{
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  "label": "円先物 非商業ネット建玉（Legacy）",
  "layer": 3,
  "source": {
    "publisher": "CFTC",
    "release": "Commitments of Traders",
    "api": "https://publicreporting.cftc.gov/resource/6dca-aqww.json",
    "contract_market_code": "097741"
  },
  "unit": "contracts",
  "cadence": "weekly",
  "release_schedule": "毎週金曜 15:30 ET（火曜時点の建玉）",
  "latest": {
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    "observation_date": "2026-08-11",
    "observation_precision": "date",
    "publisher_release_at": "2026-08-14T15:30:00-04:00",
    "release_at_method": "rule_derived",
    "release_rule_id": "cftc.cot.weekly",
    "release_lag_days": 3,
    "release_note": "火曜時点の建玉を金曜15:30 ETに公表。この3日間は既知でない",
    "source_first_seen_at": "2026-08-15T13:32:27.143Z",
    "ingested_at": "2026-08-15T13:32:27.160Z",
    "value": "-42085",
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    "short": "176273",
    "open_interest": "391874",
    "status": "ORIGINAL",
    "revision_seq": 0,
    "supersedes_record_id": null
  },
  "temporal_note": "observation_date は建玉の基準日（火曜）、publisher_release_at は市場が初めて知り得た時刻（金曜15:30 ET）。この3日間を同一視するとバックテストに look-ahead bias が入る",
  "derived": {
    "algorithm": "cftc-derive@2",
    "code_sha256": "08c9c9997108a117f2eadceddbe2301e939b6df8e6e51ffcea8f29805f0a2d55",
    "code_commit": null,
    "code_note": "公開リポジトリの整備後に code_commit を記載する。現時点は算出モジュールのSHA-256で代替",
    "change_4w": "80578",
    "change_13w": "33017",
    "change_52w": "-116319",
    "streak_weeks": 2,
    "streak_direction": "縮小",
    "streak_definition": "ネット建玉が同一方向に連続して変化した週数（円ショートの縮小／拡大）",
    "percentile_10y": 53.0,
    "percentile_10y_n": 400,
    "net": "-42085",
    "wow_change": "3388",
    "percentile_5y": 64.6,
    "percentile_5y_n": 260,
    "percentile_definition": "直近260週のうち現在値以下の観測が占める割合（%）。低いほど円ショートが厚い",
    "short_cover_ratio_52w": 74.2,
    "short_cover_definition": "直近52週の最深ネット円ショートを基準とした解消率（%）",
    "trough_net_52w": "-163412",
    "gross_long": "134188",
    "gross_short": "176273",
    "open_interest": "391874",
    "correlation_52w_usdjpy": {
      "value": -0.904,
      "status": "ORIGINAL",
      "n": 52,
      "note": "ネット建玉とUSD/JPY終値のピアソン相関（週次・直近52週）",
      "price_source": "OANDA USD/JPY 1D（運営者が保持する価格系列）",
      "price_sha256": "8d3e4e418b5b6ce0714c1960c72fdd3d670bd524ceaec5ed89553c8b7717cebd",
      "price_last_date": "2026-08-14"
    }
  },
  "provenance_note": "全数値はCFTC公開APIから機械的に取得・算出。手入力なし（会則第11条）",
  "quotation_rule": "status を落として引用しないこと",
  "output_sha256": "e03ee3ae73262c4be6264f0b856162338d1a4efe94ae907c5a5e434e8b7d7656",
  "generated_at": "2026-08-15T13:32:27Z",
  "generator": {
    "module": "ops/lib/cftc.py",
    "algorithm": "cftc-derive@2"
  },
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      "ingested_at": "2026-08-15T13:32:27.160Z",
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      "release_note": "火曜時点の建玉を金曜15:30 ETに公表。この3日間は既知でない",
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      "release_note": "火曜時点の建玉を金曜15:30 ETに公表。この3日間は既知でない",
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      "release_note": "火曜時点の建玉を金曜15:30 ETに公表。この3日間は既知でない",
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  "full": "/api/v0/series/cftc.legacy.jpy.noncomm_net/full.json"
}