Leveraged Funds net -355 contracts in CARDONA, positions as of Tue 8 Sep 2026.
Data as of Positions as of Tue 8 Sep 2026; published Fri 11 Sep 2026
Positions as of Tue 8 Sep 2026 - published Fri 11 Sep 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
CARDONA - COINBASE DERIVATIVES, LLC
CFTC contract code
174LM1
Contract unit
1,000 Cardano
Open interest, contracts
4,812
Change in open interest, contracts
+3,798
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
3,565
3,920
249
-355
74.1
81.5
-7.4
Other Reportables
863
549
0
+314
17.9
11.4
6.5
Total reportable
4,677
4,718
-
-41
97.2
98.0
-0.9
Nonreportable
135
94
-
+41
2.8
2.0
0.9
Leveraged Funds: position against its own history
Weekly net, last 37 reports
Leveraged Funds net, contracts
-355
Week change
+328
4-week change
+118
13-week change
+1,245
Net as % of open interest
-7.4%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+95
52-week low of net
-5,077
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
0
0
Asset Manager/Institutional
0
0
Leveraged Funds
-
7
Other Reportables
11
-
Total reportable
15
10
Largest 4 traders, gross long
84.3%
Largest 4 traders, gross short
78.9%
Largest 8 traders, gross long
91.7%
Largest 8 traders, gross short
96.5%
Largest 4 traders, net long
82.5%
Largest 4 traders, net short
74.1%
Largest 8 traders, net long
88.3%
Largest 8 traders, net short
91.3%
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
3,565
3,920
249
-355
74.1
81.5
-7.4
Other Reportables
863
549
0
+314
17.9
11.4
6.5
Total reportable
4,677
4,718
-
-41
97.2
98.0
-0.9
Nonreportable
135
94
-
+41
2.8
2.0
0.9
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 8 Sep 2026
4,812
+0
+0
-355
+314
-41
+41
Tue 18 Aug 2026
1,014
+0
+0
-683
+570
-113
+113
Tue 20 Jan 2026
1,159
+0
+0
-865
+682
-183
+183
Tue 13 Jan 2026
1,396
+0
+0
-573
+344
-229
+229
Tue 6 Jan 2026
1,518
+0
+0
-473
+409
-64
+64
Tue 30 Dec 2025
1,099
+0
+0
-527
+384
-143
+143
Tue 23 Dec 2025
2,179
+0
+0
-1,164
+807
-357
+357
Tue 16 Dec 2025
2,381
+0
+0
-1,605
+1,219
-386
+386
Tue 9 Dec 2025
1,724
+0
+0
+95
-241
-146
+146
Tue 2 Dec 2025
1,929
+0
+0
-737
+374
-363
+363
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 8 Sep 2026, published Fri 11 Sep 2026.