Carry Yen / monitor

JPY speculative positioning · rate differential · unwind risk
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USD / JPY
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daily ECB reference
Fed - BoJ differential
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annualised gross carry
Non-commercial JPY net
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CFTC Legacy · CME contract 097741
Unwind risk
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heuristic composite

Who is shorting the yen: CFTC positioning

Net position of the broad "non-commercial" category in the Legacy report for the standard CME yen future. It is not the TFF "leveraged funds" category. Net short means a bet against the yen; a reduction in shorts may signal an unwind.
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short intensity vs three-year extreme...
net CME-futures notional, not global carry-trade size...
TFF "leveraged funds", separate series...
non-commercial net, contracts (JPY 12.5m each)

Tension between carry and unwind

The left side favours carry: a wide differential, a weak yen and profitable shorts. The right side favours an unwind: crowded shorts, BoJ tightening and an appreciating yen.
ACTIVE CARRYbalanceUNWIND
assessment in progress...
short-position crowding...
recent yen appreciation (4 weeks)...
rate-differential compression...

Carry calculator

Gross annual carry
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Total return (including FX)
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Break-even yen appreciation
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Break-even USD/JPY level
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Carry accrues each day as long as the yen does not appreciate faster than the rate differential. Beyond the threshold, the currency move erases the carry. Analysis tool, not investment advice.

USD/JPY, 12 months

Daily ECB reference derived from EUR/JPY divided by EUR/USD, not a real-time spot quote. A decline means a stronger yen.
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Sources and methodology

CFTC Legacy Legacy Futures Only. The query directly targets cftc_contract_market_code = '097741'. Non-commercial net equals longs minus shorts.

CFTC TFF TFF Futures Only. The "leveraged funds" series is displayed separately and is never combined with the Legacy category.

ECB official reference rates. USD/JPY equals JPY per EUR divided by USD per EUR. This daily information reference is not a real-time market quote.

Fed target from the official FRED series DFEDTARL and DFEDTARU. The dashboard displays the midpoint of the range.

BoJ target configured with a date and verification URL based on official decisions. An outdated configuration explicitly degrades the status.

Notional net contracts multiplied by JPY 12,500,000 and converted with the ECB reference. This is the net notional of this CME future, not an estimate of the global carry trade. The score is a monitoring heuristic.

Optional market spot a Massive quote may complement the ECB reference. It remains separate, timestamped and fetched server-side; its absence does not degrade the canonical snapshot.

Formula version 1.0.0. Weights remain unchanged and explicitly heuristic until a documented backtest validates a new calibration.

For further work on the true size of the global carry trade and Treasury exposure: BIS Quarterly Review, US Treasury TIC data and the BoJ balance sheet.