BLOOMBERG HY CREDIT FUTURES COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -286 contracts in BLOOMBERG HY CREDIT FUTURES, 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
BLOOMBERG HY CREDIT FUTURES - CHICAGO BOARD OF TRADE
CFTC contract code
221605
Contract unit
$150 X Index
Open interest, contracts
5,114
Change in open interest, contracts
-2,362
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
820
0
0
+820
16.0
0.0
16.0
Asset Manager/Institutional
2,769
3,281
688
-512
54.1
64.2
-10.0
Leveraged Funds
554
840
236
-286
10.8
16.4
-5.6
Other Reportables
25
32
0
-7
0.5
0.6
-0.1
Total reportable
5,092
5,077
-
+15
99.6
99.3
0.3
Nonreportable
22
37
-
-15
0.4
0.7
-0.3
Leveraged Funds: position against its own history
Weekly net, last 24 reports
Leveraged Funds net, contracts
-286
Week change
+165
4-week change
+198
13-week change
-2,068
Net as % of open interest
-5.6%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+3,078
52-week low of net
-634
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
-
0
Asset Manager/Institutional
6
-
Leveraged Funds
-
6
Total reportable
13
10
Largest 4 traders, gross long
71.7%
Largest 4 traders, gross short
94.6%
Largest 8 traders, gross long
91.4%
Largest 8 traders, gross short
98.0%
Largest 4 traders, net long
64.6%
Largest 4 traders, net short
77.0%
Largest 8 traders, net long
80.5%
Largest 8 traders, net short
80.2%
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
820
0
0
+820
16.0
0.0
16.0
Asset Manager/Institutional
2,769
3,281
688
-512
54.1
64.2
-10.0
Leveraged Funds
554
840
236
-286
10.8
16.4
-5.6
Other Reportables
25
32
0
-7
0.5
0.6
-0.1
Total reportable
5,092
5,077
-
+15
99.6
99.3
0.3
Nonreportable
22
37
-
-15
0.4
0.7
-0.3
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
Tue 15 Sep 2026
5,114
+820
-512
-286
-7
+15
-15
Tue 8 Sep 2026
7,476
+813
-354
-451
+4
+12
-12
Tue 1 Sep 2026
4,982
+1,051
-415
-591
+4
+49
-49
Tue 25 Aug 2026
4,667
+1,095
-394
-634
+4
+71
-71
Tue 18 Aug 2026
4,904
+1,216
-682
-484
+4
+54
-54
Tue 11 Aug 2026
4,960
+1,218
-677
-531
+4
+14
-14
Tue 4 Aug 2026
4,919
+1,111
-917
-170
+4
+28
-28
Tue 28 Jul 2026
4,906
+1,062
-914
-152
+4
+0
+0
Tue 21 Jul 2026
4,933
+993
-1,002
-51
+4
-56
+56
Tue 14 Jul 2026
4,882
+993
-675
-3
-348
-33
+33
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.