AVALANCHE COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -1,417 contracts in AVALANCHE, 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
AVALANCHE - COINBASE DERIVATIVES, LLC
CFTC contract code
171LM1
Contract unit
10 Avalanche X $30 = $300
Open interest, contracts
5,581
Change in open interest, contracts
-885
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
3,906
5,323
73
-1,417
70.0
95.4
-25.4
Other Reportables
1,396
137
21
+1,259
25.0
2.5
22.6
Total reportable
5,396
5,554
-
-158
96.7
99.5
-2.8
Nonreportable
185
27
-
+158
3.3
0.5
2.8
Leveraged Funds: position against its own history
Weekly net, last 79 reports
Leveraged Funds net, contracts
-1,417
Week change
-408
4-week change
-1,378
13-week change
-1,398
Net as % of open interest
-25.4%
Percentile, 1 year (52 weeks)
58
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
0.25
COT Index, 3 years
-
52-week high of net
+324
52-week low of net
-5,209
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
0
0
Asset Manager/Institutional
0
0
Leveraged Funds
4
6
Other Reportables
13
-
Total reportable
17
10
Largest 4 traders, gross long
77.2%
Largest 4 traders, gross short
92.6%
Largest 8 traders, gross long
88.5%
Largest 8 traders, gross short
98.2%
Largest 4 traders, net long
75.9%
Largest 4 traders, net short
92.6%
Largest 8 traders, net long
87.2%
Largest 8 traders, net short
97.8%
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
3,906
5,323
73
-1,417
70.0
95.4
-25.4
Other Reportables
1,396
137
21
+1,259
25.0
2.5
22.6
Total reportable
5,396
5,554
-
-158
96.7
99.5
-2.8
Nonreportable
185
27
-
+158
3.3
0.5
2.8
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
5,581
+0
+0
-1,417
+1,259
-158
+158
Tue 13 Oct 2026
6,466
+0
+0
-1,009
+851
-158
+158
Tue 6 Oct 2026
4,521
+0
+0
-849
+698
-151
+151
Tue 29 Sep 2026
5,109
+0
+0
-270
+196
-74
+74
Tue 22 Sep 2026
6,894
+0
+0
-39
-37
-76
+76
Tue 15 Sep 2026
5,117
+0
+0
-221
+210
-11
+11
Tue 8 Sep 2026
6,215
+0
+0
-469
+485
+16
-16
Tue 25 Aug 2026
4,057
+0
+0
-723
+658
-65
+65
Tue 28 Jul 2026
4,607
+0
+0
-1,049
+949
-100
+100
Tue 23 Jun 2026
2,211
+0
+0
-684
+616
-68
+68
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.