AAVE PERP STYLE COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -246 contracts in AAVE PERP STYLE, positions as of Tue 15 Sep 2026.
Data as of Positions as of Tue 15 Sep 2026; published Fri 18 Sep 2026
Positions as of Tue 15 Sep 2026 - published Fri 18 Sep 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
AAVE PERP STYLE - COINBASE DERIVATIVES, LLC
CFTC contract code
180LM5
Contract unit
5 Aave
Open interest, contracts
1,181
Change in open interest, contracts
+62
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
550
796
0
-246
46.6
67.4
-20.8
Other Reportables
319
314
0
+5
27.0
26.6
0.4
Total reportable
869
1,110
-
-241
73.6
94.0
-20.4
Nonreportable
312
71
-
+241
26.4
6.0
20.4
Leveraged Funds: position against its own history
Weekly net, last 4 reports
Leveraged Funds net, contracts
-246
Week change
+156
4-week change
-
13-week change
-
Net as % of open interest
-20.8%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
-246
52-week low of net
-455
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
0
0
Asset Manager/Institutional
0
0
Other Reportables
8
9
Total reportable
11
10
Largest 4 traders, gross long
52.7%
Largest 4 traders, gross short
78.8%
Largest 8 traders, gross long
67.0%
Largest 8 traders, gross short
89.8%
Largest 4 traders, net long
52.7%
Largest 4 traders, net short
78.8%
Largest 8 traders, net long
67.0%
Largest 8 traders, net short
89.8%
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
550
796
0
-246
46.6
67.4
-20.8
Other Reportables
319
314
0
+5
27.0
26.6
0.4
Total reportable
869
1,110
-
-241
73.6
94.0
-20.4
Nonreportable
312
71
-
+241
26.4
6.0
20.4
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 15 Sep 2026
1,181
+0
+0
-246
+5
-241
+241
Tue 8 Sep 2026
1,119
+0
+0
-402
+160
-242
+242
Tue 1 Sep 2026
989
+0
+0
-455
+283
-172
+172
Tue 11 Aug 2026
918
+0
+0
-363
+266
-97
+97
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 15 Sep 2026, published Fri 18 Sep 2026.