JPY IRS Gross Notional Outstanding (weekly, USD mn)
| Product | 2026-08-10 | WoW (%) |
|---|---|---|
| Basis | 59,994 | -0.9 |
| Fixed-Float | 2,561,942 | +4.8 |
| OIS | 14,717,779 | +4.1 |
| OTHER | 95,545 | +0.2 |
| Swaption | 1,423,343 | -0.2 |
| TOTAL | 18,858,603 | $18.86T |
OIS notional history
Source: CFTC, Weekly Swaps Report.
JPY Futures Positioning (CME, COT) 2026-08-04
| Non-comm long | 147,228 |
|---|---|
| Non-comm short | 192,701 |
| Net | -45,473 contracts (yen-long = positive) |
| Open interest | 419,393 |
Non-commercial net position (contracts) thousands
Weekly, as of Tuesday. Source: CFTC, Commitments of Traders.