Positions as of 21 Jul 2026Released 25 Jul 2026Latest COT release →

Latest cross-market evidence

Short positioning is crowded across currencies, rates and Nasdaq.

Five of the six most stretched markets sit on the short side. Euro FX is the clearest extreme at -2.83σ, while VIX futures carry the lone crowded-long reading.

What changed in this release

One reversal matters more than the headline count.

Nasdaq-100 moved into a crowded-short condition after another −10.3K weekly change. SOFR remains deeply short, but its weekly flow moved in the opposite direction. The extremes are concentrated, while the flows underneath point in different directions.

Short extremes5

Euro FX · Live Cattle · Canadian Dollar · Nasdaq-100 · SOFR 3-Month

Long extremes0

None

SourceCFTC

Commitments of Traders

Whipsaw Weekly · Before Issue 01

Different markets are telling different stories.

Positioning is unusually one-sided in euro FX, SOFR and Nasdaq, while VIX futures lean the other way. The split leaves the risk map unsettled. The first Whipsaw Weekly will follow whichever side wins support from price and market structure.

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Whipsaw Wire

Cross-asset market intelligence for people who carry risk.

Track the evidence market by market, then read Whipsaw Weekly for a clear view of where risk is building and leadership is changing.

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