updated Sat, 10 Oct 2026 22:16:13 GMT · refreshes ≤5 min
AfterPrime spread monitor
Afterprime live half-spread vs measured floor, last 30min
leg
live hs (bp)
floor (bp)
ratio
status
stale
USDJPY
—
0.13
—
stale
EURUSD
—
0.17
—
stale
EURJPY
—
0.17
—
stale
GBPUSD
—
0.23
—
stale
GBPJPY
—
0.21
—
stale
AUDUSD
—
0.21
—
stale
AUDJPY
—
0.18
—
stale
NZDUSD
—
0.34
—
stale
NZDJPY
—
0.27
—
stale
USDCHF
—
0.19
—
stale
CHFJPY
—
0.10
—
stale
USDCAD
—
0.14
—
stale
CADJPY
—
0.18
—
stale
All legs near the calm-market floor — the cost basis behind the EW6-ZH / ZAK revival holds right now. Floor = median half-spread measured 2026-08-06 (commission-free). "wide" (>3× floor) is
the stress signal that closes the cross-cost advantage; "elevated" (>1.5×) is a watch.
AfterPrime live fills afterprime-live min-lot bot
Real-fill log from the min-lot live run (zh / aud / zak) — populates once the bot's first
window trades. This is the pending-live → implementable measurement.
positioning — CFTC COT CME non-commercial net, z vs 156wk
ccy
net
Δwk
z-score
%ile
as of
GBP
-97,611
-6,536
-1.84
1.9%
extreme
2026-10-06
AUD
-98,588
-35,349
-1.28
3.8%
2026-10-06
JPY
62,325
+6,885
0.81
77.6%
2026-10-06
CHF
-23,740
+877
0.56
71.8%
2026-10-06
NZD
-11,698
-925
-0.51
29.5%
2022-02-01
EUR
1,180
+2,080
-0.33
37.8%
2026-10-06
CAD
-90,163
-11,492
0.04
48.7%
2026-10-06
JPY: spec net vs price vs strength net (bars) · USD/JPY + JPY-strength LOO (lines, shape-normalised)
net longnet shortUSD/JPYJPY strength (LOO)
Net = non-commercial long − short (negative = net short the currency). z / %ile are vs the trailing
156-week window; |z|≥1.5 = crowded positioning (a weak, ~3-day-lagged contrarian context — not a
timing signal). Source: CFTC COT (Legacy futures-only) + FRED DEXJPUS + G8 JPY strength.
cross-venue arb board
No overlapping quotes yet. Populates when ≥2 venues quote the same symbol
in the same window (weekend = crypto only; full board after the FX open).
Lag = seconds this venue's mid trails its region's consensus (positive = slower feed = the stale/latency-arb target). Same-region only, so network path is netted out.