{
  "series_id": "cftc.tff.jpy.lev_money_net",
  "label": "円先物 レバレッジドファンド ネット建玉（TFF）",
  "layer": 3,
  "source": {
    "publisher": "CFTC",
    "release": "Commitments of Traders",
    "api": "https://publicreporting.cftc.gov/resource/gpe5-46if.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": {
    "record_id": "cftc.tff.jpy.lev_money_net:2026-08-11:r0:ee424d9a934a",
    "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": "2026-08-15T13:32:27.555Z",
    "ingested_at": "2026-08-15T13:32:27.562Z",
    "value": "-53070",
    "long": "74973",
    "short": "128043",
    "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": "37391",
    "change_13w": "9370",
    "change_52w": "-17664",
    "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": 22.8,
    "percentile_10y_n": 400,
    "net": "-53070",
    "wow_change": "7755",
    "percentile_5y": 33.8,
    "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": 54.0,
    "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": "-115400",
    "gross_long": "74973",
    "gross_short": "128043",
    "open_interest": "391874",
    "correlation_52w_usdjpy": {
      "value": -0.63,
      "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": "a9e8970e3bbc766fa320ccd35807a67fc23ee80a818c51bd4f712110f5618816",
  "generated_at": "2026-08-15T13:32:27Z",
  "generator": {
    "module": "ops/lib/cftc.py",
    "algorithm": "cftc-derive@2"
  },
  "observations_recent": [
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      "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": "2026-08-15T13:32:27.555Z",
      "ingested_at": "2026-08-15T13:32:27.562Z",
      "value": "-53070",
      "long": "74973",
      "short": "128043",
      "open_interest": "391874",
      "status": "ORIGINAL",
      "revision_seq": 0,
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    },
    {
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      "observation_date": "2026-08-04",
      "observation_precision": "date",
      "publisher_release_at": "2026-08-07T15:30:00-04:00",
      "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": "2026-08-15T13:32:27.555Z",
      "ingested_at": "2026-08-15T13:32:27.562Z",
      "value": "-60825",
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      "revision_seq": 0,
      "supersedes_record_id": null
    },
    {
      "record_id": "cftc.tff.jpy.lev_money_net:2026-07-28:r0:3795d7464e7c",
      "observation_date": "2026-07-28",
      "observation_precision": "date",
      "publisher_release_at": "2026-07-31T15:30:00-04:00",
      "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": "2026-08-15T13:32:27.555Z",
      "ingested_at": "2026-08-15T13:32:27.562Z",
      "value": "-101990",
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      "revision_seq": 0,
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    },
    {
      "record_id": "cftc.tff.jpy.lev_money_net:2026-07-21:r0:54021ecec052",
      "observation_date": "2026-07-21",
      "observation_precision": "date",
      "publisher_release_at": "2026-07-24T15:30:00-04:00",
      "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": "2026-08-15T13:32:27.555Z",
      "ingested_at": "2026-08-15T13:32:27.562Z",
      "value": "-96185",
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      "record_id": "cftc.tff.jpy.lev_money_net:2026-07-14:r0:94bdcc315e05",
      "observation_date": "2026-07-14",
      "observation_precision": "date",
      "publisher_release_at": "2026-07-17T15:30:00-04:00",
      "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": "2026-08-15T13:32:27.555Z",
      "ingested_at": "2026-08-15T13:32:27.562Z",
      "value": "-90461",
      "long": "80938",
      "short": "171399",
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      "status": "ORIGINAL",
      "revision_seq": 0,
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    {
      "record_id": "cftc.tff.jpy.lev_money_net:2026-07-07:r0:359506a8fb11",
      "observation_date": "2026-07-07",
      "observation_precision": "date",
      "publisher_release_at": "2026-07-10T15:30:00-04:00",
      "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": "2026-08-15T13:32:27.555Z",
      "ingested_at": "2026-08-15T13:32:27.562Z",
      "value": "-90083",
      "long": "84990",
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    {
      "record_id": "cftc.tff.jpy.lev_money_net:2026-06-30:r0:9f97284bbf17",
      "observation_date": "2026-06-30",
      "observation_precision": "date",
      "publisher_release_at": "2026-07-03T15:30:00-04:00",
      "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": "2026-08-15T13:32:27.555Z",
      "ingested_at": "2026-08-15T13:32:27.562Z",
      "value": "-115400",
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    {
      "record_id": "cftc.tff.jpy.lev_money_net:2026-06-23:r0:5821cb6a7d1b",
      "observation_date": "2026-06-23",
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      "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": "2026-08-15T13:32:27.555Z",
      "ingested_at": "2026-08-15T13:32:27.562Z",
      "value": "-97092",
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      "release_at_method": "rule_derived",
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      "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": "2026-08-15T13:32:27.555Z",
      "ingested_at": "2026-08-15T13:32:27.562Z",
      "value": "-96772",
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      "observation_precision": "date",
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      "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": "2026-08-15T13:32:27.555Z",
      "ingested_at": "2026-08-15T13:32:27.562Z",
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      "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": "2026-08-15T13:32:27.555Z",
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      "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": "2026-08-15T13:32:27.555Z",
      "ingested_at": "2026-08-15T13:32:27.562Z",
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  "full": "/api/v0/series/cftc.tff.jpy.lev_money_net/full.json"
}