Leveraged Funds net -726 contracts in 1K SHIB, positions as of Mon 10 Nov 2025.
Data as of Positions as of Mon 10 Nov 2025; published Fri 14 Nov 2025
Positions as of Mon 10 Nov 2025 - published Fri 14 Nov 2025 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
1K SHIB - COINBASE DERIVATIVES, LLC
CFTC contract code
172LM1
Contract unit
10,000 X 1K Shib X $0.00002 = $200
Open interest, contracts
1,028
Change in open interest, contracts
-1,254
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
37
763
0
-726
3.6
74.2
-70.6
Other Reportables
707
262
0
+445
68.8
25.5
43.3
Total reportable
744
1,025
-
-281
72.4
99.7
-27.3
Nonreportable
284
3
-
+281
27.6
0.3
27.3
Leveraged Funds: position against its own history
Weekly net, last 21 reports
Leveraged Funds net, contracts
-726
Week change
+939
4-week change
+819
13-week change
+2,020
Net as % of open interest
-70.6%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
-726
52-week low of net
-2,746
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
0
0
Asset Manager/Institutional
0
0
Other Reportables
14
4
Total reportable
15
5
Largest 4 traders, gross long
33.0%
Largest 4 traders, gross short
96.9%
Largest 8 traders, gross long
53.4%
Largest 8 traders, gross short
99.7%
Largest 4 traders, net long
33.0%
Largest 4 traders, net short
96.9%
Largest 8 traders, net long
53.4%
Largest 8 traders, net short
99.7%
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
37
763
0
-726
3.6
74.2
-70.6
Other Reportables
707
262
0
+445
68.8
25.5
43.3
Total reportable
744
1,025
-
-281
72.4
99.7
-27.3
Nonreportable
284
3
-
+281
27.6
0.3
27.3
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
Mon 10 Nov 2025
1,028
+0
+0
-726
+445
-281
+281
Tue 16 Sep 2025
2,282
+0
+0
-1,665
+1,003
-662
+662
Tue 9 Sep 2025
1,595
+0
+0
-1,187
+729
-458
+458
Tue 26 Aug 2025
1,569
+0
+0
-1,415
+872
-543
+543
Tue 19 Aug 2025
1,732
+0
+0
-1,545
+968
-577
+577
Tue 12 Aug 2025
1,981
+0
+0
-1,718
+1,097
-621
+621
Tue 5 Aug 2025
1,571
+0
+0
-1,286
+795
-491
+491
Tue 29 Jul 2025
1,535
+0
+0
-1,396
+935
-461
+461
Tue 22 Jul 2025
1,934
+0
+0
-1,686
+1,180
-506
+506
Tue 28 Jan 2025
1,518
+0
+0
-1,217
+382
-835
+835
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 Mon 10 Nov 2025, published Fri 14 Nov 2025.