COT — GBP vs AUD (net leveraged-fund position and USD differential, weekly)
Shaded area, right axis: US dollars of net notional exposure, base leg minus quote leg. implied — no GBPAUD future exists; the GBP and AUD futures books are each converted to US dollars at the close joined to the report date, and the AUD leg is subtracted from the GBP leg. Full chart and z-scores →
GBPAUD CFTC net leveraged-fund positioning by leg. GBP (weekly, contracts): Latest: 33,236 (21 Jul 2026) | Range: -90,282 to 127,689 | Trend: broadly flat; AUD (weekly, contracts): Latest: 24,788 (21 Jul 2026) | Range: -65,027 to 99,708 | Trend: broadly flat; GBP minus AUD differential (weekly, US dollars): Latest: 1,040,971,110 (21 Jul 2026) | Range: -18,187,337,610 to 15,438,091,156 | Trend: broadly flat.Combined Crowding
COT z-differentialGBP net long vs AUD — Balanced(+13 / +0.7σ)
AUD crowded (−100)balancedGBP crowded (+100)
GBP net-spec z+0.62σ
AUD net-spec z-0.03σ
Score = (base z − quote z) × 20, clamped ±100. |score| ≥ 60 extremely crowded · 40–60 crowded · 20–40 leaning · <20 balanced.
GBP/AUD Spot (daily)
Realized Vol & Regime
Calm
RV 20d
4.7%
20d pctile (1y)
29%
RV 5d
5.6%
RV 60d
5.4%
RV 252d
5.8%
cone p10–p90
4–8%
Daily Technicals
from daily closesRSI-14
40
SMA-20
1.9207
SMA-50
1.9051
SMA-200
1.9419
52w range
1.8561–2.0920
vs SMA-50
+0.56%
Intraday pivots are computed for the 7 USD majors only; this pair shows daily-close technicals.
Rate Differential
policy carryGBP policy rate3.75%
AUD policy rate4.35%
Carry (GBP−AUD)-0.60%
