CANADIAN DOLLAR COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -91,113 contracts in CANADIAN 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
CFTC contract code
090741
Contract unit
Contracts Of Cad 100,000
Open interest, contracts
383,635
Change in open interest, contracts
+5,431
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
186,965
86,167
1,441
+100,798
48.7
22.5
26.3
Asset Manager/Institutional
115,723
121,122
4,735
-5,399
30.2
31.6
-1.4
Leveraged Funds
28,341
119,454
4,273
-91,113
7.4
31.1
-23.7
Other Reportables
15,351
7,498
647
+7,853
4.0
2.0
2.0
Total reportable
357,476
345,337
-
+12,139
93.2
90.0
3.2
Nonreportable
26,159
38,298
-
-12,139
6.8
10.0
-3.2
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-91,113
Week change
-3,001
4-week change
-44,252
13-week change
+7,264
Net as % of open interest
-23.7%
Percentile, 1 year (52 weeks)
12
Percentile, 3 years (156 weeks)
7
Z-score, 52 weeks
-1.43
COT Index, 3 years
13
52-week high of net
-31,700
52-week low of net
-102,495
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
10
8
Asset Manager/Institutional
13
27
Leveraged Funds
17
54
Other Reportables
15
6
Total reportable
75
104
Largest 4 traders, gross long
66.9%
Largest 4 traders, gross short
32.3%
Largest 8 traders, gross long
75.6%
Largest 8 traders, gross short
43.6%
Largest 4 traders, net long
66.9%
Largest 4 traders, net short
32.3%
Largest 8 traders, net long
75.5%
Largest 8 traders, net short
43.6%
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
186,743
84,667
5,610
+102,076
45.3
20.5
24.8
Asset Manager/Institutional
114,897
121,527
5,890
-6,630
27.9
29.5
-1.6
Leveraged Funds
25,293
118,082
28,097
-92,789
6.1
28.7
-22.5
Other Reportables
16,234
7,719
847
+8,515
3.9
1.9
2.1
Total reportable
383,611
372,439
-
+11,172
93.1
90.4
2.7
Nonreportable
28,397
39,569
-
-11,172
6.9
9.6
-2.7
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
383,635
+100,798
-5,399
-91,113
+7,853
+12,139
-12,139
Tue 13 Oct 2026
378,204
+120,981
-30,804
-88,112
+8,783
+10,848
-10,848
Tue 6 Oct 2026
371,048
+119,957
-35,806
-79,625
+8,813
+13,339
-13,339
Tue 29 Sep 2026
347,274
+99,824
-27,581
-69,644
+8,294
+10,893
-10,893
Tue 22 Sep 2026
311,085
+63,812
-24,121
-46,861
+9,958
+2,788
-2,788
Tue 15 Sep 2026
358,186
+48,614
-9,386
-39,022
+9,140
+9,346
-9,346
Tue 8 Sep 2026
334,861
+82,107
-30,008
-55,448
+7,279
+3,930
-3,930
Tue 1 Sep 2026
334,800
+117,959
-49,544
-68,750
+7,474
+7,139
-7,139
Tue 25 Aug 2026
329,544
+124,930
-58,943
-72,092
+7,814
+1,709
-1,709
Tue 18 Aug 2026
359,585
+172,665
-89,495
-88,897
+8,940
+3,213
-3,213
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.