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Australian Dollar

Long exposure sits in the 92nd percentile. The lead participant net position changed −4.4K contracts over the latest week.

Positions as of1 Sept 2026Released 5 Sept 2026
ConditionPositioning reversalChanged this release
3Y historical percentile92nd+0.68σ from the rolling mean
Net / open interest12.7%Lead participant exposure
1-week flow−4.4K4-week flow +9K
Positioning historyAustralian Dollar exposure is measured against its own history.Lead participant rolling z-score
2026-09-01+0.68σ
-2σ0σ+2σ
2023-09-12Source: U.S. CFTC2026-09-01
ParticipantNet contractsRelative size
Asset managers−30.5K
Dealers−43.5K
Leveraged funds+49.7K
Non-reportables+20.6K
Other reportables+3.7K

CFTC participant categories vary by report family. The primary positioning series uses managed money for physical commodities and leveraged funds for financial futures.

Positioning bucketN4W positive8W positive12W positiveAvg 12W
z ≥ 2.0 (extreme long)5248.1%59.6%53.8%-0.56%
1.5 ≤ z < 2.05962.7%66.1%61.0%-0.83%
1.0 ≤ z < 1.57869.2%70.5%64.1%-1.14%
neutral (−1.0 < z < 1.0)43750.8%49.0%51.5%-0.65%
−1.5 < z ≤ −1.08353.0%55.4%54.2%+0.25%
−2.0 < z ≤ −1.54959.2%61.2%57.1%+0.65%
z ≤ −2.0 (extreme short)2948.3%55.2%48.3%-0.12%

Overlapping historical observations. Periods and sample sizes are shown so the comparison can be read in context.