Canadian dollar COT report: hedge fund and commercial positioning
Data updated October 6, 2026 (positions as of Tuesday)
Canadian dollar futures on the CME.
Leveraged funds (hedge funds and CTAs) held a net short position of 79,625 contracts in Canadian dollar (21.5% of open interest), in the lower part of its one-year range.
Asset managers (pension funds, insurers, mutual funds) held a net short position of 35,806 contracts in Canadian dollar (9.6% of open interest), around the middle of its one-year range.
Dealers (banks and market makers) held a net long position of 119,957 contracts in Canadian dollar (32.3% of open interest), in the upper part of its one-year range.
Positions this week
| Group | Net contracts | % of OI | 1 week | 4 weeks | Index 52W | Index 3Y |
|---|---|---|---|---|---|---|
| Leveraged funds | -79,625 | -21.5% | -9,981 | -24,177 | 32 | 26 |
| Asset managers | -35,806 | -9.6% | -8,225 | -5,798 | 41 | 55 |
| Dealers | 119,957 | 32.3% | 20,133 | 37,850 | 67 | 57 |
Open interest 371,048 contracts. Report of October 6, 2026 (Traders in Financial Futures, futures only).
Net positions, three years
Questions
Are hedge funds long or short Canadian dollar?
Leveraged funds (hedge funds and CTAs) held a net short position of 79,625 contracts in Canadian dollar (21.5% of open interest), in the lower part of its one-year range. Report of October 6, 2026.
What is the COT report?
The Commitments of Traders is a weekly CFTC report of open positions in US futures markets, split by type of trader. It reflects positions as of Tuesday and is published on Friday afternoon. Commodity markets use the Disaggregated report (producers, swap dealers, managed money); financial futures use the Traders in Financial Futures report (dealers, asset managers, leveraged funds).
What is the COT index?
It places the latest net position between the lowest (0) and highest (100) of a look-back window, here 52 weeks and 3 years. Readings near 0 or 100 mean the group is at an extreme of its recent range; they describe positioning and do not predict prices on their own.
Related
Source: CFTC Commitments of Traders (Traders in Financial Futures, futures only). Figures are historical and descriptive; they are not forecasts and not investment advice. MEDGE Capital does not recommend buying or selling any instrument. Risk disclaimer.