1K PEPE PERP STYLE COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -409 contracts in 1K PEPE PERP STYLE, positions as of Tue 20 Oct 2026.
Data as of Positions as of Tue 20 Oct 2026; published Fri 23 Oct 2026
Positions as of Tue 20 Oct 2026 - published Fri 23 Oct 2026 (CFTC, Friday release)
| Report family | Traders in Financial Futures |
| Basis | Futures only |
| Market | 1K PEPE PERP STYLE - COINBASE DERIVATIVES, LLC |
| CFTC contract code | 180LMA |
| Contract unit | 100,000 X 1K Pepe Index (100 Million Pepe |
| Open interest, contracts | 1,551 |
| Change in open interest, contracts | - |
Latest report, futures only
| Category | Long | Short | Spreading | Net | Long % of OI | Short % of OI | Net % of OI |
|---|
| Dealer/Intermediary | 0 | 0 | 0 | +0 | 0.0 | 0.0 | 0.0 |
| Asset Manager/Institutional | 0 | 0 | 0 | +0 | 0.0 | 0.0 | 0.0 |
| Leveraged Funds | 712 | 1,121 | 0 | -409 | 45.9 | 72.3 | -26.4 |
| Other Reportables | 464 | 223 | 0 | +241 | 29.9 | 14.4 | 15.5 |
| Total reportable | 1,176 | 1,344 | - | -168 | 75.8 | 86.7 | -10.8 |
| Nonreportable | 375 | 207 | - | +168 | 24.2 | 13.3 | 10.8 |
Leveraged Funds: position against its own history
| Leveraged Funds net, contracts | -409 |
| Week change | - |
| 4-week change | - |
| 13-week change | - |
| Net as % of open interest | -26.4% |
| Percentile, 1 year (52 weeks) | - |
| Percentile, 3 years (156 weeks) | - |
| Z-score, 52 weeks | - |
| COT Index, 3 years | - |
| 52-week high of net | -409 |
| 52-week low of net | -409 |
Traders and concentration
| Category | Traders long | Traders short |
|---|
| Dealer/Intermediary | 0 | 0 |
| Asset Manager/Institutional | 0 | 0 |
| Other Reportables | 12 | 5 |
| Total reportable | 14 | 8 |
| Largest 4 traders, gross long | 53.8% |
| Largest 4 traders, gross short | 75.5% |
| Largest 8 traders, gross long | 65.1% |
| Largest 8 traders, gross short | 86.7% |
| Largest 4 traders, net long | 53.8% |
| Largest 4 traders, net short | 75.5% |
| Largest 8 traders, net long | 65.1% |
| Largest 8 traders, net short | 86.7% |
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
| Category | Long | Short | Spreading | Net | Long % of OI | Short % of OI | Net % of OI |
|---|
| Dealer/Intermediary | 0 | 0 | 0 | +0 | 0.0 | 0.0 | 0.0 |
| Asset Manager/Institutional | 0 | 0 | 0 | +0 | 0.0 | 0.0 | 0.0 |
| Leveraged Funds | 712 | 1,121 | 0 | -409 | 45.9 | 72.3 | -26.4 |
| Other Reportables | 464 | 223 | 0 | +241 | 29.9 | 14.4 | 15.5 |
| Total reportable | 1,176 | 1,344 | - | -168 | 75.8 | 86.7 | -10.8 |
| Nonreportable | 375 | 207 | - | +168 | 24.2 | 13.3 | 10.8 |
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Recent reports, net by category
| Report date | Open interest | Dealer/Intermediary | Asset Manager/Institutional | Leveraged Funds | Other Reportables | Total reportable | Nonreportable |
|---|
| Tue 20 Oct 2026 | 1,551 | +0 | +0 | -409 | +241 | -168 | +168 |
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Traders in Financial Futures report, futures only unless stated. Positions as of Tue 20 Oct 2026, published Fri 23 Oct 2026.