BLOOMBERG IG DURATION-HEDGED COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +151 contracts in BLOOMBERG IG DURATION-HEDGED, 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 DURATION-HEDGED - CHICAGO BOARD OF TRADE
CFTC contract code
221607
Contract unit
500 X Index Points
Open interest, contracts
2,305
Change in open interest, contracts
-226
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
118
0
0
+118
5.1
0.0
5.1
Asset Manager/Institutional
455
605
321
-150
19.7
26.2
-6.5
Leveraged Funds
1,321
1,170
0
+151
57.3
50.8
6.6
Other Reportables
59
140
0
-81
2.6
6.1
-3.5
Total reportable
2,274
2,236
-
+38
98.7
97.0
1.6
Nonreportable
31
69
-
-38
1.3
3.0
-1.6
Leveraged Funds: position against its own history
Weekly net, last 7 reports
Leveraged Funds net, contracts
+151
Week change
+82
4-week change
+64
13-week change
-
Net as % of open interest
6.6%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+762
52-week low of net
-78
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
-
0
Asset Manager/Institutional
-
6
Leveraged Funds
4
5
Total reportable
8
13
Largest 4 traders, gross long
85.9%
Largest 4 traders, gross short
67.0%
Largest 8 traders, gross long
98.7%
Largest 8 traders, gross short
89.8%
Largest 4 traders, net long
77.0%
Largest 4 traders, net short
62.2%
Largest 8 traders, net long
84.7%
Largest 8 traders, net short
77.6%
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
118
0
0
+118
5.1
0.0
5.1
Asset Manager/Institutional
455
605
321
-150
19.7
26.2
-6.5
Leveraged Funds
1,321
1,170
0
+151
57.3
50.8
6.6
Other Reportables
59
140
0
-81
2.6
6.1
-3.5
Total reportable
2,274
2,236
-
+38
98.7
97.0
1.6
Nonreportable
31
69
-
-38
1.3
3.0
-1.6
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
2,305
+118
-150
+151
-81
+38
-38
Tue 13 Oct 2026
2,531
+118
-116
+69
-74
-3
+3
Tue 29 Sep 2026
2,465
+164
-131
+66
-75
+24
-24
Tue 22 Sep 2026
2,617
+164
-169
+175
-40
+130
-130
Tue 16 Jun 2026
3,067
+87
-58
+87
-40
+76
-76
Tue 9 Jun 2026
2,786
+87
+135
-78
-70
+74
-74
Tue 2 Jun 2026
2,856
+42
-538
+762
-207
+59
-59
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.