AUSTRALIAN DOLLAR COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +52,497 contracts in AUSTRALIAN DOLLAR, 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
232741
Contract unit
Contracts Of Aud 100,000
Open interest, contracts
333,010
Change in open interest, contracts
-6,454
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
125,601
65,327
205
+60,274
37.7
19.6
18.1
Asset Manager/Institutional
80,700
209,439
2,073
-128,739
24.2
62.9
-38.7
Leveraged Funds
88,761
36,264
204
+52,497
26.7
10.9
15.8
Other Reportables
4,101
500
0
+3,601
1.2
0.2
1.1
Total reportable
301,645
314,012
-
-12,367
90.6
94.3
-3.7
Nonreportable
31,365
18,998
-
+12,367
9.4
5.7
3.7
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
+52,497
Week change
+1,906
4-week change
-6,229
13-week change
+27,709
Net as % of open interest
15.8%
Percentile, 1 year (52 weeks)
69
Percentile, 3 years (156 weeks)
90
Z-score, 52 weeks
0.56
COT Index, 3 years
84
52-week high of net
+70,260
52-week low of net
-17,669
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
11
7
Asset Manager/Institutional
21
12
Leveraged Funds
34
15
Other Reportables
7
-
Total reportable
79
45
Largest 4 traders, gross long
42.6%
Largest 4 traders, gross short
74.0%
Largest 8 traders, gross long
61.9%
Largest 8 traders, gross short
84.8%
Largest 4 traders, net long
42.6%
Largest 4 traders, net short
73.9%
Largest 8 traders, net long
61.9%
Largest 8 traders, net short
84.6%
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
129,434
64,876
6,232
+64,558
36.7
18.4
18.3
Asset Manager/Institutional
80,685
209,750
2,456
-129,065
22.9
59.6
-36.6
Leveraged Funds
85,487
37,881
10,628
+47,606
24.3
10.8
13.5
Other Reportables
4,560
550
49
+4,010
1.3
0.2
1.1
Total reportable
319,531
332,421
-
-12,890
90.7
94.4
-3.7
Nonreportable
32,672
19,782
-
+12,890
9.3
5.6
3.7
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
333,010
+60,274
-128,739
+52,497
+3,601
-12,367
+12,367
Tue 13 Oct 2026
339,464
+48,901
-115,920
+50,591
+5,499
-10,929
+10,929
Tue 6 Oct 2026
328,682
+28,965
-101,428
+54,133
+4,834
-13,496
+13,496
Tue 29 Sep 2026
309,800
-8,787
-73,199
+60,592
+4,503
-16,891
+16,891
Tue 22 Sep 2026
306,488
-28,008
-55,353
+58,726
+4,981
-19,654
+19,654
Tue 15 Sep 2026
493,141
-38,303
-46,396
+61,135
+4,483
-19,081
+19,081
Tue 8 Sep 2026
455,468
-33,579
-40,199
+49,779
+4,813
-19,186
+19,186
Tue 1 Sep 2026
391,678
-43,456
-30,467
+49,662
+3,665
-20,596
+20,596
Tue 25 Aug 2026
333,906
-38,043
-45,427
+54,061
+4,028
-25,381
+25,381
Tue 18 Aug 2026
288,526
-30,167
-48,066
+52,108
+3,432
-22,693
+22,693
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.