JPY IRS Gross Notional Outstanding (weekly, USD mn)
| Product | 2026-10-19 | WoW (%) |
|---|---|---|
| Basis | 60,840 | -4.8 |
| Fixed-Float | 3,136,087 | +1.4 |
| OIS | 15,478,137 | -5.8 |
| OTHER | 104,886 | -4.2 |
| Swaption | 1,493,363 | -3.7 |
| TOTAL | 20,273,312 | $20.27T |
OIS notional history
Source: CFTC, Weekly Swaps Report.
JPY Futures Positioning (CME, COT) 2026-10-13
| Non-comm long | 191,256 |
|---|---|
| Non-comm short | 141,049 |
| Net | 50,207 contracts (yen-long = positive) |
| Open interest | 373,502 |
Non-commercial net position (contracts) thousands
Weekly, as of Tuesday. Source: CFTC, Commitments of Traders.