181,481 | 350,363 | 13 |
| 2025-01-07 | -178,589 | -2,881 | -94,579 | +192,467 | 357,210 | 8 |
| 2024-12-31 | -175,708 | +1,012 | -84,857 | +189,120 | 353,686 | 9 |
| 2024-12-24 | -176,720 | +5,335 | -84,112 | +188,397 | 345,942 | 9 |
| 2024-12-17 | -182,055 | -501 | -73,893 | +195,457 | 485,592 | 6 |
| 2024-12-10 | -181,554 | -22,208 | -79,448 | +195,936 | 408,181 | 7 |
| 2024-12-03 | -159,346 | -5,344 | -73,830 | +165,505 | 324,325 | 17 |
| 2024-11-26 | -154,002 | +29,564 | -77,226 | +158,570 | 322,420 | 19 |
| 2024-11-19 | -183,566 | -1,177 | -85,703 | +190,676 | 348,354 | 6 |
| 2024-11-12 | -182,389 | -7,160 | -90,639 | +191,332 | 342,557 | 6 |
| 2024-11-05 | -175,229 | -7,730 | -88,302 | +180,918 | 336,467 | 9 |
| 2024-10-29 | -167,499 | -26,868 | -80,811 | +174,266 | 329,945 | 13 |
| 2024-10-22 | -140,631 | -18,238 | -64,901 | +148,695 | 308,279 | 25 |
| 2024-10-15 | -122,393 | -33,242 | -56,011 | +123,906 | 296,537 | 33 |
| 2024-10-08 | -89,151 | -19,148 | -54,882 | +86,230 | 224,645 | 48 |
| 2024-10-01 | -70,003 | -4,414 | -44,472 | +60,168 | 216,044 | 57 |
| 2024-09-24 | -65,589 | +7,561 | -42,565 | +59,746 | 213,164 | 59 |
| 2024-09-17 | -73,150 | -4,197 | -51,618 | +68,061 | 256,538 | 55 |
| 2024-09-10 | -68,953 | -409 | -44,822 | +66,918 | 251,209 | 57 |
| 2024-09-03 | -68,544 | +41,458 | -51,191 | +62,013 | 255,897 | 57 |
| 2024-08-27 | -110,002 | +54,408 | -72,955 | +106,144 | 296,041 | 39 |
| 2024-08-20 | -164,410 | +15,201 | -89,257 | +167,006 | 314,073 | 14 |
| 2024-08-13 | -179,611 | +2,021 | -103,134 | +180,958 | 323,167 | 7 |
| 2024-08-06 | -181,632 | +14,631 | -100,669 | +185,438 | 335,120 | 7 |
| 2024-07-30 | -196,263 | -34,660 | -102,790 | +203,786 | 351,856 | 0 |
| 2024-07-23 | -161,603 | -29,130 | -82,969 | +168,664 | 315,684 | 0 |
| 2024-07-16 | -132,473 | -21,261 | -71,590 | +137,579 | 280,941 | 9 |
| 2024-07-09 | -111,212 | +9,140 | -66,925 | +113,308 | 257,288 | 21 |
| 2024-07-02 | -120,352 | +2,060 | -69,323 | +124,503 | 263,465 | 15 |
| 2024-06-25 | -122,412 | +25,519 | -61,714 | +126,330 | 278,437 | 13 |
| 2024-06-18 | -147,931 | -18,438 | -70,136 | +158,379 | 351,458 | 0 |
| 2024-06-11 | -129,493 | -37,854 | -71,597 | +138,061 | 307,387 | 0 |
| 2024-06-04 | -91,639 | -5,054 | -51,232 | +99,904 | 265,761 | 0 |
| 2024-05-28 | -86,585 | +4,239 | -51,719 | +90,353 | 264,401 | 3 |
| 2024-05-21 | -90,824 | -10,521 | -57,597 | +91,857 | 234,491 | 0 |
| 2024-05-14 | -80,303 | -11,082 | -54,905 | +78,220 | 220,840 | 2 |
| 2024-05-07 | -69,221 | -6,020 | -46,935 | +71,845 | 216,708 | 10 |
| 2024-04-30 | -63,201 | +13,249 | -49,516 | +70,490 | 211,555 | 15 |
| 2024-04-23 | -76,450 | +6,365 | -45,293 | +84,462 | 226,747 | 5 |
| 2024-04-16 | -82,815 | -29,430 | -45,140 | +91,572 | 237,526 | 0 |
| 2024-04-09 | -53,385 | -2,162 | -35,053 | +58,340 | 192,964 | 14 |
| 2024-04-02 | -51,223 | -933 | -22,250 | +52,481 | 197,171 | 16 |
| 2024-03-26 | -50,290 | -13,142 | -24,114 | +54,477 | 190,995 | 17 |
| 2024-03-19 | -37,148 | -6,274 | -21,398 | +41,437 | 230,592 | 28 |
| 2024-03-12 | -30,874 | -11,037 | -21,264 | +30,296 | 193,223 | 33 |
| 2024-03-05 | -19,837 | -18,459 | -12,452 | +23,567 | 183,697 | 42 |
| 2024-02-27 | -1,378 | -515 | -14,615 | -573 | 166,484 | 58 |
| 2024-02-20 | -863 | +4,619 | -19,888 | +1,345 | 157,666 | 58 |
| 2024-02-13 | -5,482 | +2,254 | -27,605 | +6,958 | 161,519 | 54 |
| 2024-02-06 | -7,736 | -5,348 | -28,452 | +4,412 | 160,118 | 53 |
| 2024-01-30 | -2,388 | +6,063 | -20,879 | -4,200 | 159,376 | 57 |
| 2024-01-23 | -8,451 | +4,937 | -23,303 | +3,161 | 155,138 | 52 |
| 2024-01-16 | -13,388 | -6,008 | -32,067 | +4,928 | 165,998 | 48 |
| 2024-01-09 | -7,380 | +13,751 | -35,586 | -1,787 | 171,557 | 53 |
| 2024-01-02 | -21,131 | +13,590 | -53,698 | +8,320 | 184,476 | 41 |
| 2023-12-26 | -34,721 | +19,612 | -54,159 | +23,948 | 176,452 | 30 |
| 2023-12-19 | -54,333 | +912 | -52,205 | +50,577 | 214,241 | 13 |
| 2023-12-12 | -55,245 | +2,603 | -37,642 | +61,193 | 213,873 | 13 |
| 2023-12-05 | -57,848 | +5,394 | -37,588 | +63,290 | 197,791 | 11 |
| 2023-11-28 | -63,242 | +2,198 | -35,321 | +67,537 | 200,864 | 6 |
| 2023-11-21 | -65,440 | +4,963 | -36,621 | +70,083 | 203,248 | 4 |
| 2023-11-14 | -70,403 | -2,682 | -39,822 | +77,698 | 206,046 | 0 |
| 2023-11-07 | -67,721 | -18,389 | -35,707 | +72,568 | 200,364 | 0 |
| 2023-10-31 | -49,332 | -693 | -31,547 | +56,052 | 198,528 | 9 |
| 2023-10-24 | -48,639 | -100 | -34,498 | +53,600 | 184,747 | 9 |
| 2023-10-17 | -48,539 | -2,050 | -37,059 | +50,106 | 183,938 | 9 |
Year-by-year history (large speculators)
| Year | Reports | Average net | Highest | Lowest | Last report | Avg open interest |
|---|---|---|---|---|---|---|
| 2026 | 41 | -71,225 | +36,159 Mar 10 | -179,095 Aug 4 | -94,765 | 297,789 |
| 2025 | 52 | -112,931 | -40,511 Dec 30 | -178,589 Jan 7 | -40,511 | 266,826 |
| 2024 | 53 | -97,092 | -863 Feb 20 | -196,263 Jul 30 | -175,708 | 261,202 |
| 2023 | 52 | -35,789 | +6,365 Aug 1 | -70,403 Nov 14 | -34,721 | 173,576 |
| 2022 | 52 | +899 | +26,867 Aug 16 | -30,033 Dec 27 | -30,033 | 147,619 |
| 2021 | 52 | +9,548 | +48,772 Jun 1 | -27,877 Sep 21 | -10,334 | 171,090 |
| 2020 | 52 | -13,259 | +38,294 Jan 21 | -35,056 May 19 | +15,368 | 141,576 |
| 2019 | 52 | -11,197 | +54,002 Nov 5 | -66,002 Jan 8 | +11,913 | 159,877 |
| 2018 | 53 | -13,047 | +40,164 Feb 6 | -52,887 Jul 10 | -50,649 | 145,576 |
| 2017 | 52 | +6,981 | +76,392 Oct 10 | -99,109 May 23 | +17,346 | 163,342 |
| 2016 | 52 | -6,624 | +26,259 May 31 | -66,819 Jan 26 | -1,598 | 127,374 |
| 2015 | 52 | -32,722 | +7,333 May 26 | -67,405 Aug 11 | -60,787 | 133,326 |
| 2014 | 52 | -21,913 | +22,691 Jul 29 | -70,327 Jan 21 | -14,033 | 122,986 |
| 2013 | 52 | -23,283 | +68,668 Jan 15 | -75,913 Apr 16 | -57,956 | 145,773 |
| 2012 | 53 | +39,567 | +111,881 Sep 18 | -28,730 Jan 17 | +65,926 | 148,859 |
| 2011 | 52 | +19,550 | +77,544 Mar 8 | -26,869 Nov 29 | -21,812 | 127,529 |
| 2010 | 52 | +34,070 | +73,027 Mar 23 | -4,764 Aug 31 | +34,787 | 114,134 |
| 2009 | 52 | +11,027 | +44,196 Oct 13 | -23,950 Mar 17 | +39,989 | 84,795 |
| 2008 | 52 | +3,053 | +50,125 May 27 | -28,085 Aug 19 | -10,355 | 102,758 |
| 2007 | 53 | +15,926 | +83,001 Oct 9 | -84,906 Jan 9 | +22,998 | 142,578 |
| 2006 | 52 | +6,646 | +44,845 Feb 7 | -66,294 Dec 26 | -66,294 | 110,618 |
About this data
Source: the U.S. Commodity Futures Trading Commission's Commitments of Traders reports, read from the CFTC's public reporting API. Contract: CME Canadian dollar futures (CAD 100,000), CFTC contract market code 090741. Every figure is in contracts and comes from the futures-only reports: the Legacy report (dataset 6dca-aqww) for large speculators, commercials and small traders, and the Traders in Financial Futures report (dataset gpe5-46if) for leveraged funds, asset managers and dealers.
Net position = long minus short contracts; spreading positions are excluded. Weekly changes for the Legacy groups are the CFTC's own; for the TFF groups they are the difference from the previous report. The COT index and percentiles are AlphaScala calculations over the stored weekly history, which starts on Jan 3, 2006 (1,085 reports). The data describes what traders held on each Tuesday; it is not a forecast or a recommendation. See the methodology for how AlphaScala sources data.
FAQ
What does the Canadian Dollar (CAD) COT report show?
The CFTC's weekly Commitments of Traders report breaks down open interest in CME Canadian dollar futures (CAD 100,000), CFTC contract code 090741, by type of trader. This page uses two of its reports: the Legacy report, which splits reportable traders into commercial and non-commercial, and the Traders in Financial Futures report, which splits them into dealers, asset managers, leveraged funds and other reportables. Both are the futures-only versions, so options positions are not included. The latest report here holds positions as of Oct 13, 2026.
When is the COT report released?
The CFTC collects positions as of the close of business on Tuesday and generally publishes them on Friday at 3:30 p.m. Eastern time. A federal holiday between the Tuesday and the Friday delays the release, typically to the following Monday (Veterans Day, Thanksgiving and Christmas weeks, for example), and the CFTC lists those dates on its release schedule in advance; a Monday holiday such as Columbus Day does not. Publication stops during a lapse in federal funding, with the missed reports released afterwards. AlphaScala checks for the new report on Friday evening and again on Monday (UTC).
Who counts as a large speculator in the COT report?
In the Legacy report, a reportable trader is classified as commercial in a commodity if it uses futures in that commodity for hedging as defined in CFTC Regulation 1.3. Traders generally get that classification by filing CFTC Form 40, and CFTC staff can reclassify them. Every other reportable trader is non-commercial, the group COT readers call large speculators. A trader can be commercial in one commodity and non-commercial in another, but not both in the same commodity.
What are leveraged funds and asset managers in the COT report?
In the Traders in Financial Futures report, leveraged funds are typically hedge funds and other money managers, including registered commodity trading advisors (CTAs), registered commodity pool operators (CPOs) and unregistered funds the CFTC identifies. Asset managers are institutional investors: pension funds, endowments, insurance companies, mutual funds and managers whose clients are mainly institutional. Dealers are the sell side, mostly large banks and dealers in securities, swaps and other derivatives.
What are non-reportable positions?
The CFTC sets a reporting level for each contract, and clearing members, futures commission merchants and foreign brokers report every trader at or above it. Non-reportable positions are what is left of open interest after subtracting all reportable positions, so the number of those traders and whether they are hedgers is unknown. They are usually read as small traders.
How is the COT index calculated?
COT index = (current net position − lowest net position in the lookback) ÷ (highest − lowest) × 100, using the weekly net position of large speculators (longs minus shorts; spreading positions are left out). 0 is the most net short, or least net long, of the lookback and 100 the most net long. AlphaScala shows 26-week, 52-week and 3-year versions, plus a percentile: the share of weeks in the window with a net position at or below the current one. Both describe positioning relative to its own history; neither is a forecast.
What does a net long in Canadian dollar futures mean?
Canadian dollar futures are priced in US dollars per Canadian dollar, so a net long is positioned for a stronger loonie, which is a lower USD/CAD.