BLOOMBERG IG CREDIT FUTURES COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +2,128 contracts in BLOOMBERG IG CREDIT FUTURES, 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
BLOOMBERG IG CREDIT FUTURES - CHICAGO BOARD OF TRADE
CFTC contract code
221606
Contract unit
$30 X Index
Open interest, contracts
7,305
Change in open interest, contracts
+37
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
624
159
0
+465
8.5
2.2
6.4
Asset Manager/Institutional
1,722
4,296
0
-2,574
23.6
58.8
-35.2
Leveraged Funds
4,912
2,784
0
+2,128
67.2
38.1
29.1
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
7,258
7,239
-
+19
99.4
99.1
0.3
Nonreportable
47
66
-
-19
0.6
0.9
-0.3
Leveraged Funds: position against its own history
Weekly net, last 25 reports
Leveraged Funds net, contracts
+2,128
Week change
+89
4-week change
-1,153
13-week change
-2,175
Net as % of open interest
29.1%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+5,590
52-week low of net
+1,606
Traders and concentration
Category
Traders long
Traders short
Asset Manager/Institutional
5
-
Leveraged Funds
5
7
Other Reportables
0
0
Total reportable
11
12
Largest 4 traders, gross long
76.9%
Largest 4 traders, gross short
87.8%
Largest 8 traders, gross long
96.7%
Largest 8 traders, gross short
96.1%
Largest 4 traders, net long
76.9%
Largest 4 traders, net short
87.8%
Largest 8 traders, net long
96.7%
Largest 8 traders, net short
96.1%
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
624
159
0
+465
8.5
2.2
6.4
Asset Manager/Institutional
1,722
4,296
0
-2,574
23.6
58.8
-35.2
Leveraged Funds
4,912
2,784
0
+2,128
67.2
38.1
29.1
Other Reportables
0
0
0
+0
0.0
0.0
0.0
Total reportable
7,258
7,239
-
+19
99.4
99.1
0.3
Nonreportable
47
66
-
-19
0.6
0.9
-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 20 Oct 2026
7,305
+465
-2,574
+2,128
+0
+19
-19
Tue 13 Oct 2026
7,268
+535
-2,562
+2,039
+0
+12
-12
Tue 6 Oct 2026
7,222
+922
-2,963
+2,047
+0
+6
-6
Tue 29 Sep 2026
5,998
-177
-3,033
+3,228
+0
+18
-18
Tue 22 Sep 2026
6,111
-233
-3,033
+3,281
+0
+15
-15
Tue 15 Sep 2026
7,474
-1,539
-3,067
+4,608
+0
+2
-2
Tue 8 Sep 2026
13,905
-1,714
-2,737
+4,864
+37
+450
-450
Tue 1 Sep 2026
7,532
-1,824
-3,009
+4,812
+37
+16
-16
Tue 25 Aug 2026
7,580
-1,828
-3,703
+5,465
+37
-29
+29
Tue 18 Aug 2026
7,647
-1,967
-3,659
+5,590
+37
+1
-1
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.