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FX Carry & Positioning Panel

Compare carry, positioning and trend for the currencies you selected.

Comes with: Professional Forex Trading Masterclass (PFTM): FX tools

Using the FX Carry & Positioning Panel

FX tools: PFTM

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Illustrative example, not current market data

This is a preview, so every field and button below is switched off and the figures stay as they are. They all work once your access is verified.

Example

Illustrative example, not current market data.

Covers: EUR/USD · GBP/USD · USD/JPY · AUD/USD · USD/CAD · USD/CHF · NZD/USD

Every figure below carries the publication rhythm of its own series in place of a calendar date, so nothing here can be read as a live market level or as a stale one.

Every covered pair in one table

Choose a pair to open it below. The order is fixed and the pairs are not ranked: nothing here scores them or identifies a preferred carry trade. Arrows describe how a series has moved, not what to do about it.

Rate differential, futures positioning and trend context for each covered currency pair. Rows are in a fixed order and are not ranked.
PairRate differentialCOT net position4-week changePositioning z-scoreTrend context
shown below-1.25ppnegativeIllustrative: a daily policy-rate seriesIllustrative: a daily policy-rate series68,450Illustrative: Tuesday positions, published the following Friday+12300longs added over four weeks0.80versus its own historyuptrendIllustrative: daily closes to the latest completed session
+0.50pppositiveIllustrative: a daily policy-rate seriesIllustrative: a daily policy-rate series-14,200Illustrative: Tuesday positions, published the following Friday-6100longs reduced over four weeks-1.40versus its own historydowntrendIllustrative: daily closes to the latest completed session
+3.75pppositiveIllustrative: a daily policy-rate seriesIllustrative: a monthly interbank proxy, stamped at the previous month end-95,300Illustrative: Tuesday positions, published the following Friday+4200longs added over four weeks-2.10versus its own historyuptrendIllustrative: daily closes to the latest completed session
-0.75ppnegativeIllustrative: a monthly interbank proxy, stamped at the previous month endIllustrative: a daily policy-rate series8,900Illustrative: Tuesday positions, published the following Friday+15600longs added over four weeks1.10versus its own historyrangeIllustrative: daily closes to the latest completed session
+1.50pppositiveIllustrative: a daily policy-rate seriesIllustrative: a monthly interbank proxy, stamped at the previous month end-31,200Illustrative: Tuesday positions, published the following Friday-2900longs reduced over four weeks-0.50versus its own historyrangeIllustrative: daily closes to the latest completed session
+3.50pppositiveIllustrative: a daily policy-rate seriesIllustrative: a monthly interbank proxy, stamped at the previous month end5,100Illustrative: Tuesday positions, published the following Friday-1800longs reduced over four weeks0.20versus its own historyuptrendIllustrative: daily closes to the latest completed session
–Illustrative: no maintained series for this legIllustrative: a daily policy-rate series-6,400Illustrative: Tuesday positions, published the following Friday+900longs added over four weeks-0.30versus its own historyrangeIllustrative: daily closes to the latest completed session

EUR/USD in detail

Rate differential
-1.25ppnegative

Long EUR / short USD pays ~1.25pp of negative carry (EUR rate below USD).

Base rate: 3.25%Illustrative: a daily policy-rate seriesQuote rate: 4.50%Illustrative: a daily policy-rate series

indicative differential from policy rates, not your broker's actual rollover/carry

EUR net non-commercial position
68,450 contracts

No weekly history is attached to this reading, so no line is drawn.

4-week change: +12300
z-score: 0.80
Illustrative: Tuesday positions, published the following Friday

weekly futures positioning: Tuesday data, published Friday

Trend context
uptrend

Fast SMA(20) is above slow SMA(50). Price structure is trending up.

Illustrative: daily closes to the latest completed session

Broker rollover differs from the policy-rate proxy shown here. Your broker sets its own financing rate, applies it to your position size and direction, and the charge or credit you actually receive is frequently worse than this gap.

Rate-differential proxies differ slightly by country (fed funds, ECB deposit rate, SONIA, monthly interbank rates for JPY/AUD/CAD/CHF). Each one is a transparent proxy based on the published inputs shown here. NZD has no actively-maintained FRED policy-rate series, so its differential is unavailable by design.

What this tool does

Compare carry, positioning and trend across the major currency pairs, with the published rate and positioning inputs shown beside every number.

The full instructions, and the definition and limit of every number it produces, open with the tool itself.

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